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Annals of the Institute of Statistical Mathematics

1949 - 2017

Current editor(s): Tomoyuki Higuchi

The Institute of Statistical Mathematics
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Volume 40, issue 4, 1988

On the loss of information due to fuzziness in experimental observations pp. 627-639 Downloads
Maria Gil
Monotonicity of quadratic-approximation algorithms pp. 641-663 Downloads
Dankmar Böhning and Bruce Lindsay
A threshold for the size of random caps to cover a sphere pp. 665-670 Downloads
Hiroshi Maehara
On a relationship between Uspensky's theorem and poisson approximations pp. 671-681 Downloads
P. Deheuvels and D. Pfeifer
The exponential rates of convergence of posterior distributions pp. 683-691 Downloads
James Fu and Robert Kass
Log-concavity of stirling numbers and unimodality of stirling distributions pp. 693-714 Downloads
Masaaki Sibuya
Sufficiency and Jensen's inequality for conditional expectations pp. 715-726 Downloads
Dieter Mussmann
Nonparametric confidence intervals for functions of several distributions pp. 727-746 Downloads
C. Withers
Approximated Bayes and empirical Bayes confidence intervals—The known variance case pp. 747-767 Downloads
A. Merwe, P. Groenewald and C. Merwe
On sequential procedures for the point estimation of the mean of a normal population pp. 769-783 Downloads
Ajit Chaturvedi
Triple stage point estimation for the exponential location parameter pp. 785-797 Downloads
H. Hamdy, N. Mukhopadhyay, M. Costanza and M. Son
Robust M-estimators in diffusion processes pp. 799-820 Downloads
Nakahiro Yoshida
Optimum experimental design for a regression on a hypercube-generalization of Hoel's result pp. 821-827 Downloads
Ewaryst Rafajłowicz and Wojciech Myszka

Volume 40, issue 3, 1988

Application of time series analysis and modern control theory to the cement plant pp. 419-438 Downloads
S. Hagimura, T. Saitoh and Y. Yagihara
Relationship between Morisita's model for estimating the environmental density and the generalized Eulerian numbers pp. 439-450 Downloads
K. Janardan
A class of estimable contrasts in an age-period-cohort model pp. 451-465 Downloads
C. Hirotsu
On multiparameter distributions of order k pp. 467-475 Downloads
Andreas Philippou
On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix pp. 477-489 Downloads
Hisao Nagao
Limiting properties of the occurrence/exposure rate and simple risk rate pp. 491-505 Downloads
Z. Bai, P. Krishnaiah and Y. Yin
On stochastic estimation pp. 507-520 Downloads
Jens Kreiss
The progressively truncated estimating functions and estimators pp. 521-540 Downloads
Nobuo Inagaki
Asymptotic theorems for estimating the distribution function under random truncation pp. 541-553 Downloads
Wei-Min Huang and Wei-Yann Tsai
Inadmissibility of the uncombined two-stage estimator when additional samples are available pp. 555-563 Downloads
Tatsuya Kubokawa
Bootstrapping the mode pp. 565-586 Downloads
Joseph Romano
A bayesian approach to nonparametric test problems pp. 587-602 Downloads
Yosiyuki Sakamoto and Makio Ishiguro
Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics pp. 603-613 Downloads
R. Eubank and V. LaRiccia
An integrated formulation for selecting the most probable multinomial cell pp. 615-625 Downloads
Pinyuen Chen

Volume 40, issue 2, 1988

Application of autoregressive modelling for the analysis of clinical and other biological data pp. 211-227 Downloads
Takao Wada, Makoto Jinnouchi and Yasuo Matsumura
Multiplicity distributions in a two-component branching process pp. 229-246 Downloads
Naomichi Suzuki and Minoru Biyajima
Rank order statistics for time series models pp. 247-260 Downloads
Lanh Tran
Identifiability of finite mixtures using a new transform pp. 261-265 Downloads
Khalaf Ahmad
On characterizing the bivariate exponential and geometric distributions pp. 267-271 Downloads
K. Muraleedharan Nair and N. Unnikrishnan Nair
Recurrence relations for order statistics from n independent and non-identically distributed random variables pp. 273-277 Downloads
N. Salakbishnan
Asymptotic expansions for the distribution of quadratic forms in normal variables pp. 279-296 Downloads
Sadanori Konishi, Naoto Niki and Arjun Gupta
Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes pp. 297-309 Downloads
Martin Crowder
Second order asymptotic optimality of estimators for a density with finite cusps pp. 311-328 Downloads
Masaflimi Akahira
Entropy loss and risk of improved estimators for the generalized variance and precision pp. 329-341 Downloads
Nariaki Sugiura and Yoshihiko Konno
Consistent estimation of location region pp. 343-352 Downloads
David Blough
On generalization of the analysis of variance pp. 353-366 Downloads
D. Fraser and P. McDunnough
Incorporating historical information in testing for a trend in Poisson means pp. 367-379 Downloads
Yasuki Kikuchi and Takashi Yanagawa
Locally minimax tests in symmetrical distributions pp. 381-394 Downloads
Narayan Giri
Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions pp. 395-406 Downloads
Takahiko Hara
On the E- and MV-optimality of block designs having k≥v pp. 407-418 Downloads
Mike Jacroux and Dexter Whittinghill

Volume 40, issue 1, 1988

Statistical identification and optimal control of thermal power plants pp. 1-28 Downloads
H. Nakamura and Y. Toyota
Likelihood analysis of spatial inhomogeneity for marked point patterns pp. 29-39 Downloads
Yosihiko Ogata and Koichi Katsura
Stochastic neurodynamics pp. 41-59 Downloads
Kunio Yasue, Mari Jibu, Tetsuya Misawa and Jean-Claude Zambrini
On the compounded bivariate Poisson distribution: A unified treatment pp. 61-76 Downloads
S. Kocherlakota
Occupancy with two types of balls pp. 77-91 Downloads
Kazuo Nishimura and Masaaki Sibuya
Characterization of conditional covariance and unified theory in the problem of ordering random variables pp. 93-99 Downloads
Kentaro Nomakuchi and Toshio Sakata
An eigenvalue approach to the limiting behavior of time series aggregates pp. 101-110 Downloads
William Wei and Daniel Stram
Convergence rates for two-stage confidence intervals based on U-statistics pp. 111-117 Downloads
N. Mukhopadhyay and G. Vik
Estimating common parameters of growth curve models pp. 119-135 Downloads
Nariaki Sugiura and Tatsuya Kubokawa
Simultaneous estimation of eigenvalues pp. 137-147 Downloads
Dipak Dey
Tests for the marginal probabilities in the two-way contingency table under restricted alternatives pp. 149-163 Downloads
Kazuo Anraku, Akihiro Nishi and Takashi Yanagawa
A class of multiple sample tests based on empirical coverages pp. 165-178 Downloads
P. Mielke and Y. Yao
Score and Wald tests for the multivariate growth curve model with missing data pp. 179-186 Downloads
Kao-Tai Tsai and James Koziol
On empirical Bayes with sequential component pp. 187-193 Downloads
Dennis Gilliland and Rohana Karunamuni
Kronecker factorial designs for multiway elimination of heterogeneity pp. 195-210 Downloads
Rahul Mukerjee and Mausumi Sen
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