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 19, issue 4, 2001

CLUSTERING AND QUANTIZATION BY MSP-PARTITIONS pp. 331-372

Pötzelberger Klaus and Strasser Helmut

OPTIMAL UNBIASED LINEAR INTEGRATION OF ESTIMATORS pp. 373-394

Ruiz Espejo Mariano, Singh Housila P. and Singh Rajesh

SIMULATED ANNEALING FOR ALMOST SURE CONVERGENT RANDOM SEQUENCES pp. 395-404

Poppinga C.

ON THE UNIMODALITY OF GEOMETRIC STABLE LAWS pp. 405-418

Gawronski Wolfgang

SHORT PROOFS ON Lr -DIFFERENTIABILITY pp. 419-426

Rieder H. and Ruckdeschel P.

Volume 19, issue 3, 2001

MONOTONE EMPIRICAL BAYES TESTS WITH OPTIMAL RATE OF CONVERGENCE FOR A TRUNCATION PARAMETER pp. 223-238

Li Jianjun and Gupta Shanti S.

A CLASS OF MODIFIED PEARSON AND NEYMAN STATISTICS pp. 239-252

Györfi László and Vajda Igor

POWER GAIN BY PRE-TESTING? pp. 253-276

Albers Willem, Boon Pieta C. and Kallenberg Wilbert C.M.

Noninformative Priors for the Bivariate Fieller-Creasy Problem pp. 277-288

Ghosh M., Rousseau J. and Kim D.

ON A STATISTICAL INFORMATION MEASURE FOR A GENERALIZED SAMUELSON-BLACK-SCHOLES MODEL pp. 289-314

Stummer W.

Volume 19, issue 2, 2001

A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING pp. 101-120

Winkler Gerhard

ASYMPTOTIC MINIMAX ESTIMATION IN NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS FROM DISCRETE OBSERVATIONS pp. 121-136

Mishra M.N. and Prakasa Rao B.L.S.

POINT ESTIMATION OF THE COEFFICIENT OF DETERMINATION pp. 137-154

Marchand Éric

A TWO-STAGE POINT ESTIMATION PROCEDURE FOR THE MEAN OF AN EXPONENTIAL DISTRIBUTION AND SECOND-ORDER RESULTS pp. 155-172

Mukhopadhyay N. and Duggan W.T.

Exponential statistical experiments: their properties and convergence results pp. 173-190

Alexander Gushchin and Valkeila E.

SIMULATING LEVEL CROSSING PROBABILITIES BY IMPORTANCE SAMPLING FOR NON-DECREASING COMPOUND POISSON PROCESSES WITH BOUNDED JUMPS AND A NEGATIVE DRIFT pp. 191-202

Macci Claudio

Volume 19, issue 1, 2001

ON OPTIMAL STANDARD KERNELS pp. 1-8

Mammitzsch Volker

ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS pp. 9-26

Liebscher E.

STRONG UNIFORM CONVERGENCE FOR THE ESTIMATOR OF THE NONPARAMETRIC REGRESSION FUNCTION pp. 27-40

Qian Weimin

ESTIMATION IN SPHERICALLY SYMMETRIC REGRESSION WITH RANDOM DESIGN pp. 41-50

He Kun and Strawderman William E.

SIMULTANEOUS BEST EQUIVARIANT ESTIMATION IN LOCATION-SCALE FAMILIES pp. 51-70

Kim Byung Hwee and Ryu Seong Kweon

REGRESSIONAL IDENTIFIABILITY AND IDENTIFICATION FOR BETA MIXTURES pp. 71-82

Gupta Arjun K. and Wesolowski Jacek

WEAK ASYMPTOTICS OF THE BAYES ESTIMATOR OF THE RELIABILITY FUNCTION IN THE KOZIOL-GREEN MODEL pp. 83-88

Friesl Michal

Volume 18, issue 4, 2000

INFERENCE BASED ON THE EMPIRICAL PROBABILITY GENERATING FUNCTION FOR MIXTURES OF POISSON DISTRIBUTIONS pp. 349-366

Rémillard Bruno and Theodorescu Radu

ON STATISTICAL INFERENCE UNDER ASYMMETRIC LOSS FUNCTIONS pp. 367-388

Baron Michael

EXACT BAHADUR EFFICIENCIES FOR TWO-SAMPLE STATISTICS IN FUNCTIONAL DENSITY ESTIMATION pp. 389-412

Djamal Louani

STRONG LIMITING BEHAVIOR OF TWO ESTIMATES OF THE MODE: THE SHORTH AND THE NAIVE ESTIMATOR pp. 413-428

Leclerc J.

STATISTICAL DECISION PROBLEMS AND LINEAR PREDICTION UNDER VAGUE PRIOR INFORMATION pp. 429-442

Schmidt Klaus D.

Volume 18, issue 3, 2000

On the second-order asymptotic distribution of M-estimators pp. 231-258

Lachout Petr and Paulauskas Vygantas

ESTIMATION OF THE MEAN OF A e1-EXPONENTIAL MULTIVARIATE DISTRIBUTION pp. 259-274

Fourdrinier Dominique and Lemaire Anne-Sophie

ON THE BOOTSTRAP ACCURACY OF THE PARETO INDEX pp. 275-290

Charles El-Nouty and Armelle Guillou

ASYMPTOTICS AND BOUNDS FOR THE MODES OF NONCENTRAL DISTRIBUTIONS pp. 291-310

Aubel Andrea van and Gawronski Wolfgang

PROBABILITY MEASURES WITH GIVEN MARGINALS AND CONDITIONALS: I-PROJECTIONS AND CONDITIONAL ITERATIVE PROPORTIONAL FITTING pp. 311-330

Gramer Erhard

Volume 18, issue 2, 2000

AN ERGODICITY CONCEPT FOR TRAFFIC CONTROL pp. 115-128

Grycko E. and Moeschlin O.

