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# Metrika

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### 2004, Volume 60, Issue 3

### 2004, Volume 60, Issue 2

**105-118 Estimation of variances in orthogonal finite discrete spectrum linear regression models***by*František Štulajter & Viktor Witkovský**119-136 The C” pk index for asymmetric tolerances: Implications and inference***by*W. L. Pearn & P. C. Lin & K. S. Chen**137-153 Minimal efficiency of designs under the class of orthogonally invariant information criteria***by*Radoslav Harman**155-166 Asymptotic normality of recursive density estimates under some dependence assumptions***by*Han-Ying Liang & Jong-Il Baek**167-189 Probability theory in fuzzy sample spaces***by*Volker Krätschmer**191-202 Seat allocation distributions and seat biases of stationary apportionment methods for proportional representation***by*Udo Schwingenschlögl & Mathias Drton

### 2004, Volume 60, Issue 1

**1-14 Nonparametric density estimates consistent of the order of n −1/2 in the L 1 –norm***by*Václav Kůs**15-24 Improved estimation of extreme quantiles in the multivariate Lomax (Pareto II) distribution***by*Constantinos Petropoulos & Stavros Kourouklis**25-32 The large-sample joint distribution of key circular statistics***by*Arthur Pewsey**33-57 Maximal asymptotic power and efficiency of two-sample tests based on generalized U-Statistics***by*Dietmar Ferger**59-72 Discrete discrepancy in factorial designs***by*Hong Qin & Kai-Tai Fang**73-91 Efficient rank tests for semiparametric competing risk models***by*Jan Beyersmann & Arnold Janssen & Claus-Dieter Mayer**93-104 A note on consistency and unbiasedness of point estimation with fuzzy data***by*Dabuxilatu Wang

### 2004, Volume 59, Issue 3

**207-234 Estimation in Shewhart control charts: effects and corrections***by*Willem Albers & Wilbert C.M. Kallenberg**235-244 Elfving’s method for m-dimensional models***by*J. López-Fidalgo & J.M. Rodríguez-Díaz**245-261 Strong uniform convergence of the recursive regression estimator under φ-mixing conditions***by*Li Wang & Han-Ying Liang**263-273 Generalized Bayes’ theorem for non-precise a-priori distribution***by*Reinhard Viertl & Dietmar Hareter**275-287 Asymptotic properties of random extremes under general normalization from nonidentical distributions***by*H.M. Barakat & E.M. Nigm & M.E. El-Adll**289-303 A statistical treatment of the problem of division***by*C. Andy Tsao & Yu-Ling Tseng**305-313 Bivariate semi-Pareto minification processes***by*Alice Thomas & K.K. Jose

### 2004, Volume 59, Issue 2

**105-124 Preliminary test ridge regression estimators with student’s t errors and conflicting test-statistics***by*B. M. Golam Kibria & A. K. Md. E. Saleh**125-136 On generalized maximum likelihood estimation in the proportional hazards model with partially informative censoring***by*Haimeng Zhang & M. Bhaskara Rao**137-146 A nonsymmetric sequential test***by*A. Irle & V. I. Lotov**147-161 Some results on residual entropy function***by*Felix Belzunce & Jorge Navarro & José M. Ruiz & Yolanda del Aguila**163-171 Shrinkage estimation of P(X>Y) in the exponential case with common location parameter***by*Ayman Baklizi & Abed El Qader El-Masri**173-191 Empirical Bayes analysis of log-linear models for a generalized finite stationary Markov chain***by*Farzad Eskandari & Mohammad R. Meshkani**193-203 A note on strategies for bandit problems with infinitely many arms***by*Kung-Yu Chen & Chien-Tai Lin

