# Springer

# Metrika

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### 1985, Volume 32, Issue 1

**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**43-50 The invertibility of sampled and aggregated ARMA models***by*H. Niemi**60-62 Book reviews***by*H. Strasser & P. Gänssler**63-76 Classical statistical analysis based on a certain hypercomplex multivariate normal distribution***by*D. Kabe**77-83 Best unbiased estimators for the parameters of a two-parameter Pareto distribution***by*S. Saksena & A. Johnson**85-88 On estimating the variance of a generalized Laplace distribution***by*D. Sharma**89-97 Estimation of symmetric functions of a finite population***by*V. Padmawar & P. Mukhopadhyay**98-98 Extremes and related properties of random sequences and processes***by*J. Hüsler**99-113 Natural α-quantiles and conditional α-quantiles***by*D. Landers & L. Rogge**114-114 Economic theory of natural resources***by*F. Haslinger**115-123 Minimum variance unbiased estimation for the zero class truncated bivariate poisson and logarithmic series distributions***by*Ch. Charalambides**124-126 Book reviews***by*H. Georgii & F. Pukelsheim**127-144 Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart Model II***by*C. Kapadia & D. Weeks**157-181 The uniqueness of the transfer function of linear systems from input-output observations***by*M. Deistler & B. Pötscher & J. Schrader**182-182 Book reviews***by*D. Oakes & R. Reiß**183-194 Inferences about the parameters of a time series model with changing variance***by*B. Abraham & W. Wei**195-202 The large-sample power of the 195-1195-1195-1test for multidimensional contingency tables***by*M. Haber**214-214 Bayes theory***by*D. Lindley**215-226 Regression-type estimators using two auxiliary variables and the model of double sampling from finite populations***by*B. Kiregyera**227-231 The prison rule in roulette***by*U. Dieter & J. Ahrens**232-232 Book reviews***by*K. Daniel**233-243 Rank tests for the 2×2 split plot design***by*E. Brunner & N. Neumann**244-244 Branching processes***by*G. Ivanoff**245-252 A local limit theorem for attraction to the standard normal law: The case of infinite variance***by*S. Basu**253-258 Book reviews***by*M. Bartlet & Tore Dalenius & P. Bickel & F. Papangelou & H. Heyer**275-283 The Hausdorff α-dimensional measures of the level sets and the graph of theN-parameter Wiener process***by*M. Puri & L. Tran**284-284 Weak convergence of measures***by*E. Siebert**302-302 Book Reviews***by*O. Krafft**303-317 Wrapped distributions and measurement errors***by*W. Stadje**318-318 Dice, data and decisions: Introductory statistics Ellis Horwood Limited Publisher, Chichester Halsted Press: a division***by*H. Heyer**319-322 On Brewer's class of robust sampling designs for large-scale surveys***by*T. Rao**323-326 A characterization of the exponential distribution by higher order gap***by*M. Ahsanullah**327-332 On a Morgenstern-type bivariate gamma distribution***by*A. Gupta & C. Wong**333-347 Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals***by*M. Huehn**348-348 Book review***by*L. Arnold**349-360 Upper bound of the speed of convergence of moment density Estimators for stationary point processes***by*E. Jolivet**379-384 Differentiability properties of thes-Meanm s ats=1***by*D. Landers & L. Rogge

