Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
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ASYMPTOTIC BEHAVIOR OF M-ESTIMATORS OF LOCATION IN NONREGULAR CASES pp. 323-340: Jurečková Jana
CONTINUITY PROPERTIES OF RANK PROCEDURES pp. 341-370: Rieder Helmut
A QUANTITATIVE SLLN FOR LINEAR RANK STATISTICS pp. 371-378: Müller-Funk U.
ADAPTIVE ESTIMATION IN LINEAR REGRESSION pp. 379-400: Koul H. L. and Susarla V.
GLOBAL ASYMPTOTIC NORMALITY pp. 401-426: Milbrodt H.
AN ESSENTIALLY COMPLETE CLASS OF TWO-STAGE SELECTION PROCEDURES WITH SCREENING AT THE FIRST STAGE pp. 427-440: Gupta Shanti S. and Miescke Klaus J.
DECISION UNDER PARTIAL KNOWLEDGE pp. 441-454: Sanz Aguado Adela
ASYMPTOTIC PROPERTIES OF TESTS OF HYPOTHESIS FOLLOWING A PRELIMINARY TEST pp. 455-478: Ehsanes Saleh A.K.Md. and Sen Pranab K.
ADMISSIBILITY OF TESTS BASED ON A SAMPLE OF SIZE ONE pp. 479-484: Samuel-Cahn E.
ON TRIMMING AND WINSORIZATION pp. 485-502: Aly Emad-Eldin A. A.
ON THE ESSENTIAL COMPLETENESS OF BAYES EMPIRICAL BAYES DECISION RULES pp. 503-510: Erik Balder, Gilliland D.C. and Houwelingen J.C. van

THE ERRORS OF RISK FUNCTIONS pp. 217-240: Pfanzagl J.
A NEW-METHOD FOR ESTIMATING LIFE DISTRIBUTIONS FROM INCOMPLETE DATA pp. 241-256: Kitchin John, Langberg Naftali A. and Proschan Frank
WEAK CONVERGENCE OF A BAYESIAN NONPARAMETRIC ESTIMATOR OF THE SURVIVAL FUNCTION UNDER PROGRESSIVE CENSORING pp. 257-268: Gardiner Joseph C. and Susarla V.
CONSISTENT ESTIMATION OF THE NATURAL MEDIAN pp. 269-284: Dieter Landers and Lothar Rogge
A LOOK AT A BILINEAR MODEL FOR MULTIDIMENSIONAL STOCHASTIC SYSTEMS IN CONTINUOUS TIME pp. 285-304: Breton Alain Le and Musiela Marek
SOME ASPECTS OF INFERENCE FOR MULTIVARIATE INFINITELY DIVISIBLE DISTRIBUTIONS pp. 305-322: Sclove Stanley L.

A CLASS OF MINIMAX ESTIMATORS OF A NORMAL MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE MATRIX pp. 105-130: Haff L. R. and Berger James
ENTROPY-BASED STATISTICAL INFERENCE, II: SELECTION-OF-THE-BEST/COMPLETE RANKING FOR CONTINUOUS DISTRIBUTIONS ON (0,1), WITH APPLICATIONS TO RANDOM NUMBER GENERATORS pp. 131-146: Meulen Edward C. van der and Dudewicz Edward J.
THE EXTENDED TWO-SAMPLE PROBLEM: PROGRESSIVELY TRUNCATED ESTIMATION OF P{X > Y>} pp. 147-168: Sen P. K. and DeLong E. R.
Acknowledgement. Thanks are due to the referee for his critical reading of the manuscript pp. 169-170: Sen P. K. and DeLong Ε. R.
SELECTING THE LARGEST NORMAL MEAN THROUGH LIKELIHOODS pp. 171-182: Mukhopadhyay Ν.
ESTIMATES OF MULTIPLE POISSON MEANS: BAYES AND EMPIRICAL BAYES pp. 183-196: Ghosh Malay
ASYMPTOTIC PROPERTIES OF THE INVARIANTLY OPTIMAL ESTIMATOR OF RELIABILITY IN THE EXPONENTIAL CASE pp. 197-204: Wolfgang Wertz and Jan Hurt
ON THE INFLUENCE OF MOMENTS IN NONUNIFORM EXPANSIONS OF CHEBYSHEV-CRAMER TYPE pp. 205-215: Michel R.

THIRD ORDER EFFICIENCY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE MULTINOMIAL DISTRIBUTION pp. 1-16: Rao C. R., Sinha Β. K. and Subramanyam K.
ON ASYMPTOTIC DEFICIENCY OF ESTIMATORS IN POOLED SAMPLES IN THE PRESENCE OF NUISANCE PARAMETERS pp. 17-38: Akahira Masafumi and Takeuchi Kei
REMARKS ON LINEAR PARAMETRIC INFERENCE FOR STOCHASTIC PROCESSES pp. 39-56: Prakasa Rao B.L.S.
A JOINT STUDY OF THE KOLMOGOROV-SMIRNOV AND THE EICKER-JAESCHKE STATISTICS pp. 57-66: Révész P.
CONSISTENCY OF MAXIMUM PENALIZED LIKELIHOOD DENSITY ESTIMATORS BASED ON INITIAL ESTIMATORS pp. 67-80: Reiss R.-D.
ASYMPTOTIC PROPERTIES OF LIKELIHOOD RATIO TESTS BASED ON CONDITIONAL SPECIFICATION pp. 81-106: Sen Pranab Kumar