### 2004, Volume 59, Issue 1

**1-11 Mixed random systematic sampling designs***by*Kuo-Chung Huang**13-20 Nonparametric discrimination of time series data***by*Rahim Chinipardaz & Trevor Cox**21-29 Testing hypotheses with fuzzy data: The fuzzy p-value***by*P. Filzmoser & R. Viertl**31-49 Asymptotic and Bootstrap techniques for testing the expected value of a fuzzy random variable***by*Manuel Montenegro & Ana Colubi & María Rosa Casals & María Ángeles Gil**51-73 Evaluation of inequivalent projections of Hadamard matrices of order 24***by*H. Evangelaras & S. Georgiou & C. Koukouvinos**75-97 Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B***by*Alexander Kukush & Sabine Van Huffel

### 2003, Volume 58, Issue 3

**213-220 On the optimum number of levels in the one-way model with random effects***by*Lennart Norell**221-233 On truncated bivariate discrete distributions: A unified treatment***by*Violetta Piperigou & H. Papageorgiou**235-258 Goodness-of-fit test with nuisance regression and scale***by*Jana Jurečková & Jan Picek & Pranab Sen**259-271 Characterizations of distributions via linearity of regression of generalized order statistics***by*Mariusz Bieniek & Dominik Szynal**273-277 A note on the projection properties of Hadamard matrices obtained by the first Payley construction***by*M. Jainz**279-291 Optimal mixed-level supersaturated design***by*Kai-Tai Fang & Dennis K. J. Lin & Min-Qian Liu**293-310 Marginal distributions of sequential and generalized order statistics***by*Erhard Cramer & Udo Kamps

### 2003, Volume 58, Issue 2

**107-115 A note on the determination of A-optimal type block designs under fixed and mixed effects models***by*Mike Jacroux**117-147 Selection of the best population: an information theoretic approach***by*M. L. Menéndez & L. Pardo & Ch. Tsairidis & K. Zografos**149-157 Characterizations of normal distributions and EDF goodness-of-fit tests***by*Truc Nguyen & Khoan Dinh**159-171 Sharp exponential and entropy bounds on expectations of generalized order statistics***by*M. Kaluszka & A. Okolewski**173-183 On estimating the mean of the selected normal population under the LINEX loss function***by*Neeraj Misra & Edward Meulen**185-191 A heuristic analysis of highly fractionated 2 n factorial experiments***by*Damaraju Raghavarao & Stan Altan**193-208 Designs for estimating an extremal point of quadratic regression models in a hyperball***by*Viatcheslav Melas & Andrey Pepelyshev & Russell Cheng**209-212 Book Reviews***by*C. Becker

### 2003, Volume 57, Issue 1

**1-27 On efficiency of estimation and testing with data quantized to fixed number of cells***by*A. Mayoral & D. Morales & J. Morales & I. Vajda**29-35 Inequivalent projections of Hadamard matrices of orders 16 and 20***by*H. Evangelaras & S. Georgiou & C. Koukouvinos**37-50 Construction of minimum generalized aberration designs***by*Kai-Tai Fang & Gen-Nian Ge & Min-Qian Liu & Hong Qin**51-62 A note on monitoring time-varying parameters in an autoregression***by*Frédéric Carsoule & Philip Franses**63-70 On an admissibility problem involving the moment generating function of the lognormal distribution***by*Leila Mohammadi**71-80 On the asymptotic Fisher information in order statistics***by*Sangun Park**81-95 Testing fuzzy linear hypotheses in linear regression models***by*Bernhard Arnold & Oke Gerke**97-104 Book Reviews***by*Katja Ickstadt & Uwe Jensen & Michael Kohler & Rolf-Dieter Reiss & G. Last & Jochen Mau & R. Fried

### 2002, Volume 56, Issue 3

**189-204 Officers, playing cards, and sheep***by*Peter Ullrich**205-214 Construction of mixed-level supersaturated design***by*Shu Yamada & Dennis Lin**215-228 Statistical inference in simplicially contoured sample distributions***by*Volkmar Henschel**229-238 Optimal and efficient repeated measurements designs for comparing test treatments with a control***by*Chao-Ping Ting**239-245 On the E-optimality of truncated block designs***by*Sudesh Srivastav & John Morgan**247-258 Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors***by*Dong Shin & Dai-Gyoung Kim & Han Kim**259-273 Shape optimal design criterion in linear models***by*Alexander Zaigraev

