Vol.44 Contents (1992)

[ No1 | No2 | No3 | No4 ]

No.1 March 1992

Spatial problems
A space-time clustering model for historical earthquakes
.......... F. Musmeci and D. Vere-Jones (44, 1-11)
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Signal estimation using stochastic velocity models and irregular arrays
.......... P.J. Thomson (44, 13-25)
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Mean squared prediction error in the spatial linear model with estimated covariance parameters
.......... Dale L. Zimmerman and Noel Cressie (44, 27-43)
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Statistical geometry
Statistical morphisms and related invariance properties
.......... Dominique B. Picard (44, 45-61)
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Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
.......... Marianne Mora (44, 63-83)
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Fuzzy classification
Large sample properties of estimates of a discrete grade of membership model
.......... H. Dennis Tolley and Kenneth G. Manton (44, 85-95)
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Distributions
A form of multivariate gamma distribution
.......... A.M. Mathai and P.G. Moschopoulos (44, 97-106)
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On Laplace continued fraction for the normal integral
.......... Chu-In Charles Lee (44, 107-120)
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Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in Rd
.......... S. Kanagawa, Y. Mochizuki and H. Tanaka (44, 121-131)
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Tests
On a monotone empirical Bayes test procedure in geometric model
.......... TaChen Liang and S. Panchapakesan (44, 133-140)
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A note on the uniformly most powerful tests in the presence of nuisance parameters
.......... Kentaro Nomakuchi (44, 141-145)
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Tests for a given linear structure of the mean direction of the Langevin distribution
.......... Yoko Watamori (44, 147-156)
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General
Fixed-width confidence intervals for contrasts in the means
.......... Ajit Chaturvedi, N.D. Shukla and Pramod S. Shukla (44, 157-167)
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Inequalities concerning the expected selection differentials
.......... Brian J. English, Raphael Gillett and Michael J. Phillips (44, 169-175)
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General relations and identities for order statistics from non-independent non-identical variables
.......... N. Balakrishnan, S.M. Bendre and H.J. Malik (44, 177-183)
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Design
A series of search designs for 2m factorial designs of resolution V which permit search of one or two unknown extra three-factor interactions
.......... Teruhiro Shirakura and Shinsei Tazawa (44, 185-196)
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Algorithm
Multinomial logistic regression algorithm
.......... Dankmar Böhning (44, 197-200)
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No.2 June 1992

Regression
Bayesian inferences on nonlinear functions of the parameters in linear regression
.......... A.J. van der Merwe, C.A. van der Merwe and P.C.N. Groenewald (44, 201-211)
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Optimal estimation in random coefficient regression models
.......... T.V. Ramanathan and M.B. Rajarshi (44, 213-227)
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On exact D-optimal designs for regression models with correlated observations
.......... Wolfgang Bischoff (44, 229-238)
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Time series analysis
Identification of non-minimum phase transfer function using higher-order spectrum
.......... Masayuki Kumon (44, 239-260)
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Estimation
Minimun f-divergence estimators and quasi-likelihood functions
.......... Paul W. Vos (44, 261-279)
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Some contributions to selection and estimation in the normal linear model
.......... J.H. Venter and S.J. Steel (44, 281-297)
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Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean
.......... Andrew L. Rukhin (44, 299-311)
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A rank estimator in the two-sample transformation model with randomly censored data
.......... Hideatsu Tsukahara (44, 313-333)
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Tests
Asymptotic expansions for two-stage rank tests
.......... Willem Albers (44, 335-356)
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On an optimum test of the equality of two covariance matrices
.......... N. Giri (44, 357-362)
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Distributions
Waiting time problems for a sequence of discrete random variables
.......... Sigeo Aki (44, 363-378)
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Some characterizations of the uniform distribution with applications to random number generation
.......... Lih-Yuan Deng and E. Olusegun George (44, 379-385)
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Expansions for statistics involving the mean absolute deviations
.......... Gutti Jogesh Babu and C. Radhakrishna Rao (44, 387-403)
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No.3 September 1992

