EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
Access Statistics for this journal.
RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 29, issue 1 , 1977
A randomized response technique without making use of any randomizing device pp. 1-8 Koiti Takahasi and Hirotaka Sakasegawa An objective use of Bayesian models pp. 9-20 Hirotugu Akaike Estimation procedures based on preliminary test, shrinkage technique and information criterion pp. 21-34 Katuomi Hirano Two problems in multivariate analysis: BLUS residuals and testability of linear hypothesis pp. 35-41 Somesh Gupta A unified approach to coordinate-free multivariate analysis pp. 43-57 M. Stone On correct selection for a ranking problem pp. 59-66 W. Chiu An approximation formulaL q ≃α·ρ β /(1-ρ) pp. 67-75 Hirotaka Sakasegawa On the asymptotic distribution of the maximum of sums of a random number of I.I.D. random variables pp. 77-87 Prem Puri Some bounds on the distribution functions of linear combinations and applications pp. 89-100 Govind Mudholkar and Siddhartha Dalal A spectral limit theorem on a non-linear stochastic process with non-additive, independent, linear components pp. 101-118 K. Venkataraman Higher moments of moment estimators and even point estimators for the parameters of the Hermite distribution pp. 119-130 Y. Patel Two errors in statistical model fitting pp. 131-152 Nobuo Inagaki An extension of the method of maximum likelihood and the Stein's problem pp. 153-164 Hirotugu Akaike The weak convergence of the likelihood ratio random fields for Markov observations pp. 165-187 Yosihiko Ogata and Nobuo Inagaki Cramér-type conditions and quadratic mean differentiability pp. 189-201 Bruce Lind and George Roussas Asymptotic properties of the maximum probability estimates in Markov processes pp. 203-219 George Roussas Asymptotic expansions for the joint and marginal distributions of the latent roots ofS 1 S 2 −1 pp. 221-233 Yasuko Chikuse Asymptotic expansions for the distributions of latent roots ofS h S e −1 and of certain test statistics in MANOVA pp. 235-246 Takafumi Isogai Covariance adjusted discriminant functions pp. 247-257 Peter Lachenbruch Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations pp. 259-273 G. Baikunth Nath Decomposition of infinitely divisible characteristic functions without Gaussian component pp. 275-286 Shigeru Mase Whitworth runs on a circle pp. 287-293 M. Stephens On methods for generating uniform random points on the surface of a sphere pp. 295-300 Yoshihiro Tashiro On the existence of search designs with continuous factors pp. 301-306 J. Srivastava and S. Ghosh On the independence of interdeparture intervals from single server queueing systems pp. 307-315 Toji Makino Corrections to “Estimation procedures based on preliminary test, shrinkage technique and information criterion” pp. 317-317 Katuomi Hirano On a search procedure for the optimal AR-MA order pp. 319-332 Genshiro Kitagawa Approximations to the probabilities of binomial and multinomial random variables and chi-square type statistics pp. 333-358 T. Matsunawa The likelihood ratio criterion and the asymptotic expansion of its distribution pp. 359-378 Takesi Hayakawa An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots pp. 379-387 Y. Fujikoshi Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix pp. 389-396 Sadanori Konishi Extension of Edgeworth type expansion of the distribution of the sums of I.I.D. random variables in non-regular cases pp. 397-406 Kei Takeuchi and Masafumi Akahira Regions of autocorrelation coefficients and of their estimators in a stationary time series pp. 407-414 Toshinao Nakatsuka On a spectral estimate obtained by an autoregressive model fitting pp. 415-431 Mituaki Huzii Corrections to “On a spectral estimate obtained by an autoregressive model fitting” pp. 432-432 Mituaki Huzii On linear classification procedures between two categories with known mean vectors and covariance matrices pp. 433-444 Akihiro Nishi Inequalities and an approximation formula for the mean delay time in tandem queueing systems pp. 445-466 Hirotaka Sakasegawa and Genji Yamazaki Estimation of the response curve in radioligand assays pp. 467-477 D. Finney Build-up of the notion of flanking pp. 479-507 Edward Barankin Correction to “properties of duality in tandem queueing systems” pp. 509-509 Genji Yamazaki and Hirotaka Sakasegawa Migration and prefectural identification in four Japanese prefectures pp. 511-525 Tatsuzo Suzuki and Ted Jitodai Volume 28, issue 1 , 1976
