Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
Bibliographic data for series maintained by Peter Golla (peter.golla@degruyter.com).

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

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.

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

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

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.

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.

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.

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

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