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Content
September 2011, Volume 22, Issue 1
- 107-128 Using performance measures conceptually in innovation control
by Sebastian Janssen & Klaus Moeller & Marten Schlaefke - 129-137 Cross-docking
by Konrad Stephan & Nils Boysen
April 2011, Volume 21, Issue 4
- 365-367 Editorial
by Jürgen Bloech - 369-403 Entwicklung eines mathematischen Optimierungsmodells für ein junges Technologieunternehmen
by Michael Gutiérrez - 405-426 Die simultane Investitions- und Finanzierungsplanungssimulation (SIPS) als heuristische Vorgehensweise auf dem unvollkommenen Kapitalmarkt unter Unsicherheit
by Thomas Hering & Johannes Schneider & Christian Toll - 427-446 The impact of cognitive biases on capital investments
by Sebastian Serfas - 447-465 Risikomanagement für kundenorientierte Vermögenswerte im Spannungsfeld zwischen Steuerung und Rechnungslegung
by Christina Voets & Arnt Wöhrmann - 467-472 Prognosemärkte
by Victor Tiberius & Christoph Rasche - 473-482 Outsider- und Insider-Systeme der Corporate Governance
by Patrick Velte & Stefan Weber - 483-491 Prognoseberichterstattung: Externalisierung der Planung?
by Thorsten Knauer & Andreas Wömpener
January 2011, Volume 21, Issue 2
- 129-130 Editorial
by Uwe Götze - 131-157 Kapitalmarktreaktionen auf die Ankündigung des Wechsels von Vorstandsvorsitzenden in den Aufsichtsrat bei deutschen Unternehmen
by Jens Grigoleit - 159-187 Zur optimalen Anlagestrategie von Betriebsgewinnen und Privatvermögen
by Bettina Friedl & Daniel Gull & Theresa Krimm - 189-210 Die Entwicklung eines agentenbasierten Basismodells zur Bestimmung der deckungsbeitragsmaximierenden Anzahl von Außendienstmitarbeitern
by Andreas Klein - 211-222 ZP-Stichwort: Vignetten-Experiment
by Jennifer Kunz & Stefan Linder - 223-232 ZP-Stichwort: Business Intelligence und Business Intelligence-Tools
by Wolfgang Becker & Kristin Kollacks & Patrick Ulrich
November 2010, Volume 72, Issue 3
- 295-311 Investigating design for survival models
by J. McGree & J. Eccleston - 313-330 On equalities of estimations of parametric functions under a general linear model and its restricted models
by Yongge Tian - 331-349 Multivariate copulas with quadratic sections in one variable
by José Rodríguez-Lallena & Manuel Úbeda-Flores - 351-367 Percentile estimators in location-scale parameter families under absolute loss
by J. Keating & R. Mason & N. Balakrishnan - 369-383 Durbin’s random substitution and conditional Monte Carlo
by José González-Barrios & Federico O’Reilly & Raúl Rueda - 385-414 Some approximations of n-copulas
by Piotr Mikusiński & Michael Taylor - 415-432 Moment consistency of estimators in partially linear models under NA samples
by Xingcai Zhou & Xinsheng Liu & Shuhe Hu - 433-464 The GMLE based Buckley–James estimator with modified case–cohort data
by Qiqing Yu & Cuixian Chen & G. Wong
September 2010, Volume 72, Issue 2
- 151-161 A view on Bhattacharyya bounds for inverse Gaussian distributions
by G. Mohtashami Borzadaran & A. Rezaei Roknabadi & M. Khorashadizadeh - 163-187 Estimation of Fisher information using model selection
by Jan Mielniczuk & Małgorzata Wojtyś - 189-198 On the properties of a multiple sequential test
by Albrecht Irle & Vladimir Lotov - 199-217 Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors
by Chi-Chung Wen - 219-231 Bayesian U-type design for nonparametric response surface prediction
by Rong-Xian Yue & Kashinath Chatterjee - 233-250 The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
