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Vol.30 Contents (1978)

[ No1 | No2 | No3 ]


No.1 (1978)

On level of significance of the preliminary test in pooling means
Katuomi Hirano (30, 1-8)
PDF (1390KB)

A Bayesian analysis of the minimum AIC procedure
Hirotugu Akaike (30, 9-14)
PDF (1099KB)

Detecting optimum time of control action for a manufacturing system
Giitiro Suzuki (30, 15-26)
PDF (1291KB)

On the reduction to a complete class in multiple decision problems (2)
Masakatsu Murakami (30, 27-34)
PDF (981KB)

The set-compound one-stage estimation in the nonregular family of distributions over the interval (0, \theta)
Yoshiko Nogami (30, 35-43)
PDF (1286KB)

Asymptotic properties of least squares estimators for discrete compound distributions
Keewhan Choi (30, 45-50)

The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix
Takesi Hayakawa (30, 51-55)
PDF (598KB)

Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis
Yasuko Chikuse (30, 57-62)
PDF (948KB)

Unique factorization of products of bivariate normal cumulative distribution functions
T.W. Anderson and S.G. Ghurye (30, 63-69)

On the asymptotic distribution of Gower's m2 goodness-of-fit criterion in a particular case
A.W. Davis (30, 71-79)
PDF (1307KB)

Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
Ted H. Szatrowski (30, 81-88)

Large-sample approximations in seemingly unrelated regression equations
V.K. Srivastava and Sushama Upadhyaya (30, 89-96)

Constellation graphical method for representing multi-dimensional data
Kazumasa Wakimoto and Masaaki Taguri (30, 97-104)

f-dissimilarity : A generalization of the affinity of several distributions
L. Gyorfi and T. Nemetz (30, 105-113)
PDF (1377KB)

Reduction of the number of associate classes of hypercubic association schemes
S. Kageyama, G.M. Saha and A.D. Das (30, 115-123)

Betweenness for real vectors and lines, I. Basic generalities
Edward W. Barankin and Koiti Takahasi (30, 125-162)

On a characterization of the exponential distribution by spacings
M. Ahsanullah (30, 163-166)
PDF (567KB)

A note on Bernstein and Muntz-Szasz theorems with applications to the order statistics
J.S. Hwang (30, 167-176)

Note on K-point separation measurement
Rinya Takahashi (30, 177-179)
PDF (294KB)

A note on the Gauss-Markov theorem
Morris L. Eaton (30, 181-184)
PDF (677KB)

Analysis of cross classified data by AIC
Yosiyuki Sakamoto and Hirotugu Akaike (30, 185-197)
PDF (2398KB)

Comparison of two types of multidimensional scaling methods - Minimum dimension analysis MDA-OR and MDA-UO -
Chikio Hayashi and Fumi Hayashi (30, 199-209)
PDF (1534KB)



No.2 (1978)

On a generalization of Gaussian distribution
Tokio Taguchi (30, 211-242)

The asymptotic behaviour of maximum likelihood estimators for stationary point processes
Yosihiko Ogata (30, 243-261)
PDF (2922KB)

Entropy maximization principle and selection of the order of an autoregressive Gaussian process
Ryoichi Shimizu (30, 263-270)
PDF (1177KB)

On a generation of normal pseudo-random numbers
Hirotaka Sakasegawa (30, 271-279)
PDF (1628KB)

A non-parametric test for composite hypotheses in survival analysis
H. Dennis Tolley (30, 281-295)
PDF (2418KB)

Linear statistics and exponential families
Laurie Davies and Ludwig Baringhaus (30, 297-314)
PDF (2378KB)

Regions of autocorrelation coefficients in AR(p) and EX(p) processes
Toshinao Nakatsuka (30, 315-319)
PDF (749KB)

Density estimation for Markov processes using delta-sequences
B.L.S. Prakasa Rao (30, 321-328)
PDF (1129KB)

Some generalized methods of optimal scaling and their asymptotic theories : The case of multiple responses-multiple factors
Yutaka Tanaka (30, 329-348)
PDF (2852KB)

Corrections to 'On a spectral estimate obtained by an autoregressive model fitting' *
Mituaki Huzii (30, 349)

A procedure for the modeling of non-stationary time series
Genshiro Kitagawa and Hirotugu Akaike (30, 351-363)
PDF (2001KB)



No.3 (1978)

Stepwise test procedures and approximate chi-square analysis
Minoru Siotani, Dhanwant S. Gill and Christian Loschcke (30, 365-375)

An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \Omega = O(n)
Hisao Nagao (30, 377-383)
PDF (850KB)

The asymptotic expansion of the Stein estimators for the vector case
A.J. van der Merwe and D.J. de Waal (30, 385-395)
PDF (1152KB)

On the uniform complete convergence of density function estimates
R.L. Taylor and K.F. Cheng (30, 397-406)
PDF (1454KB)

Yates type estimators of a common mean
C.G. Bhattacharya (30, 407-414)
PDF (1470KB)

An extension of the Cramer-Rao inequality for a sequential procedure without assuming regularity conditions
Antonio Dorival Campos (30, 415-419)
PDF (529KB)

Testing for the equality of two binomial proportions
Noel Cressie (30, 421-427)
PDF (1109KB)

Record values and the exponential distribution
M. Ahsanullah (30, 429-433)
PDF (618KB)

A finely tuned continuity correction
Noel Cressie (30, 435-442)
PDF (1188KB)

Betweenness for real vectors and lines, II. Relatedness of betweennesses
Edward W. Barankin and Koiti Takahasi (30, 443-464)

On homogeneous stochastic processes on compact Abelian groups
P.A. Morettin (30, 465-472)
PDF (1199KB)

Some corrections and supplements 'On a generalization of Gaussian distribution' *
Tokio Taguchi (30, 473-475)

Acknowledgement of priority *
W.K. Chiu (30, 477)

A scheme of adaptive control
Makio Ishiguro (30, 479-498)
PDF (2393KB)

Covariance matrix computation of the state variable of a stationary Gaussian process
Hirotugu Akaike (30, 499-504)
PDF (863KB)


* Errata files are joined together with papers