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 Series data maintained by Guenther Eichhorn ().
Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series .
Volume 46, issue 4 , 1994
The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother pp. 605-623
Genshiro Kitagawa
Canonical correlation and reduction of multiple time series pp. 625-631
Mohsen Pourahmadi
Asymptotic distribution of maximal autoregressive process with weight tending to 1 pp. 633-640
Nobuo Inagaki
Weibull renewal processes pp. 641-648
Nikos Yannaros
The geometric structure of the expected/observed likelihood expansions pp. 649-666
Luigi Pace and Alessandra Salvan
Edgeworth expansions for spectral mean estimates with applications to Whittle estimates pp. 667-682
Daniel Janas
Minimum disparity estimation for continuous models: Efficiency, distributions and robustness pp. 683-705
Ayanendranath Basu and Bruce Lindsay
Sampling designs for regression coefficient estimation with correlated errors pp. 707-722
Yingcai Su and Stamatis Cambanis
Estimation of parameters in a two-parameter exponential distribution using ranked set sample pp. 723-736
Kin Lam , Bimal Sinha and Zhong Wu
Adaptive choice of trimming proportions pp. 737-755
Jana Jurečková , Roger Koenker and A. Welsh
Tukey's linear sensitivity and order statistics pp. 757-768
H. Nagaraja
On the joint distribution of Grubbs' statistics pp. 769-775
Tea-Yuan Hwang and Chin-Yuan Hu
Success runs of lengthk in Markov dependent trials pp. 777-796
S. Mohanty
Necessary conditions for characterization of laws via mixed sums pp. 797-802
Anthony Pakes
Volume 46, issue 3 , 1994
Separation of spin synchronized signals pp. 405-428
T. Higuchi , G. Crawford , R. Strangeway and C. Russell
Multiperiod Bayesian forecasts forAR models pp. 429-452
Shu-Ing Liu
Estimating non-linear functions of the spectral density, using a data-taper pp. 453-474
Rainer Sachs
On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes pp. 475-486
Jens Jensen and Hans Künsch
Bootstrapping a Bayes estimator of a survival function with censored data pp. 487-495
Martin Wells and Ram Tiwari
Approximate Bayesian shrinkage estimation pp. 497-507
Wang-Shu Lu
Improved sequential estimation of means of exponential distributions pp. 509-519
N. Mukhopadhyay
Variable location and scale kernel density estimation pp. 521-535
M. Jones , I. McKay and T. Hu
Nonparametric estimation of compound distributions with applications in insurance pp. 537-555
S. Pitts
The exact density function of the ratio of two dependent linear combinations of chi-square variables pp. 557-571
Serge Provost and Edmund Rudiuk
Decentered directional data pp. 573-586
Bernard Boulerice and Gilles Ducharme
On equivalence of weak convergence and moment convergence of life distributions pp. 587-592
Gwo Lin
On Fisher information inequalities in the presence of nuisance parameters pp. 593-604
Vasant Bhapkar and Cidambi Srinivasan
Volume 46, issue 2 , 1994
Bayesian and likelihood inference from equally weighted mixtures pp. 203-220
Tom Leonard , John Hsu , Kam-Wah Tsui and James Murray
Bayesian sequential reliability for Weibull and related distributions pp. 221-249
Dongchu Sun and James Berger
Testing for no effect in nonparametric regression via spline smoothing techniques pp. 251-265
Juei-Chao Chen
On statistical models for regression diagnostics pp. 267-278
Bo-Cheng Wei and Jian-Qing Shih
Nonparametric time series regression pp. 279-293
Young Truong
Minimax estimation of a variance pp. 295-308
Thomas Ferguson and Lynn Kuo
An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process pp. 309-315
W. Wefelmeyer
Estimation of parameters in the beta binomial model pp. 317-331
Ram Tripathi , Ramesh Gupta and John Gurland
Positive dependence orderings and stopping times pp. 333-342
Bruno Bassan and Marco Scarsini
On the limit behaviour of the joint distribution function of order statistics pp. 343-349
H. Finner and M. Roters
Characterizations of the Poisson process as a renewal process via two conditional moments pp. 351-360
Shun-Hwa Li , Wen-Jang Huang and Mong-Na Huang
On some multivariate gamma-distributions connected with spanning trees pp. 361-371
T. Royen
The distribution of the likelihood ratio for mixtures of densities from the one-parameter exponential family pp. 373-388
Dankmar Böhning , Ekkehart Dietz , Rainer Schaub , Peter Schlattmann and Bruce Lindsay
Optimal designs with respect to Elfving's partial minimax criterion in polynomial regression pp. 389-403
Holger Dette and William Studden
Volume 46, issue 1 , 1994
Robust priors for smoothing and image restoration pp. 1-19
Hans Künsch
Conditional properties of Bayesian interval estimates pp. 21-28
Anna Nicolaou
The Kullback-Leibler risk of the Stein estimator and the conditional MLE pp. 29-41
Takemi Yanagimoto
Maximum likelihood estimation in exponential orthogeodesic models pp. 43-55
Preben Blæsild
The singly truncated normal distribution: A non-steep exponential family pp. 57-66
Joan Castillo
Estimation of density functionals pp. 67-75
Rudolf Grübel
Sequential estimation of a parameter of an exponential distribution pp. 77-82
Eiichi Isogal and Chikara Uno
Robust estimation ofk-component univariate normal mixtures pp. 83-93
B. Clarke and C. Heathcote
Double shrinkage estimation of ratio of scale parameters pp. 95-116
Tatsuya Kubokawa
Semi-empirical likelihood ratio confidence intervals for the difference of two sample means pp. 117-126
Jing Qin
LBI tests of independence in bivariate exponential distributions pp. 127-136
Martin Bilodeau and Takeaki Kariya
Likelihood ratio tests for a class of non-oblique hypotheses pp. 137-145
Xiaomi Hu and F. Wright
Onm-dependence and Edgeworth expansions pp. 147-164
Wei-Liem Loh
On the joint distribution of studentized order statistics pp. 165-177
Tea-Yuan Hwang and Chin-Yuan Hu
Poisson approximations for 2-dimensional patterns pp. 179-192
James Fu and Markos Koutras
Distributions of numbers of failures and successes until the first consecutivek successes pp. 193-202
Sigeo Aki and Katuomi Hirano