Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

From:
Springer
The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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 44, issue 4, 1992

Consecutive k-out-of-n systems with maintenance pp. 605-612

Stavros Papastavridis and Markos Koutras

Truncated selection procedures for the most probable event and the least probable event pp. 613-622

Pinyuen Chen

Bayesian inference for the power law process pp. 623-639

Shaul Bar-Lev, Idit Lavi and Benjamin Reiser

Assessing the performance of empirical bayes estimators pp. 641-657

J. Maritz and T. Lwin

Treating bias as variance for experimental design purposes pp. 659-671

Norman Draper and Irwin Guttman

Jackknifing in generalized linear models pp. 673-686

Jun Shao

One-step jackknife for M-estimators computed using Newton's method pp. 687-701

Jun Shao

Subsample and half-sample methods pp. 703-720

Gutti Babu

Estimating densities, quantiles, quantile densities and density quantiles pp. 721-727

M. Jones

Minimax invariant estimator of a continuous distribution function pp. 729-735

Qiqing Yu

Upper bounds for the L 1 -risk of the minimum L 1 -distance regression estimator pp. 737-744

L. Gajek and M. Kaluszka

Symmetrized approximate score rank tests for the two-sample case pp. 745-753

Michael Akritas and Richard Johnson

A procedure for assessing vector correlations pp. 755-768

Jérôme Allaire and Yves Lepage

On bilinear forms in normal variables pp. 769-779

A. Mathai

Some exact expressions for the mean and higher moments of functions of sample moments pp. 781-798

K. Bowman and L. Shenton

Volume 44, issue 3, 1992

Bayesian priors based on a parameter transformation using the distribution function pp. 405-416

Martin Crowder

Posterior mode estimation for the generalized linear model pp. 417-434

D. Eaves and T. Chang

Empirical Bayes with rates and best rates of convergence in u(x)C(θ) exp(-x/θ)-family: Estimation case pp. 435-449

R. Singh and Laisheng Wei

Sufficiency and fuzziness in random experiments pp. 451-462

María Gil

Information theory and the failure time of a system pp. 463-477

Nader Ebrahimi

Approximations to the birthday problem with unequal occurrence probabilities and their application to the surname problem in Japan pp. 479-499

Shigeru Mase

Further developments on some dependence orderings for continuous bivariate distributions pp. 501-517

Z. Fang and H. Joe

MSE's of prediction in growth curve model with covariance structures pp. 519-528

T. Kanda

On inconsistency of the common rate difference estimators from sparse follow-up data pp. 529-535

Tosiya Sato

Minimax estimators for location vectors in elliptical distributions with unknown scale parameter and its application to variance reduction in simulation pp. 537-550

Mingpeng Tan and L. Gleser

Average worth and simultaneous estimation of the selected subset pp. 551-562

P. Vellaisamy

Optimum bandwidths and kernels for estimating certain discontinuous densities pp. 563-577

B. Ghosh and Wei-Min Huang

Integrated squared error of kernel-type estimator of distribution function pp. 579-591

Shingo Shirahata and In-Sun Chu

Efficiency of connected binary block designs when a single observation is unavailable pp. 593-603

Subir Ghosh, Sanpei Kageyama and Rahul Mukerjee

Volume 44, issue 2, 1992

Bayesian inferences on nonlinear functions of the parameters in linear regression pp. 201-211

A. Merwe, C. Merwe and P. Groenewald

Optimal estimation in random coefficient regression models pp. 213-227

T. Ramanathan and M. Rajarshi

On exact D-optimal designs for regression models with correlated observations pp. 229-238

Wolfgang Bischoff

Identification of non-minimum phase transfer function using higher-order spectrum pp. 239-260

Masayuki Kumon

Minimum f-divergence estimators and quasi-likelihood functions pp. 261-279

Paul Vos

Some contributions to selection and estimation in the normal linear model pp. 281-297

J. Venter and S. Steel

Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean pp. 299-311

Andrew Rukhin

A rank estimator in the two-sample transformation model with randomly censored data pp. 313-333

Hideatsu Tsukahara

Asymptotic expansions for two-stage rank tests pp. 335-356

Willem Albers

On an optimum test of the equality of two covariance matrices pp. 357-362

N. Giri

Waiting time problems for a sequence of discrete random variables pp. 363-378

Sigeo Aki

Some characterizations of the uniform distribution with applications to random number generation pp. 379-385

Lih-Yuan Deng and E. George

Expansions for statistics involving the mean absolute deviations pp. 387-403

Suresh Babu and C. Rao

Volume 44, issue 1, 1992

A space-time clustering model for historical earthquakes pp. 1-11

F. Musmeci and D. Vere-Jones

Signal estimation using stochastic velocity models and irregular arrays pp. 13-25

P. Thomson

Mean squared prediction error in the spatial linear model with estimated covariance parameters pp. 27-43

Dale Zimmerman and Noel Cressie

Statistical morphisms and related invariance properties pp. 45-61

Dominique Picard

Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator pp. 63-83

Marianne Mora

Large sample properties of estimates of a discrete grade of membership model pp. 85-95

H. Tolley and Kenneth Manton

A form of multivariate gamma distribution pp. 97-106

A. Mathal and P. Moschopoulos

On laplace continued fraction for the normal integral pp. 107-120

Chu-In Lee

Limit theorems for the minimum interpoint distance between any pair of i.i.d. random points in R d pp. 121-131

S. Kanagawa, Y. Mochizuki and H. Tanaka

On a monotone empirical bayes test procedure in geometric model pp. 133-140

TaChen Liang and S. Panchapakesan

A note on the uniformly most powerful tests in the presence of nuisance parameters pp. 141-145

Kentaro Nomakuchi

Tests for a given linear structure of the mean direction of the langevin distribution pp. 147-156

Yoko Watamori

Fixed-width confidence intervals for contrasts in the means pp. 157-167

Ajit Chaturvedi, N. Shukla and Pramod Shukla

Inequalities concerning the expected selection differentials pp. 169-175

Brian English, Raphael Gillett and Michael Phillips

General relations and identities for order statistics from non-independent non-identical variables pp. 177-183

N. Balakrishnan, S. Bendre and H. Malik

A series of search designs for 2 m factorial designs of resolution V which permit search of one or two unknown extra three-factor interactions pp. 185-196

Teruhiro Shirakura and Shinsei Tazawa

Multinomial logistic regression algorithm pp. 197-200

Dankmar Böhning