by Christopher Withers & Saralees Nadarajah - 251-264 The mean residual of record values at the level of previous records
by Majid Asadi & Mohammad Raqab - 265-280 Zero truncated Poisson integer-valued AR(1) model
by Hassan Bakouch & Miroslav Ristić - 281-294 Optimal prediction designs in finite discrete spectrum linear regression models
by Radoslav Harman & František Štulajter
July 2010, Volume 72, Issue 1
- 1-19 Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
by Han-Ying Liang & Jacobo Uña-Álvarez - 21-35 Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model
by Etsuo Miyaoka & Kazuo Noda - 37-49 Minimax invariant estimator of a continuous distribution function under a general loss function
by Agnieszka Stępień-Baran - 51-57 Estimation of the location parameter under LINEX loss function: multivariate case
by M. Arashi & S. Tabatabaey - 59-73 A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level
by Mahdi Tavangar & Majid Asadi - 75-88 Bayesian estimation of proportion and sensitivity level in randomized response procedures
by Lucio Barabesi & Marzia Marcheselli - 89-109 Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring
by N. Balakrishnan & G. Iliopoulos - 111-138 On kernel nonparametric regression designed for complex survey data
by Torsten Harms & Pierre Duchesne - 139-150 On direction of dependence
by Yadolah Dodge & Iraj Yadegari
May 2010, Volume 71, Issue 3
- 253-279 On bootstrapping periodic random arrays with increasing period
by Jacek Leśkow & Rafał Synowiecki - 281-294 Breakdown concepts for contingency tables
by Sonja Kuhnt - 295-311 Partially replicated fractional factorial designs
by Nairanjana Dasgupta & Mike Jacroux & Rita SahaRay - 313-317 Some properties of the minimum and the maximum of random variables with joint logconcave distributions
by Jorge Navarro & Moshe Shaked - 319-340 Local linear M-estimation for spatial processes in fixed-design models
by Jia Chen & Li-Xin Zhang - 341-352 Unbiased estimators of mean, variance and sensitivity level for quantitative characteristics in finite population sampling
by Kuo-Chung Huang - 353-359 Estimation of quantities determined as implicit functions of unknown parameters
by Jie Mi - 361-372 Optimal block designs for diallel crosses
by M. Sharma & Sileshi Fanta
March 2010, Volume 71, Issue 2
- 125-138 Optimal hypothesis testing: from semi to fully Bayes factors
by Albert Vexler & Chengqing Wu & Kai Yu - 139-149 Non-exchangeability of negatively dependent random variables
by Fabrizio Durante & Pier Papini - 151-164 Assessment of cell number for a multinomial distribution with application to genomic data
by Qizhai Li & Guoying Li & Shifeng Xiong - 165-183 Computation of limiting distributions in stationarity testing with a generic trend
by María Presno & Manuel Landajo - 185-202 One-sample tests for a generalized Fréchet variance of a fuzzy random variable
by Ana Ramos-Guajardo & Ana Colubi & Gil González-Rodríguez & María Gil - 203-217 A new family of dispersive orderings
by Carlos Carleos & Miguel López-Díaz - 219-238 One-step ahead adaptive D-optimal design on a finite design space is asymptotically optimal
by Luc Pronzato - 239-251 A measure of mutual complete dependence
by Karl Siburg & Pavel Stoimenov
January 2010, Volume 71, Issue 1
- 1-15 Bayesian robust designs for linear models with possible bias and correlated errors
by Rong-Xian Yue & Xiao-Dong Zhou - 17-31 Asymptotics of likelihood ratio statistic for non-inferiority testing under exponential distribution with fixed censoring times
by Y. Takagi - 33-44 Model-calibration estimation of the distribution function using nonparametric regression
