Statistics & Risk Modeling

1982 - 2024

Current editor(s): Robert Stelzer

From De Gruyter
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Volume 9, issue 4, 1991

Efficient estimation in multiplicative counting process models pp. 301-318

Wefelmeyer W.

GAMMA-MINIM AX ESTIMATION IN EXPONENTIAL FAMILIES WITH QUADRATIC VARIANCE FUNCTIONS pp. 319-326

Eichenauer-Herrmann J.

RECENT RESULTS IN THE THEORY OF PROBABILITY METRICS pp. 327-374

Rachev S. T. and Rüschendorf L.

SECOND ORDER APPROXIMATION TO THE RISK OF A SEQUENTIAL PROCEDURE MEASURED UNDER SQUARED RELATIVE ERROR LOSS pp. 375-392

Sriram Τ. N.

Partitions of Sample Space and Smallest Pairwise Sufficient Subfields pp. 393-400

Fujii J.

Volume 9, issue 3, 1991

A DYNAMIC KIEFER-WOLFOWITZ STOCHASTIC APPROXIMATION PROCEDURE pp. 201-212

Sorour El Sayed

EMPIRICAL BAYES SELECTION FOR THE HIGHEST SUCCESS PROBABILITY IN BERNOULLI PROCESSES WITH NEGATIVE BINOMIAL SAMPLING pp. 213-234

Liang TaChen

WEAK CONVERGENCE OF A WEIGHTED RESIDUAL EMPIRICAL PROCESS IN AUTOREGRESSION pp. 235-262

Koul H. L. and Sen P. K.

ON THE ASYMPTOTIC 0PTIMALITY OF CERTAIN EMPIRICAL BAYES SIMULTANEOUS TESTING PROCEDURES FOR POISSON POPULATIONS pp. 263-284

Gupta Shanti S. and Liang TaChen

ADMISSIBLE ESTIMATORS OF DISCRIMINANT COEFFICIENTS pp. 285-296

Rukhin Andrew L.

Volume 9, issue 1-2, 1991

ADAPTIVE TESTS AND OPTIMAL EXPONENTIAL RATES OF ERROR PROBABILITIES pp. 1-20

Mak Kok-Sun and Rukhin Andrew L.

TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA pp. 21-44

Lajos Horvath and Johnson Richard A.

NONPARAMETRIC EMPIRICAL BAYES ESTIMATION WITH O(n-1/2) RATE OF A TRUNCATION PARAMETER pp. 45-62

Datta Somnath

ON BAYESIAN ROBUSTNESS OF CONTAMINATED CLASSES OF PRIORS pp. 63-80

Gelfand A. E. and Dey D. K.

ON SHRINKAGE TOWARDS AN ARBITRARY ESTIMATOR pp. 81-106

Sengupta D.

ADMISSIBLE SEQUENTIAL ESTIMATORS OF RATIOS BETWEEN TWO LINEAR COMBINATIONS OF PARAMETERS OF EXPONENTIAL-TYPE PROCESSES pp. 107-118

Ryszard Magiera

AN EXPLICIT SOLUTION OF INFORMATION GEODESIC EQUATIONS FOR THE MULTIVARIATE NORMAL MODEL pp. 119-138

Calvo M. and Oller J. M.

IDENTIFIABILITY OF TRANSFORMED OBSERVATIONS pp. 139-150

Rüschendorf L.

ADMISSIBILITY OF MONTE CARLO PROCEDURES pp. 151-176

Granovsky B.L.

ε- SOLUTIONS OF MINIMIZATION PROBLEMS IN STATISTICS pp. 177-180

Wells Martin T.

EMPIRICAL PROCESS OF U-STATISTIC STRUCTURE pp. 181-196

Shi Z.

Volume 8, issue 4, 1990

EMPIRICAL AND HIERARCHICAL BAYES ESTIMATION OF THE RESPONSE FUNCTION pp. 299-330

Ghosh M., Lee Li Chu and Littell R. C.

