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# Statistical Papers

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### 2010, Volume 51, Issue 3

**749-749 David Skillicorn (2007): Understanding Complex Datasets: Data Mining with Matrix Decompositions***by*Ricardo Maronna**751-751 Jiti Gao: Nonlinear time series – semiparametric and nonparametric methods***by*Matthias Fischer**753-754 Hendrik Madsen (2007): Time Series Analysis***by*Matthias Fischer**755-756 Gönen, Mithat (2007):Analyzing Receiver Operating Characteristic Curves with SAS***by*Sylvia Lenz

### 2010, Volume 51, Issue 2

**241-246 Some comments on Statistical Papers 46, 270–395 (2005)***by*Helmut Waldl**247-257 Expansions for log densities of asymptotically normal estimates***by*Christopher Withers & Saralees Nadarajah**259-271 Acceptance sampling plans under progressive interval censoring with likelihood ratio***by*Tzong-Ru Tsai & Chin-Wei Lin**273-284 Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models***by*Audrey Cysneiros & Katya Rodrigues & Gauss Cordeiro & Silvia Ferrari**285-296 Test and confidence set for the difference of the x-coordinates of the vertices of two quadratic regression models***by*Martin Bachmaier**297-305 Exact calculation of the Dodge-Romig LTPD single sampling plans for inspection by variables***by*J. Klufa**307-313 Computing the moments of order statistics from independent nonidentically distributed Beta random variables***by*Yousry Abdelkader**315-323 A new stochastic mixed ridge estimator in linear regression model***by*Yalian Li & Hu Yang**325-336 Testing for the Marshall–Olkin extended form of the Weibull distribution***by*Chrys Caroni**337-347 A note on convergence rates for posterior distributions via large deviations techniques***by*Andrea Martinelli & Matteo Ruggiero & Stephen Walker**349-355 A modified unrelated question randomized response device for complex surveys***by*Amitava Saha**357-368 Difference-based ridge estimator of parameters in partial linear model***by*Gülin Tabakan & Fikri Akdeniz**369-373 Conditionally stochastic domination of generalized order statistics from two samples***by*Yashi Wang & Weiwei Zhuang & Taizhong Hu**375-387 Estimation of the scale parameter of the half-logistic distribution under progressively type II censored sample***by*Chansoo Kim & Keunhee Han**389-395 A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error***by*Hiroshi Kurata**397-407 Ratio test for variance change point in linear process with long memory***by*Wenzhi Zhao & Zheng Tian & Zhiming Xia**409-419 A note on the mean past and the mean residual life of a (n − k + 1)-out-of-n system under multi monitoring***by*M. Poursaeed**421-430 Bayesian regression analysis with linked data using mixture normal distributions***by*Afshin Fallah & Mohsen Mohammadzadeh**431-443 Optimal progressive group-censoring plans for exponential distribution in presence of cost constraint***by*Shuo-Jye Wu & Syuan-Rong Huang**445-453 On misspecification of the dispersion matrix in mixed linear models***by*Jian-Ying Rong & Xu-Qing Liu**455-463 On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction***by*S. Ravi**465-475 Equality of BLUEs or BLUPs under two linear models using stochastic restrictions***by*Stephen Haslett & Simo Puntanen**477-484 The effects of the proxy information on the iterative Stein-rule estimator of the disturbance variance***by*Deniz Ünal**485-496 Uniformly best estimation in linear regression when prior information is fuzzy***by*Bernhard Arnold & Peter Stahlecker