### 1997, Volume 46, Issue 1

**1-19 Detecting changes in a multivariate renewal process***by*Josef Steinebach & Vera Eastwood**21-32 Estimation of the scale matrix of a multivariate t-model under entropy loss***by*Anwar Joarder & Mir Ali**33-40 Selecting the best regression equation via the P-value of F-test***by*Jin Zhang & Xueren Wang**41-57 The multiresolution histogram***by*Joachim Engel**59-69 On the natural selection rule in general linear models***by*Naveen Bansal & Sudhir Gupta**71-82 A note on the uniform distribution on the arcsin points***by*Holger Dette**83-92 Book reviews***by*Bing-Yi Jing & G. Kallianpur & D. Müller & H. Strasser & H. Weidner & H. Roßberg & M. Akahira**93-121 The UMVUE ofP(X>Y) based on type-II censored samples from Weinman multivariate exponential distributions***by*Erhard Cramer & Udo Kamps**123-145 Nonparametric maximum likelihood estimation in a non locally compact setting***by*Jean-Claude Massé**147-157 Another view on optimal design for estimating the point of extremum in quadratic regression***by*Valery Fedorov & Werner Müller**159-175 On decompositions of some random variables***by*Marek Kaluszka & Wlodzimierz Krysicki**177-186 Book reviews***by*M. Schäl & E. Sonnemann & P. Gänßler & M. Falk & H. Riedwyl**187-211 Convergence of a branching type recursion with non-stationary immigration***by*Michael Cramer**213-219 Estimation procedures for a family of density functions representing various life-testing models***by*Ajit Chaturvedi & Uma Rani**221-244 Estimating a distribution function in the presence of auxiliary information***by*Biao Zhang**245-251 A note on reliability properties of k-record statistics***by*Mohammad Raqab & Wael Amin**253-267 A bound on the expected overshoot for some concave boundaries***by*Albrecht Irle & Vladimir Lotov**269-278 Book reviews***by*R. Dudley & H. Heyer & A. Greven & V. Schmidt & R. Getoor & W. Wertz

### 1997, Volume 45, Issue 1

**1-30 Nonparametric curve estimation with bernstein estimates***by*Axel Tenbusch**31-37 A two-stage sampling by unequal size samples from two normal populations with unknown variances***by*M. Targhetta**39-51 A note on compact differentiability and theδ-method***by*Daniel Rost**53-66 Experiments with mixtures: Optimal allocations for becker’s models***by*Shuangzhe Liu & Heinz Neudecker**67-83 Optimal design for interacting blocks with OAVS incidence***by*J. Morgan**84-93 Book reviews***by*G. Ronning & C. Heyde & O. Aalen & P. Huber & P. Loeb & D. Burkholder & Kh. Alam & O. Barndorff-Nielsen & P. Kloeden**95-106 Estimation after sequential selection and ranking***by*N. Mukhopadhyay & T. Solanky**107-119 On characterizations of distributions by expected values of order statistics and record values with gap***by*Manuel Franco & Jose Ruiz**121-130 Do components of smooth tests of fit have diagnostic properties?***by*Norbert Henze**131-169 Tests of significance for the average square deviation from target in a finite lot***by*Rainer Göb**171-178 Variance estimation using auxiliary information: An almost unbiased multivariate ratio estimator***by*A. Cebrián & M. García**179-188 Book reviews***by*N. Obata & L. Arnold & J. Buonaccorsi & H. Witting & L. Bloom & J. Stark & E. Collani**189-196 Distributions characterized through conditional expectations***by*K. Balasubramanian & Aloke Dey**197-211 On Limits of Uniquely Best Linear Estimators***by*Lynn LaMotte**213-224 A new process capability index***by*Arjun Gupta & S. Kotz**225-234 Remarks on the strong law of large numbers for a triangular array of associated random variables***by*Isha Dewan & B. Rao**235-252 On estimating the reliability after sequentially estimating the mean: The exponential case***by*Nitis Mukhopadhyay & A. Padmanabhan & T. Solanky**253-257 A relationship between efficiencies of marginal designs and the product design***by*Rainer Schwabe & Weng Wong**259-269 Change point tests based on U-statistics with applications in reliability***by*Emad-Eldin Aly & Subhash Kochar**271-280 Book reviews***by*H. Georgii & H. Prodinger & Y. Chikuse & H. Rost & St. Fienberg & P. Imkeller

