Annals of the Institute of Statistical Mathematics

1949 - 2013

Edited by G. Kitagawa

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Volume 47, issue 4, 1995

Area-interaction point processes pp. 601-619

A. Baddeley and M. Lieshout

Finite population corrections for ranked set sampling pp. 621-636

G. Patil, A. Sinha and C. Taillie

On estimating domain totals over a subpopulation pp. 637-644

Kun He

Deconvolving a density from contaminated dependent observations pp. 645-663

Christian Hesse

On construction of improved estimators in multiple-design multivariate linear models under general restriction pp. 665-674

T. Shiraishi and Y. Konno

A two-stage rank test using density estimation pp. 675-691

Willem Albers

LAN of extreme order statistics pp. 693-717

Michael Falk

Likelihood ratio tests for symmetry against one-sided alternatives pp. 719-730

Richard Dykstra, Subhash Kochar and Tim Robertson

GeneralizedF-tests for unbalanced nested designs under heteroscedasticity pp. 731-742

Malwane Ananda

Runs, scans and URN model distributions: A unified Markov chain approach pp. 743-766

M. Koutras and V. Alexandrou

Approximating by the Wishart distribution pp. 767-783

Tönu Kollo and Dietrich Rosen

Craig-Sakamoto's theorem for the Wishart distributions on symmetric cones pp. 785-799

G. Letac and H. Massam

Volume 47, issue 3, 1995

Real estate price prediction under asymmetric loss pp. 401-414

Michael Cain and Christian Janssen

Sooner and later waiting time problems in a two-state Markov chain pp. 415-433

Masayuki Uchida and Sigeo Aki

Exact and limiting distributions of the number of successions in a random permutation pp. 435-446

James Fu

Identifiability of mixtures of power-series distributions and related characterizations pp. 447-459

Theofanis Sapatinas

Quasi profile and directed likelihoods from estimating functions pp. 461-464

Ole E. Barndorff-Nielsen

Parametric ranked set sampling pp. 465-482

Lynne Stokes

Change point estimation in non-monotonic aging models pp. 483-491

Murari Mitra and Sujit Basu

Bayes estimation in a mixture inverse Gaussian model pp. 493-503

Ramesh Gupta and H. Akman

Testing homogeneity with an ordered alternative in a two-factor layout by combiningp-values pp. 505-523

Ramal Moonesinghe and F. Wright

Generalized Cramér-von Mises tests of goodness of fit for doubly censored data pp. 525-549

Jian-Jian Ren

Local asymptotic normality of multivariate ARMA processes with a linear trend pp. 551-579

Bernard Garel and Marc Hallin

Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators pp. 581-600

Masanobu Taniguchi and Madan Puri

Volume 47, issue 2, 1995

Local asymptotic normality of a sequential model for marked point processes and its applications pp. 195-209

Yoichi Nishiyama

Bayesian multiperiod forecasts for ARX models pp. 211-224

Shu-Ing Liu

Joint distributions of numbers of success-runs and failures until the first consecutivek successes pp. 225-235

Sigeo Aki and Katuomi Hirano

A Berry-Esseen theorem for the kernel quantile estimator with application to studying the deficiency of quantile estimators pp. 237-251

Xiaojing Xiang

Kernel-type density and failure rate estimation for associated sequences pp. 253-266

Isha Bagai and B. Prakasa Rao

Estimating the asymptotic dispersion of theL 1 median pp. 267-271

Arup Bose

Some modifications of improved estimators of a normal variance pp. 273-286

Nobuo Shinozaki

Componentwise estimation of ordered parameters ofk (≥2) exponential populations pp. 287-307

G. Vijayasree, Neeraj Misra and Harshinder Singh

LR test for random-effects covariance structure in a parallel profile model pp. 309-320

Takahisa Yokoyama

Complete classes of tests for regularly varying distributions pp. 321-350

Jacek Kowalski

Stochastic regression model with heteroscedastic disturbance pp. 351-369

Chang Der-Shin and Guan-Chyun Lin

Relating quantiles and expectiles under weighted-symmetry pp. 371-384

Belkacem Abdous and Bruno Remillard

Determinant formulas with applications to designing when the observations are correlated pp. 385-399

Wolfgang Bischoff

Volume 47, issue 1, 1995

On the approximation of continuous time threshold ARMA processes pp. 1-20

P. Brockwell and O. Stramer

Some properties of convex hulls generated by homogeneous Poisson point processes in an unbounded convex domain pp. 21-29

A. Nagaev

Optimal order for two servers in tandem pp. 31-48

Genji Yamazaki and Hiroshi Ito

Quasi-likelihood or extended quasi-likelihood? An information-geometric approach pp. 49-64

Paul Vos

Optimizing the smoothed bootstrap pp. 65-80

Suojin Wang

The convergence rates of empirical Bayes estimation in a multiple linear regression model pp. 81-97

Laisheng Wei and Shunpu Zhang

A note on accelerated sequential estimation of the mean of NEF-PVF distributions pp. 99-104

Arup Bose and Nitis Mukhopadhyay

Estimation of a quantile in some nonstandard cases pp. 105-117

Xiaojing Xiang

Admissibility of prediction intervals pp. 119-128

Yoshikazu Takada

Residuals in the growth curve model pp. 129-136

Dietrich Rosen

Multiple outlier detection in growth curve model with unstructured covariance matrix pp. 137-153

Jian-Xin Pan and Kai-Tai Fang

Minimax tests for convex cones pp. 155-165

Lutz Dümbgen

An example of a two-sided Wilcoxon signed rank test which is not unbiased pp. 167-170

Peter Amrhein

A characterization of the Pearson system of distributions and the associated orthogonal polynomials pp. 171-176

V. Papathanasiou

Bivariate distributions via a Pareto conditional distribution and a regression function pp. 177-183

Jacek Wesolowski

Maximum variance of order statistics pp. 185-193

Nickos Papadatos