### 2010, Volume 51, Issue 1

**1-10 A note on Bayesian residuals as a hierarchical model diagnostic technique***by*Guofen Yan & J. Sedransk**11-25 On the Dickey–Fuller test with White standard errors***by*Matei Demetrescu**27-40 Testing for NBUL using goodness of fit approach with applications***by*L. Diab**41-56 Generalized Tukey-type distributions with application to financial and teletraffic data***by*Matthias Fischer**57-67 Kernel type smoothed quantile estimation under long memory***by*Lihong Wang**69-84 Finding local departures from a parametric model using nonparametric regression***by*J. Opsomer & M. Francisco-Fernández**85-109 Bootstrap methods for single structural change tests: power versus corrected size and empirical illustration***by*Jamel Jouini**111-126 Inflated beta distributions***by*Raydonal Ospina & Silvia Ferrari**127-148 Multitude of Laplace distributions***by*Tomasz Kozubowski & Saralees Nadarajah**149-164 Comparison between the rates of convergence of extremes under linear and under power normalization***by*H. Barakat & E. Nigm & Magdy El-Adll**165-177 Evaluations of generalized order statistics from bounded populations***by*Tomasz Rychlik**179-191 The equivalence of Bayes and robust Bayes estimators for various loss functions***by*Agnieszka Kamińska**193-208 On generalized semi-Pareto and semi-Burr distributions and random coefficient minification processes***by*D. Cifarelli & R. Gupta & K. Jayakumar**209-226 Fuzzy p-value in testing fuzzy hypotheses with crisp data***by*Abbas Parchami & S. Taheri & Mashaallah Mashinchi**227-240 Limit results for ordered uniform spacings***by*Ismihan Bairamov & Alexandre Berred & Alexei Stepanov

### 2009, Volume 50, Issue 4

**693-695 Preface to the Proceedings of the International Conference on Trends and Perspectives in Linear Statistical Inference LINSTAT’2008 in Celebration of Tadeusz Caliński’s 80th Birthday***by*Augustyn Markiewicz & Götz Trenkler**697-710 Individual control treatment in split-plot experiments***by*Are Aastveit & Trygve Almøy & Iwona Mejza & Stanislaw Mejza**711-720 Comparison of PLS algorithms when number of objects is much larger than number of variables***by*Aylin Alin**721-733 A projector oriented approach to the best linear unbiased estimator***by*Oskar Baksalary & Götz Trenkler**735-759 A mixed model analysis of variance for multi-environment variety trials***by*T. Caliński & S. Czajka & Z. Kaczmarek & P. Krajewski & W. Pilarczyk**761-778 Optimal designs under a multivariate linear model with additional nuisance parameters***by*Katarzyna Filipiak & Augustyn Markiewicz & Anna Szczepańska**779-787 Connectedness of complete block designs under an interference model***by*Katarzyna Filipiak & Rafał Różański**789-795 Regular A-optimal design matrices X=(x ij ) with x ij =−1, 0, 1***by*Małgorzata Graczyk**797-804 Estimation of a relative potency of two preparations with correlated responses***by*Zofia Hanusz & Monika Krajewska**805-815 On nested block designs geometry***by*Radosław Kala**817-835 Discriminant analysis of multivariate repeated measures data with a Kronecker product structured covariance matrices***by*Mirosław Krzyśko & Michał Skorzybut**837-846 Some optimal block designs with nested rows and columns for research on alternative methods of limiting slug damage***by*Agnieszka Łacka & Maria Kozłowska & Jan Kozłowski**847-854 Admissibility and linear sufficiency in linear model with nuisance parameters***by*Augustyn Markiewicz & Simo Puntanen**855-868 On locally optimal invariant unbiased tests for the variance components ratio in mixed linear models***by*Andrzej Michalski**869-885 L models and multiple regressions designs***by*Elsa Moreira & João Mexia & Miguel Fonseca & Roman Zmyślony**887-893 Rank correlation estimators and their limiting distributions***by*Wojciech Niemiro & Wojciech Rejchel**895-904 Analysis of an European union election using principal component analysis***by*Paulo Rodrigues & Ana Lima**905-916 Tests of additivity in mixed and fixed effect two-way ANOVA models with single sub-class numbers***by*Dieter Rasch & Thomas Rusch & Marie Šimečková & Klaus Kubinger & Karl Moder & Petr Šimeček**917-941 Some comments on Latin squares and on Graeco-Latin squares, illustrated with postage stamps and old playing cards***by*George Styan & Christian Boyer & Ka Chu**943-962 Heteroscedastic ANOVA: old p values, new views***by*Julia Volaufova

