Statistics & Risk Modeling

1982 - 2026

Current editor(s): Robert Stelzer

From De Gruyter
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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.

Volume 13, issue 4, 1995

ADMISSIBILITY OF CONJUGATE BAYES ESTIMATORS FOR THE MEAN OF A NEGATIVE BINOMIAL DISTRIBUTION pp. 301-306

Chou Jine-phone

Asymmetric Unbiased Estimation in Location Families pp. 307-314

K. Shafie and S. Noorbaloochi

SOME RESULTS ON POSTERIOR REGRET Γ-ΜΙΝΙΜΑΧ ESTIMATION pp. 315-332

Insua David Ríos, Ruggeri Fabrizio and Vidakovic Brani

ROBUST BAYESIAN ANALYSIS WITH DISTRIBUTION BANDS pp. 333-350

Basu Sanjib and DasGupta Anirban

SEQUENTIAL ESTIMATION OF THE MEAN OF AN EXPONENTIAL DISTRIBUTION VIA REPLICATED PIECEWISE STOPPING NUMBER pp. 351-362

Boee Arup and Mukhopadhyay Nitis

ESTIMATING A SLOPE PARAMETER IN REGRESSION WITH PRESCRIBED PROPORTIONAL ACCURACY pp. 363-378

Martinsek Adam T.

ASYMPTOTIC BEHAVIOUR of RECORD TIMES for RENEWAL PACED RECORDS pp. 379-398

Ennadifi G.

Volume 13, issue 3, 1995

AN APPLICATION OF THE ’MARTINGALE METHODS’ TO NON PARAMETRIC REGRESSION BASED ON CENSORED DATA pp. 201-220

Rao B.L.S. Prakasa and Sen Arusharka

EFFICIENT HIGH-BREAKDOWN-POINT ESTIMATORS IN ROBUST REGRESSION: WHICH FUNCTION TO CHOOSE ? pp. 221-242

Henning Christian

ON THE ASYMPTOTIC EFFICIENCY OF THE SAMPLE CIRCULAR MEDIAN pp. 243-252

Purkayastha Sumitra

ASYMPTOTIC SUFFICIENCY OF POSTERIOR DENSITIES WITH RESPECT TO KULLBACK INFORMATION UNDER MARGINAL PROBABILITIES pp. 253-272

Kato Takeshi

Asymptotic Behavior of Estimators of Cyclic Functional Parameters for some Nonstationary Processes pp. 273-286

Dominique Dehay

MINIMAX- AND Γ-MINIMAX ESTIMATION OF A BOUNDED NORMAL MEAN UNDER LINEX LOSS pp. 287-298

Bischoff Wolfgang, Fieger Werner and Wulfert Stefanie

Volume 13, issue 2, 1995

SOME REMARKS ON OPTIMAL KERNEL FUNCTIONS pp. 101-116

Granovsky B.L., Müller H.G. and Pfeifer C.

SOME ADAPTIVE ESTIMATORS IN SIMPLE REGRESSION MODELS pp. 117-130

Viet Tran Quoc

FREQUENTIST VALIDITY OF HIGHEST POSTERIOR DENSITY REGIONS IN THE PRESENCE OF NUISANCE PARAMETERS pp. 131-140

Ghosh Jayanta K. and Mukerjee Rahul

Rates of Convergence for Best Entropy Estimates pp. 141-166

Noll Dominikus

COMPLETE CLASSES OF TESTS FOR SOME NONPARAMETRIC HYPOTHESES pp. 167-180

Kowalski Jacek P.

ON CONVERGENCE RATES OF MONOTONE EMPIRICAL BAYES TESTS FOR THE CONTINUOUS ONE-PARAMETER EXPONENTIAL FAMILY pp. 181-192

Karunamuni Rohana J. and Yang Hailiang

INVARIANTLY OPTIMAL LOOK ON RELIABILITY ESTIMATION IN THE EXPONENTIAL CASE pp. 193-198

Hurt Jan, Novak Bretislav and Wertz Wolfgang

Volume 13, issue 1, 1995

ON SELECTING THE SMOOTHING PARAMETER OF LEAST SQUARES REGRESSION ESTIMATES USING THE MINIMAX REGRET APPROACH pp. 1-20

Droge Bernd and Georg Thomas

PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING pp. 21-38

Carbonez A., Györfi L. and Meulen E.C. van der

ON THE LFC OF THE NATURAL CLASSIFICATION RULE UNDER A NEW LOSS FUNCTION pp. 39-52

Stoimenova Eugenia

SELECTING BEST NEGATIVE BINOMIAL POPULATION USING TWO DISTANCE MEASURES pp. 53-70

Mulekar Madhuri S.

NONPARAMETRIC TRUNCATED SEQUENTIAL CHANGE-POINT DETECTION pp. 71-82

Gombay E.

NEGLECTING OBSERVATIONS IN GAUSSIAN SEQUENCES OF STATISTICAL EXPERIMENTS pp. 83-92

Marohn F.

Volume 12, issue 4, 1994

ONE-STEP-M-ESTIMATORS IN CONDITIONALLY CONTAMINATED LINEAR MODELS pp. 331-342

Müller Christine H.

