Vol.46 Contents (1994)

[ No1 | No2 | No3 | No4 ]

No.1 March 1994

Bayesian approach
Robust priors for smoothing and image restoration
.......... Hans R. Künsch (46, 1-19)
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Conditional properties of Bayesian interval estimates
.......... Anna Nicolaou (46, 21-28)
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Maximum likelihood procedures
The Kullback-Leibler risk of the Stein estimator and the conditional MLE
.......... Takemi Yanagimoto (46, 29-41)
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Maximum likelihood estimation in exponential orthogeodesic models
.......... Preben Blæsild (46, 43-55)
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The singly truncated normal distribution : A non-steep exponential family
.......... Joan del Castillo (46, 57-66)
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Estimation
Estimation of density functionals
.......... Rudolf Grübel (46, 67-75)
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Sequential estimation of a parameter of an exponential distribution
.......... Eiichi Isogai and Chikara Uno (46, 77-82)
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Robust estimation of k-component univariate normal mixtures
.......... B.R. Clarke and C.R. Heathcote (46, 83-93)
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Double shrinkage estimation of ratio of scale parameters
.......... Tatsuya Kubokawa (46, 95-116)
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Semi-empirical likelihood ratio confidence intervals for the difference of two sample means
.......... Jing Qin (46, 117-126)
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Tests
LBI tests of independence in bivariate exponential distributions
.......... Martin Bilodeau and Takeaki Kariya (46, 127-136)
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Likelihood ratio tests for a class of non-oblique hypotheses
.......... Xiaomi Hu and F.T. Wright (46, 137-145)
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Distributions
On m-dependence and Edgeworth expansions
.......... Wei-Liem Loh (46, 147-164)
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On the joint distribution of studentized order statistics
.......... Tea-Yuan Hwang and Chin-Yuan Hu (46, 165-177)
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Poisson approximations for 2-dimensional patterns
.......... James C. Fu and Markos V. Koutras (46, 179-192)
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Distributions of numbers of failures and successes until the first consecutive k successes
.......... Sigeo Aki and Katuomi Hirano (46, 193-202)
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No.2 June 1994

Bayesian procedure
Bayesian and likelihood inference from equally weighted mixtures
.......... Tom Leonard, John S.J. Hsu, Kam-Wah Tsui and James F. Murray (46, 203-220)
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Test
Bayesian sequential reliability for Weibull and related distributions
.......... Dongchu Sun and James O. Berger (46, 221-249)
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Testing for no effect in nonparametric regression via spline smoothing techniques
.......... Juei-Chao Chen (46, 251-265)
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Regression
On statistical models for regression diagnostics
.......... Bo-Cheng Wei and Jian-Qing Shih (46, 267-278)
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Nonparametric time series regression
.......... Young K. Truong (46, 279-293)
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Estimation
Minimax estimation of a variance
.......... Thomas S. Ferguson and Lynn Kuo (46, 295-308)
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An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process
.......... W. Wefelmeyer (46, 309-315)
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Estimation of parameters in the beta binomial model
.......... Ram C. Tripathi, Ramesh C. Gupta and John Gurland (46, 317-331)
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Stochastic process
Positive dependence orderings and stopping times
.......... Bruno Bassan and Marco Scarsini (46, 333-342)
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Distribution
On the limit behaviour of the joint distribution function of order statistics
.......... H. Finner and M. Roters (46, 343-349)
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Characterizations of the Poisson process as a renewal process via two conditional moments
.......... Shun-Hwa Li, Wen-Jang Huang and Mong-Na Lo Huang (46, 351-360)
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On some multivariate gamma-distributions connected with spanning trees
.......... T. Royen (46, 361-371)
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The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family
.......... Dankmar Böhning, Ekkehart Dietz, Rainer Schaub, Peter Schlattmann and Bruce G. Lindsay (46, 373-388)
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Design
Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression
.......... Holger Dette and William J. Studden (46, 389-403)
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No.3 September 1994

Application
Separation of spin synchronized signals
.......... T. Higuchi, G.K. Crawford, R.J. Strangeway and C.T. Russell (46, 405-428)
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Time series
Multiperiod Bayesian forecasts for AR models
.......... Shu-Ing Liu (46, 429-452)
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Estimating non-linear functions of the spectral density, using a data-taper
.......... Rainer von Sachs (46, 453-474)
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Point process
On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
.......... Jens Ledet Jensen and Hans R. Künsch (46, 475-486)
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Bayesian procedure
Bootstrapping a Bayes estimator of a survival function with censored data
.......... Martin T. Wells and Ram C. Tiwari (46, 487-495)
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Approximate Bayesian shrinkage estimation
.......... Wang-Shu Lu (46, 497-507)
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Estimation
Improved sequential estimation of means of exponential distributions
.......... N. Mukhopadhyay (46, 509-519)
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Variable location and scale kernel density estimation
.......... M.C. Jones, I.J. McKay and T.-C. Hu (46, 521-535)
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Nonparametric estimation of compound distributions with applications in insurance
.......... S.M. Pitts (46, 537-555)
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Distribution
The exact density function of the ratio of two dependent linear combinations of chi-square variables
.......... Serge B. Provost and Edmund M. Rudiuk (46, 557-571)
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Decentered directional data
.......... Bernard Boulerice and Gilles R. Ducharme (46, 573-586)
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On equivalence of weak convergence and moment convergence of life distributions
.......... Gwo Dong Lin (46, 587-592)
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General
On Fisher information inequalities in the presence of nuisance parameters
.......... Vasant P. Bhapkar and Cidambi Srinivasan (46, 593-604)
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No.4 December 1994

Time series analysis
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
.......... Genshiro Kitagawa (46, 605-623)
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Canonical correlation and reduction of multiple time series
.......... Mohsen Pourahmadi (46, 625-631)
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Process
Asymptotic distribution of maximal autoregressive process with weight tending to 1
.......... Nobuo Inagaki (46, 633-640)
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Weibull renewal processes
.......... Nikos Yannaros (46, 641-648)
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Asymptotic expansion
The geometric structure of the expected/observed likelihood expansions
.......... Luigi Pace and Alessandra Salvan (46, 649-666)
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Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
.......... Daniel Janas (46, 667-682)
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Estimation
Minimum disparity estimation for continuous models : Efficiency, distributions and robustness
.......... Ayanendranath Basu and Bruce G. Lindsay (46, 683-705)
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Sampling designs for regression coefficient estimation with correlated errors
.......... Yingcai Su and Stamatis Cambanis (46, 707-722)
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Estimation of parameters in a two-parameter exponential distribution using ranked set sample
.......... Kin Lam, Bimal K. Sinha and Zhong Wu (46, 723-736)
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Adaptive choice of trimming proportions
.......... Jana Jurecková, Roger Koenker and A.H. Welsh (46, 737-755)
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Order statistics
Tukey's linear sensitivity and order statistics
.......... H.N. Nagaraja (46, 757-768)
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On the joint distribution of Grubbs' statistics
.......... Tea-Yuan Hwang and Chin-Yuan Hu (46, 769-775)
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Distribution
Success runs of length k in Markov dependent trials
.......... S.G. Mohanty (46, 777-796)
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Necessary conditions for characterization of laws via mixed sums
.......... Anthony G. Pakes (46, 797-802)
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