Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

Current editor(s): U. Kamps and Norbert Henze

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Volume 35, issue 1, 1988

A class of non binary unequally replicatedE-optimal designs pp. 1-12

S. Bagchi

Almost unbiased estimation in multiplicative models pp. 13-28

Y. Chaubey and B. Singh

On the completeness of certain classes of two stage sampling strategies pp. 29-40

V. Padmawar

On two recent characterizations of multivariate normal distribution pp. 41-47

G. Hamedani

Book review pp. 48-48

V. Kurotschka

A minimal characterization of the covariance matrix pp. 49-52

R. Grübel

A comparison between PPSWR and chaudhuri’s IPPS procedures pp. 53-57

S. Sengupta

Book reviews pp. 58-62

W. Wertz, V. Barnett, Sándor Csörgő and K. Mardia

On a special application of the truncation problem pp. 63-76

V. Horálek and V. Beneš

Asymptotic expansion of the minimax value in survey sampling pp. 77-92

H. Stenger

A generalized maximum likelihood characterization of the normal distribution pp. 93-97

W. Stadje

Book reviews pp. 98-98

E. Collani and W. Stute

Conditional characterizations of multivariate distributions pp. 99-108

B. Arnold and M. Pourahmadi

Distrubition-free test for homogeneity against stochastic ordering pp. 109-119

A. Shanubhogue

Book reviews pp. 120-125

L. Schmetterer, P. Ressel, H. Heyer and H. Basler

Empiric bayes estimation of hypergeometric probability pp. 127-143

G. Walter and G. Hamedani

Book review pp. 144-144

P. Meyer

A unified approach to optimal process control pp. 145-159

E. Collani

Book review pp. 160-160

C. Rao

The conditional maximum likelihood estimator of the shape parameter in the gamma distribution pp. 161-175

T. Yanagimoto

Book review pp. 176-176

B. Rao

Maximum likelihood estimators of the variance components based on theQ-reduced model pp. 177-189

K. Lee and C. Kapadia

Book review pp. 190-190

E. Parzen

The exact density of a statistic related to the shape parameter of a gamma variate pp. 191-196

S. Provost

A further note on some wishart expectations pp. 197-202

A. Grieve

Equivalence between Tie-corrected Spearman Test and a Chi-square Test in a Fourfold Contingency Table pp. 203-209

H. Basler

Book review pp. 210-210

T. Rao

A conditional minimax approach in survey sampling pp. 211-221

S. Gabler

Book review pp. 222-222

H. Heyer

A test of goodness-of-fit based on extreme spacings with some efficiency comparisons pp. 223-232

S. Jammalamadaka and M. Wells

On a use of stratified sampling in optimal estimation pp. 233-239

R. Arnab

Book review pp. 240-240

H. Heyer

Marsaglia’s lattice test and non-linear congruential pseudo random number generators pp. 241-250

J. Eichenauer, H. Grothe and J. Lehn

Book reviews pp. 251-254

A. Berlinet, G. Pflug and D. Dacunha-Castelle

A lower bound for the normal approximation ofU-statistics pp. 255-274

Y. Maesono

Simultaneous estimation after selection and ranking and other procedures: The negative exponential case pp. 275-286

N. Mukhopadhyay, H. Hamdy and S. Darmanto

Book review pp. 290-290

R. Schassberger

On existence and uniqueness of maximum likelihood estimates in quantal and ordinal response models pp. 291-313

H. Kaufmann

Book reviews pp. 314-320

L. Paterson, P. Millar, H. Heyer and A. Janssen

Remarks on nonlinear congruential pseudorandom numbers pp. 321-328

H. Niederreiter

Characterizations of distributions via two expected values of order statistics pp. 329-338

Jun Hwang and Gwo Lin

A consistent test for multivariate normality based on the empirical characteristic function pp. 339-348

