Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 33, issue 1, 1986

The bivariate non-central negative binomial distributions pp. 1-28

P. Lee and S. Ong

Bivariate non-central negative binomial distribution: Another generalisation pp. 29-46

S. Ong and P. Lee

Robust selection procedures based on vector ranks pp. 47-63

Y. Lee and E. Dudewicz

Book reviews pp. 64-64

N. Schmitz and D. Stroock

An identity concerning a Wishart matrix pp. 65-68

D. Sharma and K. Krishnamoorthy

Optimal estimates and optimal predictors of finite population characteristics in the presence of nonresponse pp. 69-77

P. Laake

An introduction to the theory of large deviations pp. 78-78

P. Priouret

Optimal prediction for a finite population total with connected designs and related model-based results pp. 79-84

R. Arnab

A note on minimum variance pp. 85-91

K. Takeuchi and M. Akahira

Sampling with unequal probabilities pp. 92-92

M. Singh

Procedures to determine optimum two-stage sampling plans by attributes pp. 93-109

B. Arnold

Statistical extremes and applications pp. 100-100

R. Loynes

Characterizations of normality in translation classes by properties of Bayes estimators pp. 111-119

W. Eberl

Computational methods for parsimonious data fitting pp. 120-120

P. Hackl

Multiple testing of pairs of one-sided hypotheses pp. 121-127

P. Bauer, P. Hackl, G. Hommel and E. Sonnemann

Book reviews pp. 128-128

H. Föllmer and Knut Wittkowski

Estimation under linear regression models pp. 129-134

P. Mukhopadhyay

On the reliability of the chi-square test pp. 135-142

A. Viollaz

Book reviews pp. 164-164

P. Hackl and W. Hansen

Moment (in-)equalities for differences of order statistics with different sample sizes pp. 165-177

D. Landers and L. Rogge

Book reviews pp. 178-178

A. Linder and O. Krafft

An invariance principle for reduced U-statistics pp. 179-188

N. Herrndorf

Sequential allocation to two treatments that converges to an α-superior treatment pp. 189-195

B. Eichhorn

Teaching and applying mathematical modelling pp. 196-196

H. Dinges

Rates of convergence for the distance between distribution function estimators pp. 197-202

D. Boos

On some properties of the linear function Poisson binomial and negative binomial distributions pp. 203-216

Ch. Charalambides

A note on optimum spacing of observations from a continuous time simple Markov process pp. 217-222

K. Takeuchi and M. Akahira

An axiomatic theory of heterogeneity and homogeneity pp. 223-245

J. Lubbe

Stochastic differential equation pp. 246-246

M. Kohlmann

A note on some Wishart expectations pp. 247-251

R. Muirhead

Book reviews pp. 252-256

M. Denker, H. Heyer, R. Ahlswede, W. Fieger, N. Draper and C. Klaassen

α-Optimal sampling plans for large acceptance numbers pp. 257-273

E. Collani

Classical potential theory and its probabilistic counterpart pp. 274-274

M. Brelot

Exact critical values of Bartlett's test of homogeneity of variances for unequal sample sizes for two populations and power of the test pp. 275-289

E. Manoukian, J. Maurais and R. Ouimet

Generalized linear models pp. 290-290

F. Pukelsheim

Sequential simultaneous estimation of the mean and variance: The rate of convergence pp. 291-297

N. Mukhopadhyay and G. Vik

Stochastic models of air pollutant concentration pp. 298-298

J. Hüsler

Non-exponential families of distributions pp. 299-305

K. Klauer

Teaching of statistics in the computer age pp. 306-306

D. Müller

On the generalization of Rao, Hartley and Cochran's scheme pp. 307-314

M. Bansal and Ravindra Singh

Book Review pp. 315-320

R. Wijsman, T. Rao, J. Bernardo, H. Zeuner and S. Schach

Multiple test procedures for arbitrary dependence structures pp. 321-336

G. Hommel

A vertex-exchange-method in D-optimal design theory pp. 337-347

D. Böhning

Infinitely divisible statistical experiments pp. 348-348

E. Siebert

Complete sufficiency and maximum likelihood estimation for the two-parameter negative binomial distribution pp. 349-362