by M. Rueda & I. Sánchez-Borrego & A. Arcos & S. Martínez - 45-58 Bias-corrected smoothed score function for single-index models
by Qiang Chen & Lu Lin & Lixing Zhu - 59-77 A generalized correlated binomial distribution with application in multiple testing problems
by Ramesh Gupta & Hui Tao - 79-100 Estimation of parameters of parallelism model with elliptically distributed errors
by M. Arashi & A. Saleh & S. Tabatabaey - 101-115 Robust likelihood inferences about regression parameters for general bivariate continuous data
by Tsung-Shan Tsou - 117-123 On extremes of mixtures of distributions
by M. Sreehari & S. Ravi
November 2010, Volume 21, Issue 3
- 233-234 Editorial
by Wolfgang Berens - 235-254 Rahmenbedingungen, Charakteristika und Konsequenzen freiwilliger Unternehmenspublizität – State of the Art und neue Perspektiven der empirischen Forschung
by Thorsten Knauer & Arnt Wöhrmann - 255-275 Voluntary disclosure of intellectual capital items in roadshows and investor conferences: an empirical analysis of DAX30-companies
by Frank Schiemann & Kai Richter & Thomas Günther - 277-298 Stakeholdertheorie und Neoinstitutionalismus und ihre Beiträge zur Erklärung der freiwilligen Berichterstattung am Beispiel der immateriellen Ressourcen
by Rolf Brühl & Mathias Osann - 299-322 Die Qualität von Corporate-Compliance-Systemen
by Annette Köhler & Lars Junc - 323-347 Disclose or not disclose: determinants of social reporting for STOXX Europe 600 firms
by Carsten Albers & Thomas Günther - 349-364 Management Guidance
by Joachim Lammert & Christoph Watrin & Stefan Zeisberger
June 2010, Volume 21, Issue 1
- 1-5 Editorial
by Uwe Götze - 7-35 Erklärungs- und Gestaltungsbeiträge verhaltenswissenschaftlicher Theorien für eine integrierte Rechnungslegung
by Bernhard Hirsch & Yvonne Schneider - 37-58 Zum Zielkonflikt der Unternehmenspublizität zu Forschung & Entwicklung – eine empirische Untersuchung der HDAX-Unternehmen
by Corinna Ewelt & Thorsten Knauer - 59-80 Auswirkungen der Risikomessmethode auf die Anlageperformance – Eine empirische Untersuchung für den Fall definierter Risikolimite in der Planungsrechnung anhand des DAX
by Michael Pohl - 81-108 Risikoadjustierte Wertbeiträge zur ex ante Entscheidungsunterstützung: Ein axiomatischer Ansatz
by Björn Häckel - 109-115 Investitionsbudgets im Rahmen der Anreizregulierung
by Heinz-Werner Ufer & Hendrik Finger & Lukas Schuchardt - 117-128 Kennzahlen für die Zielkostenkontrolle
by Rolf Brühl
March 2010, Volume 20, Issue 4
- 311-312 Editorial zum Themenheft „Auswirkungen des Bilanzrechtsmodernisierungsgesetzes (BilMoG) auf die Unternehmenssteuerung“
by Carl-Christian Freidank - 313-329 Die Veränderung des abschlusspolitischen Potenzials durch das BilMoG im Lichte der Entscheidungsnützlichkeit der Rechnungslegung
by Stefan Müller & Markus Kreipl - 331-352 Bilanzierung des selbst geschaffenen immateriellen Anlagevermögens nach dem BilMoG – kritische Würdigung und rechnungslegungsanalytische Perspektiven im Lichte der Bilanztheorien
by Inge Wulf - 353-371 Analyse des Temporary-Konzepts zur Bilanzierung latenter Steuern aus Sicht des Tax Reporting
by Marco Meyer - 373-392 Bedeutung des Corporate Governance-Reportings nach §289a HGB als Publizitätsinstrument
by Reinhard Heyd & Michael Beyer - 393-417 Koalitionsbildungen im Rahmen der Corporate Governance als Anlass für weitere Reformen des unternehmerischen Überwachungssystems
by Patrick Velte & Stefan Weber - 419-444 Zum Einsatz von Residualgewinnmodellen post BilMoG – Nähert sich das Accounting Model dem Economic Model?
