# Springer

# Metrika

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### 1989, Volume 36, Issue 1

**148-148 Book review***by*H. Bandemer**149-159 Monotonicity of the power function and unbiasedness of some likelihood ratio tests***by*Lanxiang Chen**160-160 Book review***by*M. Denker**161-166 On two properties of an unequal probability sampling scheme***by*Arun Adhikary & Arijit Chaudhuri**167-176 Sequential fixed-width confidence bands for distribution functions under random censoring***by*G. Dikta & B. Kurtz & W. Stute**177-194 On the strong uniform consistency of a new kernel density estimator***by*B. Abdous & R. Theodorescu**195-207 A small sample study of the moments and distribution of the log likelihood ratio statistic***by*N. Lyons & K. Hutcheson & M. Sugg**208-208 Book review***by*W. Wefelmeyer**209-214 Conditional distributions and the bivariate normal distribution***by*E. Castillo & J. Galambos**215-232 Economically optimalc- andnp-control charts***by*Elart Collani**233-247 On selecting the best ofk lognormal distributions***by*Shanti Gupta & Klaus Miescke**248-254 Book reviews***by*K. Gaede & M. Brick & M. Rao & H. Heyer & M. Falk**255-267 On testing exponentiality against IFRA alternatives***by*Emad-Eldin Aly**268-268 Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters***by*K. Ferentinos**269-278 On someE-optimal block designs***by*Aloke Dey & Ashish Das**279-290 Simultaneous one-sided prediction intervals for a two-parameter exponential distribution using complete or type II censored data***by*Youn-Min Chou & D. Owen**291-298 Stochastic ordering and schur-convex functions in comparison of linear experiments***by*Czesław Stępniak**299-309 A characterization of the gamma process by conditional moments***by*Jacke Wesołowski**310-316 Book reviews***by*L. Arnold & K. Miescke & W. Oberhofer & H. Heyer & W. Härdle**317-325 Design considerations for neyman-pearson and wald hypothesis testing***by*Noel Cressie & Peter Morgan**326-326 Book review***by*H. Heyer**327-330 On a class of three dimensional radially symmetric positive definite functions***by*A. Jalali-Naini & A. Watkins**331-336 Boundedly complete families which are not complete***by*S. Bar-Lev & D. Plachky**337-345 The distribution function of a statistic for testing the equality of scale parameters in two gamma populations***by*Serge Provost**346-346 Book review***by*F. Anscombe**347-354 Bounds for the difference between median and mean of beta and negative binomial distributions***by*Mark Payton & Linda Young & J. Young**355-377 Asymptotic efficiencies of spacings tests for goodness of fit***by*S. Jammalamadaka & Xian Zhou & Ram Tiwari**378-384 Book reviews***by*F. Ferschl & E. Torgersen & D. Bartholomew & U. Krengel

