Annals AISM japanese top AISM english top AISM english top

Vol.34 Contents (1982)

[ No1 | No2 | No3 ]

No.1 (1982)

Uniform \phi-equivalence of probability distributions based on information and related measures of discrepancy
T. Matsunawa (34, 1-17)
PDF (2281KB)

Unbiased estimators in the sense of Lehmann and their discrimination rates
Hisataka Kuboki (34, 19-37)
PDF (2532KB)

Nonparametric estimation of the location and scale parameters based on density estimation
Ibrahim A. Ahmad (34, 39-53)
PDF (2266KB)

The distribution and quantiles of a function of parameter estimates
C.S. Withers (34, 55-68)
PDF (2032KB)

Asymptotic optimality of estimators in non-regular cases
Masafumi Akahira (34, 69-82)
PDF (1835KB)

Parameter estimation of an autoregressive moving average model
Junji Nakano (34, 83-90)
PDF (1247KB)

Estimation in stratified random sampling : Adjustment for changes in strata composition
Aridaman K. Jain (34, 91-103)
PDF (1985KB)

An extension of some optimal properties of principal components
Raul Hudlet and Richard A. Johnson (34, 105-110)

Differential operators associated with zonal polynomials. I
Donald St. P. Richards (34, 111-117)
PDF (984KB)

Differential operators associated with zonal polynomials. II
Donald St. P. Richards (34, 119-121)
PDF (469KB)

Local asymptotic admissibility of a generalization of Akaike's model selection rule
Charles J. Stone (34, 123-133)
PDF (1757KB)

Sequential procedures for a class of distributions related to the uniform
P.J. Cooke and M.K. Vagholkar (34, 135-142)

Sensitivity of Bayes decisions for the success probability for samples from a nonbinomial population
Ashok K. Bansal (34, 143-149)
PDF (1118KB)

Partitions, sufficiency and undominated families of probability measures
G. Trenkler (34, 151-160)
PDF (1514KB)

An upper bound on the probability of misclassification in terms of Matusita's measure of affinity
Binay K. Bhattacharya and Godfried T. Toussaint (34, 161-165)
PDF (569KB)

The exact distribution of Kolmogorov's statistic Dn for n \le 10
Harold Ruben and Jack Gambino (34, 167-173)

Optimal allocation of observations in one-way random normal model
C. Stepniak (34, 175-180)
PDF (856KB)

Application of FPE based AR model for signal detection and digital data compression
F. Roy and Gurajada S. Murty (34, 181-188)

Some examples of statistical estimation applied to earthquake data I. Cyclic Poisson and self-exciting models
D. Vere-Jones and T. Ozaki (34, 189-207)
PDF (2885KB)

No.2 (1982)

Some strong \epsilon-equivalence of random variables
T. Matsunawa (34, 209-224)
PDF (2052KB)

Some asymptotic distributions in the location-scale model
Louis-Paul Rivest (34, 225-239)
PDF (2063KB)

A rate of convergence for the set compound estimation in a family of certain retracted distributions
Yoshiko Nogami (34, 241-257)
PDF (2576KB)

Asymptotic theory for estimating the parameters of a Levy process
Michael G. Akritas (34, 259-280)
PDF (3453KB)

A method for approximations to the pdf's and cdf's of GLSE's and its application to the seemingly unrelated regression model
Takeaki Kariya and Koichi Maekawa (34, 281-297)
PDF (2977KB)

Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem
Ted H. Szatrowski (34, 299-307)

Multi-auxiliary regression estimation based on conditional specification
Grace Esimai and Chien-Pai Han (34, 309-317)

On the use of loss functions in the changepoint problem
Irwin Guttman and Ulrich Menzefricke (34, 319-326)
PDF (1307KB)

Nonparametric tests for homogeneity of scale against ordered alternatives
K.S.Madhava Rao (34, 327-334)
PDF (1260KB)

The student distribution and the principle of maximum entropy
Vasile C. Preda (34, 335-338)
PDF (497KB)

Integrated mean square properties of density estimation by orthogonal series methods for dependent variables
Ibrahim A. Ahmad (34, 339-350)
PDF (1785KB)

On the deviation between the distributions of sums and maximum sums of iid random vectors
Ibrahim A. Ahmad (34, 351-358)
PDF (1114KB)

A characterization of gamma, Meixner hypergeometric and negative binomial distributions based on canonical measures
C.D. Lai (34, 359-363)
PDF (615KB)

Some third-order rotatable designs in three dimensions
S. Huda (34, 365-371)
PDF (971KB)

The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
Y. Ogata, H. Akaike and K. Katsura (34, 373-387)
PDF (2115KB)

A quasi Bayesian approach to outlier detection
Genshiro Kitagawa and Hirotugu Akaike (34, 389-398)
PDF (1756KB)

No.3 (1982)

Unbiased estimators in the sense of Lehmann and their discrimination rates (II) : Multi-parameter cases
Hisataka Kuboki (34, 399-409)
PDF (1495KB)

A definition of estimator efficiency in k-parameter case
J. Tiago de Oliveira (34, 411-421)

Multiparametric estimating equations
Pedro E. Ferreira (34, 423-431)

Examples of estimation problems
Jiunn Tzon Hwang (34, 433-439)
PDF (1185KB)

Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
Pi-Erh Lin and Amany Mousa (34, 441-456)

Lp-consistency of multivariate density estimates
Ibrahim A. Ahmad (34, 457-466)
PDF (1526KB)

A note on a quadratic measure of deviation of density estimates
J.K. Ghorai (34, 467-477)
PDF (1159KB)

On estimation of a density and its derivatives
K.F. Cheng (34, 479-489)
PDF (1680KB)

Application of an adequate statistic to the invariant prediction region
Yoshikazu Takada (34, 491-503)
PDF (1901KB)

Asymptotic properties of estimators of interclass correlation from familial data
Sadanori Konishi (34, 505-515)
PDF (1765KB)

On a result of Roy and Gnanadesikan concerning multivariate variance components
A.W. Davis (34, 517-521)
PDF (772KB)

A test for additional information in canonical correlation analysis
Yasunori Fujikoshi (34, 523-530)
PDF (1266KB)

On a measure of multivariate skewness and a test for multivariate normality
Takafumi Isogai (34, 531-541)
PDF (1560KB)

Remarks on the non-identifiability of mixtures of distributions
Khalaf E. Ahmad and Essam K. Al-Hussaini (34, 543-544)

Locating the minimum of a function when the errors of observation have unknown density
Thomas E. Obremski (34, 545-558)
PDF (2184KB)

Hypothesis testing for the common mean of two normal distributions in the presence of an indifference zone
Steven W. Klein (34, 559-577)
PDF (3144KB)

Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
Michael G. Akritas and Richard A. Johnson (34, 579-589)

Storage capacity of a dam with gamma type inputs
A.M. Mathai (34, 591-597)
PDF (1067KB)

The GI/G/1 queue with last-come-first-served
Genji Yamazaki (34, 599-604)
PDF (806KB)

Bayesian stratified random sampling using auxiliary information
RM. Sekkappan (34, 605-609)

* Errata files are joined together with papers