Vol.41 Contents (1989)

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No.1 March 1989

Probabilities and distributions
On a zero-crossing probability
.......... Colin L. Mallows and Vijayan N. Nair (41, 1-8)
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An application of the convolution inequality for the Fisher information
.......... Yoshiaki Itoh (41, 9-12)
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Characterization based on conditional distributions
.......... Norman L. Johnson and Samuel Kotz (41, 13-17)
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A note on uniform asymptotic normality of intermediate order statistics
.......... Michael Falk (41, 19-29)
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Fundamental concepts
A framework for positive dependence
.......... George Kimeldorf and Allan R. Sampson (41, 31-45)
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Estimation
Estimation of parameters in the discrete distributions of order k
.......... S. Aki and K. Hirano (41, 47-61)
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Rank estimates in a class of semiparametric two-sample models
.......... Dorota M. Dabrowska, Kjell A. Doksum and Ryozo Miura (41, 63-79)
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Empirical Bayes approach to multiparameter estimation : With special reference to multinomial distribution
.......... T. Lwin and J.S. Maritz (41, 81-99)
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Bayes empirical Bayes estimation for discrete exponential families
.......... G.G. Walter and G.G. Hamedani (41, 101-119)
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Stopping rules, permutation invariance and sufficiency principle
.......... Nitis Mukhopadhyay, Pranab Kumar Sen and Bikas Kumar Sinha (41, 121-138)
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Estimation of the scale parameter of a power law process using power law counts
.......... A.D. Dharmadhikari, U.V. Naik-Nimbalkar and S. Bhyri (41, 139-148)
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Tests
On the testing of marginal homogeneity with a one-sided alternative in the analysis of variance
.......... Chu-In Charles Lee, Tim Robertson and F.T. Wright (41, 149-167)
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On using influence functions for testing multivariate normality
.......... Takafumi Isogai (41, 169-186)
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Time series analysis
Normalizing transformations of some statistics of Gaussian ARMA processes
.......... M. Taniguchi, P.R. Krishnaiah and R. Chao (41, 187-197)
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Design of experiments
On the connectedness of partially balanced block designs
.......... Henryk Brzeskwiniewicz (41, 199-204)
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No.2 June 1989

Analysis for stochastic models
Statistical analysis of dyadic stationary processes
.......... M. Taniguchi, L.C. Zhao, P.R. Krishnaiah and Z.D. Bai (41, 205-225)
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On a class of Bayesian nonparametric estimates : II. Hazard rate estimates
.......... Albert Y. Lo and Chung-Sing Weng (41, 227-245)
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Fundamental concepts
Approximating exponential models
.......... O.E. Barndorff-Nielsen and P.E. Jupp (41, 247-267)
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Possible superiority of the conditional MLE over the unconditional MLE
.......... Takemi Yanagimoto and Kazuo Anraku (41, 269-278)
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Conditional information for an inverse Gaussian distribution with known coefficient of variation
.......... Katuomi Hirano and Kosei Iwase (41, 279-287)
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Distributions and characterizations
The information matrix, skewness tensor and \alpha-connections for the general multivariate elliptic distribution
.......... Ann F.S. Mitchell (41, 289-304)
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On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions
.......... R.M. Korwar (41, 305-321)
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Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables
.......... N. Balakrishnan (41, 323-329)
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Estimation
Improved confidence sets for the mean of a multivariate normal distribution
.......... Nobuo Shinozaki (41, 331-346)
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A minimum average risk approach to shrinkage estimators of the normal mean
.......... D.L. Hawkins and Chien-Pai Han (41, 347-363)
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Asymptotic distribution of the weighted least squares estimator
.......... Jun Shao (41, 365-382)
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Test
A smoothing spline based test of model adequacy in polynomial regression
.......... Dennis Cox and Eunmee Koh (41, 383-400)
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Selection
On computation of integrals for selection from multivariate normal populations on the basis of distances
.......... Roy C. Milton and M. Haseeb Rizvi (41, 401-408)
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Design of experiments
Composite construction of group divisible designs
.......... Kishore Sinha and Sanpei Kageyama (41, 409-414)
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No.3 September 1989

Distribution
Asymptotic normality of double-indexed linear permutation statistics
.......... Dinh Tuan Pham, Joachim Möcks and Lothar Sroka (41, 415-427)
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Fundamental concepts
Fundamental equations for statistical submanifolds with applications to the Bartlett correction
.......... Paul W. Vos (41, 429-450)
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Limiting properties of some measures of information
.......... K. Zografos, K. Ferentinos and T. Papaioannou (41, 451-460)
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Multivariate symmetry via projection pursuit
.......... David K. Blough (41, 461-475)
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Estimation
Closer estimators of a common mean in the sense of Pitman
.......... Tatsuya Kubokawa (41, 477-484)
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Simultaneous estimation of means of classified normal observations
.......... Toyoaki Akai (41, 485-502)
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Methodology for the invariant estimation of a continuous distribution function
.......... Qiqing Yu (41, 503-520)
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Sequential estimation in regression models using analogues of trimmed means
.......... Adam T. Martinsek (41, 521-540)
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Test
Bahadur efficiencies of spacings tests for goodness of fit
.......... Xian Zhou and S. Rao Jammalamadaka (41, 541-553)
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Time series analysis
On the bias of the least squares estimator for the first order autoregressive process
.......... Alain Le Breton and Dinh Tuan Pham (41, 555-563)
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Applied probabilities
On the rate of convergence of spatial birth-and-death processes
.......... Jesper Møller (41, 565-581)
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Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns
.......... Yosihiko Ogata and Masaharu Tanemura (41, 583-600)
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On exhibiting inventory systems with Erlangian lifetimes under renewal demands
.......... S. Kalpakam and G. Arivarignan (41, 601-616)
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Failure rate of the inverse Gaussian-Weibull mixture model
.......... Essam K. AL-Hussaini and Nagi S. Abd-El-hakim (41, 617-622)
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No.4 December 1989

Fundamental concepts
Fisher information under restriction of Shannon information in multi-terminal situations
.......... Shun-ichi Amari (41, 623-648)
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Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
.......... Tiee-Jian Wu (41, 649-660)
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Distributions and characterization
Some properties of record values coming from the geometric distribution
.......... A.C. Dallas (41, 661-669)
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On characterization of power series distributions by a marginal distribution and a regression function
.......... A. Kyriakoussis and H. Papageorgiou (41, 671-676)
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Symbolic computing the exact distributions of L-statistics from a uniform distribution
.......... T. Ramallingam (41, 677-681)
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Estimation
Estimation of entropy and other functionals of a multivariate density
.......... Harry Joe (41, 683-697)
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Admissible estimators of binomial probability and the inverse Bayes rule map
.......... Morris Skibinsky and Andrew L. Rukhin (41, 699-716)
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Comparisons among some estimators in misspecified linear models with multicollinearity
.......... Nityananda Sarkar (41, 717-724)
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Higher order asymptotics in estimation for two-sided Weibull type distributions
.......... Masafumi Akahira and Kei Takeuchi (41, 725-752)
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Tests
Asymptotic properties of some goodness-of-fit tests based on the L1-norm
.......... Sigeo Aki and Nobuhisa Kashiwagi (41, 753-764)
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Time series analysis
A test for the presence of pure feedback in multivariate dynamic stochastic systems
.......... Junji Nakano and Shigemi Tagami (41, 765-779)
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Applied probabilities
A penalty method for nonparametric estimation of the intensity function of a counting process
.......... Anestis Antoniadis (41, 781-807)
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A limit theorem of certain repairable systems
.......... M.T. Chao and James C. Fu (41, 809-818)
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