Statistics & Risk Modeling

1982 - 2026

Current editor(s): Robert Stelzer

From De Gruyter
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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

Volume 16, issue 4, 1998

CONDITIONAL AND UNCONDITIONAL TWO-SAMPLE RANK TESTS FOR TRUNCATED DATA pp. 307-332

Neuhaus Georg

BAHADUR-TYPE RISKS AND OPTIMAL DESIGNS IN REGRESSION PROBLEMS pp. 333-348

Korostelev A. and Leonov S.

ASYMPTOTIC EXPANSIONS FOR POSTERIOR PROBABILITY IN REGRESSION MODEL pp. 349-368

Yin Ming

ASYMPTOTICALLY RISK EFFICIENT TWO STAGE PROCEDURE FOR ESTIMATING THE PRODUCT OF k(>= 2) MEANS pp. 369-388

Zheng Shen, Seila Andrew F. and Sriram Τ. N.

FIXED PRECISION ESTIMATION IN THE KOZIOL-GREEN RANDOM CENSORSHIP MODEL pp. 389-408

Martinsek Adam T.

Volume 16, issue 3, 1998

NONPARAMETRIC ESTIMATION OF A CHANGING FUNCTION pp. 215-228

Dupač Václav and Fabian Václav

ON A CLASS OF PLUG-IN METHODS OF BANDWIDTH SELECTION FOR KERNEL DENSITY ESTIMATORS pp. 229-244

Liebscher E.

LINEAR ESTIMATORS OF A POISSON MEAN UNDER BALANCED LOSS FUNCTIONS pp. 245-258

Chung Younshik, Kim Chansoo and Song Seongho

Decision-Making with a No-Decision Option pp. 259-272

Rukhin Andrew L.

SEQUENTIAL PROCEDURES FOR ESTIMATING THE MEAN WITH SQUARED RELATIVE ERROR LOSS pp. 273-288

Isogai Eiichi and Uno Chikara

CALCULATING THE MINIMAX ESTIMATOR OF A BINOMIAL PROBABILITY WITH ENTROPY LOSS FUNCTION AND ITS COMPARISON WITH OTHER ESTIMATORS OF A BINOMIAL PROBABILITY pp. 289-298

Wieczorkowski R.

Volume 16, issue 2, 1998

Differentiability of Statistical Experiments pp. 113-130

Strasser Helmut

UNIVERSAL ADMISSIBILITY OF MAXIMUM LIKELIHOOD ESTIMATORS IN CONSTRAINED SPACES pp. 131-146

Cohen Arthur and Kushary Debashis

SEMI-TAIL UPPER BOUNDS ON ADMISSIBLE ESTIMATORS IN CONTINUOUS EXPONENTIAL FAMILIES WITH A NUISANCE PARAMETER pp. 147-162

Fraisse Anne-Marie, Roy Madeleine and Robert Christian P.

ESTIMATING A RATIO OF THE VARIANCES IN A BALANCED ONE-WAY RANDOM EFFECTS MODEL pp. 163-180

Ye Keying

STATISTICAL CLASSIFICATION BASED ON A-RANK NEAREST NEIGHBOR RULE pp. 181-190

Bagui Subhash C. and Vaughn Brandon K.

SECOND-ORDER ASYMPTOTICS FOR MULTISTAGE METHODOLOGIES IN PARTITIONING A SET OF NORMAL POPULATIONS HAVING A COMMON UNKNOWN VARIANCE pp. 191-206

Datta Sujay and Mukhopadhyay Nitis

Volume 16, issue 1, 1998

WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES pp. 1-18

Györfi L., Kohler M. and Walk H.

PREDICTION IN LINEAR REGRESSION COMBINING CRISP DATA AND FUZZY PRIOR INFORMATION pp. 19-34

Arnold B. F. and Stahlecker P.

THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS pp. 35-46

Kazuhiro Ohtani

On Bayesian experiments related to a pair of Statistical observations independent conditionally on the parameter pp. 47-64

Macci Claudio

A BAYESIAN APPROACH TO LOSS ROBUSTNESS pp. 65-88

Dey Dipak K., Lou Kuo-ren and Bose Sudip

BAYESIAN ROBUSTNESS IN SMALL AREA ESTIMATION pp. 89-104

Kim Dal Ho

Volume 15, issue 4, 1997

ON SUFFICIENCY AND BLACKWELL SUFFICIENCY pp. 319-348

Hille J.

