Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
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Volume 6, issue 4, 1988

Γ-ΜΙΝΙΜΑΧ AND RESTRICTED-RISK BAYES ESTIMATION OF MULTIPLE POISSON MEANS UNDER ε-CONTAMINATIONS OF THE SUBJECTIVE PRIOR pp. 311-342

DasGupta Anirban and Arup Bose

GAMMA-MINIMAX ESTIMATORS FOR A BOUNDED NORMAL MEAN pp. 343-348

Eichenauer J., Kirschgarth P. and Lehn J.

EFFICIENT ESTIMATION OF FUNCTIONALS WITH CENSORED DATA pp. 349-360

Schick A., Susarla V. and Koul H.

ROBUST ASYMPTOTIC SLIPPAGE TESTS FOR SPECIAL CAPACITIES pp. 361-378

Kimura M.

ON THE BEHAVIOR OF TYPE II ERRORS pp. 379-384

Hornik K.

WEAK CONVERGENCE OF THE BOOTSTRAP PROCESS FOR LARGE QUANTILES pp. 385-396

Falk M.

Volume 6, issue 3, 1988

ESTIMATING MULTIVARIATE NORMAL MEANS USING A CLASS OF BOUNDED LOSS FUNCTIONS pp. 203-208

Weiss L.

THE INFORMATION METRIC FOR UNIVARIATE LINEAR ELLIPTIC MODELS pp. 209-222

Burbea J. and Oller J. M.

SEQUENCES OF EXPERIMENTS ADMITTING ADAPTIVE ESTIMATION pp. 223-244

Grossmann W. and Pflug G. Ch.

ASYMPTOTICAL BEHAVIOUR OF A TEST OF DISCORDANCY FOR AN INCREASING NUMBER OF OUTLIERS pp. 245-260

Schmid W.

A UNIFIED ASYMPTOTIC THEORY FOR TESTING EXPONENTIALITY AGAINST NBU, IFR OR IFRA ALTERNATIVES pp. 261-274

Aly E.-E. A. A. and Lu M. G.

MAXIMIZING UNCERTAINTY FUNCTIONS UNDER CONSTRAINTS ON QUANTILES pp. 275-282

García-Carrasco P. and Horra J. de La

PARTITIONS AND PIVOTAL MEASURES IN EXPERIMENTS pp. 283-292

Gooßen K.

Volume 6, issue 1-2, 1988

QUADHATIC MEASURES OF FIT FOR ESTIMATES OF THE PARTIAL DERIVATIVES OF A SURVIVAL FUNCTION AND THE HAZARD GRADIENT pp. 1-20

Burke M.D.

OPTIMAL ESTIMATIONS OF STARSHAPED DISTRIBUTION FUNCTIONS pp. 21-32

Wang Jane-Ling

SENSITIVITY AND ASYMPTOTIC PROPERTIES OF BAYESIAN RELIABILITY ESTIMATES IN THE EXPONENTIAL CASE pp. 33-48

Harris B. and Soms A. P.

ON MINIMAX AND BEST EQUIVARIANT ESTIMATION FUNCTIONS IN THE LINEAR MODEL WITH A-UNIMODAL DENSITY AND QUASICONVEX LOSS pp. 49-62

Cremers Heinz and Fieger Werner

MINIMAX LINEAR ESTIMATION OF THE TREND PARAMETER IN RANDOM FIELDS WITH SYMMETRIC PARAMETER RESTRICTIONS pp. 63-68

Näther W.

NONPARAMETRIC ESTIMATION OF THE GENERALIZED VARIANCE pp. 69-78

Sinha B. K. and Sen P. K.

HISTOGRAM MAXIMUM LIKELIHOOD ESTIMATOR OF A PERIODIC FUNCTION IN THE MULTIPLICATIVE INTENSITY MODEL pp. 79-88

Leśkow J.

AN ALMOST-SURE APPROXIMATION OF A MULTIVARIATE PRODUCT-LIMIT ESTIMATOR UNDER RANDOM CENSORSHIP pp. 89-108

Burke M.D.

LIMIT BEHAVIOUR OF STOCHASTIC APPROXIMATION PROCESSES pp. 109-128

Walk H.

CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES pp. 129-136

Csőrgo M. and Lajos Horvath

ADAPTIVE PROCEDURES FOR DETECTION OF CHANCE pp. 137-148

Hušková M.

