# Springer

# Annals of the Institute of Statistical Mathematics

**Order information:**

Web: http://link.springer.de/orders.htm

**Download restrictions:**Access to the full text of the articles in this series is restricted.

**Current editor:**G. Kitagawa

**For corrections or technical questions regarding this series, please contact (Sonal Shukla) or (Christopher F Baum)**

**Series handle:**repec:spr:aistmt

**Citations RSS feed:**at CitEc

### Impact factors

- Simple (last 10 years)
- Recursive (10)
- Discounted (10)
- Recursive discounted (10)
- H-Index (10)
- Aggregate (10)

**Access and download statistics**

**Top item:**

- By citations
- By downloads (last 12 months)

### 1992, Volume 44, Issue 4

**769-779 On bilinear forms in normal variables***by*A. Mathai**781-798 Some exact expressions for the mean and higher moments of functions of sample moments***by*K. Bowman & L. Shenton

### 1992, Volume 44, Issue 3

**405-416 Bayesian priors based on a parameter transformation using the distribution function***by*Martin Crowder**417-434 Posterior mode estimation for the generalized linear model***by*D. Eaves & T. Chang**435-449 Empirical Bayes with rates and best rates of convergence in u(x)C(θ) exp(-x/θ)-family: Estimation case***by*R. Singh & Laisheng Wei**451-462 Sufficiency and fuzziness in random experiments***by*María Gil**463-477 Information theory and the failure time of a system***by*Nader Ebrahimi**479-499 Approximations to the birthday problem with unequal occurrence probabilities and their application to the surname problem in Japan***by*Shigeru Mase**501-517 Further developments on some dependence orderings for continuous bivariate distributions***by*Z. Fang & H. Joe**519-528 MSE's of prediction in growth curve model with covariance structures***by*T. Kanda**529-535 On inconsistency of the common rate difference estimators from sparse follow-up data***by*Tosiya Sato**537-550 Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation***by*M. Tan & L. Gleser**551-562 Average worth and simultaneous estimation of the selected subset***by*P. Vellaisamy**563-577 Optimum bandwidths and kernels for estimating certain discontinuous densities***by*B. Ghosh & Wei-Min Huang**579-591 Integrated squared error of kernel-type estimator of distribution function***by*Shingo Shirahata & In-Sun Chu**593-603 Efficiency of connected binary block designs when a single observation is unavailable***by*Subir Ghosh & Sanpei Kageyama & Rahul Mukerjee

### 1992, Volume 44, Issue 2

**201-211 Bayesian inferences on nonlinear functions of the parameters in linear regression***by*A. Merwe & C. Merwe & P. Groenewald**213-227 Optimal estimation in random coefficient regression models***by*T. Ramanathan & M. Rajarshi**229-238 On exact D-optimal designs for regression models with correlated observations***by*Wolfgang Bischoff**239-260 Identification of non-minimum phase transfer function using higher-order spectrum***by*Masayuki Kumon**261-279 Minimum f-divergence estimators and quasi-likelihood functions***by*Paul Vos**281-297 Some contributions to selection and estimation in the normal linear model***by*J. Venter & S. Steel**299-311 Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean***by*Andrew Rukhin**313-333 A rank estimator in the two-sample transformation model with randomly censored data***by*Hideatsu Tsukahara**335-356 Asymptotic expansions for two-stage rank tests***by*Willem Albers**357-362 On an optimum test of the equality of two covariance matrices***by*N. Giri**363-378 Waiting time problems for a sequence of discrete random variables***by*Sigeo Aki**379-385 Some characterizations of the uniform distribution with applications to random number generation***by*Lih-Yuan Deng & E. George**387-403 Expansions for statistics involving the mean absolute deviations***by*Gutti Babu & C. Rao