### 1996, Volume 44, Issue 1

**1-8 The sequential probability ratio test under random censorship***by*W. Stute**9-26 The density of the parameter estimators when the observations are distributed exponentially***by*Andrej Pázman**27-40 Estimation of the parameters of the Weibull distribution for censored samples***by*Waltraud Kahle**41-51 Estimation of error variance in one-way random model***by*Paul Chiou & Chien-Pai Han**53-69 Economic designs of two-sided single and double screening procedures***by*Do Bai & Min Lee**71-83 Multivariate survival functions characterized by constant product of mean remaining lives and hazard rates***by*Chunsheng Ma**84-93 Book-reviews***by*H. Heyer & H. Rieder & F. Papangelou & A. Janssen & L. Rüschendorf & R. Hudson & A. Greven**95-100 An identity for the product moments of order statistics***by*M. Mohie El-Din & S. Abu-Youssef & K. Sultan**101-117 Straight-line models in star-shaped mixtures***by*D. Jensen**119-126 An approach to fuzzy hypothesis testing***by*Bernhard Arnold**127-134 Quick consistency of quasi-maximum likelihood estimators in a multivariate poisson process***by*Zbigniew Szkutnik**135-163 An elementary model for statistical lot inspection and its application to sampling by variables***by*Rainer Göb**165-180 On a stochastic approximation procedure based on averaging***by*Rainer Schwabe & Harro Walk**181-187 Book reviews***by*U. Gather & M. Schwaiger & W. Uhlmann & H. Heyer & N. Yacob & P. Embrechto & K. Dietz**191-197 Joint confidence region for the parameters of pareto distribution***by*Zhenmin Chen**199-205 Equidistribution properties of inversive congruential pseudorandom numbers with power of two modulus***by*Jürgen Eichenauer-Herrmann**207-221 The average number of events per time unit and its estimation***by*Herbert Vogt**223-238 Tests of significance for the mean of a finite lot***by*Rainer Göb**239-258 On optimal allocations for estimating the surface of a random field***by*Thomas Müller-Gronbach & Rainer Schwabe**259-267 Estimation of the characteristic roots of the scale matrix***by*Anwarul Joarder & S. Ahmed**268-278 Book-reviews***by*D. Plachky & H. Strasser & T. Lindstrøm & D. Pfeifer & T. Hida & A. Mukherjea