L. Baringhaus and N. Henze

The serial correlation structure for a random process with steps pp. 349-376

O. Anderson

Book reviews pp. 377-384

N. Singpurwalla, K. Krickeberg, W. Krüger, H. Weizsäcker, R. Miles, P. Embrechts and N. Draper

Volume 34, issue 1, 1987

Locally minimum variance unbiased estimator in a discontinuous density function pp. 1-15

M. Akahira and K. Takeuchi

Book review pp. 16-16

R. Wiegert

An alternative formulation of Neyman’s smooth goodness of fit tests under composite alternatives pp. 17-24

J. Koziol

Risk-efficient nonparametric sequential estimators pp. 25-30

Werner Goldmann

Asymptotic expansion of the power function of the two-sample binomial test with and without randomization pp. 31-44

L. Knüsel and J. Michalk

Optimal extrapolation of derivatives pp. 45-60

M. Spruill

Book reviews pp. 61-64

F. Götze, H. Stenger, U. Dieter and J. Thompson

Estimates of relative risk pp. 65-82

J. Begun

Three-stage estimation procedures for the negative exponential distributions pp. 83-93

N. Mukhopadhyay and A. Mauromoustakos

Book review pp. 94-94

R. Borges

On theE-optimality of certain asymmetrical designs under mixed effects model pp. 95-105

S. Bagchi

Book review pp. 106-106

F. Ledrappier

Largest excess of boundary crossings for martingales pp. 107-115

A. Irle

Book review pp. 116-116

J. Jacod

Quasi-isotonic regression and stochastic approximation pp. 117-123

V. Dupač

Book reviews pp. 124-127

R. Beran, S. Schach and A. Dress

Asymptotic normality of linear functions of concomitants of order statistics pp. 129-142

Arne Sandström

The asymptotic properties of maximum likelihood estimators for marked poisson processes with a cyclic intensity measure pp. 143-155

Franz Konecny

Book review pp. 156-156

L. Takács

Estimation of multiple poisson means: A compromise between maximum likelihood and empirical bayes estimators pp. 157-166

F. Zamudio and Malay Ghosh

On a theory of scale types pp. 167-175

I. Klein

Book review pp. 176-176

W. Sendler

Robust estimation of the structural errors-in-variables model pp. 177-183

H. Nyquist

Book review pp. 184-184

I. Barrodale

On the information criterion for selecting regressors pp. 185-194

A. Young

An invariance principle forU-statistics in simple random sampling without replacement pp. 195-200

Hartmut Milbrodt

On the construction of approximate multi-factor designs from given marginals using the iterative proportional fitting procedure pp. 201-210

Friedrich Pukelsheim and D. Titterington

Reduction problems in comparison of linear models pp. 211-216

C. Stępniak

An example of universal optimality in a full-rank model pp. 217-223

J. Kunert

Book review pp. 224-224

E. Collani

Some notes on the non-central negative binomial distribution pp. 225-236

Seow Eng Ong

Book reviews pp. 252-258

Miklós Csörö, A. Atkinson, M. Rosenblatt, D. Kendall, C. Rao and O. Krafft

A characterization of the normal distribution by sufficiency of the least squares estimation pp. 259-273

W. Bischoff, H. Cremers and W. Fieger

Book review pp. 274-274

P. Davies

A note on Hájek’s theory of rejective sampling pp. 275-281

H. Milbrodt

Book review pp. 282-282

H. Heyer

A note on component-wise kronecker designs pp. 283-286

S. Gupta

Book reviews pp. 323-324

H. Heyer and W. Stute

On a bayesian criterion for choosing predictive sub-models in linear regression pp. 325-339

A. Young

Book review pp. 340-340

R. Viertl

Shortest confidence intervals and UMVU estimators for families of distributions involving truncation parameters pp. 341-359

K. Ferentinos

Book review pp. 360-360

A. Cohen

SomeE andMV-optimal row-column designs having equal numbers of rows and columns pp. 361-381

M. Jacroux

Book reviews pp. 382-384

H. Heyer and D. Titterington