### 2009, Volume 50, Issue 3

**455-464 Estimation of the variance when kurtosis is known***by*Eshetu Wencheko & Honest Chipoyera**465-480 Robust Bayesian bonus-malus premiums under the conditional specification model***by*Emilio Déniz & José Sarabia & F. Vázquez Polo**481-499 Inference in mixed proportional hazard models with K random effects***by*Guillaume Horny**501-509 $${\mathcal{L}}_p$$ loss functions: a robust bayesian approach***by*J. Arias-Nicolás & J. Martín & A. Suárez-Llorens**511-525 Optimal tolerance regions for future regression vector and residual sum of squares of multiple regression model with multivariate spherically contoured errors***by*Shahjahan Khan**527-551 Testing interaction in some predator–prey populations***by*Sévérien Nkurunziza**553-568 An analysis of quantile measures of kurtosis: center and tails***by*Samuel Kotz & Edith Seier**569-580 A unified approach of testing for discrete and continuous Pareto laws***by*Simos Meintanis**581-592 Moments of the product and ratio of two correlated chi-square variables***by*Anwar Joarder**593-604 Statistical inference of the efficient frontier for dependent asset returns***by*Taras Bodnar & Wolfgang Schmid & Taras Zabolotskyy**605-615 The product t density distribution arising from the product of two Student’s t PDFs***by*Saralees Nadarajah**617-622 Useful moment and CDF formulations for the COM–Poisson distribution***by*Saralees Nadarajah**623-631 Asymptotic optimality of a two-stage procedure in Bayes sequential estimation***by*Leng-Cheng Hwang & Jeng-Fu Liu**633-638 Estimation in singular partitioned, reduced or transformed linear models***by*Radosław Kala & Paweł Pordzik**639-647 An alternative stochastic restricted Liu estimator in linear regression***by*Hu Yang & Jianwen Xu**649-660 A confidence set for that x-coordinate where a quadratic regression model has a given gradient***by*Martin Bachmaier**661-672 Estimating a sensitive proportion through randomized response procedures based on auxiliary information***by*Giancarlo Diana & Pier Perri**673-675 Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and R/S-PLUS (Paperback)/ Phillip I. Good (2005): Introduction to Statistics Through Resampling Methods and Microsoft Office Excel (Paperback)***by*Wolfgang Polasek**677-679 Uwe Hassler (2007): Stochastische Integration und Zeitreihenmodellierung***by*Christoph Hanck**681-682 Sandrine Dudoit, Mark J. van der Laan (2008): Multiple Testing Procedures with Applications to Genomics***by*Holger Schwender**683-683 G. K. Kanji (2006): 100 Statistical Tests***by*R. Viertl**685-685 Nanny Wermuth, Reinhold Streit (2006): Einführung in statistische Analysen. Fragen beantworten mit Hilfe von Daten***by*R. Viertl**691-691 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena & Götz Trenkler