### 1996, Volume 43, Issue 1

**1-16 Quasi-maximum likelihood estimation of parameters in a multivariate poisson process***by*Zbigniew Szkutnik**17-30 Shrinkage estimation of the proportion in randomized response***by*S. Ahmed & V. Rohatgi**31-42 An outlier test for linear processes — II. Large contamination***by*Thomas Flak & Wolfgang Schmid**43-55 A less sensitive linear detector for the change point based on kernel smoothing method***by*Yanhong Wu**57-67 Least squares estimator for regression models with some deterministic time varying parameters***by*Mohamed Boutahar & Claude Deniau**69-90 Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations***by*Birgit Gaschler**91-100 Book-reviews***by*A. Sharif & S. Csörgö & S. Takenaka & D. Dacunha-Castelle & H. Basler**101-105 Repeated substitution method: The ratio estimator for the population variance***by*M. Garcia & A. Cebrian**107-121 Generalized gauss-chebyshev inequalities for unimodal distributions***by*Thomas Sellke**123-133 Estimating regression coefficients from survey data by asymptotic design-cum-model based approach***by*Arijit Chaudhuri & Tapabrata Maiti**135-147 On characterizing distributions by conditional expectations of functions of order statistics***by*Jong-Wuu Wu & L. Ouyang**149-164 Modelling of repairable systems with various degrees of repair***by*Falk Bathe & Jürgen Franz**165-182 A simple and effective scanning rule for a multi-channel system***by*Vladimir Dragalin**183-187 Book-reviews***by*P. Koeden & R. Viertl & R. Schassberger & G. Casella**189-201 Run length distributions and economic design of % MathType!MTEF!2!1!+-% feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGqiVu0Je9qqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq-Jc9% vqaqpepm0xbba9pwe9Q8fs0-yqaqpepae9pg0FirpepeKkFr0xfr-x% fr-xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiwayaara% aaaa!36C2! $$\bar X$$ charts with unknown process variance***by*Enrique Castillo**203-211 Orthogonal main effect plans for two and three factors in small blocks***by*J. Eccleston & J. John**213-220 A minimax property of Lahiri-Midzuno-Sen’s sampling scheme***by*H. Stenger & S. Gabler**221-235 On a class of discrete distributions arising from the birth-death-with-immigration process***by*S. Ong**237-255 Minimum kolmogorov distance estimates of parameters and parametrized distributions***by*L. Györfi & I. Vajda & E. Meulen**257-263 Bartlett corrections for the weibull distribution***by*Waltraud Kahle**264-274 Book-reviews***by*B. Anger & M. Voit & G. Pflug & G. Székely & H. Heyer & H. Georgii & H. Stenger & E. Dettweiler