ON DETECTION OF CONTAMINATION IN A NORMAL DISTRIBUTION pp. 149-162

Razzaghi M.

M-SPACE OF MAJORIZED EXPERIMENT AND PIVOTAL MEASURE pp. 163-174

Yamada Sakutarō

TYPES OF CONTINUOUS AND DISCONTINUOUS VALUE FUNCTIONS IN A PARAMETRIC FAMILY OF GAMES pp. 175-188

Kiener Stefan

ON THE STRONG CONTINUITY OF INVARIANT CHARGES pp. 189-194

Stroetmann H.

A Correction to LOCAL ASYMPTOTIC BEHAVIOR OF DENSITIES pp. 195-196

Fabian Václav and Hannan James

Volume 5, issue 3-4, 1987

INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS pp. 201-228

Ghosh M. and Sinha B. K.

GAMMA-MINIMAX ESTIMATION OF A BINOMIAL PROBABILITY UNDER SQUARED ERROR LOSS pp. 229-250

Rummel F. and Lehn J.

ESTIMATION OF DISTRIBUTION FUNCTIONS UNDER ORDER RESTRICTIONS pp. 251-262

Lo Shaw-Hwa

MINIMAX LINEAR ESTIMATION OF THE TREND PARAMETER IN RANDOM FIELDS pp. 263-270

Prakasa Rao B. L. S.

MINIMAX SEQUENTIAL ESTIMATION IN RANDOM FIELDS APPLICATION TO THE ORNSTEIN-UHLENBECK CASE pp. 271-280

Różański R.

A BAYESIAN RISK-CONCEPT AND OPTIMALITY CONDITIONS FOR CONFIDENCE REGIONS pp. 281-296

Meister H.

FURTHER PARADOXES IN ADMISSIBILITY - PART II pp. 297-306

Sobel M.

ROBUST REGRESSION ESTIMATORS AND THEIR LEAST FAVORABLE CONTAMINATION CURVES pp. 307-336

Rieder Helmut

A MIXING LIMIT THEOREM FOR LEAST SQUARES ESTIMATES IN STOCHASTIC REGRESSION MODELS pp. 337-346

Nolz R.

GENERALIZED ESTIMATORS: A BAYESIAN DECISION-THEORETIC VIEW pp. 347-352

Horra J. de La

CONSISTENCY OF THE BOOTSTRAP pp. 353-366

Lohse K.

ON THE DISTANCE BETWEEN MIXED POISSON AND POISSON DISTRIBUTIONS pp. 367-380

Pfeifer D.

GOODNESS OF FIT TESTS IN METRIC SPACES BASED ON BALLS AROUND THE SAMPLE pp. 381-390

Szabados T.

Volume 5, issue 1-2, 1987

LOCALLY OPTIMAL SUBSET SELECTION RULES BASED ON RANKS UNDER JOINT TYPE II CENSORING pp. 1-14

Gupta Shanti S. and Liang TaChen

FIXED SIZE SUBSET SELECTION REGARDING THE INDIFFERENCE ZONE AND PREFERRED COMPONENT FORMULATION pp. 15-32

Giani G.

COMPARISON OF MULTINOMIAL CELLS WITH A CONTROL pp. 33-46

Chen P.

A WEAK SYSTEM OF AXIOMS FOR "RATIONAL" BEHAVIOR AND THE NONSEPARABILITY OF UTILITY FROM PRIOR pp. 47-58

Rubin Herman

ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS pp. 59-76

Kreiss Jens-Peter

BOOTSTRAPPING OF L-ESTIMATES pp. 77-88

Klenk A. and Stute W.

UNBIASED ESTIMATION IN NONPARAMETRIC CLASSES OF DISTRIBUTIONS pp. 89-104

Rüschendorf L.

LOCAL ASYMPTOTIC BEHAVIOR OP DENSITIES pp. 105-138

Fabian Vaclav and Hannan James

ON LOCAL INACCURACY RATES AND ASYMPTOTIC VARIANCES pp. 139-158

Jurečková Jana and Kallenberg C.M.

THE POWER OF NEYMAN-PEARSON TESTS AT LEVEL α+0 AND THE DECAY OF DISTRIBUTIONS AT INFINITY pp. 159-176

Janssen A. and Nobel S.

DECISION-THEORETIC ESTIMATION OF OPTIMUM INVENTORY LEVELS WITH NATURAL INVARIANT LOSS FUNCTIONS pp. 177-188

Weerahandi S.