Metrika

1958 - 2012

Edited by U. Kamps and F. Pukelsheim

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 67, issue 3, 2008

Two new models for survey sampling with sensitive characteristic: design and analysis pp. 251-263

Jun-Wu Yu, Guo-Liang Tian and Man-Lai Tang

Natural estimation of variances in a general finite discrete spectrum linear regression model pp. 265-276

Martina Hančová

Mean residual life functions of finite mixtures, order statistics and coherent systems pp. 277-298

Jorge Navarro and Pedro Hernandez

Runs in an ordered sequence of random variables pp. 299-313

Serkan Eryılmaz and Alexei Stepanov

Unit root tests for panel MTAR model with cross-sectionally dependent error pp. 315-326

Dong Shin and Oesook Lee

Fisher information in order statistics and their concomitants in bivariate censored samples pp. 327-347

H. Nagaraja and Z. Abo-Eleneen

A new approach to inter-rater agreement through stochastic orderings: the discrete case pp. 349-370

Alessandra Giovagnoli, Johnny Marzialetti and Henry Wynn

Bayesian inference and prediction in the single server Markovian queue pp. 371-383

Amit Choudhury and Arun Borthakur

Volume 67, issue 2, 2008

Editorial pp. 125-125

Holger Dette, Udo Kamps and Jürgen Lehn

A test for the weights of the global minimum variance portfolio in an elliptical model pp. 127-143

Taras Bodnar and Wolfgang Schmid

Growing and reproducing particles evolving through space and time pp. 145-169

C. Comas and J. Mateu

Model-based variance estimation under unequal probability sampling pp. 171-187

P. Patel and R. Chaudhari

Estimators for the common principal components model based on reweighting: influence functions and Monte Carlo study pp. 189-218

Graciela Boente, Ana Pires and Isabel Rodrigues

Analytical quasi maximum likelihood inference in multivariate volatility models pp. 219-239

Christian Matthias Hafner and Helmut Herwartz

Survey sampling: theory and methods pp. 241-242

Andreas Karlsson

H. Rue, L. Held: Gaussian Markov random fields. Theory and applications pp. 243-244

Sibylle Sturtz

Gentle, J., Härdle, W., Mori, Y.: Handbook of Computational Statistics: Concepts and Methods pp. 245-246

Antony Unwin

H. Föllmer, A. Schied: Stochastic finance: an introduction in discrete time. de Gruyter Studies in Mathematics 27 pp. 247-249

Reinhold Kainhofer

Volume 67, issue 1, 2008

An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables pp. 1-10

Yun-Xia Li and Jian-Feng Wang

Spatial local M-estimation under association pp. 11-29

Jia Chen, Zhang Lixin and Degui Li

Blockwise bootstrap wavelet in nonparametric regression model with weakly dependent processes pp. 31-48

Lu Lin, Yunzheng Fan and Lin Tan

Influence analysis for Poisson inverse Gaussian regression models based on the EM algorithm pp. 49-62

Feng-Chang Xie and Bo-Cheng Wei

Parametric bootstrap tests for continuous and discrete distributions pp. 63-81

Gábor Szűcs

Generalized confidence intervals for process capability indices in the one-way random model pp. 83-92

K. Kurian, T Mathew and G. Sebastian

Empirical likelihood for average derivatives of hazard regression functions pp. 93-112

Xuewen Lu, Jie Sun and Yongcheng Qi

A unified approach to bivariate discrete distributions pp. 113-123

C.satheesh Kumar

Volume 66, issue 3, 2007

On model selection in Bayesian regression pp. 259-268

Amin Mostofi and Javad Behboodian

On the inclusion of bivariate marked point processes in graphical models pp. 269-287

Anna Gottard

Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors pp. 289-303

Lin Zhengyan, Degui Li and Jia Chen

Games of chance with multiple objectives pp. 305-313

Paul Campbell

Characterizations of negative multinomial distributions based on conditional distributions pp. 315-322

Truc Nguyen, Arjun Gupta, Diem Nguyen and Yining Wang

Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence pp. 323-354

Friedrich Schmid and Rafael Schmidt

Calibration methods for estimating quantiles pp. 355-371

M. Rueda, S. Martínez-Puertas, H. Martínez-Puertas and A. Arcos

On the monitoring of multi-attributes high-quality production processes pp. 373-388

Seyed Akhavan Niaki and Babak Abbasi

Volume 66, issue 2, 2007

On characterizing discrete distributions via conditional expectations of weak record values pp. 129-138

Katarzyna Danielak and Anna Dembińska

An effective step-down algorithm for the construction and the identification of nonisomorphic orthogonal arrays pp. 139-149

P. Angelopoulos, H. Evangelaras, C. Koukouvinos and E. Lappas

Minimax estimation of constrained parametric functions for discrete families of distributions pp. 151-160

Mohammad Jafari Jozani and Éric Marchand

Locally D- and c-optimal designs for Poisson and negative binomial regression models pp. 161-172

C. Rodríguez-Torreblanca and J. Rodríguez-Díaz

Polar sets of fractional Brownian sheets pp. 173-196

Zhenlong Chen

On rankings and top choices in random utility models with dependent utilities pp. 197-212

Félix Belzunce, Eva-María Ortega, Franco Pellerey and José Ruiz

Progressive stress accelerated life tests under finite mixture models pp. 213-231

Alaa Abdel-Hamid and Essam AL-Hussaini

On characterizations of distributions by regression of adjacent generalized order statistics pp. 233-242

Mariusz Bieniek

Forced quantitative randomized response model: a new device pp. 243-257

Christopher Gjestvang and Sarjinder Singh

Volume 66, issue 1, 2007

Generalized linear mixed models with informative dropouts and missing covariates pp. 1-18

Kunling Wu and Lang Wu

Analyzing an extension of the isotonic regression problem pp. 19-30

J. Domínguez-Menchero and Gil González-Rodríguez

18-run nonisomorphic three level orthogonal arrays pp. 31-37

H. Evangelaras, C. Koukouvinos and E. Lappas

Weighted least squares estimators in possibly misspecified nonlinear regression pp. 39-59

Ursula Müller

Minimax estimation of a cumulative distribution function by converting to a parametric problem pp. 61-73

Alicja Jokiel-Rokita and Ryszard Magiera

Asymptotic distribution for products of sums under dependence pp. 75-87

Yun-Xia Li and Jian-Feng Wang

Slow convergence of the number of near-maxima for Burr XII distributions pp. 89-104

Yun Li and Quanxi Shao

A note on multinomial maximum likelihood estimation under ordered restrictions and the EM algorithm pp. 105-114

Yuling Li, Wei Gao and Ning-Zhong Shi

Estimation of the parameters of log-gamma distribution using order statistics pp. 115-127

N. Sreekumar and P. Thomas