Bayesian procedures
Bayesian priors based on a parameter transformation using the distribution function
.......... Martin Crowder (44, 405-416)
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Posterior mode estimation for the generalized linear model
.......... D.M. Eaves and T. Chang (44, 417-434)
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Empirical Bayes with rates and best rates of convergence in u(x)C(\theta)exp(-x/\theta)- family : Estimation case
.......... R.S. Singh and Laisheng Wei (44, 435-449)
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Information
Sufficiency and fuzziness in random experiments
.......... María Angeles Gil (44, 451-462)
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Information theory and the failure time of a system
.......... Nader Ebrahimi (44, 463-477)
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Probability distribution
Approximations to the birthday problem with unequal occurrence probabilities and their application to the surname problem in Japan
.......... Shigeru Mase (44, 479-499)
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Distribution
Further developments on some dependence orderings for continuous bivariate distributions
.......... Z. Fang and H. Joe (44, 501-517)
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Multivariate analysis
MSE's of prediction in growth curve model with covariance structures
.......... T. Kanda (44, 519-528)
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Estimation
On inconsistency of the common rate difference estimators from sparse follow-up data
.......... Tosiya Sato (44, 529-535)
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Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation
.......... M. Tan and L.J. Gleser (44, 537-550)
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Average worth and simultaneous estimation of the selected subset
.......... P. Vellaisamy (44, 551-562)
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Kernel estimators
Optimum bandwidths and kernels for estimating certain discontinuous densities
.......... B.K. Ghosh and Wei-Min Huang (44, 563-577)
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Integrated squared error of kernel-type estimator of distribution function
.......... Shingo Shirahata and In-Sun Chu (44, 579-591)
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Design
Efficiency of connected binary block designs when a single observation is unavailable
.......... Subir Ghosh, Sanpei Kageyama and Rahul Mukerjee (44, 593-603)
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No.4 December 1992

Reliability
Consecutive k-out-of-n systems with maintenance
.......... Stavros G. Papastavridis and Markos V. Koutras (44, 605-612)
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Selection procedure
Truncated selection procedures for the most probable event and the least probable event
.......... Pinyuen Chen (44, 613-622)
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Bayesian procedures
Bayesian inference for the power law process
.......... Shaul K. Bar-Lev, Idit Lavi and Benjamin Reiser (44, 623-639)
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Assessing the performance of empirical Bayes estimators
.......... J.S. Maritz and T. Lwin (44, 641-657)
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Experimental design
Treating bias as variance for experimental design purposes
.......... Norman R. Draper and Irwin Guttman (44, 659-671)
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Estimation
Jackknifing in generalized linear models
.......... Jun Shao (44, 673-686)
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One-step jackknife for M-estimators computed using Newton's method
.......... Jun Shao (44, 687-701)
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Subsample and half-sample methods
.......... Gutti Jogesh Babu (44, 703-720)
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Estimating densities, quantiles, quantile densities and density quantiles
.......... M.C. Jones (44, 721-727)
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Minimax invariant estimator of a continuous distribution function
.......... Qiqing Yu (44, 729-735)
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Upper bounds for the L1-risk of the minimum L1-distance regression estimator
.......... L. Gajek and M. Kaluszka (44, 737-744)
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Tests
Symmetrized approximate score rank tests for the two-sample case
.......... Michael G. Akritas and Richard A. Johnson (44, 745-753)
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A procedure for assessing vector correlations
.......... Jérôme Allaire and Yves Lepage (44, 755-768)
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Distributional characteristics
On bilinear forms in normal variables
.......... A.M. Mathai (44, 769-779)
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Some exact expressions for the mean and higher moments of functions of sample moments
.......... K.O. Bowman and L.R. Shenton (44, 781-798)
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Correction
Corrections to "Speed of convergence in nonparametric kernel estimation of a regression function and its derivatives"
.......... Alexander A. Georgiev (44, 799-799)
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