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Annals of the Institute of Statistical Mathematics
1949 - 2013
Edited by G. Kitagawa
from Springer
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Volume 51, issue 4 , 1999
Nonconservative Estimating Functions and Approximate Quasi-Likelihoods pp. 603-619 Jinpang Wang On a Two-Stage Procedure Having Second-Order Properties with Applications pp. 621-636 Nitis Mukhopadhyay and William Duggan Existence of Bayesian Estimates for the Polychotomous Quantal Response Models pp. 637-656 Ming-Hui Chen and Qi-Man Shao Robustness for Inhomogeneous Poisson Point Processes pp. 657-678 Renato Assunção and Peter Guttorp On Adaptive Combination of Regression Estimators pp. 679-689 Helge Blaker Multivariate Local Polynomial Fitting for Martingale Nonlinear Regression Models pp. 691-706 Zhan-Qian Lu Growth Curve Model with Hierarchical Within-Individuals Design Matrices pp. 707-721 Yasunori Fujikoshi , Takashi Kanda and Megu Ohtaki Efficiency Bounds for Product Designs in Linear Models pp. 723-730 Rainer Schwabe and Weng Wong Error Bounds for Asymptotic Expansion of the Conditional Variance of the Scale Mixtures of the Multivariate Normal Distribution pp. 731-747 Stergios B. Fotopoulos and Lijian He On a Characterization of the Gamma Distribution: The Independence of the Sample Mean and the Sample Coefficient of Variation pp. 749-753 Tea-Yuan Hwang and Chin-Yuan Hu On Rates and Limit Distributions pp. 755-778 J. Pfanzagl Conserved Quantities and Symmetries Related to Stochastic Dynamical Systems pp. 779-802 Tetsuya Misawa Volume 51, issue 3 , 1999
Oil Price Shocks and Long Run Price and Import Demand Behavior pp. 399-417 Frank Kleibergen , Herman K. van Dijk and Jean-Pierre Urbain Joint Distributions of Runs in a Sequence of Multi-State Trials pp. 419-447 Qing Han and Sigeo Aki Certain Probabilistic Aspects of Semistable Laws pp. 449-462 Makoto Maejima and Gennady Samorodnitsky Some Properties and Improvements of the Saddlepoint Approximation in Nonlinear Regression pp. 463-478 Andrej Pázman Approximation of the Posterior Distribution in a Change-Point Problem pp. 479-497 Subhashis Ghosal , Jayanta Ghosh and Tapas Samanta Posterior Sensitivity to the Sampling Distribution and the Prior: More than One Observation pp. 499-513 Sanjib Basu Bootstrapping Pseudolikelihood Models for Clustered Binary Data pp. 515-530 Marc Aerts and Gerda Claeskens When is an Equally-Weighted Design D-optimal? pp. 531-540 Ramón Ardanuy , J. López-Fidalgo , Patrick Laycock and Weng Wong Counting Bumps pp. 541-569 Ricardo Fraiman and Jean Meloche Point and Interval Estimation of P(X > Y): The Normal Case with Common Coefficient of Variation pp. 571-584 Ramesh Gupta , S. Ramakrishnan and Xingwang Zhou A Method for Testing Nested Point Null Hypotheses Using Multiple Bayes Factor pp. 585-602 Hea-Jung Kim Volume 51, issue 2 , 1999
Linear Bayes and Optimal Estimation pp. 201-215 V. Godambe Conservatism of the z Confidence Interval Under Symmetric and Asymmetric Departures from Normality pp. 217-230 Sanjib Basu On the Estimation of Jump Points in Smooth Curves pp. 231-251 Irene Gijbels , Peter Hall and Aloïs Kneip Moment Estimation for Multivariate Extreme Value Distribution in a Nested Logistic Model pp. 253-264 Daoji Shi and Shengsheng Zhou On Estimation of Poisson Intensity Functions pp. 265-280 Roelof Helmers and Ričardas Zitikis Empirical Bayes Procedures for Selecting the Best Population with Multiple Criteria pp. 281-299 Wen-Tao Huang and Yao-Tsung Lai On the Distribution of the Extremes of Unequally Correlated