### 1992, Volume 44, Issue 1

**1-11 A space-time clustering model for historical earthquakes***by*F. Musmeci & D. Vere-Jones**13-25 Signal estimation using stochastic velocity models and irregular arrays***by*P. Thomson**27-43 Mean squared prediction error in the spatial linear model with estimated covariance parameters***by*Dale Zimmerman & Noel Cressie**45-61 Statistical morphisms and related invariance properties***by*Dominique Picard**63-83 Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator***by*Marianne Mora**85-95 Large sample properties of estimates of a discrete grade of membership model***by*H. Tolley & Kenneth Manton**97-106 A form of multivariate gamma distribution***by*A. Mathal & P. Moschopoulos**107-120 On laplace continued fraction for the normal integral***by*Chu-In Lee**121-131 Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in R d***by*S. Kanagawa & Y. Mochizuki & H. Tanaka**133-140 On a monotone empirical bayes test procedure in geometric model***by*TaChen Liang & S. Panchapakesan**141-145 A note on the uniformly most powerful tests in the presence of nuisance parameters***by*Kentaro Nomakuchi**147-156 Tests for a given linear structure of the mean direction of the langevin distribution***by*Yoko Watamori**157-167 Fixed-width confidence intervals for contrasts in the means***by*Ajit Chaturvedi & N. Shukla & Pramod Shukla**169-175 Inequalities concerning the expected selection differentials***by*Brian English & Raphael Gillett & Michael Phillips**177-183 General relations and identities for order statistics from non-independent non-identical variables***by*N. Balakrishnan & S. Bendre & H. Malik**185-196 A series of search designs for 2 m factorial designs of resolution V which permit search of one or two unknown extra three-factor interactions***by*Teruhiro Shirakura & Shinsei Tazawa**197-200 Multinomial logistic regression algorithm***by*Dankmar Böhning

### 1991, Volume 43, Issue 4

**607-619 A prediction of individual growth of height according to an empirical Bayesian approach***by*Takao Shohoji & Kouji Kanefuji & Takahiro Sumiya & Tao Qin**621-646 Differential geometrical structures related to forecasting error variance ratios***by*Daming Xu**647-656 Diagnostics and score statistics in regression***by*P. Wang**657-665 Admissibility of unbiased tests for a composite hypothesis with a restricted alternative***by*Manabu Iwasa**667-676 Local bootstrap***by*Sheng Shi**677-688 Robust estimation of common regression coefficients under spherical symmetry***by*T. Kubokawa & C. Robert & A. Saleh**689-705 Robust M-estimation of a dispersion matrix with a structure***by*Madhusudan Bhandapy**707-714 Jackknife variance estimators of the location estimator in the one-way random-effects model***by*Youngjo Lee**715-734 Statistical inference based on aligned ranks for two-way MANOVA with interaction***by*Taka-aki Shiraishi**735-746 Estimating a model through the conditional MLE***by*Takemi Yanagimoto**747-760 Estimation of a smooth quantile function under the proportional hazards model***by*J. Ghorai**761-771 Estimation of a common multivariate normal mean vector***by*K. Krishnamoorthy**773-791 On some joint laws in fluctuations of sums of random variables***by*Jagdish Saran**793-801 A note on characterizations of multivariate stable distributions***by*Truc Nguyen & Allan Sampson

### 1991, Volume 43, Issue 3

**407-433 Estimation of the arrival times of seismic waves by multivariate time series model***by*Tetsuo Takanami & Genshiro Kitagawa**435-453 Detection of heterogeneity and estimation of population characteristics from the field survey data: 1987/88 Japanese feasibility study of the southern hemisphere Minke whales***by*Hirohisa Kishino & Hidehiro Kato & Fujio Kasamatsu & Yoshihiro Fujise**455-468 Recent developments in the stereological analysis of particles***by*Eva Vedel Jensen**469-492 Frequency domain characteristics of linear operator to decompose a time series into the multi-components***by*T. Higuchi**493-504 A nonlinear time series model and estimation of missing observations***by*Bovas Abraham & A. Thavaneswaran**505-514 Counterexamples to parsimony and BIC***by*David Findley**515-537 Geometry of f-divergence***by*Paul Vos**539-550 Constructing elementary procedures for inference of the gamma distribution***by*Takemi Yanagimoto & Eiji Yamamoto**551-564 A class of consistent tests for exponentiality based on the empirical Laplace transform***by*Ludwig Baringhaus & Norbert Henze**565-578 Bounds for the sample size to justify normal approximation of the confidence level***by*Thomas Höglund**579-596 Minimaxity and admissibility of the product limit estimator***by*E. Phadia & Qiqing Yu**597-603 Analysis of error propagation in the ABS class for linear systems***by*A. Galantai

