Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
Bibliographic data for series maintained by Peter Golla ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 22, issue 4, 2004

Quantization of probability distributions under norm-based distortion measures pp. 261-282

Delattre Sylvain, Graf Siegfried, Luschgy Harald and Pagès Gilles

Confidence estimation of the covariance function of stationary and locally stationary processes pp. 283-300

Giurcanu Mihai and Spokoiny Vladimir

Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach pp. 301-318

Peng Hanxiang and Schick Anton

Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem pp. 319-334

Steinke Ingo

Maximum likelihood estimator in a two-phase nonlinear random regression model pp. 335-349

Ciuperca Gabriela

Volume 22, issue 3, 2004

On Robins’ formula pp. 171-200

Aad van der Vaart

Optimal influence curves for general loss functions pp. 201-223

Ruckdeschel Peter and Rieder Helmut

A note on log-optimal portfolios in exponential Lévy markets pp. 225-233

Hurd T. R.

On the asymptotic equivalence and rate of convergence of nonparametric regression and Gaussian white noise pp. 235-243

Rohde Angelika

CWLS and ML estimates in a heteroscedastic RCA(1) model pp. 245-259

Janečková Hana and Prášková Zuzana

Volume 22, issue 2, 2004

Local maximin properties of tests in Gaussian shift experiments pp. 83-108

Dencker Peter and Liese Friedrich

Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids pp. 109-130

Fehrenbach Johannes and Rüschendorf Ludger

A two-dimensional Cramér–von Mises test for the two-sample problem with dispersion alternatives pp. 131-151

Ferger Dietmar

Necessary conditions for the existence of utility maximizing strategies under transaction costs pp. 153-170

Guasoni Paolo and Schachermayer Walter

Volume 22, issue 1, 2004

On asymptotic expansion of pseudovalues in nonparametric median regression pp. 1-16

Belitser Eduard

On second order minimax estimation of invariant density for ergodic diffusion pp. 17-42

Arnak Dalalyan and Kutoyants Yury A.

Sainte-Laguë’s chi-square divergence for the rounding of probabilities and its convergence to a stable law pp. 43-60

Heinrich Lothar, Pukelsheim Friedrich and Schwingenschlögl Udo

Estimation of linear functionals of bivariate distributions with parametric marginals pp. 61-78

Peng Hanxiang and Schick Anton

A remark on the quickest detection problems pp. 79-82

Shiryaev Albert

Volume 21, issue 4, 2003

Which power of goodness of fit tests can really be expected: intermediate versus contiguous alternatives pp. 301-326

Janssen Arnold

Estimation of the multivariate normal covariance matrix under some restrictions pp. 327-342

Sheena Yo and Gupta Arjun K.

Jump-preserving monitoring of dependent time series using pilot estimators pp. 343-366

Steland Ansgar

Improved estimation of medians subject to order restrictions in unimodal symmetric families pp. 367-380

Garren Steven T.

Volume 21, issue 3, 2003

Asymptotic equivalence for a model of independent non identically distributed observations pp. 197-218

Jähnisch Michael and Nussbaum Michael

Approximations and limit theorems for likelihood ratio processes in the binary case pp. 219-260

Alexander Gushchin and Valkeila Esko

Optimal stopping and cluster point processes pp. 261-282

Kühne Robert and Rüschendorf Ludger

Limit theorems in change-point problems with multivariate long-range dependent observations pp. 283-300

Wang Lihong

Volume 21, issue 2, 2003

On arbitrage and replication in the fractional Black–Scholes pricing model pp. 93-108

Tommi Sottinen and Valkeila Esko

On the construction of efficient estimators in semiparametric models pp. 109-138

Forrester Jeffrey S., Hooper William J., Peng Hanxiang and Schick Anton

The Bahadur risk in probability density estimation pp. 139-148

Korostelev Alexander

On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests pp. 149-170

Rahnenführer Jörg

Estimating the dimension of factors of diffusion processes pp. 171-184

Pötzelberger Klaus

Ranking of populations in parameter′s modulus pp. 185-195

Revyakov Mikhail

Volume 21, issue 1, 2003

Editorial Note pp. 1-2

Strasser Helmut, Rüschendorf Ludger and Schachermayer Walter

A note on Bayesian detection of change-points with an expected miss criterion pp. 3-14

Karatzas Ioannis

The estimation problem of minimum mean squared error pp. 15-28

Devroye Luc, Schäfer Dominik, Györfi László and Walk Harro

Parameter estimation for some non-recurrent solutions of SDE pp. 29-46

Dietz Hans M. and Kutoyants Yury A.

Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models pp. 47-68

Woerner Jeannette H. C.

A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions pp. 69-78

Maruyama Yuzo

Tail behaviour of a general family of control charts pp. 79-92

Schmid Wolfgang and Okhrin Yarema

Volume 20, issue 1-4, 2002

COMPARISON OF STATISTICAL EXPERIMENTS WITH FILTERED PROBABILITY SPACES pp. 1-28

Norberg Espen

Probability Matching Priors For One-Way Unbalanced Random Effect Models pp. 29-52

Sankar Datta Gauri, Ghosh Malay and Kim Yeong-Hwa

Γ-ΜΙΝΙΜΑΧΙΤΥ OF A GENERALIZED BAYES UNBIASED ESTIMATOR IN A MULTIVARIATE LINEAR MODEL pp. 53-66

Noda Kazuo, Wu Qi-Guang and Shimizu Kunio

NATURAL ESTIMATORS FOR THE LARGER OF TWO EXPONENTIAL LOCATION PARAMETERS WITH A COMMON UNKNOWN SCALE PARAMETER pp. 67-80

Misra Neeraj, Dhariyal Ishwari D. and Kundu Debasis

INFORMATION INEQUALITIES FOR THE RISKS IN SIMPLE QUADRATIC EXPONENTIAL FAMILIES pp. 81-94

Pommeret Denys

CORRECTION NOTE: Minimax estimation of a bounded scale parameter for scale-invariant squared-error loss pp. 95-96

Eeden Constance van and Zidek James V.

OPTIMAL NONPARAMETRIC TESTS FOR TRUNCATED DATA pp. 111-136

Heck-Boldebuck D., Liese F. and Neuhaus G.

ASYMPTOTIC TESTS FOR GRADUAL CHANGES pp. 137-152

Hušková M. and Steinebach J.

GLOBAL EXTRAPOLATIONS FOR POWER FUNCTIONS OF ONE-SIDED NONPARAMETRIC TESTS pp. 153-176

Janssen Arnold and Kunz Michael

INADMISSIBILITY OF THE STUDENTIZED LIKELIHOOD RATIO TEST FOR TESTING ORDER-RESTRICTED NORMAL MEANS pp. 177-190

Manco Gregory V. and Cohen Arthur

OPTIMIZED TIMING ATTACKS AGAINST PUBLIC KEY CRYPTOSYSTEMS pp. 191-210

Schindler Werner

A NEW APPROACH TO EMPIRICAL BAYES ESTIMATION WITH ERRORS IN VARIABLES pp. 225-240

Pensky Marianna

SUBSAMPLING FOR DENSITY ESTIMATION pp. 241-256

Guillou Armelle

ESTIMATING A COVARIANCE MATRIX IN MANOVA MODEL pp. 257-268

Hara H.

ON THE JOINT COMPLETENESS OF INDEPENDENT STATISTICS pp. 269-278

Cramer Erhard, Kamps Udo and Schenk Normen

SURVEY SAMPLING: A LINEAR GAME pp. 279-296

Stenger Horst, Gabler Siegfried and Schmidt Jochen

SOME SIMPLE UNCONDITIONAL AND CONDITIONAL TESTS FOR TESTING TUMOUR ONSET TIMES pp. 297-308

Hušková M. and Neuhaus G.

CHARACTERIZATIONS OF DISTRIBUTIONS BASED ON THE CONDITIONAL EXPECTATIONS OF RECORD VALUES pp. 309-320

Raqab Mohammad Z.

CONFIDENCE INTERVALS ON THE AMONG GROUP VARIANCE COMPONENT IN AN UNBALANCED AND HETEROSCEDASTIC ONE-WAY RANDOM EFFECTS MODEL pp. 331-354

Härtung Joachim and Argaç Doğan

OPTIMAL CHOICE OF NONPARAMETRIC ESTIMATES OF A DENSITY AND OF ITS DERIVATIVES pp. 355-378

Horová Ivana, Vieu Philippe and Zelinka Jiří

ON THE ASYMPTOTIC NULL-DISTRIBUTION OF THE WALD STATISTIC AT SINGULAR PARAMETER POINTS pp. 379-398

Gaffke Norbert

ON SIZE INCREASE FOR GOODNESS OF FIT TESTS WHEN OBSERVATIONS ARE POSITIVELY DEPENDENT pp. 399-414

Molina I., Morales D., Pardo L. and Vajda I.

TWO NEW CLASSES OF SUBSET SELECTION PROCEDURES FOR LOCATION PARAMETERS pp. 415-444

Kumar Narinder, Mehta Gobind P. and Kumar Virender