COMPARING SEVERAL POPULATIONS BY MEANS OF ACCELERATED SEQUENTIAL PROCEDURES pp. 331-356

Mukhopadhyay N. and Moreno M.

SINGLE DECISION APPROXIMATION IN EMPIRICAL BAYES SEQUENTIAL RULES pp. 357-392

Lalppala Pekka

Volume 8, issue 3, 1990

ON THE ADMISSIBILITY OF THE LINEAR ESTIMATORS OF THE POISSON MEAN USING LINEX LOSS FUNCTIONS pp. 201-210

Kuo L. and Dey D. K.

THE MINIMAX ESTIMATION OF POISSON MEANS WITH THE VARIATIONAL FORM OF A RESTRICTED BAYES ESTIMATOR pp. 211-230

Alcaraz J. E.

EMPIRICAL BAYES RANK ORDER ESTIMATION WITH THE DIRICHLET PRIOR pp. 231-246

Lahiri P. and Tiwari R. C.

IMPROVED ESTIMATORS OF EIGENVALUES OF Σ1Σ2-1 pp. 247-264

Gupta A. K. and Krishnamoorthy K.

TESTING EXPONENTIALITY AGAINST IFRA OR NBU ALTERNATIVES WITH TYPE II CENSORED DATA pp. 265-270

Aly Emad-Eldin A. A.

DISCUSSION OF A LR TEST FOR DETECTING OUTLIERS IN TIME SERIES DATA pp. 271-294

Schmid W.

Volume 8, issue 2, 1990

Exponential Rate Optimal Estimation of the Generator of a Finite Markov Process pp. 101-114

Hornik K.

MAXIMUM LIKELIHOOD ESTIMATION OF A DRIFT PARAMETER FROM A PARTIALLY OBSERVED DIFFUSION IN THE CASE OF SMALL MEASUREMENT NOISE pp. 115-130

Konecny Franz

ON THE CHOICE OF THE LOSS FUNCTION IN COVARIANCE ESTIMATION pp. 131-140

Bilodeau M.

A NEW CLASS OF IMPROVED ESTIMATORS OF A MULTINORMAL PRECISION MATRIX pp. 141-152

Dey D. K., Ghosh M. and Srinivasan C.

ASYMPTOTIC INDEPENDENCE OF MARGINAL POINT PROCESSES OF EXCEEDANCES pp. 153-166

Reiss R.-D.

THE POWER OF EDF TESTS OF FIT UNDER NON-ROBUST ESTIMATION OF NUISANCE PARAMETERS pp. 167-182

Feike C. Drost, Kallenberg W. C. M. and Oosterhoff J.

CONDITIONALIZATION AND LIKELIHOOD DOMINANCE IN GROUP BELIEF FORMATION pp. 183-198

Genest C., Weerahandi S. and Zidek J. V.

Volume 8, issue 1, 1990

ADMISSIBLE CONTOUR CREDIBLE SETS pp. 1-10

Meeden Glen

GLOBAL EXTRAPOLATION OF LOCAL EFFICIENCY pp. 11-26

Strasser Helmut

ESTIMATION OF A COMMON LOCATION OF SEVERAL EXPONENTIALS pp. 27-36

Pal N. and Sinha Β. K.

MINIMAX ESTIMATION OF A BINOMIAL PROBABILITY UNDER WEIGHTED ABSOLUTE ERROR LOSS pp. 37-46

Eichenauer-Herrmann J., Gohout W. and Lehn J.

MINIMAX LINEAR ESTIMATION FOR FITTING BIASED RESPONSE SURFACES pp. 47-60

Pilz J.

ROBUST BAYESIAN TYPE ESTIMATORS AND THEIR ASYMPTOTIC REPRESENTATION pp. 61-70

Jan Hanousek

NONPARAMETRIC LOSS FUNCTIONS FOR PARTITIONING PROBLEMS pp. 71-84

Sobel Marc

LIMITING BEHAVIOR OF MONTE CARLO APPROXIMATION TO BAYESIAN ACTION pp. 85-100

Shao Jun

Volume 7, issue 4, 1989

ON THE OPTIMALITY OF A CLASS OF POLYNOMIAL KERNEL FUNCTIONS pp. 301-312

Granovsky B. L. and Müller H.-G.