### 2009, Volume 50, Issue 2

**225-248 The effect of tapering on the semiparametric estimators for nonstationary long memory processes***by*Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou**249-259 Modified inference about the mean of the exponential distribution using moving extreme ranked set sampling***by*Walid Abu-Dayyeh & Esam Al Sawi**261-276 On the sufficient statistics for multivariate ARMA models: approximate approach***by*M. Kharrati-Kopaei & A. Nematollahi & Z. Shishebor**277-300 Preliminary phi-divergence test estimators for linear restrictions in a logistic regression model***by*M. Menéndez & L. Pardo & M. Pardo**301-309 Ratio estimator for the population mean using ranked set sampling***by*Cem Kadilar & Yesim Unyazici & Hulya Cingi**311-321 Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions***by*José Curto & José Pinto & Gonçalo Tavares**323-338 The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables***by*Andriëtte Bekker & Jacobus Roux & Thu Pham-Gia**339-361 Non-parametric estimation of lifetime distribution of competing risk models when censoring times are missing***by*P. Sankaran & Ansa Antony**363-372 Sequential estimation of a location parameter from delayed observations***by*Alicja Jokiel-Rokita & Agnieszka Stępień**373-382 Regression modelling of the flows in an input–output table with accounting constraints***by*Nicola Falocci & Renato Paniccià & Elena Stanghellini**383-391 Construction of non-exchangeable bivariate distribution functions***by*Fabrizio Durante**393-402 Noninformative priors for the normal variance ratio***by*D. Kim & S. Kang & W. Lee**403-405 A characterization of the exponential distribution by means of coincidence of location and truncated densities***by*Shaul Bar-Lev & Benzion Boukai**407-418 On generalized order statistics from linear exponential distribution and its characterization***by*M. Mahmoud & H. Al-Nagar**419-428 Exponential inequality for negatively associated random variables***by*H. Nooghabi & H. Azarnoosh**429-439 Distribution-free prediction intervals for the future current record statistics***by*Mohammad Raqab**441-443 Comment on the paper by A. H. Joarder***by*Saralees Nadarajah**445-446 Crawley MJ (2007) The R Book***by*Uwe Ligges**447-448 Antony Unwin, Martin Theus and Heike Hofmann: Graphics of Large Datasets: Visualizing a Million***by*Ricardo Maronna**449-450 Ghosh, Jayanta K., Delampady, Mohan, Samanta, Tapas: An introduction to Bayesian analysis, theory and methods***by*Wolfgang Polasek**451-452 Kevin Kim, Neil Timm: Univariate and Multivariate General Linear Models Theory and Applications with SAS; Second Edition***by*Rainer Schlittgen**453-454 Robert Gentleman, Vincent Carey, Wolfgang Huber, Rafael Irizarry, Sandrine Dudoit (2005): Bioinformatics and Computational Biology Solutions Using R and Bioconductor***by*Jörg Rahnenführer

### 2009, Volume 50, Issue 1

**1-12 Information matrix for a mixture of two Laplace distributions***by*Dongseok Choi & Saralees Nadarajah**13-28 Nonparametric control chart based on change-point model***by*Chunguang Zhou & Changliang Zou & Yujuan Zhang & Zhaojun Wang**29-49 Weibull extension of bivariate exponential regression model with different frailty distributions***by*David Hanagal**51-65 The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals***by*Petros Maravelakis & Sotirios Bersimis**67-80 Consistency of minimizing a penalized density power divergence estimator for mixing distribution***by*Taewook Lee & Sangyeol Lee**81-100 Robust estimation of multivariate regression model***by*Jiantao Li & Min Zheng**101-118 On MSE of EBLUP***by*Tomasz Ża̧dło**119-136 Weibull inference using trimmed samples and prior information***by*Arturo Fernández**137-149 Bayes prediction based on right censored data***by*Lichun Wang & Noël Veraverbeke**151-160 Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted***by*Kazuhiro Ohtani & Alan Wan**161-170 Accuracy of approximate progressively censored reliability sampling plans for exponential models***by*Carlos Pérez-González & Arturo Fernández**171-175 On the distribution of the sum of independent uniform random variables***by*S. Sadooghi-Alvandi & A. Nematollahi & R. Habibi**177-183 More on the distribution of the sum of uniform random variables***by*Heinrich Potuschak & Werner Müller**185-193 A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss–Markov model***by*Jarkko Isotalo & Simo Puntanen**195-202 On a criticism of the profile likelihood function***by*José Montoya & Eloísa Díaz-Francés & David Sprott**203-208 A distribution function estimator for the difference of order statistics from two independent samples***by*Alan Hutson**209-211 Comment on the paper by Shakil et al***by*Saralees Nadarajah**213-214 Robert E. Weiss (2006): Modeling longitudinal data***by*Liqun Wang**215-216 Marc S. Palella: Fundamental probability. A computational approach***by*Roland Fried**217-218 Michael J. Campbell, David Machin and Stephen J. Walters (2007): Medical Statistics, a Textbook for the Health Sciences, 4th edition***by*Sylvia Lenz**219-220 Peter Sprent and Nigel C. Smeeton (2007): Applied Nonparametric Statistical Methods, 4th edition***by*Christine Duller