ON THE RATES OF CONVERGENCE OF CONSISTENT ESTIMATORS: AN EXTREME PHENOMENON pp. 349-356

Sato Michikazu

MINIMAX CLASSIFICATION RULE FOR TAIL CONTAMINATED MODELS pp. 357-364

Bagui Subhash C. and Kushary Debashis

INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION pp. 365-378

Csörgő Miklós, Lajos Horvath and Szyszkowicz Barbara

LARGE DEVIATIONS FOR SIGNED COMPOUND POISSON APPROXIMATIONS pp. 379-396

Vydas Čekanavičius and Pranas Vaitkus

CHARACTERIZATION OF MULTIVARIATE GEOMETRIC STABLE DISTRIBUTIONS pp. 397-416

Kozubowski Tomasz J.

Volume 15, issue 3, 1997

A CLASS OF MINIMUM - DISTANCE ESTIMATORS FOR DIFFUSION PROCESSES WITH ERGODIC PROPERTIES pp. 211-228

Dietz Hans M. and Kutoyants Yury A.

EFFICIENT ESTIMATION OF THE SHAPE PARAMETER IN PARETO MODELS WITH PARTIALLY KNOWN SCALE pp. 229-240

Falk M. and Marohn F.

ASYMPTOTIC APPROXIMATION OF BAYES RISK OF ESTIMATORS OF RELIABILITY FOR EXPONENTIALLY DISTRIBUTED DATA pp. 241-254

Antoch J., Brzezina M. and Linka A.

BEST Ø-APPROXIMANTS FOR BOUNDED LOSS FUNCTIONS pp. 255-260

Landers D. and Rogge L.

EMPIRICAL BAYES ESTIMATION FOR THE CONTINUOUS ONE-PARAMETER EXPONENTIAL FAMILY WITH ERRORS IN VARIABLES pp. 261-280

Zhang Shunpu and Karunamuni Rohana J.

ON THE RATE OF INFORMATION GAIN IN EXPERIMENTS WITH A FINITE PARAMETER SET pp. 281-294

Krob J. and Weizsäcker H. V.

A Note on Bootstrapping the Local Time of the Empirical Process pp. 295-300

Helmers R.

ASYMPTOTICS OF BOOTSTRAPPING MEAN ON SOME SMOOTHED EMPIRICAL DISTRIBUTION pp. 301-306

Lin Yachen

Volume 15, issue 2, 1997

ESTIMATING THE TRUTH INDICATOR FUNCTION OF A STATISTICAL HYPOTHESIS UNDER A CLASS OF PROPER LOSS FUNCTIONS pp. 103-128

Hwang J. T. Gene and Pemantle Robin

EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES pp. 129-140

Ghosal Subhashis and Samanta Tapas

Change-Point Estimation Under Asymmetric Loss pp. 141-164

Rukhin Andrew L.

SIMULTANEOUS CONFIDENCE BOUNDS FOR THE RATIOS OF SCALE PARAMETERS pp. 165-182

Gill Amar Nath, Sharma Suresh Kumar and Misra Neeraj

ESTIMATION FOR SEEMINGLY UNRELATED REGRESSION EQUATIONS pp. 183-190

Fang Kai-Tai, Lam Peter C. B. and Wu Qi-Guang

ON GENERAL ESTIMATE OF THE REGRESSION FUNCTION pp. 191-200

Arfi M.

Volume 15, issue 1, 1997

EMPIRICAL BAYES ESTIMATION OF A LOCATION PARAMETER pp. 1-16

Pensky Marianna

ROBUST BAYES COMPETITORS OF THE RATIO ESTIMATOR pp. 17-36

Ghosh M. and Kim D. H.

SHRINKAGE ESTIMATORS IN A MIXED MANOVA AND GMANOVA MODEL pp. 37-50

Konno Υ., Kubokawa T. and Saleh A.K.Md.E.

UNIFORM APPROXIMATION OF BAYES SOLUTIONS AND POSTERIORS: FREQUENTISTLY VALID BAYES INFERENCE pp. 51-74

Mukhopadhyay Saurabh and DasGupta Anirban

ESTIMATION OF THE SMALLER AND LARGER SCALE PARAMETERS OF TWO EXPONENTIAL DISTRIBUTIONS pp. 75-98

Misra Neeraj, Anand Rajesh and Singh Harshinder