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 29, issue 1, 1977

A randomized response technique without making use of any randomizing device pp. 1-8

Koiti Takahasi and Hirotaka Sakasegawa

An objective use of Bayesian models pp. 9-20

Hirotugu Akaike

Estimation procedures based on preliminary test, shrinkage technique and information criterion pp. 21-34

Katuomi Hirano

Two problems in multivariate analysis: BLUS residuals and testability of linear hypothesis pp. 35-41

Somesh Gupta

A unified approach to coordinate-free multivariate analysis pp. 43-57

M. Stone

On correct selection for a ranking problem pp. 59-66

W. Chiu

An approximation formulaL q ≃α·ρ β /(1-ρ) pp. 67-75

Hirotaka Sakasegawa

On the asymptotic distribution of the maximum of sums of a random number of I.I.D. random variables pp. 77-87

Prem Puri

Some bounds on the distribution functions of linear combinations and applications pp. 89-100

Govind Mudholkar and Siddhartha Dalal

A spectral limit theorem on a non-linear stochastic process with non-additive, independent, linear components pp. 101-118

K. Venkataraman

Higher moments of moment estimators and even point estimators for the parameters of the Hermite distribution pp. 119-130

Y. Patel

Two errors in statistical model fitting pp. 131-152

Nobuo Inagaki

An extension of the method of maximum likelihood and the Stein's problem pp. 153-164

Hirotugu Akaike

The weak convergence of the likelihood ratio random fields for Markov observations pp. 165-187

Yosihiko Ogata and Nobuo Inagaki

Cramér-type conditions and quadratic mean differentiability pp. 189-201

Bruce Lind and George Roussas

Asymptotic properties of the maximum probability estimates in Markov processes pp. 203-219

George Roussas

Asymptotic expansions for the joint and marginal distributions of the latent roots ofS 1 S 2 −1 pp. 221-233

Yasuko Chikuse

Asymptotic expansions for the distributions of latent roots ofS h S e −1 and of certain test statistics in MANOVA pp. 235-246

Takafumi Isogai

Covariance adjusted discriminant functions pp. 247-257

Peter Lachenbruch

Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations pp. 259-273

G. Baikunth Nath

Decomposition of infinitely divisible characteristic functions without Gaussian component pp. 275-286

Shigeru Mase

Whitworth runs on a circle pp. 287-293

M. Stephens

On methods for generating uniform random points on the surface of a sphere pp. 295-300

Yoshihiro Tashiro

On the existence of search designs with continuous factors pp. 301-306

J. Srivastava and S. Ghosh

On the independence of interdeparture intervals from single server queueing systems pp. 307-315

Toji Makino

Corrections to “Estimation procedures based on preliminary test, shrinkage technique and information criterion” pp. 317-317

Katuomi Hirano

On a search procedure for the optimal AR-MA order pp. 319-332

Genshiro Kitagawa

Approximations to the probabilities of binomial and multinomial random variables and chi-square type statistics pp. 333-358

T. Matsunawa

The likelihood ratio criterion and the asymptotic expansion of its distribution pp. 359-378

Takesi Hayakawa

An asymptotic expansion for the distributions of the latent roots of the Wishart matrix with multiple population roots pp. 379-387

Y. Fujikoshi

Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix pp. 389-396

Sadanori Konishi

Extension of Edgeworth type expansion of the distribution of the sums of I.I.D. random variables in non-regular cases pp. 397-406

Kei Takeuchi and Masafumi Akahira

Regions of autocorrelation coefficients and of their estimators in a stationary time series pp. 407-414

Toshinao Nakatsuka

On a spectral estimate obtained by an autoregressive model fitting pp. 415-431

Mituaki Huzii

Corrections to “On a spectral estimate obtained by an autoregressive model fitting” pp. 432-432

Mituaki Huzii

On linear classification procedures between two categories with known mean vectors and covariance matrices pp. 433-444

Akihiro Nishi

Inequalities and an approximation formula for the mean delay time in tandem queueing systems pp. 445-466

Hirotaka Sakasegawa and Genji Yamazaki

Estimation of the response curve in radioligand assays pp. 467-477

D. Finney

Build-up of the notion of flanking pp. 479-507

Edward Barankin

Correction to “properties of duality in tandem queueing systems” pp. 509-509

Genji Yamazaki and Hirotaka Sakasegawa

Migration and prefectural identification in four Japanese prefectures pp. 511-525

