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Content
December 2010, Volume 51, Issue 4
- 999-1000 Jim Albert and Ruud H. Koning (editors): Statistical thinking in sports
by Jonas Kaiser - 1001-1003 Anirban DasGupta: Asymptotic theory of statistics and probability
by Björn Bornkamp - 1005-1006 K. Krishnamoorthy (2006): Handbook of statistical distributions with applications
by David Giles - 1007-1008 Youngjo Lee, John A. Nelder, Yudi Pawitan: Generalized linear models with random effects: unified analysis via H-likelihood
by Hilmar Drygas - 1009-1010 Walter W. Piegorsch and A. John Bailer (2005): Analyzing environmental data
by Ricardo Maronna - 1011-1012 Steland, Ansgar: Basiswissen statistik, Springer, Berlin, 2007
by Karsten Webel - 1013-1013 Jiti Gao: Nonlinear time series—semiparametric and nonparametric methods
by Matthias Fischer - 1015-1015 Hendrik Madsen: Time series analysis
by Matthias Fischer - 1017-1018 Michael Greenacre, Jörg Blasius (2006): Multiple correspondence analysis and related methods
by Heinz Neudecker - 1019-1020 Michael Goldstein, David Wooff (2007): Bayes linear statistics
by Wolfgang Polasek - 1021-1022 Peter Brown, Shuangzhe Liu and Dharmendra Sharma: Contributions to probability and statistics: applications an challenges
by Wolfgang Polasek
September 2010, Volume 51, Issue 3
- 497-509 Synthetic and composite estimation under a superpopulation model
by Wojciech Niemiro & Jacek Wesołowski - 511-529 Optimal sequential estimation procedures of a function of a probability of success under LINEX loss
by Jerzy Baran & Ryszard Magiera - 531-545 Bayesian analysis of skew-t multivariate null intercept measurement error model
by Victor Lachos & Vicente Cancho & Reiko Aoki - 547-558 A nonlinear regression model with skew-normal errors
by Vicente Cancho & Víctor Lachos & Edwin Ortega - 559-582 Estimation of mean in presence of non-response using two phase sampling scheme
by Housila Singh & Sunil Kumar - 583-597 Bayesian estimation of the parameters of the generalized exponential distribution from doubly censored samples
by Chansoo Kim & Seongho Song - 599-612 Life expectancy of a bathtub shaped failure distribution
by Mark Bebbington & Chin-Diew Lai & Ričardas Zitikis - 613-628 Eliciting vague but proper maximal entropy priors in Bayesian experiments
by Nicolas Bousquet - 629-650 Statistical inference for fixed-effects partially linear regression models with errors in variables
by Haibo Zhou & Jinhong You & Bin Zhou - 651-672 Simulation study of new estimators combining the SUR ridge regression and the restricted least squares methodologies
by M. Alkhamisi - 673-685 Simultaneous confidence intervals on partial means of classes in the two-stage stratified sampling
by Paolo Cozzucoli - 687-699 Measures of non-exchangeability for bivariate random vectors
by Fabrizio Durante & Erich Klement & Carlo Sempi & Manuel Úbeda-Flores - 701-715 Inference for a skew extension of the Grubbs model
by Lourdes Montenegro & Víctor Lachos & Heleno Bolfarine - 717-748 Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
by Shalabh & Gaurav Garg & Neeraj Misra - 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
June 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
January 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
August 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
June 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
March 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
January 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
October 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
July 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
April 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