### 1983, Volume 30, Issue 1

**1-13 On the convolution of logistic random variables***by*E. George & G. Mudholkar**15-19 Minimum variance unbiased estimation in the Pareto distribution***by*D. Kern**21-29 Consistency of a nonparametric estimation of a density functional***by*I. Ahmad & P. Lin**37-47 Solidarity properties and a Doeblin decomposition for a class of non-Markovian stochastic processes***by*R. Theodorescu & R. Tweedie**49-54 On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist***by*L. Bondesson**55-61 Solution of a statistical optimization problem by rearrangement methods***by*L. Rüschendorf**63-72 Book reviews***by*D. Kalin & H. Witting & H. Seifert & H. Schneeberger & F. Eicker & G. Rothenberger & H. Schoch & O. Richter & H. Rost & P. Meyer & G. Leha & E. Dettweiler & H. Heyer & E. Siebert & H. Rieder & A. Mukherjea**73-83 Block rank statistics***by*G. Rothe**84-84 Book reviews***by*H. Heyer**92-92 Book reviews***by*F. Götze & D. Plachky**93-99 Predictive estimation of finite population mean using product estimator***by*S. Srivastava**100-100 Statistics of random processes I: General theory***by*H. Heyer**101-107 Sequential estimation of the difference between the means of two normal populations***by*L. Hayre**108-108 Decision theory and incomplete knowledge***by*M. Ryan**109-115 Some best possible results for a discounted one armed bandit***by*K. Glazebrook & D. Jones**116-116 Book reviews***by*W. Sendler & D. Morgenstern**117-123 On a stopping rule for a class of sequential decision problems***by*D. Kalin & R. Theodorescu**124-124 Book reviews***by*T. Louton & R. Schassberger**125-138 Third-order optimum properties of estimator-sequences***by*Th. Pfaff**139-141 On atoms of measures on product spaces***by*D. Mussmann**142-144 Book reviews***by*A. Rapoport & J. Pfanzagl & W. Wefelmeyer & W. Polasek**145-158 Asymptotic distributions of smoothed histograms***by*U. Stadtmüller**159-163 Some remarks on the construction of independent identically distributed random variables, Markov chains and martingales***by*D. Shanbhag & M. Rao**164-164 Book reviews***by*L. Rogge**165-170 Unimodality of differences***by*H. Vogt**179-194 Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes***by*E. Manoukian**195-210 TheN-armed bandit with unimodal structure***by*U. Herkenrath**211-216 Book reviews***by*H. Schneeweiß & N. Becker & E. Sverdrup & B. Cutsem & H. Vogt & D. Morgenstern**217-226 On some alternative sampling strategies using auxiliary information***by*D. Adhvaryu & P. Gupta**227-237 Some properties of the distribution of an operational ridge estimator***by*V. Srivastava & A. Chaturvedi**238-238 Book reviews***by*H. Heyer & K. Jacobs**239-243 The exact likelihood function for a space time model***by*B. Abraham**260-260 Book reviews***by*H. Drygas & K. Jacobs**282-282 Book reviews***by*W. Schaafsma & J. Werff & R. Reiß

### 1982, Volume 29, Issue 1

**1-17 The combined inverse binomial sampling procedure***by*M. Subrahmanya**19-54 On functionals of order statistics***by*W. Sendler**65-70 Book reviews***by*H. Heyer & F. Ferschl & A. Harvey & P. Wilrich & W. Grossmann & G. Pflug & A. Linder & K. Schmidt**71-78 Optimum allocation in multivariate stratified random sampling with overhead cost***by*M. Ahsan & S. Khan**79-86 Some remarks on the average sample number of sequential and non-sequential tests***by*W. Stadje**87-93 Secretary problems with inspection costs as a game***by*P. Grant**103-113 Optimal tests and estimators for truncated exponential families***by*M. Beg**129-133 Applications of an inequality involving conditional expectations***by*S. Bhattacharya & G. Pandey**141-142 Book reviews***by*R. Dutter & Ch. Mandl & W. Polasek & J. Gordesch**143-158 Optimum strategies for estimating the variance of a finite population under a superpopulation model***by*P. Mukhopadhyay**159-173 Local comparison of linear rank tests, in the Bahadur sense***by*E. Kremer**175-188 On interpenetrating samples of unequal sizes***by*S. Sengupta**189-194 An extension of the damage model***by*J. Panaretos**195-202 On the admissibility of estimators for the finite population variance***by*I. Strauss**203-209 A curtailed test for the shape parameter of the Weibull distribution***by*P. Wong & S. Wong**211-214 Book reviews***by*G. Feichtinger & E. Hannan & K. Schmidt & P. Mandl & L. Moses**215-225 Contributions to nonparametric generalized failure rate function estimation***by*K. Cheng**227-247 Nonparametric maximum likelihood estimation of a probability density via mathematical programming***by*J. Fischer**249-260 On two-state quality control under Markovian deterioration***by*K. Waldmann**271-282 An elementary method for the statistical analysis of growth curves***by*S. Schach