MINIMAX ESTIMATION OF A CONSTRAINED BINOMIAL PROPORTION pp. 129-168

Marchand Éric and MacGibbon Brenda

INTERVAL ESTIMATION FOR THE RATIO OF SCALE PARAMETERS AND FOR ORDERED SCALE PARAMETERS pp. 169-184

Iliopoulos G. and Kourouklis S.

ESTIMATION OF A CORRELATION COEFFICIENT: SOME SECOND ORDER DECISION-THEORETIC RESULTS pp. 185-204

Pal Nabendu and Lim Wooi K.

AN IMPROVED CLASS OF CHAIN REGRESSION ESTIMATORS IN TWO PHASE SAMPLING pp. 205-218

Singh Housila P. and Espejo M. Ruiz

Volume 18, issue 1, 2000

TESTING WHETHER TREATMENT IS “BETTER“ THAN CONTROL WITH ORDERED CATEGORICAL DATA: DEFINITIONS AND COMPLETE CLASS THEOREMS pp. 1-26

Cohen Arthur and Sackrowitz Harold B.

COMPLETE CLASSES IN COMPARISON OF SEQUENTIAL BINOMIAL EXPERIMENTS pp. 27-34

Kusama T. and Koyama N.

INADMISSIBILITY AND ADMISSIBILITY OF RANDOMIZED WILCOXON TESTS IN DISCRETE TWO-SAMPLE PROBLEMS pp. 35-48

Yu Qiqing

Nonparametric bioequivalence tests for statistical functionals and their efficient power functions pp. 49-78

Janssen Arnold

WEIGHTED TESTS FOR A CHANGE IN THE REGRESSION SLOPE pp. 79-98

Abd-Rabou Abd-Elnaser S and Aly Emad-Eldin A. A.

Volume 17, issue 4, 1999

NEW BAYESIAN METHODS FOR ILL POSED PROBLEMS pp. 315-338

Gamboa F.

ON THE ASYMPTOTIC NULL-DISTRIBUTION OF THE WALD STATISTIC AT SINGULAR PARAMETER POINTS pp. 339-358

Gaffke Norbert, Steyer Rolf and Davier Alina A. von

ON A STATISTICAL INFORMATION MEASURE OF DIFFUSION PROCESSES pp. 359-376

Stummer W.

Economic Inspection for the Lot Mean pp. 377-402

Göb Rainer

THE CONCEPT OF NORMALIZED DEFICIENCY AND ITS APPLICATIONS pp. 403-412

Akahira Masafumi

OPTIMIERUNG MIT GENETISCHEN UND SELEKTIVEN ALGORITHMEN pp. 413-420

Kinnebrock W.

Volume 17, issue 3, 1999

ESTIMATION OF LINNIK LAW PARAMETERS pp. 213-236

Theodorescu Radu, Remillard Bruno and Jacques Christiane

LOCAL ASYMPTOTIC NORMALITY OF TRUNCATION MODELS pp. 237-254

Marohn F.

A NEW CLASS OF MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN VECTORS UNDER BALANCED LOSS FUNCTION pp. 255-266

Dey Dipak K., Kim Chansoo and Chung Younshik

Q-VALUES FOR x 2 PROBLEMS pp. 267-284

Schaafsma Willem, Bruin Rob de and Salome Diemer

AN OPTIMUM PROPERTY FOR FIDUCIAL INFERENCE pp. 285-292

Schaafsma W., Salome D. and Kroese A.H.

On the Choice of the Variable of Loss Function pp. 293-302

Takagi Yoshiji

Volume 17, issue 2, 1999

ESTIMATION OF A SMOOTH DENSITY FUNCTION USING MEYER-TYPE WAVELETS pp. 111-124

Pensky Marianna

A COMPARISON OF MAXIMUM LIKELIHOOD AND BEST UNBIASED ESTIMATORS IN THE ESTIMATION OF LINEAR COMBINATIONS OF POSITIVE NORMAL MEANS pp. 125-136

Shinozaki Nobuo and Chang Yuan-Tsung

IMPROVING ON THE JAMES-STEIN ESTIMATOR pp. 137-140

Maruyama Yuzo

SOME FURTHER RESULTS ABOUT UNDOMINATED BAYESIAN EXPERIMENTS pp. 141-156

Macci Claudio

EMPIRICAL BAYES TWO-TAIL TESTS IN A DISCRETE EXPONENTIAL FAMILY pp. 157-184

Liang TaChen

PROPHET REGIONS FOR IID RANDOM VARIABLES WITH SIMULTANEOUS COSTS AND DISCOUNTINGS pp. 185-204

Saint-Mont U.

Volume 17, issue 1, 1999

MINIMAX ESTIMATION OF A BOUNDED SCALE PARAMETER FOR SCALE-INVARIANT SQUARED-ERROR LOSS pp. 1-30

Eeden Constance van and Zidek James V.

CHARACTERIZATION OF BAYES ESTIMATORS OF THE UNIFORM SCALE PARAMETER pp. 31-48

Lillo R. E. and Martín M.

BEST φ-APPROXIMANTS FOR BOUNDED WEAK LOSS FUNCTIONS pp. 49-62

Bischoff Wolfgang

OPTIMAL RATES OF CONVERGENCE OF MONOTONE EMPIRICAL BAYES TESTS FOR UNIFORM DISTRIBUTIONS pp. 63-86

Karunamuni Rohana J.

COMPLETE FAMILIES OF INVARIANT DISTRIBUTIONS pp. 87-100

Luschgy Harald