ON THE STRONG CONSISTENCY OF A NEW KERNEL PROBABILITY DENSITY ESTIMATOR pp. 313-332

Abdous B. and Theodorescu R.

FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS pp. 333-362

DasGupta A. and Studden W. J.

MINIMAX ESTIMATION IN SCALE PARAMETER FAMILIES WHEN THE PARAMETER INTERVAL IS BOUNDED pp. 363-376

Eichenauer-Herrmann Jürgen and Fieger Werner

A NOTE ON SIMULTANEOUS ESTIMATION OF PEARSON MODES pp. 377-382

Haff L. R. and Johnson R. W.

ADMISSIBILITY OF THE EMPIRICAL DISTRIBUTION FUNCTION IN THE INVARIANT PROBLEM pp. 383-398

Yu Qiqing

Volume 7, issue 3, 1989

ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS pp. 201-214

Kushary D. and Cohen A.

ON SENSITIVITY OF COX’S ESTIMATOR pp. 215-228

Bednarski T.

NON PARAMETRIC ESTIMATION OF A NON LINEAR FILTER USING A DENSITY ESTIMATOR WITH A ZERO-ONE “EXPLOSIVE” BEHAVIOUR IN Rd pp. 229-242

Bosq D.

MAXIMUM LIKELIHOOD ESTIMATOR OF THE DRIFT FUNCTION FOR A DIFFUSION PROCESS pp. 243-262

Leśkow Jacek and Różański Roman

UNIFORM SECOND ORDER ASYMPTOTIC LINEARITY OF M-STATISTICS IN LINEAR MODELS pp. 263-276

Jurečková J. and Sen P. K.

ESTIMATING EXPONENTIAL RELIABILITY FUNCTION AND EXPONENTIAL DENSITY pp. 277-296

Rukhin Andrew L. and Ananda Malwane M. A.

Volume 7, issue 1-2, 1989

ADMISSIBILITY OF THE BEST INVARIANT ESTIMATOR OF A DISTRIBUTION FUNCTION pp. 1-14

Yu Qiqing

EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS pp. 15-36

Ghosh M., Saleh A.K.Md.E. and Sen P.K.

COMPUTATION OF GAMMA-MINIMAX ESTIMATORS FOR A BOUNDED NORMAL MEAN UNDER SQUARED ERROR LOSS pp. 37-62

Eichenauer J. and Lehn J.

ASYMPTOTIC RESULTS ON THE DURBIN-WATS0N TEST pp. 63-76

Mukerjee R. and Sutradhar B. C.

SENSITIVITY OF POSTERIOR MEAN TO UNIMODALITY PRESERVING CONTAMINATIONS pp. 77-94

Sivaganesan S.

ON THE EQUIVALENCE OF BEHAVIOURAL AND RANDOMIZED EQUIVARIANT RULES pp. 95-104

Ramamoorthi R. V.

SAMPLING WITH VARYING PROBABILITIES FROM SUPERPOPULATION MODELS WITH TANGENT VECTORS pp. 105-126

Hartmut Milbrodt

TANGENT VECTORS FOR MODELS WITH INDEPENDENT BUT NOT IDENTICALLY DISTRIBUTED OBSERVATIONS pp. 127-152

Strasser Helmut

THE BERNSTEIN-VON MISES THEOREM FOR A CLASS OF NON-HOMOGENEOUS DIFFUSION PROCESSES pp. 153-166

Mishra M. N.

THE ASYMPTOTIC DISTRIBUTION OF THE LIKELIHOOD RATIO FOR M.A. PROCESSES WITH A REGRESSION TREND pp. 167-184

Garel Β. B.

A NOTE ON THE ELEMENTARY THEOREMS OF DECISION THEORY pp. 185-192

Chaganty Narasinga Rao

A NOTE ON INFORMATION AND CENSORED ABSOLUTELY CONTINUOUS RANDOM VARIABLES pp. 193-198

Baxter L. A.