### 1981, Volume 28, Issue 1

**1-12 On non-negative variance-estimation***by*A. Chaudhuri & R. Arnab**13-21 On the statistical evaluation of hit patterns***by*D. Gebhardt**35-46 Rate of convergence in the central limit theorem and in the strong law of large numbers for von mises statistics***by*P. Janssen**53-61 Choice of a survival model for patients with a brain tumour***by*B Pereira**79-81 A special representation of a sufficient randomization kernel***by*J. Pfanzagl**83-92 On bivariate generalized binomial and negative binomial distributions***by*Ch. Charalambides & H. Papageorgiou**109-121 Biases, variances and covariances of raking ratio estimators for marginal and cell totals and averages of observed characteristics***by*H. Konijn**123-132 Subjective Bayesian multivariate stratified sampling from finite populations***by*R. Sekkappan**133-136 Sequential approach to simultaneous estimation of the mean and variance***by*N. Mukhopadhyay**137-137 Book reviews***by*F. Ferschl & F. Eicker**139-149 On generalizedBellman's functional equation***by*P. Kardos**151-153 A characterization using the conditional variance***by*A. Dallas**155-164 Smoothing histograms by means of lattice-and continuous distributions***by*W. Gawronski & U. Stadtmüller**165-177 An invariance principle for progressively truncated likelihood ratio statistics***by*P. Sen & Y. Tsong**179-189 The problem of optimum stratification and allocation withq=n/N>0***by*H. Schneeberger**191-196 Unbiased product estimators***by*V. Srivastava & N. Shukla & S. Bhatnagar**197-201 A note on a short table of the generalized hypergeometric distribution***by*S. Conde & S. Kalla & R. Saxena**207-209 Book reviews***by*E. Dettweiler & E. Collani & H. Basler**237-244 A characterization of entropies of degree α***by*L. Losonczi**245-256 Jack-knifing the ratio and the product estimators in double sampling***by*S. Sengupta**257-262 Estimation problems for rectangular distributions (or the taxi problem revisited)***by*J. Rao**263-271 Compound gamma bivariate distributions***by*T. Hutchinson**273-286 Estimating matrices***by*A. Bachem & B. Korte

### 1980, Volume 27, Issue 1

**15-28 Locally best tests for Gaussian processes***by*A. Irle**29-34 On the estimation ofPr{Y>X} for the two-parameter exponential distribution***by*M. Beg**35-41 Local identification of ARMAX structures subject to nonlinear constraints***by*R. Kohn**43-70 The minimum distance method of testing***by*D. Pollard**71-72 Book reviews***by*E. Neuwirth & F. Ferschl & G. Pflug**91-98 A mixed theory of information — IV: Inset-inaccuracy and directed divergence***by*Pl. Kannappan**99-102 A note on the estimation of mean in normal population***by*V. Srivastava**103-113 Multilinear estimation of skewness and kutosis in linear models***by*F. Pukelshim**115-119 On the property of dullness of Pareto distribution***by*S. Talwalker**121-125 Estimation of variance in multi-stage sampling***by*K. Srinath & M. Hidiroglou**127-132 Hierarchical analysis: Classification with ordinal object dissimilarities***by*M. Schader**133-138 Minimum variance unbiased estimation of the parameters of the Pareto distribution***by*M. Baxter**139-139 Acknowledgement***by*Ag. Dallas**140-143 Book reviews***by*D. Morgenstern & W. Grossmann & W. Polasek & G. Feichtinger & G. Pflug & A. Kalliauer & J. Gordesch**145-151 On the distribution of a distance function on the sphere***by*M. Yaqub & A. Khan**165-169 Distribution of product and quotient of Pareto variates***by*G. Pederzoli & P. Rathie**189-194 On testing the correlation coefficient of a bivariate normal distribution***by*M. Goria**195-202 A stability theorem for statistical experiments***by*E. Siebert**203-211 Limited deviation estimators of the Poisson parameter***by*S. Shapiro**213-216 Book reviews***by*D. Morgenstern & P. Sint & F. Landler & A. Kalliauer & G. Pflug & F. Ferschl & G. Mayrhofer & W. Grossmann**217-223 A chain ratio-type estimator in finite population double sampling using two auxiliary variables***by*B. Kiregyera**225-235 Efficiency and optimality properties of a class ofk-sample rank tests against trend***by*T. Terpstra**243-253 A new Bayesian approach to quality control charts***by*W. Chiu & M. Leung**255-262 Minimum norm quadratic estimators of variance components***by*Y. Chaubey**263-269 A characterization of exponential distributions based on order statistics***by*C. Bell & Y. Rama Krishna Sarma**271-275 An efficient estimator using auxiliary information***by*A. Sahai & S. Ray**277-279 A note on the comparison between simple random sampling with and without replacement***by*M. Deshpande**281-284 A consistent and asymptotically efficient two-stage procedure to construct fixed width confidence intervals for the mean***by*N. Mukhopadhyay**287-290 Book reviews***by*P. Bauer & G. Mayrhofer & P. Sint & D. Köberl & M. Hudec & Chr Hipp & W. Vogel

