Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 42, issue 4, 1990

Hitting straight lines by compound Poisson process paths pp. 603-621

Wolfgang Bühler, Prem Puri and Hans-J. Schuh

Admissibility of estimators of the probability of unobserved outcomes pp. 623-636

Arthur Cohen and Harold Sackrowitz

On the empirical Bayes approach to multiple decision problems with sequential components pp. 637-655

R. Karunamuni

On the admissibility of an estimator of a normal mean vector under a linex loss function pp. 657-669

Ahmad Parsian

Asymptotic relations betweenL- andM-estimators in the linear model pp. 671-698

Jana Jurečková and A. Welsh

Nonparametric estimation of a regression function by delta sequences pp. 699-708

Eiichi Isogai

Bootstrap choice of tuning parameters pp. 709-735

Christian Léger and Joseph Romano

Bootstrap estimation of the asymptotic variances of statistical functionals pp. 737-752

Jun Shao

Bootstrap in moving average models pp. 753-768

Arup Bose

A study of redundancy of some variables in covariate discriminant analysis pp. 769-782

Yasunori Fujikoshi and Chinubal Khatri

Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials pp. 783-803

Kashinath Chatterjee

A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight pp. 805-811

Shao Zhang and Yoshio Oyanagi

Volume 42, issue 3, 1990

A Monte Carlo method for an objective Bayesian procedure pp. 403-433

Yosihiko Ogata

Bayesian linear prediction in finite populations pp. 435-444

Heleno Bolfarine

On the stereological estimation of reduced moment measures pp. 445-461

E. Jensen, K. Kiêu and H. Gundersen

Some geometric applications of the beta distribution pp. 463-474

Peter Frankl and Hiroshi Maehara

Invariance relations in single server queues with LCFS service discipline pp. 475-488

Genji Yamazaki

On the robust estimation in poisson processes with periodic intensities pp. 489-507

Nakahiro Yoshida and Toshiharu Hayashi

Parametric stochastic convexity and concavity of stochastic processes pp. 509-531

Moshe Shaked and Jevaveerasingam Shanthikumar

The growth curve model with an autoregressive covariance structure pp. 533-542

Y. Fujikoshi, T. Kanda and N. Tanimura

Some new constructions of bivariate Weibull models pp. 543-559

Jye Lu and Gouri Bhattacharyya

Inferences on interclass and intraclass correlations in multivariate familial data pp. 561-580

Sadanori Konishi and C. Khatri

Testing linear hypotheses in errors in variables model pp. 581-596

Naveen Bansal

E-optimality of some row and column designs pp. 597-602

Maria Kozlowska and Ryszard Walkowiak

Volume 42, issue 2, 1990

Mean characteristics of Gibbsian point processes pp. 203-220

Shigeru Mase

Asymptotic behavior of M-estimator and related random field for diffusion process pp. 221-251

Nakahiro Yoshida

Bootstrap in Markov-sequences based on estimates of transition density pp. 253-268

M. Rajarshi

A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation pp. 269-279

Silviu Guiasu

A moment's approach to some characterization problems pp. 281-285

Abdulhamid Alzaid

Optimal kernel estimation of densities pp. 287-303

Daren Cline

Recursive kernel density estimators under a weak dependence condition pp. 305-329

Lanh Tran

Estimating the covariance matrix and the generalized variance under a symmetric loss pp. 331-343

Tatsuya Kubokawa and Yoshihiko Konno

Effect of the initial estimator on the asymptotic behavior of one-step M-estimator pp. 345-357

Jana Jurečková and Pranab Sen

On tests for the mean direction of the Langevin distribution pp. 359-373

T. Hayakawa

Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs pp. 375-385

Ming-Tan Tsai and Pranas Sen

On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms pp. 387-401

X. Chen

Volume 42, issue 1, 1990

A Bayesian approach for quantile and response probability estimation with applications to reliability pp. 1-19

Moshe Shaked and Nozer Singpurwalla

Confidence bands for quantile function under random censorship pp. 21-36

Chang-Jo Chung, Miklós Csörgő and Lajos Horvath

Information amount and higher-order efficiency in estimation pp. 37-49

Yuzo Hosoya

Estimation of two normal means which may be common pp. 51-64

J. Venter and S. Steel

More comparisons of MLE with UMVUE for exponential families pp. 65-75

Tea-Yuan Hwang and Chin-Yuan Hu

Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters pp. 77-87

Mohamed Madi and Kam-Wah Tsui

Parameter estimation for the simple self-correcting point process pp. 89-98

Nobuo Inagaki and Toshihabu Hayashi

Nonparametric test of restricted interchangeability pp. 99-114

George Jerdack and Pranab Sen

Saddlepoint approximations in resampling analysis pp. 115-131

Soujin Wang

Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit pp. 133-147

Balakrishna Hosmane

Null distribution of the sum of squared z-transforms in testing complete independence pp. 149-155

Shande Chen and Govind Mudholkar

On Mittag-Leffler functions and related distributions pp. 157-161

R. Pillai

Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited pp. 163-171

Jerzy Baksalary and P. Puri

Some optimal designs for comparing a set of test treatments with a set of controls pp. 173-185

Mike Jacroux

A class of scaled direct methods for linear systems pp. 187-201

Jozsef Abaffy and Emilio Spedicato