Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 41, issue 4, 1989

Fisher information under restriction of Shannon information in multi-terminal situations pp. 623-648

Shun-ichi Amari

Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics pp. 649-660

Tiee-Jian Wu

Some properties of record values coming from the geometric distribution pp. 661-669

A. Dallas

On characterization of power series distributions by a marginal distribution and a regression function pp. 671-676

A. Kyriakoussis and H. Papageorgiou

Symbolic computing the exact distributions of L-statistics from a uniform distribution pp. 677-681

T. Ramallingam

Estimation of entropy and other functionals of a multivariate density pp. 683-697

Harry Joe

Admissible estimators of binomial probability and the inverse bayes rule map pp. 699-716

Morris Skibinsky and Andrew Rukhin

Comparisons among some estimators in misspecified linear models with multicollinearity pp. 717-724

Nityananda Sarkar

Higher order asymptotics in estimation for two-sided Weibull type distributions pp. 725-752

Masafumi Akahira and Kei Takeuchi

Asymptotic properties of some goodness-of-fit tests based on the L 1 -norm pp. 753-764

Sigeo Aki and Nobuhisa Kashiwagi

A test for the presence of pure feedback in multivariate dynamic stochastic systems pp. 765-779

Junji Nakano and Shigemi Tagami

A penalty method for nonparametric estimation of the intensity function of a counting process pp. 781-807

Anestis Antoniadis

A limit theorem of certain repairable systems pp. 809-818

M. Chao and James Fu

Volume 41, issue 3, 1989

Asymptotic normality of double-indexed linear permutation statistics pp. 415-427

Dinh Pham, Joachim Möcks and Lothar Sroka

Fundamental equations for statistical submanifolds with applications to the Bartlett correction pp. 429-450

Paul Vos

Limiting properties of some measures of information pp. 451-460

K. Zografos, K. Ferentinos and T. Papaioannou

Multivariate symmetry via projection pursuit pp. 461-475

David Blough

Closer estimators of a common mean in the sense of Pitman pp. 477-484

Tatsuya Kubokawa

Simultaneous estimation of means of classified normal observations pp. 485-502

Toyoaki Akai

Methodology for the invariant estimation of a continuous distribution function pp. 503-520

Qiquing Yu

Sequential estimation in regression models using analogues of trimmed means pp. 521-540

Adam Martinsek

Bahadur efficiencies of spacings tests for goodness of fit pp. 541-553

Xian Zhou and S. Jammalamadaka

On the bias of the least squares estimator for the first order autoregressive process pp. 555-563

Alain Breton and Dinh Pham

On the rate of convergence of spatial birth-and-death processes pp. 565-581

Jesper Møller

Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns pp. 583-600

Yosihiko Ogata and Masaharu Tanemura

On exhibiting inventory systems with Erlangian lifetimes under renewal demands pp. 601-616

S. Kalbakam and G. Abivarignan

Failure rate of the inverse Gaussian-Weibull mixture model pp. 617-622

Essam Al-Hussaini and Nagi Abd-El-Hakim

Volume 41, issue 2, 1989

Statistical analysis of dyadic stationary processes pp. 205-225

M. Taniguchi, L. Zhao, P. Krishnaiah and Z. Bai

On a class of Bayesian nonparametric estimates: II. Hazard rate estimates pp. 227-245

Albert Lo and Chung-Sing Weng

Approximating exponential models pp. 247-267

Ole Barndorff-Nielsen and P. Jupp

Possible superiority of the conditional MLE over the unconditional MLE pp. 269-278

Takemi Yanagimoto and Kazuo Anraku

Conditional information for an inverse Gaussian distribution with known coefficient of variation pp. 279-287

Katuomi Hirano and Kōsei Iwase

The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution pp. 289-304

Ann Mitchell

On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions pp. 305-321

R. Korwar

Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables pp. 323-329

N. Balakrishnan

Improved confidence sets for the mean of a multivariate normal distribution pp. 331-346

Nobuo Shinozaki

A minimum average risk approach to shrinkage estimators of the normal mean pp. 347-363

D. Hawkins and Chien-Pai Han

Asymptotic distribution of the weighted least squares estimator pp. 365-382

Jun Shao

A smoothing spline based test of model adequacy in polynomial regression pp. 383-400

Dennis Cox and Eunmee Koh

On computation of integrals for selection from multivariate normal populations on the basis of distances pp. 401-408

Roy Milton and M. Rizvi

Composite construction of group divisible designs pp. 409-414

Kishore Sinha and Sanpei Kageyama

Volume 41, issue 1, 1989

On a zero-crossing probability pp. 1-8

Colin Mallows and Vijayan Nair

An application of the convolution inequality for the Fisher information pp. 9-12

Yoshiaki Itoh

Characterization based on conditional distributions pp. 13-17

Norman Johnson and Samuel Kotz

A note on uniform asymptotic normality of intermediate order statistics pp. 19-29

Michael Falk

A framework for positive dependence pp. 31-45

George Kimeldorf and Allan Sampson

Estimation of parameters in the discrete distributions of order k pp. 47-61

S. Aki and K. Hirano

Rank estimates in a class of semiparametric two-sample models pp. 63-79

Dorota Dabrowska, Kjell Doksum and Ryozo Miura

Empirical Bayes approach to multiparameter estimation: with special reference to multinomial distribution pp. 81-99

T. Lwin and J. Maritz

Bayes empirical Bayes estimation for discrete exponential families pp. 101-119

G. Walter and G. Hamedani

Stopping rules, permutation invariance and sufficiency principle pp. 121-138

Nitis Mukhopadhyay, Pranab Sen and Bikas Sinha

Estimation of the scale parameter of a power law process using power law counts pp. 139-148

A. Dharmadhikari, U. Naik-Nimbalkar and S. Bhyri

On the testing of marginal homogeneity with a one-sided alternative in the analysis of variance pp. 149-167

Chu-In Lee, Tim Robertson and F. Wright

On using influence functions for testing multivariate normality pp. 169-186

Takafumi Isogai

Normalizing transformations of some statistics of Gaussian ARMA processes pp. 187-197

M. Taniguchi, P. Krishnaiah and R. Chao

On the connectedness of partially balanced block designs pp. 199-204

Henryk Brzeskwiniewicz