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Metrika
1958 - 2013
Edited by U. Kamps and F. Pukelsheim
from Springer
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Volume 31, issue 1 , 1984
A note on necessary best estimator of order two pp. 1-4 S. Prabhu-Ajgaonkar Book reviews pp. 24-24 E. Schaich and D. Morgenstern Some aspects of random permutation models in finite population sampling theory pp. 25-32 T. Rao Are robust estimation methods useful in the structural errors-in-variables model? pp. 33-41 R. Ketellapper and A. Ronner Book reviews pp. 42-42 O. Krafft and H. Heyer The invertibility of sampled and aggregated ARMA models pp. 43-50 H. Niemi Book reviews pp. 60-62 H. Strasser and P. Gänssler Classical statistical analysis based on a certain hypercomplex multivariate normal distribution pp. 63-76 D. Kabe Best unbiased estimators for the parameters of a two-parameter Pareto distribution pp. 77-83 S. Saksena and A. Johnson On estimating the variance of a generalized Laplace distribution pp. 85-88 D. Sharma Estimation of symmetric functions of a finite population pp. 89-97 V. Padmawar and P. Mukhopadhyay Extremes and related properties of random sequences and processes pp. 98-98 J. Hüsler Natural α-quantiles and conditional α-quantiles pp. 99-113 D. Landers and L. Rogge Economic theory of natural resources pp. 114-114 F. Haslinger Minimum variance unbiased estimation for the zero class truncated bivariate poisson and logarithmic series distributions pp. 115-123 Ch. Charalambides Book reviews pp. 124-126 H. Georgii and F. Pukelsheim Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart Model II pp. 127-144 C. Kapadia and D. Weeks The uniqueness of the transfer function of linear systems from input-output observations pp. 157-181 M. Deistler , Benedikt M Pötscher and J. Schrader Book reviews pp. 182-182 D. Oakes and R. Reiß Inferences about the parameters of a time series model with changing variance pp. 183-194 B. Abraham and W. Wei The large-sample power of the 195-1195-1195-1test for multidimensional contingency tables pp. 195-202 M. Haber Bayes theory pp. 214-214 D. Lindley Regression-type estimators using two auxiliary variables and the model of double sampling from finite populations pp. 215-226 B. Kiregyera The prison rule in roulette pp. 227-231 U. Dieter and J. Ahrens Book reviews pp. 232-232 K. Daniel Rank tests for the 2×2 split plot design pp. 233-243 E. Brunner and N. Neumann Branching processes pp. 244-244 G. Ivanoff A local limit theorem for attraction to the standard normal law: The case of infinite variance pp. 245-252 S. Basu Book reviews pp. 253-258 M. Bartlet , Tore Dalenius , P. Bickel , F. Papangelou and H. Heyer The Hausdorff α-dimensional measures of the level sets and the graph of theN-parameter Wiener process pp. 275-283 M. Puri and L. Tran Weak convergence of measures pp. 284-284 E. Siebert Book Reviews pp. 302-302 O. Krafft Wrapped distributions and measurement errors pp. 303-317 W. Stadje Dice, data and decisions: Introductory statistics Ellis Horwood Limited Publisher, Chichester Halsted Press: a division pp. 318-318 H. Heyer On Brewer's class of robust sampling designs for large-scale surveys pp. 319-322 T. Rao A characterization of the exponential distribution by higher order gap pp. 323-326 M. Ahsanullah On a Morgenstern-type bivariate gamma distribution pp. 327-332 A. Gupta and C. Wong Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals pp. 333-347 M. Huehn Book review pp. 348-348 L. Arnold Upper bound of the speed of convergence of moment density Estimators for stationary point processes pp. 349-360 E. Jolivet Differentiability properties of thes-Meanm s ats=1 pp. 379-384 D. Landers and L. Rogge Volume 30, issue 1 , 1983
On the convolution of logistic random variables pp. 1-13 E. George and G. Mudholkar Minimum variance unbiased estimation in the Pareto distribution pp. 15-19 D. Kern Consistency of a nonparametric estimation of a density functional pp. 21-29 I. Ahmad and P. Lin Solidarity properties and a Doeblin decomposition for a class of non-Markovian stochastic processes pp. 37-47 R. Theodorescu and R. Tweedie On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist pp. 49-54 L. Bondesson Solution of a statistical optimization problem by rearrangement methods pp. 55-61 L. Rüschendorf Book reviews pp. 63-72 D. Kalin , H. Witting , H. Seifert , H. Schneeberger , F. Eicker , G. Rothenberger , H. Schoch , O. Richter , H. Rost , P. Meyer , G. Leha , E. Dettweiler , H. Heyer , E. Siebert , H. Rieder and A. Mukherjea Block rank statistics pp. 73-83 G. Rothe Book reviews pp. 84-84 H. Heyer Book reviews pp. 92-92 F. Götze and D. Plachky Predictive estimation of finite population mean using product estimator pp. 93-99 S. Srivastava Statistics of random processes I: General theory pp. 100-100 H. Heyer Sequential estimation of the difference between the means of two normal populations pp. 101-107 L. Hayre Decision theory and incomplete knowledge pp. 108-108 Michael J. Ryan Some best possible results for a discounted one armed bandit pp. 109-115 K. Glazebrook and D. Jones Book reviews pp. 116-116 W. Sendler and D. Morgenstern On a stopping rule for a class of sequential decision problems pp. 117-123 D. Kalin and R. Theodorescu Book reviews pp. 124-124 T. Louton and R. Schassberger Third-order optimum properties of estimator-sequences pp. 125-138 Th. Pfaff On atoms of measures on product spaces pp. 139-141 D. Mussmann Book reviews pp. 142-144 A. Rapoport , J. Pfanzagl , W. Wefelmeyer and Wolfgang Polasek Asymptotic distributions of smoothed histograms pp. 145-158 U. Stadtmüller Some remarks on the construction of independent identically distributed random variables, Markov chains and martingales pp. 159-163 D. Shanbhag and M. Rao Book reviews pp. 164-164 L. Rogge Unimodality of differences pp. 165-170 H. Vogt Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes pp. 179-194 E. Manoukian TheN-armed bandit with unimodal structure pp. 195-210 U. Herkenrath Book reviews pp. 211-216 H. Schneeweiß , N. Becker , E. Sverdrup , B. Cutsem , H. Vogt and D. Morgenstern On some alternative sampling strategies using auxiliary information pp. 217-226 D. Adhvaryu and P. Gupta Some properties of the distribution of an operational ridge estimator pp. 227-237 V. Srivastava and Anoop Chaturvedi Book reviews pp. 238-238 H. Heyer and K. Jacobs The exact likelihood function for a space time model pp. 239-243 B. Abraham Book reviews pp. 260-260 H. Drygas and K. Jacobs Book reviews pp. 282-282 W. Schaafsma , J. Werff and R. Reiß
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