Orthogonal mesh sampling method pp. 1-7 Hirotaka Sakasegawa On characterizations of unimodality of discrete distributions pp. 9-18 S. Dharmadhikari and Kumar Jogdeo Asymptotic behaviour of maxima with periodic disturbances pp. 19-23 J. Oliveira Further results on simultaneous confidence intervals for the normal distribution pp. 25-33 R. Srinivasan and R. Wharton On the asymptotic efficiency of estimators in an autoregressive process pp. 35-48 Masafumi Akahira Asymptotic properties of dynamic stochastic parameter estimates pp. 49-75 Bernt Stigum Adaptive estimates for autoregressive processes pp. 77-89 Rudolf Beran Spectral analysis for a random process on the sphere pp. 91-97 Roch Roy On the existence of a random solution to a nonlinear perturbed stochastic integral equation pp. 99-109 A. Rao and Chris Tsokos A note on the Tukey-Hooke variance component results pp. 111-121 James Arvesen Correction to “On a stochastic inequality for the wilks statistic” pp. 123-123 A. Gupta Bayes theorem, information number and behavior of posteior distributions pp. 125-144 Nozomu Matsubara On the reduction to a complete class in multiple decision problems pp. 145-165 Masakatsu Murakami Some bayesian considerations of the choice of design for ranking, selection and estimation pp. 167-185 G. Tiao and B. Afonja Partial differential equations for hypergeometric functions of complex argument matrices and their applications pp. 187-199 Yasuko Chikuse Characterizations of the wishart distribution using regression properties pp. 201-220 F. Gordon and S. Gordon Estimation of a regression function by the parzen kernel-type density estimators pp. 221-234 Kazuo Noda Hodges-lehmann estimate of the location parameter in censored samples pp. 235-247 A. Ehsanes Saleh Approximately minimax tests for testing hypotheses about a random parameter with unknown distribution pp. 249-258 Bimal Sinha On the multivariatek-sample problem and the generalization of the Kolmogorov-Smirnov-test pp. 259-265 R. Ahmad The Smirnov distribution pp. 267-275 P. Kim Equitable quality level and error-areas under the operating characteristic curves of normal single sampling inspection plans (with σ known) pp. 277-290 M. Subrahmanya Some inequalities based on inverse factorial series pp. 291-305 T. Matsunawa A note on distribution-free confidence bounds for P (X>Y) whenX andY are dependent pp. 307-308 Z. Govindarajulu The new test criterion for the homogeneity of parameters of several populations pp. 309-328 Takesi Hayakawa Isotonic tests for spread and tail pp. 329-342 Takemi Yanagimoto and Masaaki Sibuya On the existence of maximum probability estimators pp. 343-347 Horst Wegner On asymptotic properties of the maximum likelihood estimates of the general growth curve model pp. 349-357 S. Chakravorti Asymptotically efficient estimators when the densities of the observations have discontinuities pp. 359-370 J. Wolfowitz On a new method of testing statistical hypotheses pp. 371-384 G. Trenkler A lower bound on bayes risk in classification problems pp. 385-387 S. Kirmani Rates in the empirical bayes estimation problem with non-identical components pp. 389-397 Thomas O'Bryan and V. Susarla Moments of the time to generate random variables by rejection pp. 399-401 J. Greenwood Properties of some test criteria for covariance matrix pp. 403-409 Hisao Nagao Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simulataneous equations pp. 411-428 V. Srivastava and Ramji Tiwari Certain estimation problems for multivariate hypergeometric models pp. 429-444 K. Janardan Stratified simple random sampling and prior distributions pp. 445-459 V. Reddy Bias reduction and efficiency of reconstructed ratio estimators for a finite universe pp. 461-467 J. Koop On identically distributed linear statistics pp. 469-489 Laurie Davies and Ryoichi Shimizu Characterizing the pareto and power distributions pp. 491-497 A. Dallas The asymptotic normality of certain combinatorial distributions pp. 499-506 Ch. Charalambides Corrections to “Bayes theorem, information number and behavior of posterior distributions” pp. 507-507 Nozomu Matsubara Correction to “On the reduction to a complete class in multiple decision problems” pp. 508-508 Masakatsu Murakami On the pattern of space division by territories pp. 509-519 Masami Hasegawa and Masaharu Tanemura
EconPapers is hosted by the
Örebro University School of Business.