### 1988, Volume 35, Issue 1

**1-12 A class of non binary unequally replicatedE-optimal designs***by*S. Bagchi**13-28 Almost unbiased estimation in multiplicative models***by*Y. Chaubey & B. Singh**29-40 On the completeness of certain classes of two stage sampling strategies***by*V. Padmawar**41-47 On two recent characterizations of multivariate normal distribution***by*G. Hamedani**48-48 Book review***by*V. Kurotschka**49-52 A minimal characterization of the covariance matrix***by*R. Grübel**53-57 A comparison between PPSWR and chaudhuri’s IPPS procedures***by*S. Sengupta**58-62 Book reviews***by*W. Wertz & V. Barnett & Sándor Csörgő & K. Mardia**63-76 On a special application of the truncation problem***by*V. Horálek & V. Beneš**77-92 Asymptotic expansion of the minimax value in survey sampling***by*H. Stenger**93-97 A generalized maximum likelihood characterization of the normal distribution***by*W. Stadje**98-98 Book reviews***by*E. Collani & W. Stute**99-108 Conditional characterizations of multivariate distributions***by*B. Arnold & M. Pourahmadi**109-119 Distrubition-free test for homogeneity against stochastic ordering***by*A. Shanubhogue**120-125 Book reviews***by*L. Schmetterer & P. Ressel & H. Heyer & H. Basler**127-143 Empiric bayes estimation of hypergeometric probability***by*G. Walter & G. Hamedani**144-144 Book review***by*P. Meyer**145-159 A unified approach to optimal process control***by*E. Collani**160-160 Book review***by*C. Rao**161-175 The conditional maximum likelihood estimator of the shape parameter in the gamma distribution***by*T. Yanagimoto**176-176 Book review***by*B. Rao**177-189 Maximum likelihood estimators of the variance components based on theQ-reduced model***by*K. Lee & C. Kapadia**190-190 Book review***by*E. Parzen**191-196 The exact density of a statistic related to the shape parameter of a gamma variate***by*S. Provost**197-202 A further note on some wishart expectations***by*A. Grieve**203-209 Equivalence between Tie-corrected Spearman Test and a Chi-square Test in a Fourfold Contingency Table***by*H. Basler**210-210 Book review***by*T. Rao**211-221 A conditional minimax approach in survey sampling***by*S. Gabler**222-222 Book review***by*H. Heyer**223-232 A test of goodness-of-fit based on extreme spacings with some efficiency comparisons***by*S. Jammalamadaka & M. Wells**233-239 On a use of stratified sampling in optimal estimation***by*R. Arnab**240-240 Book review***by*H. Heyer**241-250 Marsaglia’s lattice test and non-linear congruential pseudo random number generators***by*J. Eichenauer & H. Grothe & J. Lehn**251-254 Book reviews***by*A. Berlinet & G. Pflug & D. Dacunha-Castelle**255-274 A lower bound for the normal approximation ofU-statistics***by*Y. Maesono**275-286 Simultaneous estimation after selection and ranking and other procedures: The negative exponential case***by*N. Mukhopadhyay & H. Hamdy & S. Darmanto**290-290 Book review***by*R. Schassberger**291-313 On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models***by*H. Kaufmann**314-320 Book reviews***by*L. Paterson & P. Millar & H. Heyer & A. Janssen**321-328 Remarks on nonlinear congruential pseudorandom numbers***by*H. Niederreiter**329-338 Characterizations of distributions via two expected values of order statistics***by*Jun Hwang & Gwo Lin**339-348 A consistent test for multivariate normality based on the empirical characteristic function***by*L. Baringhaus & N. Henze**349-376 The serial correlation structure for a random process with steps***by*O. Anderson**377-384 Book reviews***by*N. Singpurwalla & K. Krickeberg & W. Krüger & H. Weizsäcker & R. Miles & P. Embrechts & N. Draper

### 1987, Volume 34, Issue 1

**1-15 Locally minimum variance unbiased estimator in a discontinuous density function***by*M. Akahira & K. Takeuchi**16-16 Book review***by*R. Wiegert**17-24 An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives***by*J. Koziol**25-30 Risk-efficient nonparametric sequential estimators***by*Werner Goldmann**31-44 Asymptotic expansion of the power function of the two-sample binomial test with and without randomization***by*L. Knüsel & J. Michalk**45-60 Optimal extrapolation of derivatives***by*M. Spruill**61-64 Book reviews***by*F. Götze & H. Stenger & U. Dieter & J. Thompson**65-82 Estimates of relative risk***by*J. Begun**83-93 Three-stage estimation procedures for the negative exponential distributions***by*N. Mukhopadhyay & A. Mauromoustakos**94-94 Book review***by*R. Borges**95-105 On theE-optimality of certain asymmetrical designs under mixed effects model***by*S. Bagchi**106-106 Book review***by*F. Ledrappier**107-115 Largest excess of boundary crossings for martingales***by*A. Irle**116-116 Book review***by*J. Jacod**117-123 Quasi-isotonic regression and stochastic approximation***by*V. Dupač**124-127 Book reviews***by*R. Beran & S. Schach & A. Dress**129-142 Asymptotic normality of linear functions of concomitants of order statistics***by*Arne Sandström**143-155 The asymptotic properties of maximum likelihood estimators for marked poisson processes with a cyclic intensity measure***by*Franz Konecny**156-156 Book review***by*L. Takács**157-166 Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators***by*F. Zamudio & Malay Ghosh**167-175 On a theory of scale types***by*I. Klein**176-176 Book review***by*W. Sendler**177-183 Robust estimation of the structural errors-in-variables model***by*H. Nyquist**184-184 Book review***by*I. Barrodale**185-194 On the information criterion for selecting regressors***by*A. Young**195-200 An invariance principle forU-statistics in simple random sampling without replacement***by*Hartmut Milbrodt**201-210 On the construction of approximate multi-factor designs from given marginals using the iterative proportional fitting procedure***by*Friedrich Pukelsheim & D. Titterington**211-216 Reduction problems in comparison of linear models***by*C. Stępniak**217-223 An example of universal optimality in a full-rank model***by*J. Kunert**224-224 Book review***by*E. Collani**225-236 Some notes on the non-central negative binomial distribution***by*S. Ong**252-258 Book reviews***by*Miklós Csörö & A. Atkinson & M. Rosenblatt & D. Kendall & C. Rao & O. Krafft**259-273 A characterization of the normal distribution by sufficiency of the least squares estimation***by*W. Bischoff & H. Cremers & W. Fieger**274-274 Book review***by*P. Davies**275-281 A note on Hájek’s theory of rejective sampling***by*H. Milbrodt**282-282 Book review***by*H. Heyer**283-286 A note on component-wise kronecker designs***by*S. Gupta**323-324 Book reviews***by*H. Heyer & W. Stute**325-339 On a bayesian criterion for choosing predictive sub-models in linear regression***by*A. Young**340-340 Book review***by*R. Viertl**341-359 Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters***by*K. Ferentinos**360-360 Book review***by*A. Cohen**361-381 SomeE andMV-optimal row-column designs having equal numbers of rows and columns***by*M. Jacroux**382-384 Book reviews***by*H. Heyer & D. Titterington

