Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
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Volume 11, issue 4, 1993

MINIMAX ESTIMATION OF A RESTRICTED EXPONENTIAL LOCATION PARAMETER pp. 307-316

Berry J. Calvin

EMPIRICAL BAYES MINIMAX ESTIMATORS OF MATRIX NORMAL MEANS FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE MATRIX pp. 317-342

Shieh Gwowen

A SOLUTION TO THE SET COMPOUND ESTIMATION PROBLEM WITH CERTAIN NONREGULAR COMPONENTS pp. 343-356

Datta Somnath

SIMULTANEOUS ESTIMATION OF POISSON MEANS UNDER RELATIVE SQUARED ERROR LOSS pp. 357-376

Yang Ming-Chung and Liu Ying-Hsing

MEASURING LOCAL INFLUENCE OF POSTERIOR FEATURES UNDER CONTAMINATED CLASSES OF PRIORS pp. 377-390

Birmiwal Lea R. and Dey Dipak K.

ESTIMATING NORMAL DISTRIBUTION FUNCTION AND NORMAL DENSITY pp. 391-406

Peszek Iza and Rukhin Andrew L.

Volume 11, issue 3, 1993

Assessing Weights of Evidence for Discussing Classical Statistical Hypotheses pp. 201-220

Meulen E.A. van der and Schaafsma W.

CHARACTERIZATIONS OF ASYMPTOTIC BAYES RISK SUFFICIENCY FOR TESTING HYPOTHESIS PROBLEMS pp. 221-236

Matsuda T. and Suzuki T.

ON THE BEHAVIOUR OF EXPECTATIONS AND POWER FUNCTIONS IN ONE-PARAMETER EXPONENTIAL FAMILIES pp. 237-250

Finner H. and Roters M.

SELECTING POPULATIONS BETTER THAN THE CONTROL: SCALE PARAMETER CASE pp. 251-272

Gill Amar Nath and Mehta Gobind P.

A NOTE ON VARIANCE BOUNDS FOR A FUNCTION OF A PEARSON VARIATE pp. 273-278

Johnson Roger W.

RATE OF CONVERGENCE FOR MAXIMA OF RANDOM ARRAYS WITH APPLICATIONS TO STOCK RETURNS pp. 279-288

Rachev S. T.

SIMPLICIAL MEASURES AND SETS OF UNIQUENESS IN THE MARGINAL PROBLEM pp. 289-300

Štēpán J.

Volume 11, issue 2, 1993

OPTIMAL ROBUST FILTERING pp. 101-120

Birmiwal Kailash and Shen Jun

SOME CHARACTERIZATIONS BY. CONSTANT REGRESSION WITH RESPECT TO RESIDUALS pp. 121-132

Wesolowski Jacek

SECOND ORDER BEHAVIOR OF NEYMAN-PEARSON TESTS FOR STOCHASTIC PROCESSES pp. 133-150

Luschgy Harald

POWER CONSIDERATIONS AND LFC-RESULTS WITH RESPECT TO Φt -RESTRICTIONS IN k-VARIATE LOCATION MODELS pp. 151-166

Finner H. and Roters M.

ON MAXIMAL REGIONS OF SUFFICIENCY pp. 167-174

Hille J.

A saddle point characterization for classes of priors with shape-restricted densities pp. 175-180

Eichenauer-Herrmann Jürgen and Ickstadt Katja

Essential independence and the limit theorem of the randomly indexed sequence pp. 181-194

Sugiman I.

Volume 11, issue 1, 1993

RANKING, ESTIMATION AND HYPOTHESIS TESTING IN UNBALANCED TWO-WAY ADDITIVE MODELS - A BAYESIAN APPROACH pp. 1-24

Fong Duncan Κ. H. and Berger James O.

SECOND ORDER ASYMPTOTIC REPRESENTATION OF STOCHASTIC APPROXIMATION TYPE ESTIMATORS pp. 25-36

Hušková Marie

ESTIMATING A BINOMIAL PARAMETER: IS ROBUST BAYES REAL BAYES? pp. 37-60

Zen Mei-Mei and DasGupta A.