### 2008, Volume 49, Issue 4

**603-618 Bounds for expectations of concomitants***by*Andrzej Okolewski & Marek Kaluszka**619-635 Time series with discrete semistable marginals***by*Nadjib Bouzar & K. Jayakumar**637-651 A note on inference for P(X > Y) for right truncated exponentially distributed data***by*L. Jiang & A. Wong**653-667 Factor analysis regression***by*Reinhold Kosfeld & Jørgen Lauridsen**669-689 A new biased estimator based on ridge estimation***by*Sadullah Sakallıoğlu & Selahattin Kaçıranlar**691-714 State space mixed models for longitudinal observations with binary and binomial responses***by*Claudia Czado & Peter Song**715-727 Cluster analysis using different correlation coefficients***by*Seong Chae & Chansoo Kim & Jong-Min Kim & William Warde**729-747 Distributions of the product and ratio of Maxwell and Rayleigh random variables***by*M. Shakil & B. Golam Kibria & Kuang-Chao Chang**749-767 Reversed hazard rate order of equilibrium distributions and a related aging notion***by*Xiaohu Li & Maochao Xu**769-778 The Balakrishnan skew–normal density***by*M. Sharafi & J. Behboodian**779-789 On proportional odds models***by*P. Sankaran & K. Jayakumar**791-796 An improved estimator to analyse missing data***by*S. González & M. Rueda & A. Arcos**797-798 Letter to the Editor***by*Manuel Franco & Juana-María Vivo**799-800 Walter Krämer, Olaf Schoffer, Lars Tschiersch: Datenanalyse mit SAS—Statistische Verfahren und ihre grafischen Aspekte***by*Bernd Richter**801-802 John F. Geweke (2005): Contemporary Bayesian econometrics and statistics (Wiley series in probability and statistics)***by*Wolfgang Polasek

### 2008, Volume 49, Issue 3

**399-419 Quadratic subspaces and construction of Bayes invariant quadratic estimators of variance components in mixed linear models***by*Mariusz Grządziel**421-439 On a generalization to Marshall–Olkin scheme and its application to Burr type XII distribution***by*K. Jayakumar & Thomas Mathew**441-454 2 m 4 n designs with resolution III or IV containing clear two-factor interaction components***by*S. Zhao & R. Zhang**455-469 On estimation in conditional heteroskedastic time series models under non-normal distributions***by*Shuangzhe Liu & Chris Heyde**471-484 A note on GMM estimation of probit models with endogenous regressors***by*Joachim Wilde**485-502 A non-stationary integer-valued autoregressive model***by*Hee-Young Kim & Yousung Park**503-512 Comparisons of the r − k class estimator to the ordinary least squares estimator under the Pitman’s closeness criterion***by*M. Özkale & Selahattin Kaçıranlar**513-529 A family of shrinkage estimators for Weibull shape parameter in censored sampling***by*Housila Singh & Sharad Saxena & Harshada Joshi**531-552 Modelling count data with overdispersion and spatial effects***by*Susanne Gschlößl & Claudia Czado**553-564 On the natural restrictions in the singular Gauss–Markov model***by*Yongge Tian & M. Beisiegel & E. Dagenais & C. Haines**565-579 The accuracy of normal approximation in a heterogeneous panel data unit root test***by*Kristian Jönsson**581-593 A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity***by*Paulo Rodrigues & Antonio Rubia**595-596 Scherer B and Martin RD: Introduction to modern portfolio optimization with NUOPT and SPLUS and S+Bayes***by*Matthias Fischer**597-598 Thomas P. Ryan: Modern Experimental Design***by*Oliver Sailer