ESTIMATING QUANTILES OF EXPONENTIAL POPULATIONS pp. 343-352

Sharma Divakar and Kumar Somesh

UPPER AND LOWER CLASS FUNCTIONS FOR THE MAXIMUM LIKELIHOOD ESTIMATOR FOR NONLINEAR STATIONARY HOMOGENEOUS DIFFUSION PROCESSES pp. 353-366

Acharya S. K. and Mishra M. N.

STATISTICAL ANALYSIS OF GIBBS-MARKOV BINARY RANDOM SEQUENCES pp. 367-384

Janžura M.

ASYMPTOTIC SUFFICIENCY OF ORDER STATISTICS FOR ALMOST REGULAR WEIBULL TYPE DENSITIES pp. 385-394

Marohn F.

OUTLIER RESISTANT PREDICTION FOR STATIONARY PROCESSES pp. 395-428

Birmiwal Kailash and Papantoni-Kazakos P.

Volume 12, issue 3, 1994

ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL pp. 221-230

Boratyńska Agata and Męczarski Marek

POWER-ROBUSTNESS OF LIKELIHOOD RATIO (UNION-INTERSECTION SCORE) TESTS FOR SOME RESTRICTED ALTERNATIVE PROBLEMS pp. 231-244

Tsai Ming-Tien, Sen Pranab K. and Yang Yi-Hsin

IMPROVED ESTIMATORS OF THE SMALLEST VARIANCE pp. 245-256

Ghosh Kalyanbrata and Sarkar Sanat K.

INADMISSIBILITY FOR SQUARED ERROR LOSS WHEN THE PARAMETER TO BE ESTIMATED IS RESTRICTED TO THE INTERVAL [α, oo) pp. 257-266

Charras Alec and Eeden Constance van

SECOND ORDER ASYMPTOTIC SUFFICIENCY OF POSTERIOR DENSITIES WITH RESPECT TO KULLBACK INFORMATION pp. 267-280

Kato Takeshi

SEQUENTIAL ESTIMATION BY ACCELERATED STOPPING TIMES IN A TWO-PARAMETER EXPONENTIAL FAMILY OF DISTRIBUTIONS pp. 281-292

Arup Bose and Mukhopadhyay Nitis

ON THE CONDITIONAL PROBABILITIES OF CORRECTLY SELECTING THE BEST pp. 293-306

Liu W.

THE INNER CHARACTERIZATION OF GEOMETRIC STABLE LAWS pp. 307-322

Kozubowski Tomasz J.

Volume 12, issue 2, 1994

OPTIMAL ROBUST ESTIMATES FOR SEMIPARAMETRIC SYMMETRIC LOCATION MODELS pp. 113-124

Shen Larry Zaiqian

EMPIRICAL BAYES RULES FOR SELECTING THE BEST NORMAL POPULATION COMPARED WITH A CONTROL pp. 125-148

Gupta Shanti S., Liang TaChen and Rau Re-Bin

ESTIMATING A PARAMETER IN A BIRTH-AND-DEATH PROCESS MODEL pp. 149-160

Höpfner Reinhard

ASYMPTOTIC PARAMETRIC TESTS OF NONLINEAR HYPOTHESES pp. 161-172

Pruscha Helmut

ON ACCEPTANCE SAMPLING BY VARIABLES IN SUPERPOPULATION MODELS pp. 173-194

Seidel Wilfried

ON MINIMAX ALLOCATION OF STRATIFIED RANDOM SAMPLING WHEN ONLY THE ORDER OF STRATUM VARIANCES IS KNOWN pp. 195-202

Pal Manoranjan and Maiti Pulakesh

ANALYSIS OF LOGISTIC REGRESSION FOR ERGODIC PREDICTOR VECTORS pp. 203-212

Selukar Rajesh and Kulkarni Pandu

Volume 12, issue 1, 1994

ON HADAMARD DIFFERENTIABILITY AND ITS APPLICATION TO R-ESTIMATION IN LINEAR MODELS pp. 1-22

Ren Jian-Jian

ADMISSIBILITY OF THE NATURAL PROCEDURES IN TWO-STAGE ESTIMATION FOR CERTAIN FINITE SAMPLE PROBLEMS pp. 23-40

Lee Albert Fu-Yuan and Marden John I.

ON SEQUENTIAL ESTIMATION OF THE DIFFERENCE OF MEANS pp. 41-52

Mukhopadhyay Nitis and Purkayastha Sumitra

An estimating function for a scalar parameter in a covariance operator pp. 53-66

Antoniadis A. and Lavergne C.

ON A SEMIPARAMETRIC MODEL FOR RANDOMLY TRUNCATED DATA pp. 67-78

Herbst Tomáš

NON-MINIMAXITY OF NATURAL DECISION RULES UNDER HETEROSCEDASTICITY pp. 79-90

Misra Neeraj and Dhariyal Ishwari D.

A SEARCH PROCEDURE USING POLYCHOTOMIES FOR SEARCH LINEAR MODELS WITH POSITIVE ERROR VARIANCE pp. 91-104

Mukerjee Rahul and Chatterjee Kashinath