Normal Variables with Applications to Antedependent Cluster Data pp. 301-322 Krishna Saha and B. Sutradhar On Waiting Time Problems Associated with Runs in Markov Dependent Trials pp. 323-330 Demetrios Antzoulakos Bivariate Distributions with Pearson Type VII Conditionals pp. 331-344 Athanasios Kottas , Konstantinos Adamidis and Sotirios Loukas Equality in Distribution in a Convex Ordering Family pp. 345-349 Jikun Huang and G. Lin On Moments of Bivariate Order Statistics pp. 351-358 H. Barakat On the First Entry Time of a ℤ+ -valued AR(1) Process pp. 359-367 Emad-Eldin Aly and Nadjib Bouzar Limit Theorems for Stopped Functionals of Markov Renewal Processes pp. 369-382 Gerold Alsmeyer and Allan Gut Covariate Transformation Diagnostics for Generalized Linear Models pp. 383-398 Andy Lee and John Yick Volume 51, issue 1 , 1999
Distributions of Runs and Consecutive Systems on Directed Trees pp. 1-15 Sigeo Aki Sooner and Later Waiting Time Problems for Runs in Markov Dependent Bivariate Trials pp. 17-29 Sigeo Aki and Katuomi Hirano Strong Consistency of the Maximum Product of Spacings Estimates with Applications in Nonparametrics and in Estimation of Unimodal Densities pp. 31-49 Yongzhao Shao and Marjorie Hahn Bandwidth Selection in Density Estimation with Truncated and Censored Data pp. 51-70 C. Sánchez-Sellero , W. González-Manteiga and R. Cao Non-parametric Estimation for the M/G/∞ Queue pp. 71-97 N. Bingham and Susan Pitts Parametrization Invariance with Respect to Second Order Admissibility Under Mean Squared Error pp. 99-110 Yoshiji Takagi Linear Versus Nonlinear Rules for Mixture Normal Priors pp. 111-124 Brani Vidakovic Goodness of Fit Tests in Random Coefficient Regression Models pp. 125-148 Pedro Delicado and Juan Romo On Testing for the Number of Components in a Mixed Poisson Model pp. 149-162 Dimitris Karlis and Evdokia Xekalaki Asymptotics of the Expected Posterior pp. 163-185 Bertrand Clarke and Dongchu Sun Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk pp. 187-200 Yanhong Wu Volume 50, issue 4 , 1998
Parametric Statistical Uncertainty Relations and Parametric Statistical Fundamental Equations pp. 603-626 T. Matsunawa Asymptotic Properties of a Class of Mixture Models for Failure Data: The Interior and Boundary Cases pp. 627-653 H. Vu , R. Maller and X. Zhou On Generating Functions of Waiting Time Problems for Sequence Patterns of Discrete Random Variables pp. 655-671 Masayuki Uchida Large Deviation and Other Results for Minimum Contrast Estimators pp. 673-695 Jens Jensen and Andrew Wood Combined and Least Squares Empirical Likelihood pp. 697-714 Bruce Brown and Song Xi Chen On Best Equivariance and Admissibility of Simultaneous MLE for Mean Direction Vectors of Several Langevin Distributions pp. 715-727 Ashis Sengupta and Ranjan Maitra Recursive Estimation of Regression Functions by Local Polynomial Fitting pp. 729-754 J. Vilar-Fernández and J. Vilar-Fernández Assessing Local Influence in Canonical Correlation Analysis pp. 755-772 Hong Gu and Wing Fung Estimation of the Coefficient of Multiple Determination pp. 773-788 Nabendu Pal and Wooi Lim A State Space Model for Software Reliability pp. 789-799 Yen-Chang Chang and Lii-Yuh Leu Volume 50, issue 3 , 1998