### 2008, Volume 49, Issue 2

**157-164 Unbiasedly estimating the total of a stigmatizing variable from a complex survey on permitting options for direct or randomized responses***by*Sanghamitra Pal**165-175 Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference***by*Alicja Jokiel-Rokita**177-190 Properties of systems with two exchangeable Pareto components***by*Jorge Navarro & Jose Ruiz & Carlos Sandoval**191-200 Asymptotic Equivalence of Seat Bias Models***by*Udo Schwingenschlögl**201-209 Normal and logistic random variables: distribution of the linear combination***by*Arjun Gupta & Saralees Nadarajah**211-224 Some useful integrals and their applications in correlation analysis***by*Anwar Joarder**225-236 Estimation of parameters of a right truncated exponential distribution***by*Ulhas Dixit & Parviz Nasiri**237-247 Amputation versus imputation of missing values through ratio method in sample surveys***by*H. Toutenburg & V. Srivastava & Shalabh**249-262 Improved estimators of common variance of p-populations when Kurtosis is known***by*Honest Chipoyera & Eshetu Wencheko**263-275 Estimation of parameters of bivariate normal distribution using concomitants of record values***by*Manoj Chacko & P. Thomas**277-289 Sampling design proportional to order statistic of auxiliary variable***by*Janusz Wywiał**291-301 Evidential inference based on record data and inter-record times***by*M. Arashi & M. Emadi**303-313 Bivariate semi α-Laplace distribution and processes***by*A. Kuttykrishnan & K. Jayakumar**315-332 Homogeneity testing in a Weibull mixture model***by*Karl Mosler & Christoph Scheicher**333-341 Highest posterior density estimation from multiply censored Pareto data***by*Arturo Fernández**343-351 A generalized semi-Pareto minification process***by*Miroslav Ristić**353-361 Partial duplication in two-level fractional factorial designs***by*Pen-Hwang Liau**363-376 Two-way ANOVA for the Watson distribution defined on the hypersphere***by*Adelaide Figueiredo**377-386 A group sequential test for the inverse Gaussian mean***by*Sevil Bacanli & Yaprak Demirhan**387-389 Comment on the paper by A. H. Joarder***by*Saralees Nadarajah**391-392 Comment on the paper by Y.H. Abdelkader***by*Saralees Nadarajah & Samuel Kotz**393-394 Franco Taroni, Colin Aitken, Paolo Garbolino, Alex Biedermann: Bayesian networks and probabilistic inference in forensic science (Statistics in Practice)***by*Wolfgang Polasek**395-396 Phillip I. Good, James W. Hardin, Common errors in statistics***by*Roland Fried**397-398 Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics***by*Wolfgang Polasek

### 2008, Volume 49, Issue 1

**1-13 Dodge-roming AOQL plans for inspection by variables from numerical point of view***by*J. Klufa**15-36 Minimum phi-divergence estimators for loglinear models with linear constraints and multinomial sampling***by*N. Martín & L. Pardo**37-58 A modified estimator of population mean using power transformation***by*Housila Singh & Rajesh Tailor & Sarjinder Singh & Jong-Min Kim**59-85 Posterior analysis of lognormal regression models using the Gibbs sampler***by*S. Upadhyay & M. Peshwani**87-99 Nonnegative definite solutions to matrix equations with applications to multivariate test statistics***by*Akhil Vaish & N. Rao Chaganty**101-108 Characterization of distributions by conditional expectation of generalized order statistics***by*Philip Samuel**109-119 Distribution of extremes ofr th concomitant from the Morgenstern family***by*Johny Scaria & N. Unnikrishnan Nair**121-131 Estimation of the exponential mean time to failure under a weighted balanced loss function***by*A. Asgharzadeh & N. Sanjari Farsipour**133-137 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena**139-146 Recurrence relations for the moments of order statistics from a beta distribution***by*P. Thomas & Philip Samuel**147-149 Book reviews***by*Shalabh & W. Polasek**133-137 On inverse sampling without replacement***by*M. Espejo & H. Singh & S. Saxena

### 2007, Volume 48, Issue 4

**543-557 A vector valued bivariate gini index for truncated distributions***by*E. Abdul-Sathar & R. Suresh & K. Nair**559-580 Simulated real-time detection of multiple structural changes: Evidence from Japanese economic growth***by*Kosei Fukuda**581-594 Some preservation results of NBUC aging property with applications***by*Xiaohu Li & Guoxin Qiu**595-608 Additive risk model with case-cohort sampled current status data***by*Shuangge Ma**609-629 Estimating a positive normal mean***by*Yogesh Tripathi & Somesh Kumar**631-653 A practical sampling approach for a Bayesian mixture model with unknown number of components***by*Liqun Wang & James Fu