by Karsten Paetzmann & Thomas Kaspereit
April 2010, Volume 20, Issue 3
- 247-248 Editorial
by Uwe Götze - 249-268 Sind Gruppen die besseren Entscheider? – Experimentelle Evidenz am Beispiel simulierter Entscheidungen im Kontext der Lagerverwaltung
by Marco Dudda & Kerstin Schmidt & Walter Schmitting & Andreas Wömpener - 269-283 Die Prognose von Serviceintervallen mit der Hazard-Raten-Analyse – Ergebnisse einer empirischen Studie im Automobilmarkt
by Marko Sarstedt & Sebastian Scharf & Alexander Thamm & Michael Wolff - 285-293 Stewardship-Theorie
by Patrick Velte - 295-302 Teamreflexivität
by Michael Busch - 303-310 Integration des internen und externen Rechnungswesens
by Rouven Trapp
November 2009, Volume 70, Issue 3
- 257-265 A general construction of E(s 2 )-optimal supersaturated designs via supplementary difference sets
by C. Koukouvinos & K. Mylona - 267-277 Ranked set sampling and randomized response procedures for estimating the mean of a sensitive quantitative character
by Carlos Bouza - 279-295 Joint behavior of point process of exceedances and partial sum from a Gaussian sequence
by Aiping Hu & Zuoxiang Peng & Yongcheng Qi - 297-314 Separating a mixture of two normals with proportional covariances
by Salem Reyen & John Miller & Edward Wegman - 315-338 Theoretical efficiency comparisons of independence tests based on multivariate versions of Spearman’s rho
by Jean-François Quessy - 339-354 D-optimal designs for polynomial regression with exponential weight function
by Fu-Chuen Chang & Hsiu-Ching Chang & Sheng-Shian Wang - 355-367 Criterion-robust optimal product designs for discrimination between nested response surface models
by Min-Hsiao Tsai - 369-381 Bounds on expectations of small order statistics from decreasing density populations
by Tomasz Rychlik
September 2009, Volume 70, Issue 2
- 131-140 Existence of balanced sampling plans avoiding cyclic distances
by Peter Dukes & Alan Ling - 141-163 Comparisons of control schemes for monitoring the means of processes subject to drifts
by Changliang Zou & Yukun Liu & Zhaojun Wang - 165-176 Comparing means of several treatments with a control when one observation exists per treatment
by Mahmood Kharrati-Kopaei - 177-204 The minimum weighted covariance determinant estimator
by Ella Roelant & Stefan Aelst & Gert Willems - 205-224 Monitoring risk in a ruin model perturbed by diffusion
by Josef Steinebach - 225-237 Optimal designs for generalized linear models with biased response
by I. Ortiz & I. Martínez & C. Rodríguez & Y. Águila - 239-256 $${\phi_p}$$ -optimal designs for a linear log contrast model for experiments with mixtures
by Mong-Na Lo Huang & Miao-Kuan Huang
June 2009, Volume 70, Issue 1
- 1-17 A new extension of bivariate FGM copulas
by Cécile Amblard & Stéphane Girard - 19-33 Prediction of k-records from a general class of distributions under balanced type loss functions
by Jafar Ahmadi & Mohammad Jafari Jozani & Éric Marchand & Ahmad Parsian - 35-57 Partial quantile regression
by Yadolah Dodge & Joe Whittaker - 59-77 Heteroscedasticity diagnostics for t linear regression models
by Jin-Guan Lin & Li-Xing Zhu & Feng-Chang Xie - 79-88 Connection between uniformity and minimum moment aberration
by Hong Qin & Na Zou & Kashinath Chatterjee - 89-109 Reconstruction of past records
by N. Balakrishnan & M. Doostparast & J. Ahmadi - 111-130 CUMIN charts
by Willem Albers & Wilbert Kallenberg
January 2009, Volume 69, Issue 1
- 1-15 Drop-the-loser design in the presence of covariates
by Uttam Bandyopadhyay & Atanu Biswas & Rahul Bhattacharya - 17-29 A unified approach to nonparametric trend tests for dependent and independent samples
by Arne Bathke - 31-44 Estimation of the precision matrix of multivariate Pearson type II model
by Amadou Sarr & Arjun Gupta & Anwar Joarder - 45-54 Minimax robust designs for field experiments
by Beiyan Ou & Julie Zhou - 55-67 Asymptotic normality of M-estimators in a semiparametric model with longitudinal data
by Tang Qingguo - 69-80 A note on estimation based on record data
by Mahdi Doostparast
October 2009, Volume 20, Issue 2
- 139-141 Editorial
by Jürgen Bloech - 143-173 Was ist ein Planungssystem? – Ein Metamodell zur Beschreibung von Planungssystemen als Basis für die empirische Planungsforschung