### 1991, Volume 43, Issue 2

**207-225 An application of Bayesian (ABIC) smoothing methods to estimating space and time variations in the magnitude distributions of earthquakes***by*Masajiro Imoto**227-243 Bayes estimation of number of signals***by*N. Bansal & M. Bhandary**245-260 A geometric look at nuisance parameter effect of local powers in testing hypothesis***by*Shinto Eguchi**261-285 Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]***by*Masaaki Sibuya**287-295 On characterizations of distributions by mean absolute deviation and variance bounds***by*R. Korwar**297-310 Bootstrap method and empirical process***by*Masafumi Akahira & Kei Takeuchi**311-326 On the almost everywhere properties of the kernel regression estimate***by*Miroslaw Pawlak**327-346 Optimal convergence properties of kernel density estimators without differentiability conditions***by*R. Karunamuni & K. Mehra**347-356 On the estimation of ordered means of two exponential populations***by*Amarjot Kaur & Harshinder Singh**357-367 Estimation of a common mean of several univariate inverse Gaussian populations***by*Manzoor Ahmad & Y. Chaubey & B. Sinha**369-375 Stein-type improvements of confidence intervals for the generalized variance***by*Sanat Sarkar**377-390 On the determination and construction of optimal row-column designs having unequal row and column sizes***by*Mike Jacroux & Rita Ray**391-404 A modified steepest descent method with applications to maximizing likelihood functions***by*Mohamed Habibullah & S. Katti

### 1991, Volume 43, Issue 1

**1-20 Bayesian image restoration, with two applications in spatial statistics***by*Julian Besag & Jeremy York & Annie Mollié**45-59 Rejoinder***by*Julian Besag**61-75 A kernel approximation to the kriging predictor of a spatial process***by*Michael Stein**77-93 Bayesian detection of structural changes***by*Nobuhisa Kashiwagi**95-113 Yokes and tensors derived from yokes***by*P. Blæsild**115-129 Error inference for nonparametric regression***by*B. Rutherford & S. Yakowitz**131-146 An information-theoretic framework for robustness***by*Stephan Morgenthaler & Clifford Hurvich**147-156 A class of multiple shrinkage estimators***by*C. Withers**157-165 A note on estimating eigenvalues of scale matrix of the multivariate F-distribution***by*Yoshihiko Konno**167-179 Estimating means from a non-I.I.D. Mixture of Poisson samples***by*Steven From**181-195 The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases***by*Masafumi Akahira**197-206 On a generalized Eulerian distribution***by*Ch. Charalambides

### 1990, Volume 42, Issue 4

**603-621 Hitting straight lines by compound Poisson process paths***by*Wolfgang Bühler & Prem Puri & Hans-J. Schuh**623-636 Admissibility of estimators of the probability of unobserved outcomes***by*Arthur Cohen & Harold Sackrowitz**637-655 On the empirical Bayes approach to multiple decision problems with sequential components***by*R. Karunamuni**657-669 On the admissibility of an estimator of a normal mean vector under a linex loss function***by*Ahmad Parsian**671-698 Asymptotic relations betweenL- andM-estimators in the linear model***by*Jana Jurečková & A. Welsh**699-708 Nonparametric estimation of a regression function by delta sequences***by*Eiichi Isogai**709-735 Bootstrap choice of tuning parameters***by*Christian Léger & Joseph Romano**737-752 Bootstrap estimation of the asymptotic variances of statistical functionals***by*Jun Shao**753-768 Bootstrap in moving average models***by*Arup Bose**769-782 A study of redundancy of some variables in covariate discriminant analysis***by*Yasunori Fujikoshi & Chinubal Khatri**783-803 Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials***by*Kashinath Chatterjee**805-811 A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight***by*Shao Zhang & Yoshio Oyanagi

### 1990, Volume 42, Issue 3

**403-433 A Monte Carlo method for an objective Bayesian procedure***by*Yosihiko Ogata**435-444 Bayesian linear prediction in finite populations***by*Heleno Bolfarine**445-461 On the stereological estimation of reduced moment measures***by*E. Jensen & K. Kiêu & H. Gundersen**463-474 Some geometric applications of the beta distribution***by*Peter Frankl & Hiroshi Maehara**475-488 Invariance relations in single server queues with LCFS service discipline***by*Genji Yamazaki**489-507 On the robust estimation in poisson processes with periodic intensities***by*Nakahiro Yoshida & Toshiharu Hayashi**509-531 Parametric stochastic convexity and concavity of stochastic processes***by*Moshe Shaked & J. Shanthikumar**533-542 The growth curve model with an autoregressive covariance structure***by*Y. Fujikoshi & T. Kanda & N. Tanimura**543-559 Some new constructions of bivariate Weibull models***by*Jye Lu & Gouri Bhattacharyya**561-580 Inferences on interclass and intraclass correlations in multivariate familial data***by*Sadanori Konishi & C. Khatri**581-596 Testing linear hypotheses in errors in variables model***by*Naveen Bansal**597-602 E-optimality of some row and column designs***by*Maria Kozlowska & Ryszard Walkowiak