Use of Markov Chain Monte Carlo Methods in a Bayesian Analysis of the Block and Basu Bivariate Exponential Distribution pp. 403-416 Jorge Achcar and Roseli Leandro The Covariance Adjusted Location Linear Discriminant Function for Classifying Data with Unequal Dispersion Matrices in Different Locations pp. 417-431 Chi-Ying Leung A Characterization of Monotone and Regular Divergences pp. 433-450 J. Corcuera and F. Giummolè Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations pp. 451-470 Yoshihiko Maesono On Tyler's M-Functional of Scatter in High Dimension pp. 471-491 Lutz Dümbgen On Minimum Distance Estimation in Recurrent Markov Step Processes II pp. 493-502 R. Höpfner and Yu. Kutoyants Minimum Disparity Estimation in Linear Regression Models: Distribution and Efficiency pp. 503-521 Ro Pak and Ayanendranath Basu Estimation of the Scale Matrix and its Eigenvalues in the Wishart and the Multivariate F Distributions pp. 523-530 Pui Leung and Wai Chan Some Simple Test Procedures for Normal Mean Vector with Incomplete Data pp. 531-542 K. Krishnamoorthy and Maruthy Pannala Distributional Properties of Exceedance Statistics pp. 543-565 Jacek Wesołowski and Mohammad Ahsanullah Weighted Poisson Distributions for Overdispersion and Underdispersion Situations pp. 567-585 Joan Del Castillo and Marta Pérez-Casany On Number of Occurrences of Success Runs of Specified Length in a Higher-Order Two-State Markov Chain pp. 587-601 Masayuki Uchida Volume 50, issue 2 , 1998
Joint Distributions of Numbers of Success-runs Until the First Consecutive k Successes in a Higher-Order Two-State Markov Chain pp. 203-222 Masayuki Uchida Data Sphering: Some Properties and Applications pp. 223-240 Jian Zhang The Decomposition of the Behrens-Fisher Statistic in q-Dimensional Common Principal Component Submodels pp. 241-252 D.G. Nel and I. Pienaar A Simple Goodness-of-fit Test for Linear Models Under a Random Design Assumption pp. 253-275 Holger Dette and Axel Munk Testing for Varying Dispersion in Exponential Family Nonlinear Models pp. 277-294 Bo-Cheng Wei , Jian-Qing Shi , Wing-Kam Fung and Yue-Qing Hu f-Dissimilarity of Several Distributions in Testing Statistical Hypotheses pp. 295-310 K. Zografos Simple-Tree Weighted Logrank Tests for Right-Censored Data pp. 311-324 Yuh-Ing Chen The Nonexistence of Procedures with Bounded Performance Characteristics in Certain Parametric Inference Problems pp. 325-335 Yoshikazu Takada Inference for the Tail Parameters of a Linear Process with Heavy Tail Innovations pp. 337-359 Somnath Datta and William McCormick Prediction of the Maximum Size in Wicksell's Corpuscle Problem pp. 361-377 Rinya Takahashi and Masaaki Sibuya Space-Time Point-Process Models for Earthquake Occurrences pp. 379-402 Yosihiko Ogata Volume 50, issue 1 , 1998
An Application of Multiple Comparison Techniques to Model Selection pp. 1-13 Hidetoshi Shimodaira Estimating the Finite Population Versions of Mean Residual Life-Time Function and Hazard Function Using Bayes Method pp. 15-27 Nader Ebrahimi The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process pp. 29-48 Rolf Larsson Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling pp. 49-70 Koiti Takahasi and Masao Futatsuya The Bahadur-Kiefer Representation of the Two Dimensional Spatial Medians pp. 71-86 Miguel Arcones Second Order Representations of the Least Absolute Deviation Regression Estimator pp. 87-117 Miguel Arcones Sequential Fixed-Width Confidence Interval for the Product of Two Means pp. 119-145 Shen Zheng , T. Sriram and Andrew Seila Analysis of Multi-Unit Variance Components Models with State Space Profiles pp. 147-164 John Tsimikas and Johannes Ledolter On Maximum Likelihood Estimation for Gaussian Spatial Autoregression Models pp. 165-186 Jaroslav Mohapl A Remark on a Fourier Bounding Method of Proof for Convergence of Sums of Periodograms pp. 187-202 A. Benn and R. Kulperger
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