L. Willson, J. Folks and J. Young

Admissible and minimax estimators of 363-1363-1363-1in the gamma distribution with truncated parameter space pp. 363-375

M. Kaŀuszka

Book reviews pp. 376-384

H. Drygas, A. Rukhin, G. Pflug, G. Lienert, S. Sporer, R. Wiegert, O. Diekmann, S. Schach, M. Akahira and D. Mason

Volume 32, issue 1, 1985

On the optimality of differentiated SPR tests of composite hypotheses pp. 15-33

S. Holm

Frontiers in statistical quality control 2 pp. 34-34

W. Uhlmann

On the nonnegativity ofXX + and its relevance in econometrics pp. 35-47

Gerd Ronning

Amarts and set function processes pp. 48-48

G. Edgar

Large sample estimation of Pareto quantiles using selected order statistics pp. 49-56

A. Saleh, Majid Ali and D. Umbach

U-Optimum row-columns designs for the comparison of two treatments pp. 57-63

E. Sonnemann

A note on necessary best estimator of order two pp. 64-64

S. Prabhu-Ajgaonkar

Some characterizations of distributions by regression models for ordinal response data pp. 65-72

J. Engel

A remark on Lehmann-unbiased estimators for scale resp. Location parameters pp. 73-84

L. Gajek

On three and five parameter bivariate beta distributions pp. 85-91

A. Gupta and C. Wong

A remark on the recursive estimation of ARMA order pp. 93-96

E. Reschenhofer

The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework pp. 97-107

A. Ronner and A. Steerneman

One-sided and multi-sided rank tests against trend in the case of concordant observers pp. 109-123

T. Terpstra

Book reviews pp. 124-128

John Hey, W. Wetzel, M. Metivier, D. Chibisov and V. Malinovski

The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model pp. 129-150

Benedikt Pötscher

Cramer type large deviations for studentized U-statistics pp. 165-179

M. Vandemaele and N. Veraverbeke

On a criterion for the selection of models for stationary time series pp. 181-196

H. Linhart and P. Volkers

A note on invariance principles for v. Mises' statistics pp. 197-214

M. Denker, C. Grillenberger and G. Keller

Some characterizations of the bivariate normal distribution pp. 215-218

M. Ahsanullah

Regular estimators for subclasses of linear estimators pp. 265-274

S. Prabhu-Ajgaonkar

A dual approach for matrix-derivatives pp. 275-292

Wolfgang Polasek

Approximately optimum two-stage sampling plans pp. 293-313

B. Arnold

On the expectation of the maximum for sums of independent random variables pp. 315-325

A. Irle

An application of the renewal theoretic selection principle: The first divisible sum pp. 327-337

R. Grübel

Estimation under two stage random permutation models pp. 339-349

V. Padmawar and P. Mukhopadhyay

Rate of convergence to normality forU-statistics with kernel of arbitrary degree pp. 351-362

M. Aerts

Asymptotic considerations for selecting the best component of a multivariate normal population pp. 363-374

N. Mukhopadhyay

On the convergence of the critical values of uniformly most powerful unbiased tests for two-sided hypotheses pp. 375-381

Ch. Schrage

Moment inequalities for order statistics from ordered families of distributions pp. 383-389

J. Bartoszewicz

Reproducibility in the one-parameter exponential family pp. 391-394

S. Bar-Lev and P. Enis

On monotone optimal decision rules and the stay-on-a-winner rule for the two-armed bandit pp. 395-407

M. Kolonko and H. Benzing

Book reviews pp. 408-414

H. Heyer, G. Neuhaus, R. Henn, G. Pflug, H. Rieder, W. Piesch, W. Bühler and K. Burdzy