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 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

Volume 14, issue 4, 1996

A MINIMUM DISTANCE ESTIMATOR FOR PARTIALLY OBSERVED LINEAR STOCHASTIC SYSTEMS pp. 323-342

Bertrand Pierre and Kutoyants Yury A.

OPTIMAL UNBIASED MEANS, POLYNOMIAL MOMENT RELATIONS, AND NATURAL EXPONENTIAL FAMILIES pp. 343-352

Mattner L.

ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT pp. 353-372

Schultze J. and Steinebach J.

ROUNDING PROBABILITIES: UNBIASED MULTIPLIERS pp. 373-382

Happacher Max and Pukelsheim Friedrich

SOME ANALOGS OF THE BERRY-ESSÉEN BOUND FOR FIRST-ORDER CHEBYSHEV-EDGEWORTH EXPANSIONS pp. 383-404

Dobrić V. and Ghosh B. K.

LOCAL SENSITIVITY, FUNCTIONAL DERIVATIVES AND NONLINEAR POSTERIOR QUANTITIES pp. 405-418

Bsau Sanjib

Volume 14, issue 3, 1996

TESTING WHETHER ONE RISK PROGRESSES FASTER THAN THE OTHER IN A COMPETING RISKS PROBLEM pp. 209-222

Dykstra Richard, Kochar Subhash and Robertson Tim

ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS pp. 223-240

Sinha Bimal K., Sinha Bikas K. and Purkayastha Sumitra

DEFICIENCY OF MINIMUM DISCREPANCY ESTIMATORS OF MULTINOMIAL PARAMETERS pp. 241-252

Tanaka Hidekazu and Akahira Masafumi

On the Pitman Closeness Criterion from the Decision-Theoretic Point of View pp. 253-274

Rukhin Andrew L.

BAYESIAN SIGNAL ESTIMATION pp. 275-294

Majumdar S. and Mukherjee K.

ON THE CONSISTENCY OF HIERARCHICAL BAYES ESTIMATORS pp. 295-306

Huang Su-Yun

Volume 14, issue 2, 1996

Change-Point Analysis as a Multiple Decision Problem pp. 103-114

Rukhin Andrew L.

TESTS AND ESTIMATORS FOR THE CHANGE POINT PROBLEM BASED ON M - STATISTICS pp. 115-136

Hušková Marie

ON THE ASYMPTOTIC BEHAVIOR OF CHANGE-POINT ESTIMATORS IN CASE OF NO CHANGE WITH APPLICATIONS TO TESTING pp. 137-144

Ferger Dietmar

ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES pp. 145-160

Gombay Edit, Lajos Horvath and Husková Marie

DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO pp. 161-176

Ghosh M. and Kundu S.

ON SOME INEQUALITIES FOR L-UNBIASED ESTIMATORS pp. 177-198

Gajek Leslaw and Kaluszka Marek

Volume 14, issue 1, 1996

ON SMOOTH ESTIMATION OF SURVIVAL AND DENSITY FUNCTIONS pp. 1-22

Chaubey Yogendra P. and Sen Pranab K.

ON THE ESTIMATION OF A NORMAL VARIANCE pp. 23-34

Csörgö Sándor and Faraway Julian J.

DETECTING A UNIVARIATE NORMAL MIXTURE WITH TWO COMPONENTS pp. 35-52

Berdaï A. and Garel B.

ASYMPTOTIC RESULTS FOR WEIGHTED PARTIAL SUMS OF SEQUENTIAL RANKS pp. 53-72

Szyszkowicz Barbara

ON MINIMAX ESTIMATION OF A SURVIVAL FUNCTION UNDER THE RIGHT CENSORSHIP MODEL pp. 73-96

Yu Qiqing and Phadia Eswar G.