### 1990, Volume 42, Issue 2

**203-220 Mean characteristics of Gibbsian point processes***by*Shigeru Mase**221-251 Asymptotic behavior of M-estimator and related random field for diffusion process***by*Nakahiro Yoshida**253-268 Bootstrap in Markov-sequences based on estimates of transition density***by*M. Rajarshi**269-279 A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation***by*Silviu Guiasu**281-285 A moment's approach to some characterization problems***by*Abdulhamid Alzaid**287-303 Optimal kernel estimation of densities***by*Daren Cline**305-329 Recursive kernel density estimators under a weak dependence condition***by*Lanh Tran**331-343 Estimating the covariance matrix and the generalized variance under a symmetric loss***by*Tatsuya Kubokawa & Yoshihiko Konno**345-357 Effect of the initial estimator on the asymptotic behavior of one-step M-estimator***by*Jana Jurečková & Pranab Sen**359-373 On tests for the mean direction of the Langevin distribution***by*T. Hayakawa**375-385 Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs***by*Ming-Tan Tsai & Pranas Sen**387-401 On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms***by*X. Chen

### 1990, Volume 42, Issue 1

**1-19 A Bayesian approach for quantile and response probability estimation with applications to reliability***by*Moshe Shaked & Nozer Singpurwalla**21-36 Confidence bands for quantile function under random censorship***by*Chang-Jo Chung & Miklós Csörgő & Lajos Horváth**37-49 Information amount and higher-order efficiency in estimation***by*Yuzo Hosoya**51-64 Estimation of two normal means which may be common***by*J. Venter & S. Steel**65-75 More comparisons of MLE with UMVUE for exponential families***by*Tea-Yuan Hwang & Chin-Yuan Hu**77-87 Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters***by*Mohamed Madi & Kam-Wah Tsui**89-98 Parameter estimation for the simple self-correcting point process***by*Nobuo Inagaki & Toshihabu Hayashi**99-114 Nonparametric test of restricted interchangeability***by*George Jerdack & Pranab Sen**115-131 Saddlepoint approximations in resampling analysis***by*Soujin Wang**133-147 Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit***by*Balakrishna Hosmane**149-155 Null distribution of the sum of squared z-transforms in testing complete independence***by*Shande Chen & Govind Mudholkar**157-161 On Mittag-Leffler functions and related distributions***by*R. Pillai**163-171 Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited***by*Jerzy Baksalary & P. Puri**173-185 Some optimal designs for comparing a set of test treatments with a set of controls***by*Mike Jacroux**187-201 A class of scaled direct methods for linear systems***by*Jozsef Abaffy & Emilio Spedicato

### 1989, Volume 41, Issue 4

**623-648 Fisher information under restriction of Shannon information in multi-terminal situations***by*Shun-ichi Amari**649-660 Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics***by*Tiee-Jian Wu**661-669 Some properties of record values coming from the geometric distribution***by*A. Dallas**671-676 On characterization of power series distributions by a marginal distribution and a regression function***by*A. Kyriakoussis & H. Papageorgiou**677-681 Symbolic computing the exact distributions of L-statistics from a uniform distribution***by*T. Ramallingam**683-697 Estimation of entropy and other functionals of a multivariate density***by*Harry Joe**699-716 Admissible estimators of binomial probability and the inverse bayes rule map***by*Morris Skibinsky & Andrew Rukhin**717-724 Comparisons among some estimators in misspecified linear models with multicollinearity***by*Nityananda Sarkar**725-752 Higher order asymptotics in estimation for two-sided Weibull type distributions***by*Masafumi Akahira & Kei Takeuchi**753-764 Asymptotic properties of some goodness-of-fit tests based on the L 1 -norm***by*Sigeo Aki & Nobuhisa Kashiwagi**765-779 A test for the presence of pure feedback in multivariate dynamic stochastic systems***by*Junji Nakano & Shigemi Tagami**781-807 A penalty method for nonparametric estimation of the intensity function of a counting process***by*Anestis Antoniadis**809-818 A limit theorem of certain repairable systems***by*M. Chao & James Fu

