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Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
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Volume 42, issue 4 , 1990
Hitting straight lines by compound Poisson process paths pp. 603-621 Wolfgang Bühler , Prem Puri and Hans-J. Schuh Admissibility of estimators of the probability of unobserved outcomes pp. 623-636 Arthur Cohen and Harold Sackrowitz On the empirical Bayes approach to multiple decision problems with sequential components pp. 637-655 R. Karunamuni On the admissibility of an estimator of a normal mean vector under a linex loss function pp. 657-669 Ahmad Parsian Asymptotic relations betweenL- andM-estimators in the linear model pp. 671-698 Jana Jurečková and A. Welsh Nonparametric estimation of a regression function by delta sequences pp. 699-708 Eiichi Isogai Bootstrap choice of tuning parameters pp. 709-735 Christian Léger and Joseph Romano Bootstrap estimation of the asymptotic variances of statistical functionals pp. 737-752 Jun Shao Bootstrap in moving average models pp. 753-768 Arup Bose A study of redundancy of some variables in covariate discriminant analysis pp. 769-782 Yasunori Fujikoshi and Chinubal Khatri Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials pp. 783-803 Kashinath Chatterjee A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight pp. 805-811 Shao Zhang and Yoshio Oyanagi Volume 42, issue 3 , 1990
A Monte Carlo method for an objective Bayesian procedure pp. 403-433 Yosihiko Ogata Bayesian linear prediction in finite populations pp. 435-444 Heleno Bolfarine On the stereological estimation of reduced moment measures pp. 445-461 E. Jensen , K. Kiêu and H. Gundersen Some geometric applications of the beta distribution pp. 463-474 Peter Frankl and Hiroshi Maehara Invariance relations in single server queues with LCFS service discipline pp. 475-488 Genji Yamazaki On the robust estimation in poisson processes with periodic intensities pp. 489-507 Nakahiro Yoshida and Toshiharu Hayashi Parametric stochastic convexity and concavity of stochastic processes pp. 509-531 Moshe Shaked and J. Shanthikumar The growth curve model with an autoregressive covariance structure pp. 533-542 Y. Fujikoshi , T. Kanda and N. Tanimura Some new constructions of bivariate Weibull models pp. 543-559 Jye Lu and Gouri Bhattacharyya Inferences on interclass and intraclass correlations in multivariate familial data pp. 561-580 Sadanori Konishi and C. Khatri Testing linear hypotheses in errors in variables model pp. 581-596 Naveen Bansal E-optimality of some row and column designs pp. 597-602 Maria Kozlowska and Ryszard Walkowiak Volume 42, issue 2 , 1990
Mean characteristics of Gibbsian point processes pp. 203-220 Shigeru Mase Asymptotic behavior of M-estimator and related random field for diffusion process pp. 221-251 Nakahiro Yoshida Bootstrap in Markov-sequences based on estimates of transition density pp. 253-268 M. Rajarshi A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation pp. 269-279 Silviu Guiasu A moment's approach to some characterization problems pp. 281-285 Abdulhamid Alzaid Optimal kernel estimation of densities pp. 287-303 Daren Cline Recursive kernel density estimators under a weak dependence condition pp. 305-329 Lanh Tran Estimating the covariance matrix and the generalized variance under a symmetric loss pp. 331-343 Tatsuya Kubokawa and Yoshihiko Konno Effect of the initial estimator on the asymptotic behavior of one-step M-estimator pp. 345-357 Jana Jurečková and Pranab Sen On tests for the mean direction of the Langevin distribution pp. 359-373 T. Hayakawa Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs pp. 375-385 Ming-Tan Tsai and Pranas Sen On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms pp. 387-401 X. Chen Volume 42, issue 1 , 1990
A Bayesian approach for quantile and response probability estimation with applications to reliability pp. 1-19 Moshe Shaked and Nozer Singpurwalla Confidence bands for quantile function under random censorship pp. 21-36 Chang-Jo Chung , Miklós Csörgő and Lajos Horvath Information amount and higher-order efficiency in estimation pp. 37-49 Yuzo Hosoya Estimation of two normal means which may be common pp. 51-64 J. Venter and S. Steel More comparisons of MLE with UMVUE for exponential families pp. 65-75 Tea-Yuan Hwang and Chin-Yuan Hu Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters pp. 77-87 Mohamed Madi and Kam-Wah Tsui Parameter estimation for the simple self-correcting point process pp. 89-98 Nobuo Inagaki and Toshihabu Hayashi Nonparametric test of restricted interchangeability pp. 99-114 George Jerdack and Pranab Sen Saddlepoint approximations in resampling analysis pp. 115-131 Soujin Wang Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit pp. 133-147 Balakrishna Hosmane Null distribution of the sum of squared z-transforms in testing complete independence pp. 149-155 Shande Chen and Govind Mudholkar On Mittag-Leffler functions and related distributions pp. 157-161 R. Pillai Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited pp. 163-171 Jerzy Baksalary and P. Puri Some optimal designs for comparing a set of test treatments with a set of controls pp. 173-185 Mike Jacroux A class of scaled direct methods for linear systems pp. 187-201 Jozsef Abaffy and Emilio Spedicato
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