Tatsuzo Suzuki and Ted Jitodai

Volume 28, issue 1, 1976

Orthogonal mesh sampling method pp. 1-7

Hirotaka Sakasegawa

On characterizations of unimodality of discrete distributions pp. 9-18

S. Dharmadhikari and Kumar Jogdeo

Asymptotic behaviour of maxima with periodic disturbances pp. 19-23

J. Oliveira

Further results on simultaneous confidence intervals for the normal distribution pp. 25-33

R. Srinivasan and R. Wharton

On the asymptotic efficiency of estimators in an autoregressive process pp. 35-48

Masafumi Akahira

Asymptotic properties of dynamic stochastic parameter estimates pp. 49-75

Bernt Stigum

Adaptive estimates for autoregressive processes pp. 77-89

Rudolf Beran

Spectral analysis for a random process on the sphere pp. 91-97

Roch Roy

On the existence of a random solution to a nonlinear perturbed stochastic integral equation pp. 99-109

A. Rao and Chris Tsokos

A note on the Tukey-Hooke variance component results pp. 111-121

James Arvesen

Correction to “On a stochastic inequality for the wilks statistic” pp. 123-123

A. Gupta

Bayes theorem, information number and behavior of posteior distributions pp. 125-144

Nozomu Matsubara

On the reduction to a complete class in multiple decision problems pp. 145-165

Masakatsu Murakami

Some bayesian considerations of the choice of design for ranking, selection and estimation pp. 167-185

G. Tiao and B. Afonja

Partial differential equations for hypergeometric functions of complex argument matrices and their applications pp. 187-199

Yasuko Chikuse

Characterizations of the wishart distribution using regression properties pp. 201-220

F. Gordon and S. Gordon

Estimation of a regression function by the parzen kernel-type density estimators pp. 221-234

Kazuo Noda

Hodges-lehmann estimate of the location parameter in censored samples pp. 235-247

A. Ehsanes Saleh

Approximately minimax tests for testing hypotheses about a random parameter with unknown distribution pp. 249-258

Bimal Sinha

On the multivariatek-sample problem and the generalization of the Kolmogorov-Smirnov-test pp. 259-265

R. Ahmad

The Smirnov distribution pp. 267-275

P. Kim

Equitable quality level and error-areas under the operating characteristic curves of normal single sampling inspection plans (with σ known) pp. 277-290

M. Subrahmanya

Some inequalities based on inverse factorial series pp. 291-305

T. Matsunawa

A note on distribution-free confidence bounds for P (X>Y) whenX andY are dependent pp. 307-308

Z. Govindarajulu

The new test criterion for the homogeneity of parameters of several populations pp. 309-328

Takesi Hayakawa

Isotonic tests for spread and tail pp. 329-342

Takemi Yanagimoto and Masaaki Sibuya

On the existence of maximum probability estimators pp. 343-347

Horst Wegner

On asymptotic properties of the maximum likelihood estimates of the general growth curve model pp. 349-357

S. Chakravorti

Asymptotically efficient estimators when the densities of the observations have discontinuities pp. 359-370

J. Wolfowitz

On a new method of testing statistical hypotheses pp. 371-384

G. Trenkler

A lower bound on bayes risk in classification problems pp. 385-387

S. Kirmani

Rates in the empirical bayes estimation problem with non-identical components pp. 389-397

Thomas O'Bryan and V. Susarla

Moments of the time to generate random variables by rejection pp. 399-401

J. Greenwood

Properties of some test criteria for covariance matrix pp. 403-409

Hisao Nagao

Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simulataneous equations pp. 411-428

V. Srivastava and Ramji Tiwari

Certain estimation problems for multivariate hypergeometric models pp. 429-444

K. Janardan

Stratified simple random sampling and prior distributions pp. 445-459

V. Reddy

Bias reduction and efficiency of reconstructed ratio estimators for a finite universe pp. 461-467

J. Koop

On identically distributed linear statistics pp. 469-489

Laurie Davies and Ryoichi Shimizu

Characterizing the pareto and power distributions pp. 491-497

A. Dallas

The asymptotic normality of certain combinatorial distributions pp. 499-506

Ch. Charalambides

Corrections to “Bayes theorem, information number and behavior of posterior distributions” pp. 507-507

Nozomu Matsubara

Correction to “On the reduction to a complete class in multiple decision problems” pp. 508-508

Masakatsu Murakami

On the pattern of space division by territories pp. 509-519

Masami Hasegawa and Masaharu Tanemura