by Maik Hamann & Thomas Günther - 175-195 Ein modelltheoretischer Ansatz zur Planung von Investitionen in Kundenbeziehungen
by Hans Buhl & Martin Gneiser & Julia Heidemann - 197-214 Stand und Perspektiven des Einsatzes von Revenue Management in der Prozessindustrie
by Rainer Kolisch & Danilo Zatta - 215-237 Wechselwirkungen von Handlungen der Unternehmensführung und öffentlicher Meinungsbildung – Spezifikation eines Kommunikationsmodells
by Sabine Knothe & Sabine Schonebeck & Andreas Wömpener - 239-246 Collaborative Planning
by Gregor Dudek
May 2009, Volume 20, Issue 1
- 1-7 Editorial
by Uwe Götze - 9-41 Forschung & Entwicklung und technologieorientierte Unternehmensakquisitionen
by Torsten Gerpott - 43-67 Komplementoren-Integration: Herausforderungen und Lösungskonzepte
by Michael Reiss - 69-88 Wertorientierte Berichterstattung zum Kundenkapital – eine empirische Analyse der DAX 30-Unternehmen
by Julia Heidemann & Miriam Hofmann - 89-103 Zur optimalen Abfolge von Investitionsprojekten
by Dominik Kramer - 105-128 Der Einfluss der Balanced Scorecard auf Lernprozesse in Unternehmen
by Jennifer Kunz - 129-137 Relational View
by Anja Schmidt
January 2009, Volume 19, Issue 4
- 375-376 Editorial
by Wolfgang Berens & Thomas Günther - 377-396 Reform des öffentlichen Haushalts- und Rechnungswesens in Deutschland
by Dietrich Budäus & Dennis Hilgers - 397-420 Die kommunale Finanzkontrolle
by Andreas Glöckner & Holger Mühlenkamp - 421-440 Steuerungspotenziale des kommunalen Konzernabschlusses
by Manfred Busch & Maik Lasarzik & Jens Heiling - 441-465 Internationale Rechnungslegungsgrundsätze für den öffentlichen Sektor
by Axel Haller & Daniel Blab
November 2008, Volume 68, Issue 3
- 257-270 A local maximum likelihood estimator for Poisson regression
by José Santos & M. Neves - 271-288 Estimating a restricted normal mean
by Somesh Kumar & Yogesh Tripathi - 289-304 A new family of bivariate max-infinitely divisible distributions
by Enkelejd Hashorva - 305-322 Berry–Esseen bounds for density estimates under NA assumption
by Han-Ying Liang & Jong-Il Baek - 323-331 Strong laws for weighted sums of NA random variables
by Guang-hui Cai - 333-342 Proportional reversed hazard and frailty models
by P. Sankaran & V. Gleeja - 343-350 Optimality and efficiency of small chessboard designs for correlated errors
by Nizam Uddin - 351-363 An empirical likelihood method for spatial regression
by Daniel Nordman - 365-390 Robust estimation for the order of finite mixture models
by Sangyeol Lee & Taewook Lee
September 2008, Volume 68, Issue 2
- 129-146 Goodness-of-fit testing for varying-coefficient models
by Wang-Li Xu & Li-Xing Zhu - 147-156 Estimating sensitive proportions from Warner’s randomized responses in alternative ways restricting to only distinct units sampled
by Arijit Chaudhuri & Sanghamitra Pal - 157-172 A characterization of admissible linear estimators of fixed and random effects in linear models
by Ewa Synówka-Bejenka & Stefan Zontek - 173-187 Some general results for moments in bivariate distributions
by Ramesh Gupta & Mohammad Tajdari & Henrik Bresinsky - 189-198 On the construction of E(s 2 )-optimal supersaturated designs
by Stelios Georgiou - 199-208 A product Pareto distribution
by Saralees Nadarajah & Arjun Gupta - 209-217 On the discrete mean past lifetime
by S. Goliforushani & M. Asadi - 219-232 More on connections between Wishart and matrix GIG distributions
by V. Seshadri & J. Wesołowski - 233-255 Precedence-type tests based on record values
by N. Balakrishnan & Anna Dembińska & Alexei Stepanov
June 2008, Volume 68, Issue 1
- 1-15 Data driven rank test for the change point problem
by Jaromír Antoch & Marie Hušková & Alicja Janic & Teresa Ledwina - 17-29 Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables
by Huaihou Chen & Taizhong Hu - 31-49 A new class of inverse Gaussian type distributions
by Antonio Sanhueza & Víctor Leiva & N. Balakrishnan - 51-64 Characterizations of probability distributions via bivariate regression of record values
by George Yanev & M. Ahsanullah & M. Beg - 65-82 Generalized confidence intervals for the process capability index C pm