A NOTE ON SMOOTHING SPLINES AS BAYESIAN ESTIMATES pp. 61-68

Linde Angelika van der

CONVERGENCE OF MINIMA OF INTEGRAL FUNCTIONALS, WITH APPLICATIONS TO OPTIMAL CONTROL AND STOCHASTIC OPTIMIZATION pp. 69-84

Lucchetti Roberto and Wets R. J-B

Volume 10, issue 4, 1992

INADMISSIBILITY OF LOSS ESTIMATORS pp. 309-322

Lele Chitra

STATISTICAL ANALYSIS OF DEPENDENT COMPETING RISKS pp. 323-336

Aras Girish and Deshpande Jayant V.

A UNIFIED BAYESIAN PREDICTION THEORY FOR MIXED LINEAR MODELS WITH APPLICATION pp. 337-366

Sankar Datta Gauri

PITMAN REPRESENTATIONS OF THE BEST EQUIVARIANT PREDICTORS FOR REGRESSION MODELS WITH LOCATION-SCALE FAMILY OF DISTRIBUTIONS pp. 367-388

Datta G. S. and Sriram T. N.

DETECTING A CHANGE IN DISTRIBUTION: A NEW ASYMPTOTIC APPROACH USING AVERAGING METHODS pp. 389-404

Cambry Olivier de and Genon-Catalot Valentine

Volume 10, issue 3, 1992

STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES pp. 201-226

Hurd Harry L. and Leskow Jacek

IMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELS pp. 227-238

Mathew Thomas, Sinha Bimal Kumar and Sutradhar Brajendra C.

ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES pp. 239-250

Aly Emad-Eldin A. A.

GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES pp. 251-272

Rachev S. T. and SenGupta A.

RESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDED pp. 273-280

Eichenauer-Herrmann J.

THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES pp. 281-290

Volný Dalibor

Limit Laws of Erdös-Rényi-Type Indexed By Sets pp. 291-306

Louani D.

Volume 10, issue 1-2, 1992

RIDGE ESTIMATION OF INDEPENDENT POISSON MEANS UNDER ENTROPY LOSS pp. 1-24

Yang Ming-Chung

MINIMAXITY OF THE EMPIRICAL DISTRIBUTION FUNCTION IN DISCRETE INVARIANT ESTIMATION OF A DISTRIBUTION FUNCTION pp. 25-38

Yu Qiqing

MINIMAX ESTIMATION OF BINOMIAL PROBABILITY WITH ENTROPY LOSS FUNCTION pp. 39-44

Wieczorkowski Robert and Zieliński Ryszard

MINIMAX AND T-MINIMAX ESTIMATION FOR FUNCTIONS OF THE BOUNDED PARAMETER OF A SCALE PARAMETER FAMILY UNDER “Lp-LOSS“ pp. 45-62

Bischoff Wolfgang

MINIMAX LINEAR ESTIMATION IN A CONVEX LINEAR MODEL -A PARADOXON IN DECISION THEORY ? pp. 63-66

Drygas Hilmar

BAYES AND EMPIRICAL BAYES ESTIMATION OF THE FINITE POPULATION MEAN USING AUXILIARY INFORMATION pp. 67-80

Lahiri P. and Peddada S. D.

BAYES PROPERTIES OF ESTIMATORS OF LOCATION PARAMETERS IN TRUNCATED PARAMETER SPACES pp. 81-86

Charras A. and Eeden C. van

AN INADMISSIBILITY RESULT FOR AFFINE EQUIVARIANT ESTIMATORS pp. 87-98

Kumar S. and Sharma D.

BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS pp. 99-120

Fan Tsai-Hung and Berger James O.

PARAMETRIC EMPIRICAL BAYES CONFIDENCE INTERVALS BASED ON JAMES-STEIN ESTIMATOR pp. 121-132

He Kun

ON ORDER RESTRICTED LOCATION PARAMETERS OF TWO EXPONENTIAL DISTRIBUTIONS pp. 133-152

Pal N. and Kushary D.

SELECTING THE BETTER COMPONENT OF A BIVARIATE EXPONENTIAL DISTRIBUTION pp. 153-162

Hyakutake Hiroto

TEST OF FIT WITH THE KOZIOL-GREEN MODEL FOR RANDOM CENSORSHIP pp. 163-172

Herbst Thomáš

CONDITIONS FOR LOCAL ASYMPTOTIC NORMALITY OF EXPONENTIAL FAMILIES pp. 173-182

Janssen Amald

ASYMPTOTICS AND INEQUALITIES FOR THE MODE OF STABLE LAWS pp. 183-198

Gawronski WoLfgang and Wießner Martin