Vol.47 Contents (1995)

[ No1 | No2 | No3 | No4 ]

No.1 March 1995

Processes
On the approximation of continuous time threshold ARMA processes
.......... P.J. Brockwell and O. Stramer (47, 1-20)
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Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain
.......... A.V. Nagaev (47, 21-29)
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Optimal order for two servers in tandem
.......... Genji Yamazaki and Hiroshi Ito (47, 31-48)
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Geometric approach
Quasi-likelihood or extended quasi-likelihood? An information-geometric approach
.......... Paul W. Vos (47, 49-64)
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Estimation and prediction
Optimizing the smoothed bootstrap
.......... Suojin Wang (47, 65-80)
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The convergence rates of empirical Bayes estimation in a multiple linear regression model
.......... Laisheng Wei and Shunpu Zhang (47, 81-97)
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A note on accelerated sequential estimation of the mean of NEF-PVF distributions
.......... Arup Bose and Nitis Mukhopadhyay (47, 99-104)
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Estimation of a quantile in some nonstandard cases
.......... Xiaojing Xiang (47, 105-117)
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Admissibility of prediction intervals
.......... Yoshikazu Takada (47, 119-128)
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Multivariate analysis
Residuals in the growth curve model
.......... Dietrich von Rosen (47, 129-136)
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Tests
Multiple outlier detection in growth curve model with unstructured covariance matrix
.......... Jian-Xin Pan and Kai-Tai Fang (47, 137-153)
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Minimax tests for convex cones
.......... Lutz Dümbgen (47, 155-165)
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An example of a two-sided Wilcoxon signed rank test which is not unbiased
.......... Peter Amrhein (47, 167-170)
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Distributions
A characterization of the Pearson system of distributions and the associated orthogonal polynomials
.......... V. Papathanasiou (47, 171-176)
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Bivariate distributions via a Pareto conditional distribution and a regression function
.......... Jacek Wesolowski (47, 177-183)
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Maximum variance of order statistics
.......... Nickos Papadatos (47, 185-193)
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No.2 June 1995

Point process
Local asymptotic normality of a sequential model for marked point processes and its applications
.......... Yoichi Nishiyama (47, 195-209)
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Time series
Bayesian multiperiod forecasts for ARX models
.......... Shu-Ing Liu (47, 211-224)
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Distribution
Joint distributions of numbers of success-runs and failures until the first consecutive k successes
.......... Sigeo Aki and Katuomi Hirano (47, 225-235)
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Approximation
A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators
.......... Xiaojing Xiang (47, 237-251)
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Estimation
Kernel-type density and failure rate estimation for associated sequences
.......... Isha Bagai and B.L.S. Prakasa Rao (47, 253-266)
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Estimating the asymptotic dispersion of the L1 median
.......... Arup Bose (47, 267-271)
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Some modifications of improved estimators of a normal variance
.......... Nobuo Shinozaki (47, 273-286)
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Componentwise estimation of ordered parameters of k(\ge 2) exponential populations
.......... G. Vijayasree, Neeraj Misra and Harshinder Singh (47, 287-307)
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Test
LR test for random-effects covariance structure in a parallel profile model
.......... Takahisa Yokoyama (47, 309-320)
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Complete classes of tests for regularly varying distributions
.......... Jacek P. Kowalski (47, 321-350)
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Regression
Stochastic regression model with heteroscedastic disturbance
.......... Der-Shin Chang and Guan-Chyun Lin (47, 351-369)
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Relating quantiles and expectiles under weighted-symmetry
.......... Belkacem Abdous and Bruno Remillard (47, 371-384)
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Determinant formulas with applications to designing when the observations are correlated
.......... Wolfgang Bischoff (47, 385-399)
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No.3 September 1995

Application
Real estate price prediction under asymmetric loss
.......... Michael Cain and Christian Janssen (47, 401-414)
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Distribution
Sooner and later waiting time problems in a two-state Markov chain
.......... Masayuki Uchida and Sigeo Aki (47, 415-433)
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Exact and limiting distributions of the number of successions in a random permutation
.......... James C. Fu (47, 435-446)
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Identifiability of mixtures of power-series distributions and related characterizations
.......... Theofanis Sapatinas (47, 447-459)
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Estimation
Quasi profile and directed likelihoods from estimating functions
.......... O.E. Barndorff-Nielsen (47, 461-464)
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Parametric ranked set sampling
.......... Lynne Stokes (47, 465-482)
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Change point estimation in non-monotonic aging models
.......... Murari Mitra and Sujit K. Basu (47, 483-491)
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Bayes estimation in a mixture inverse Gaussian model
.......... Ramesh C. Gupta and H. Olcay Akman (47, 493-503)
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Test
Testing homogeneity with an ordered alternative in a two-factor layout by combining p-values
.......... Ramal Moonesinghe and F.T. Wright (47, 505-523)
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Generalized Cramér-von Mises tests of goodness of fit for doubly censored data
.......... Jian-Jian Ren (47, 525-549)
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Asymptotic theory
Local asymptotic normality of multivariate ARMA processes with a linear trend
.......... Bernard Garel and Marc Hallin (47, 551-579)
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Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
.......... Masanobu Taniguchi and Madan L. Puri (47, 581-600)
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No.4 December 1995

Point process
Area-interaction point processes
.......... A.J. Baddeley and M.N.M. van Lieshout (47, 601-619)
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Estimation
Finite population corrections for ranked set sampling
.......... G.P. Patil, A.K. Sinha and C. Taillie (47, 621-636)
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On estimating domain totals over a subpopulation
.......... Kun He (47, 637-644)
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Deconvolving a density from contaminated dependent observations
.......... Christian H. Hesse (47, 645-663)
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On construction of improved estimators in multiple-design multivariate linear models under general restriction
.......... T. Shiraishi and Y. Konno (47, 665-674)
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Test
A two-stage rank test using density estimation
.......... Willem Albers (47, 675-691)
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LAN of extreme order statistics
.......... Michael Falk (47, 693-717)
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Likelihood ratio tests for symmetry against one-sided alternatives
.......... Richard Dykstra, Subhash Kochar and Tim Robertson (47, 719-730)
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Generalized F-tests for unbalanced nested designs under heteroscedasticity
.......... Malwane M.A. Ananda (47, 731-742)
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Distribution
Runs, scans and urn model distributions : A unified Markov chain approach
.......... M.V. Koutras and V.A. Alexandrou (47, 743-766)
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Approximating by the Wishart distribution
.......... Tonu Kollo and Dietrich von Rosen (47, 767-783)
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Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones
.......... G. Letac and H. Massam (47, 785-799)
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