### 1989, Volume 41, Issue 3

**415-427 Asymptotic normality of double-indexed linear permutation statistics***by*Dinh Pham & Joachim Möcks & Lothar Sroka**429-450 Fundamental equations for statistical submanifolds with applications to the Bartlett correction***by*Paul Vos**451-460 Limiting properties of some measures of information***by*K. Zografos & K. Ferentinos & T. Papaioannou**461-475 Multivariate symmetry via projection pursuit***by*David Blough**477-484 Closer estimators of a common mean in the sense of Pitman***by*Tatsuya Kubokawa**485-502 Simultaneous estimation of means of classified normal observations***by*Toyoaki Akai**503-520 Methodology for the invariant estimation of a continuous distribution function***by*Qiquing Yu**521-540 Sequential estimation in regression models using analogues of trimmed means***by*Adam Martinsek**541-553 Bahadur efficiencies of spacings tests for goodness of fit***by*Xian Zhou & S. Jammalamadaka**555-563 On the bias of the least squares estimator for the first order autoregressive process***by*Alain Breton & Dinh Pham**565-581 On the rate of convergence of spatial birth-and-death processes***by*Jesper Møller**583-600 Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns***by*Yosihiko Ogata & Masaharu Tanemura**601-616 On exhibiting inventory systems with Erlangian lifetimes under renewal demands***by*S. Kalbakam & G. Abivarignan**617-622 Failure rate of the inverse Gaussian-Weibull mixture model***by*Essam Al-Hussaini & Nagi Abd-El-Hakim

### 1989, Volume 41, Issue 2

**205-225 Statistical analysis of dyadic stationary processes***by*M. Taniguchi & L. Zhao & P. Krishnaiah & Z. Bai**227-245 On a class of Bayesian nonparametric estimates: II. Hazard rate estimates***by*Albert Lo & Chung-Sing Weng**247-267 Approximating exponential models***by*O. Barndorff-Nielsen & P. Jupp**269-278 Possible superiority of the conditional MLE over the unconditional MLE***by*Takemi Yanagimoto & Kazuo Anraku**279-287 Conditional information for an inverse Gaussian distribution with known coefficient of variation***by*Katuomi Hirano & Kōsei Iwase**289-304 The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution***by*Ann Mitchell**305-321 On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions***by*R. Korwar**323-329 Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables***by*N. Balakrishnan**331-346 Improved confidence sets for the mean of a multivariate normal distribution***by*Nobuo Shinozaki**347-363 A minimum average risk approach to shrinkage estimators of the normal mean***by*D. Hawkins & Chien-Pai Han**365-382 Asymptotic distribution of the weighted least squares estimator***by*Jun Shao**383-400 A smoothing spline based test of model adequacy in polynomial regression***by*Dennis Cox & Eunmee Koh**401-408 On computation of integrals for selection from multivariate normal populations on the basis of distances***by*Roy Milton & M. Rizvi**409-414 Composite construction of group divisible designs***by*Kishore Sinha & Sanpei Kageyama

### 1989, Volume 41, Issue 1

**1-8 On a zero-crossing probability***by*Colin Mallows & Vijayan Nair**9-12 An application of the convolution inequality for the Fisher information***by*Yoshiaki Itoh**13-17 Characterization based on conditional distributions***by*Norman Johnson & Samuel Kotz**19-29 A note on uniform asymptotic normality of intermediate order statistics***by*Michael Falk**31-45 A framework for positive dependence***by*George Kimeldorf & Allan Sampson**47-61 Estimation of parameters in the discrete distributions of order k***by*S. Aki & K. Hirano**63-79 Rank estimates in a class of semiparametric two-sample models***by*Dorota Dabrowska & Kjell Doksum & Ryozo Miura**81-99 Empirical Bayes approach to multiparameter estimation: with special reference to multinomial distribution***by*T. Lwin & J. Maritz**101-119 Bayes empirical Bayes estimation for discrete exponential families***by*G. Walter & G. Hamedani**121-138 Stopping rules, permutation invariance and sufficiency principle***by*Nitis Mukhopadhyay & Pranab Sen & Bikas Sinha**139-148 Estimation of the scale parameter of a power law process using power law counts***by*A. Dharmadhikari & U. Naik-Nimbalkar & S. Bhyri