### 1979, Volume 26, Issue 1

**1-4 An extremal quotient test for exponential distributions***by*P. Wong & S. Wong**25-30 A note on the characterization of the multivariate normal distribution***by*Sh. Talwalker**43-56 Inference robustness of ARIMA models under non-normality —Special application to stock price data***by*J. Ledolter**57-61 The mean and variance of the likelihood ratio criterion for the multinomial distribution***by*K. Hutcheson & N. Lyons**65-70 A proof of a relationship between the generalized variances for associated autoregressive and moving average processes***by*O. Anderson**87-94 Minimum variance unbiased estimation of left truncated multivariate modified power series distribution***by*S. Patel**95-103 Use of a median test for a generalized Behrens-Fisher problem***by*R. Schlittgen**105-108 On the exponential law***by*A. Dallas**109-122 On statistical inference in concentration measurement***by*W. Sendler**183-193 Estimation of a regression coefficient after two preliminary tests of significance***by*N. Shukla**205-214 Loss functions and admissible estimators in survey sampling***by*H. Stenger**215-217 A note on the multiple indicator-multiple cause model with several latent variables***by*B. Abraham & J. Ledolter**237-241 Unbiasedness of confidence intervals based on Galton's statistic***by*H. Vogt

### 1978, Volume 25, Issue 1

**1-7 A strategy for up-dating continuous surveys***by*R. Platek & M. Singh**9-26 Approximate distribution of the maximum deviation of histograms***by*R. Reiss**27-35 Design and estimation problems when estimating a regression coefficient from survey data***by*I. Thomsen**59-63 On elementary functions of Pareto variables***by*D. Lorah & R. Stark**65-76 On estimating the variance of a finite population***by*A. Chaudhuri**77-93 Conditions for the optimality of exponential smoothing forecast procedures***by*J. Ledolter & G. Box**95-114 On nonuniform Gaussian approximation for random summation***by*D. Landers & L. Rogge**115-122 Estimating the variance of a finite population under a superpopulation model***by*P. Mukhopadhyay**129-142 Consistency of minimum contrast estimators in non-standard cases***by*R. Reiss**149-153 Comparison of sampling strategies***by*A. Pedgaonkar & S. Prabhu-Ajgaonkar**155-161 Minimum variance unbiased estimation of multivariate modified power series distribution***by*S. Patel**163-170 A generalisation of Gumbel's bivariate logistic distribution***by*S. Satterthwaite & T. Hutchinson**193-208 Cascaded channels and the equivocation inequality***by*A. El-Sayed**209-218 Minimum variance unbiased estimation of left truncated multivariate power series distributions***by*S. Patel & S. Shah**219-234 Empirical comparisons of some tests of separate families of hypotheses***by*B. Pereira**235-239 On the two armed bandit with one probability known***by*P. Jones**241-245 On the individual moving average inequality***by*O. Anderson

### 1977, Volume 24, Issue 1

**1-6 Estimation of the parameter of the inverse Gaussian distribution from generalised censored samples***by*G. Nath**23-34 On axiomatic characterization of some non-additive measures of information***by*G. Patni & K. Jain**35-43 Moving averages of ergodic processes***by*A. Junco & J. Steele**45-53 Statistical study of a stochastic model of two interacting species***by*Prajneshu**75-85 On approximating the distributions ofFriedman's 75-175-175-1and related statistics***by*D. Jensen**87-98 A note on the estimation of two ordered Poisson parameters***by*G. Mudholkar & P. Subbaiah & S. George**99-105 Statistical analysis of Fourier coefficients in a restricted harmonic dial***by*D. Dyer**107-112 A modified maximum likelihood test***by*V. Fabian**113-124 The generalized ridge estimator and improved adjustments for regression parameters***by*H. Myoken & Y. Uchida**129-136 A note on characterization by the conditional expectation***by*S. Talwalker**137-161 Exponential convergence properties of linear estimators under exponential and uniform distribution***by*J. Steinebach**163-168 Decision theory for continuous observations: Minimax solutions***by*A. Irle**169-173 Convergence inr-mean of normalized partial sums in a separable Banach space***by*A. Dale**187-194 An appraisal of the Box-Jenkins approach to univariate time series analysis***by*O. Anderson