### 1986, Volume 33, Issue 1

**1-28 The bivariate non-central negative binomial distributions***by*P. Lee & S. Ong**29-46 Bivariate non-central negative binomial distribution: Another generalisation***by*S. Ong & P. Lee**47-63 Robust selection procedures based on vector ranks***by*Y. Lee & E. Dudewicz**64-64 Book reviews***by*N. Schmitz & D. Stroock**65-68 An identity concerning a Wishart matrix***by*D. Sharma & K. Krishnamoorthy**69-77 Optimal estimates and optimal predictors of finite population characteristics in the presence of nonresponse***by*P. Laake**78-78 An introduction to the theory of large deviations***by*P. Priouret**79-84 Optimal prediction for a finite population total with connected designs and related model-based results***by*R. Arnab**85-91 A note on minimum variance***by*K. Takeuchi & M. Akahira**92-92 Sampling with unequal probabilities***by*M. Singh**93-109 Procedures to determine optimum two-stage sampling plans by attributes***by*B. Arnold**100-100 Statistical extremes and applications***by*R. Loynes**111-119 Characterizations of normality in translation classes by properties of Bayes estimators***by*W. Eberl**120-120 Computational methods for parsimonious data fitting***by*P. Hackl**121-127 Multiple testing of pairs of one-sided hypotheses***by*P. Bauer & P. Hackl & G. Hommel & E. Sonnemann**128-128 Book reviews***by*H. Föllmer & K. Wittkowski**129-134 Estimation under linear regression models***by*P. Mukhopadhyay**135-142 On the reliability of the chi-square test***by*A. Viollaz**164-164 Book reviews***by*P. Hackl & W. Hansen**165-177 Moment (in-)equalities for differences of order statistics with different sample sizes***by*D. Landers & L. Rogge**178-178 Book reviews***by*A. Linder & O. Krafft**179-188 An invariance principle for reduced U-statistics***by*N. Herrndorf**189-195 Sequential allocation to two treatments that converges to an α-superior treatment***by*B. Eichhorn**196-196 Teaching and applying mathematical modelling***by*H. Dinges**197-202 Rates of convergence for the distance between distribution function estimators***by*D. Boos**203-216 On some properties of the linear function Poisson binomial and negative binomial distributions***by*Ch. Charalambides**217-222 A note on optimum spacing of observations from a continuous time simple Markov process***by*K. Takeuchi & M. Akahira**223-245 An axiomatic theory of heterogeneity and homogeneity***by*J. Lubbe**246-246 Stochastic differential equation***by*M. Kohlmann**247-251 A note on some Wishart expectations***by*R. Muirhead**252-256 Book reviews***by*M. Denker & H. Heyer & R. Ahlswede & W. Fieger & N. Draper & C. Klaassen**257-273 α-Optimal sampling plans for large acceptance numbers***by*E. Collani**274-274 Classical potential theory and its probabilistic counterpart***by*M. Brelot**275-289 Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test***by*E. Manoukian & J. Maurais & R. Ouimet**290-290 Generalized linear models***by*F. Pukelsheim**291-297 Sequential simultaneous estimation of the mean and variance: The rate of convergence***by*N. Mukhopadhyay & G. Vik**298-298 Stochastic models of air pollutant concentration***by*J. Hüsler**299-305 Non-exponential families of distributions***by*K. Klauer**306-306 Teaching of statistics in the computer age***by*D. Müller**307-314 On the generalization of Rao, Hartley and Cochran's scheme***by*M. Bansal & Ravindra Singh**315-320 Book Review***by*R. Wijsman & T. Rao & J. Bernardo & H. Zeuner & S. Schach**321-336 Multiple test procedures for arbitrary dependence structures***by*G. Hommel**337-347 A vertex-exchange-method in D-optimal design theory***by*D. Böhning**348-348 Infinitely divisible statistical experiments***by*E. Siebert**349-362 Complete sufficiency and maximum likelihood estimation for the two-parameter negative binomial distribution***by*L. Willson & J. Folks & J. Young**363-375 Admissible and minimax estimators of 363-1363-1363-1in the gamma distribution with truncated parameter space***by*M. Kaŀuszka**376-384 Book reviews***by*H. Drygas & A. Rukhin & G. Pflug & G. Lienert & S. Sporer & R. Wiegert & O. Diekmann & S. Schach & M. Akahira & D. Mason