### 1995, Volume 42, Issue 1

**1-18 Economic design of a two-stage screening procedure with a prescribed outgoing quality***by*Do Bai & Hyuck Kwon**19-27 Exact and approximate D-optimal designs in polynomial regression***by*Maximilian Happacher**29-48 Optimal and robust invariant designs for cubic multiple regression***by*Norbert Gaffke & Berthold Heiligers**49-65 Parameter estimation for a bivariate lifetime distribution in reliability with multivariate extensions***by*G. Heinrich & U. Jensen**66-78 Book reviews***by*B. Silverman & N. Laird & A. Wakolbinger & M. Fukushima & P. Consul & D. Titterington & W. Fieger & K. Jacobs & H. Drygas**99-118 Screening properties of certain two-level designs***by*Dennis Lin & Norman Draper**119-125 Pyrrho's lemma, or have it your way***by*Theo Dijkstra**127-138 Bivariate generalized Poisson distribution with some applications***by*Felix Famoye & P. Consul**139-148 Book reviews***by*H. Heyer & K. Elworthy & N. Cressie & R. Williams & H. Büning & R. Schassberger & H. Lütkepohl**149-149 Editorial***by*Friedrich Pukelsheim & Werner Uhlman & Herbert Heyer**151-151 Preface***by*Andrej Pázman**153-171 Some results about averaging in stochastic approximation***by*Alain Breton & Alexander Novikov**173-190 Algorithms for optimal design with application to multiple polynomial regression***by*Norbert Gaffke & Berthold Heiligers**191-202 Nonlinear regression and curved exponential families. Improvement of the approximation to the asymptotic distribution***by*Philip Hougaard**203-213 Recent contributions to censored regression models***by*C. Radhakrishna Rao & L. Zhao**215-230 An overview of variance component estimation***by*Shayle Searle**231-232 The basic contrasts of a block design with special reference to the recovery of inter-block information***by*Tadeusz Caliński**232-233 Maximum estimation capacity and minimum aberration***by*Ching-Shui Cheng & Don Sun**234-235 Estimation of the location parameter of a Cauchy distribution using a ranked set sample***by*Nóra Chuív & Bimal Sinha & Zhong Wu**235-237 Improvement on the relative entropy risk of the MLE by gradient***by*Shinto Eguchi**237-238 Extremal problems in sequential testing homogeneity***by*L. Galtchouk & Mikhail Maljutov**239-239 Procedures for epidemic alternatives***by*Marie Hušková**240-241 The linear sufficiency and invariant linear sufficiency in a multivariate Gauss-Markov model***by*Andrzej Kornacki**241-242 Models with a low nonlinearity***by*Lubomír Kubáček**242-243 On linear restrictions in regression models***by*Lynn LaMotte**243-244 What can be done by bayesian kriging?***by*R. Liebers**244-245 Optimal breakdown point maximizing designs***by*Christine Müller**245-246 Asymptotically optimal designs for approximating the path of a stochastic process with respect to the 245-1245-1245-1***by*Thomas Müller-Gronbach**246-247 On modified information matrices in nonlinear regression***by*Andrej Pázman**247-250 Selection of the best by minimum distance testing***by*Georg Pflug**250-251 Some tests on exponential populations***by*František Rublík**252-253 Model robust experimental design in the presence of interactions***by*Rainer Schwabe**253-255 Robust and nonparametric methods in linear models with mixed-effects***by*Pranab Sen**255-257 Linear and quadratic growth curve models with intraclass covariance structure and related optimal designs***by*Bikas Sinha & Markus Abt & Erkki Liski**257-258 A comparison of some predictors in nonlinear regression models***by*František Štulajter & Stanislav Stano**258-260 On the heuristics of statistical results***by*Jan Víšek**260-260 The empirical linear predictor and its MSE***by*Júlia Volaufová**261-262 Methods of regression diagnostics for hazard-based models***by*Pert Volf**262-263 Estimation of variance components with constraints***by*Viktor Witkovaký**263-264 A simulation study in the growth curve model***by*Ivan Žežula**265-278 Book reviews***by*W. Hazod & W. Härdle & G. Lindblad & M. Voit & J. Gani & A. Weron & N. Schmitz & J. Pfanzagl & H. Dette & G. Neuhaus & S. Taylor**279-290 Sequential estimation of means of linear processes***by*N. Mukhopadhyay**291-324 Necessary and sufficient conditions for consistency of generalizedM-estimates***by*Friedrich Liese & Igor Vajda**325-329 Realization of closed, convex, and symmetric subsets of the unit square as regions of risk for testing simple hypotheses***by*K. Obermeyer & D. Plachky**331-339 A proof of asymptotic normality for some VARX models***by*Mohamed Boutahar & Claude Deniau**341-345 On recursive construction for balanced incomplete block designs with nested rows and columns***by*Nizam Uddin**347-359 Determining the parameters of statistical tests by fuzzy constraints***by*Bernhard Arnold**360-363 Book reviews***by*J. Casteren & J. Marion**365-377 Subdifferentiability and lipschitz continuity in experimental design problems***by*Adalbert Wilhelm**379-394 Minimax estimation for the bounded mean of a bivariate normal distribution***by*Wolfgang Bischoff & Werner Fieger & Sabine Ochtrop**395-410 Bootstrap of a linear model with AR-error structure***by*Winfried Stute**411-419 Nested balancedN-ary designs***by*Sudhir Gupta & Woo-Sun Lee & Sanpei Kageyama**421-439 On distances and goodness-of-fit tests for detecting multimodal distributions***by*Zinoviy Landsman & Meir Rom**441-448 Book reviews***by*T. Mikosch & D. Mussmann & D. Stoffer & B. Prakasa Rao & D. Bartholomew

### 1994, Volume 41, Issue 1

**1-19 Characterization of the exponential distribution function by Properties of the differenceX k+s∶n −X k∶n of order statistics***by*Manfred Riedel & Hans-Joachim Rossberg**20-20 Analysis of random walks, studies in probability, optimization and statistics***by*E. Csáki**21-27 Stratification, midzuno-sen strategy and nonnegative unbiased variance estimation***by*Vidyasagar Ramchandra & R. Padmawar