by Bi-Min Hsu & Chien-Wei Wu & Ming-Hung Shu - 83-98 A method for generating uniformly scattered points on the L p -norm unit sphere and its applications
by Jiajuan Liang & Kai Ng - 99-110 A general construction of E(s 2 )-optimal large supersaturated designs
by C. Koukouvinos & P. Mantas & K. Mylona - 111-127 Influence measures on profile analysis with elliptical data through Frèchet’s metric
by J. Muñoz-Pichardo & J. Moreno-Rebollo & A. Enguix-González & A. Pascual-Acosta
April 2008, Volume 67, Issue 3
- 251-263 Two new models for survey sampling with sensitive characteristic: design and analysis
by Jun-Wu Yu & Guo-Liang Tian & Man-Lai Tang - 265-276 Natural estimation of variances in a general finite discrete spectrum linear regression model
by Martina Hančová - 277-298 Mean residual life functions of finite mixtures, order statistics and coherent systems
by Jorge Navarro & Pedro Hernandez - 299-313 Runs in an ordered sequence of random variables
by Serkan Eryılmaz & Alexei Stepanov - 315-326 Unit root tests for panel MTAR model with cross-sectionally dependent error
by Dong Shin & Oesook Lee - 327-347 Fisher information in order statistics and their concomitants in bivariate censored samples
by H. Nagaraja & Z. Abo-Eleneen - 349-370 A new approach to inter-rater agreement through stochastic orderings: the discrete case
by Alessandra Giovagnoli & Johnny Marzialetti & Henry Wynn - 371-383 Bayesian inference and prediction in the single server Markovian queue
by Amit Choudhury & Arun Borthakur
March 2008, Volume 67, Issue 2
- 125-125 Editorial
by Holger Dette & Udo Kamps & Jürgen Lehn - 127-143 A test for the weights of the global minimum variance portfolio in an elliptical model
by Taras Bodnar & Wolfgang Schmid - 145-169 Growing and reproducing particles evolving through space and time
by C. Comas & J. Mateu - 171-187 Model-based variance estimation under unequal probability sampling
by P. Patel & R. Chaudhari - 189-218 Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study
by Graciela Boente & Ana Pires & Isabel Rodrigues - 219-239 Analytical quasi maximum likelihood inference in multivariate volatility models
by Christian Hafner & Helmut Herwartz - 241-242 Survey sampling: theory and methods
by Andreas Karlsson - 243-244 H. Rue, L. Held: Gaussian Markov random fields. Theory and applications
by Sibylle Sturtz - 245-246 Gentle, J., Härdle, W., Mori, Y.: Handbook of Computational Statistics: Concepts and Methods
by Antony Unwin - 247-249 H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies in Mathematics 27
by Reinhold Kainhofer
January 2008, Volume 67, Issue 1
- 1-10 An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables
by Yun-Xia Li & Jian-Feng Wang - 11-29 Spatial local M-estimation under association
by Chen Jia & Zhang Lixin & Li Degui - 31-48 Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes
by Lu Lin & Yunzheng Fan & Lin Tan - 49-62 Influence analysis for Poisson inverse Gaussian regression models based on the EM algorithm
by Feng-Chang Xie & Bo-Cheng Wei - 63-81 Parametric bootstrap tests for continuous and discrete distributions
by Gábor Szűcs - 83-92 Generalized confidence intervals for process capability indices in the one-way random model
by K. Kurian & Thomas Mathew & G. Sebastian - 93-112 Empirical likelihood for average derivatives of hazard regression functions
by Xuewen Lu & Jie Sun & Yongcheng Qi - 113-123 A unified approach to bivariate discrete distributions
by C. Satheesh Kumar
December 2008, Volume 19, Issue 3
- 259-260 Editorial
by Carl-Christian Freidank - 261-280 Linearisierungsverfahren für Standortplanungsprobleme mit nichtlinearen Transportkosten
by Raik Stolletz & Lars Stolletz - 281-298 Stand der strategischen Planung in kleinen und mittleren Unternehmen (KMU) in der BRD
by Klaus Deimel - 299-323 Grounded Theory und ihre bisherige Anwendung in der empirischen Controlling- und Rechnungswesenforschung
by Rolf Brühl & Nils Horch & Mathias Orth - 325-351 Management accounting research in the lab – method and applications
by Robert Obermaier & Felix Müller - 353-370 Indexzertifikat oder ETF? Eine entscheidungstheoretische Analyse
by Christian Klein & Dennis Kundisch - 371-374 ZP-Stichwort: Offshoring
by Michael Brandau & Heinz-Werner Ufer