### 1985, Volume 32, Issue 1

**15-33 On the optimality of differentiated SPR tests of composite hypotheses***by*S. Holm**34-34 Frontiers in statistical quality control 2***by*W. Uhlmann**35-47 On the nonnegativity ofXX + and its relevance in econometrics***by*Gerd Ronning**48-48 Amarts and set function processes***by*G. Edgar**49-56 Large sample estimation of Pareto quantiles using selected order statistics***by*A. Saleh & M. Ali & D. Umbach**57-63 U-Optimum row-columns designs for the comparison of two treatments***by*E. Sonnemann**64-64 A note on necessary best estimator of order two***by*S. Prabhu-Ajgaonkar**65-72 Some characterizations of distributions by regression models for ordinal response data***by*J. Engel**73-84 A remark on Lehmann-unbiased estimators for scale resp. Location parameters***by*L. Gajek**85-91 On three and five parameter bivariate beta distributions***by*A. Gupta & C. Wong**93-96 A remark on the recursive estimation of ARMA order***by*E. Reschenhofer**97-107 The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework***by*A. Ronner & A. Steerneman**109-123 One-sided and multi-sided rank tests against trend in the case of concordant observers***by*T. Terpstra**124-128 Book reviews***by*John Hey & W. Wetzel & M. Metivier & D. Chibisov & V. Malinovski**129-150 The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model***by*B. Pötscher**165-179 Cramer type large deviations for studentized U-statistics***by*M. Vandemaele & N. Veraverbeke**181-196 On a criterion for the selection of models for stationary time series***by*H. Linhart & P. Volkers**197-214 A note on invariance principles for v. Mises' statistics***by*M. Denker & C. Grillenberger & G. Keller**215-218 Some characterizations of the bivariate normal distribution***by*M. Ahsanullah**265-274 Regular estimators for subclasses of linear estimators***by*S. Prabhu-Ajgaonkar**275-292 A dual approach for matrix-derivatives***by*W. Polasek**293-313 Approximately optimum two-stage sampling plans***by*B. Arnold**315-325 On the expectation of the maximum for sums of independent random variables***by*A. Irle**327-337 An application of the renewal theoretic selection principle: The first divisible sum***by*R. Grübel**339-349 Estimation under two stage random permutation models***by*V. Padmawar & P. Mukhopadhyay**351-362 Rate of convergence to normality forU-statistics with kernel of arbitrary degree***by*M. Aerts**363-374 Asymptotic considerations for selecting the best component of a multivariate normal population***by*N. Mukhopadhyay**375-381 On the convergence of the critical values of uniformly most powerful unbiased tests for two-sided hypotheses***by*Ch. Schrage**383-389 Moment inequalities for order statistics from ordered families of distributions***by*J. Bartoszewicz**391-394 Reproducibility in the one-parameter exponential family***by*S. Bar-Lev & P. Enis**395-407 On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit***by*M. Kolonko & H. Benzing**408-414 Book reviews***by*H. Heyer & G. Neuhaus & R. Henn & G. Pflug & H. Rieder & W. Piesch & W. Bühler & K. Burdzy

### 1984, Volume 31, Issue 1

**1-4 A note on necessary best estimator of order two***by*S. Prabhu-Ajgaonkar**24-24 Book reviews***by*E. Schaich & D. Morgenstern**25-32 Some aspects of random permutation models in finite population sampling theory***by*T. Rao**33-41 Are robust estimation methods useful in the structural errors-in-variables model?***by*R. Ketellapper & A. Ronner**42-42 Book reviews***by*O. Krafft & H. Heyer