Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 40, issue 4, 1988

On the loss of information due to fuzziness in experimental observations pp. 627-639

Maria Gil

Monotonicity of quadratic-approximation algorithms pp. 641-663

Dankmar Böhning and Bruce Lindsay

A threshold for the size of random caps to cover a sphere pp. 665-670

Hiroshi Maehara

On a relationship between Uspensky's theorem and poisson approximations pp. 671-681

P. Deheuvels and D. Pfeifer

The exponential rates of convergence of posterior distributions pp. 683-691

James Fu and Robert Kass

Log-concavity of stirling numbers and unimodality of stirling distributions pp. 693-714

Masaaki Sibuya

Sufficiency and Jensen's inequality for conditional expectations pp. 715-726

Dieter Mussmann

Nonparametric confidence intervals for functions of several distributions pp. 727-746

C. Withers

Approximated Bayes and empirical Bayes confidence intervals—The known variance case pp. 747-767

A. Merwe, P. Groenewald and C. Merwe

On sequential procedures for the point estimation of the mean of a normal population pp. 769-783

Ajit Chaturvedi

Triple stage point estimation for the exponential location parameter pp. 785-797

H. Hamdy, N. Mukhopadhyay, M. Costanza and M. Son

Robust M-estimators in diffusion processes pp. 799-820

Nakahiro Yoshida

Optimum experimental design for a regression on a hypercube-generalization of Hoel's result pp. 821-827

Ewaryst Rafajłowicz and Wojciech Myszka

Volume 40, issue 3, 1988

Application of time series analysis and modern control theory to the cement plant pp. 419-438

S. Hagimura, T. Saitoh and Y. Yagihara

Relationship between Morisita's model for estimating the environmental density and the generalized Eulerian numbers pp. 439-450

K. Janardan

A class of estimable contrasts in an age-period-cohort model pp. 451-465

C. Hirotsu

On multiparameter distributions of order k pp. 467-475

Andreas Philippou

On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix pp. 477-489

Hisao Nagao

Limiting properties of the occurrence/exposure rate and simple risk rate pp. 491-505

Z. Bai, P. Krishnaiah and Y. Yin

On stochastic estimation pp. 507-520

Jens Kreiss

The progressively truncated estimating functions and estimators pp. 521-540

Nobuo Inagaki

Asymptotic theorems for estimating the distribution function under random truncation pp. 541-553

Wei-Min Huang and Wei-Yann Tsai

Inadmissibility of the uncombined two-stage estimator when additional samples are available pp. 555-563

Tatsuya Kubokawa

Bootstrapping the mode pp. 565-586

Joseph Romano

A bayesian approach to nonparametric test problems pp. 587-602

Yosiyuki Sakamoto and Makio Ishiguro

Regression type tests for parametric hypotheses based on optimally selected subsets of the order statistics pp. 603-613

R. Eubank and V. LaRiccia

An integrated formulation for selecting the most probable multinomial cell pp. 615-625

Pinyuen Chen

Volume 40, issue 2, 1988

Application of autoregressive modelling for the analysis of clinical and other biological data pp. 211-227

Takao Wada, Makoto Jinnouchi and Yasuo Matsumura

Multiplicity distributions in a two-component branching process pp. 229-246

Naomichi Suzuki and Minoru Biyajima

Rank order statistics for time series models pp. 247-260

Lanh Tran

Identifiability of finite mixtures using a new transform pp. 261-265

Khalaf Ahmad

On characterizing the bivariate exponential and geometric distributions pp. 267-271

K. Muraleedharan Nair and N. Unnikrishnan Nair

Recurrence relations for order statistics from n independent and non-identically distributed random variables pp. 273-277

N. Salakbishnan

Asymptotic expansions for the distribution of quadratic forms in normal variables pp. 279-296

Sadanori Konishi, Naoto Niki and Arjun Gupta

Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes pp. 297-309

Martin Crowder

Second order asymptotic optimality of estimators for a density with finite cusps pp. 311-328

Masaflimi Akahira

Entropy loss and risk of improved estimators for the generalized variance and precision pp. 329-341

Nariaki Sugiura and Yoshihiko Konno

Consistent estimation of location region pp. 343-352

David Blough

On generalization of the analysis of variance pp. 353-366

D. Fraser and P. McDunnough

Incorporating historical information in testing for a trend in Poisson means pp. 367-379

Yasuki Kikuchi and Takashi Yanagawa

Locally minimax tests in symmetrical distributions pp. 381-394

Narayan Giri

Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions pp. 395-406

Takahiko Hara

On the E- and MV-optimality of block designs having k≥v pp. 407-418

Mike Jacroux and Dexter Whittinghill

Volume 40, issue 1, 1988

Statistical identification and optimal control of thermal power plants pp. 1-28

H. Nakamura and Y. Toyota

Likelihood analysis of spatial inhomogeneity for marked point patterns pp. 29-39

Yosihiko Ogata and Koichi Katsura

Stochastic neurodynamics pp. 41-59

Kunio Yasue, Mari Jibu, Tetsuya Misawa and Jean-Claude Zambrini

On the compounded bivariate Poisson distribution: A unified treatment pp. 61-76

S. Kocherlakota

Occupancy with two types of balls pp. 77-91

Kazuo Nishimura and Masaaki Sibuya

Characterization of conditional covariance and unified theory in the problem of ordering random variables pp. 93-99

Kentaro Nomakuchi and Toshio Sakata

An eigenvalue approach to the limiting behavior of time series aggregates pp. 101-110

William Wei and Daniel Stram

Convergence rates for two-stage confidence intervals based on U-statistics pp. 111-117

N. Mukhopadhyay and G. Vik

Estimating common parameters of growth curve models pp. 119-135

Nariaki Sugiura and Tatsuya Kubokawa

Simultaneous estimation of eigenvalues pp. 137-147

Dipak Dey

Tests for the marginal probabilities in the two-way contingency table under restricted alternatives pp. 149-163

Kazuo Anraku, Akihiro Nishi and Takashi Yanagawa

A class of multiple sample tests based on empirical coverages pp. 165-178

P. Mielke and Y. Yao

Score and Wald tests for the multivariate growth curve model with missing data pp. 179-186

Kao-Tai Tsai and James Koziol

On empirical Bayes with sequential component pp. 187-193

Dennis Gilliland and Rohana Karunamuni

Kronecker factorial designs for multiway elimination of heterogeneity pp. 195-210

Rahul Mukerjee and Mausumi Sen