Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 31, issue 1, 1984

A note on necessary best estimator of order two pp. 1-4

S. Prabhu-Ajgaonkar

Book reviews pp. 24-24

E. Schaich and D. Morgenstern

Some aspects of random permutation models in finite population sampling theory pp. 25-32

T. Rao

Are robust estimation methods useful in the structural errors-in-variables model? pp. 33-41

R. Ketellapper and A. Ronner

Book reviews pp. 42-42

O. Krafft and H. Heyer

The invertibility of sampled and aggregated ARMA models pp. 43-50

H. Niemi

Book reviews pp. 60-62

H. Strasser and P. Gänssler

Classical statistical analysis based on a certain hypercomplex multivariate normal distribution pp. 63-76

D. Kabe

Best unbiased estimators for the parameters of a two-parameter Pareto distribution pp. 77-83

S. Saksena and A. Johnson

On estimating the variance of a generalized Laplace distribution pp. 85-88

D. Sharma

Estimation of symmetric functions of a finite population pp. 89-97

V. Padmawar and P. Mukhopadhyay

Extremes and related properties of random sequences and processes pp. 98-98

J. Hüsler

Natural α-quantiles and conditional α-quantiles pp. 99-113

D. Landers and L. Rogge

Economic theory of natural resources pp. 114-114

F. Haslinger

Minimum variance unbiased estimation for the zero class truncated bivariate poisson and logarithmic series distributions pp. 115-123

Ch. Charalambides

Book reviews pp. 124-126

H. Georgii and F. Pukelsheim

Minimal sufficient statistics for the group divisible partially balanced incomplete block design (GD-PBIBD) with interaction under an Eisenhart Model II pp. 127-144

C. Kapadia and D. Weeks

The uniqueness of the transfer function of linear systems from input-output observations pp. 157-181

M. Deistler, Benedikt Pötscher and J. Schrader

Book reviews pp. 182-182

D. Oakes and R. Reiß

Inferences about the parameters of a time series model with changing variance pp. 183-194

B. Abraham and W. Wei

The large-sample power of the 195-1195-1195-1test for multidimensional contingency tables pp. 195-202

M. Haber

Bayes theory pp. 214-214

D. Lindley

Regression-type estimators using two auxiliary variables and the model of double sampling from finite populations pp. 215-226

B. Kiregyera

The prison rule in roulette pp. 227-231

U. Dieter and J. Ahrens

Book reviews pp. 232-232

K. Daniel

Rank tests for the 2×2 split plot design pp. 233-243

E. Brunner and N. Neumann

Branching processes pp. 244-244

G. Ivanoff

A local limit theorem for attraction to the standard normal law: The case of infinite variance pp. 245-252

S. Basu

Book reviews pp. 253-258

M. Bartlet, Tore Dalenius, P. Bickel, F. Papangelou and H. Heyer

The Hausdorff α-dimensional measures of the level sets and the graph of theN-parameter Wiener process pp. 275-283

M. Puri and L. Tran

Weak convergence of measures pp. 284-284

E. Siebert

Book Reviews pp. 302-302

O. Krafft

Wrapped distributions and measurement errors pp. 303-317

W. Stadje

Dice, data and decisions: Introductory statistics Ellis Horwood Limited Publisher, Chichester Halsted Press: a division pp. 318-318

H. Heyer

On Brewer's class of robust sampling designs for large-scale surveys pp. 319-322

T. Rao

A characterization of the exponential distribution by higher order gap pp. 323-326

M. Ahsanullah

On a Morgenstern-type bivariate gamma distribution pp. 327-332

A. Gupta and C. Wong

Improvement of the predicted least-squares-estimates in multiple linear regression by means of an examination of residuals pp. 333-347

M. Huehn

Book review pp. 348-348

L. Arnold

Upper bound of the speed of convergence of moment density Estimators for stationary point processes pp. 349-360

E. Jolivet

Differentiability properties of thes-Meanm s ats=1 pp. 379-384

D. Landers and L. Rogge

Volume 30, issue 1, 1983

On the convolution of logistic random variables pp. 1-13

E. George and G. Mudholkar

Minimum variance unbiased estimation in the Pareto distribution pp. 15-19

D. Kern

Consistency of a nonparametric estimation of a density functional pp. 21-29

I. Ahmad and P. Lin

Solidarity properties and a Doeblin decomposition for a class of non-Markovian stochastic processes pp. 37-47

R. Theodorescu and R. Tweedie

On uniformly minimum variance unbiased estimation when no complete sufficient statistics exist pp. 49-54

L. Bondesson

Solution of a statistical optimization problem by rearrangement methods pp. 55-61

L. Rüschendorf

Book reviews pp. 63-72

D. Kalin, H. Witting, H. Seifert, H. Schneeberger, F. Eicker, G. Rothenberger, H. Schoch, O. Richter, H. Rost, P. Meyer, G. Leha, E. Dettweiler, H. Heyer, E. Siebert, H. Rieder and A. Mukherjea

Block rank statistics pp. 73-83

G. Rothe

Book reviews pp. 84-84

H. Heyer

Book reviews pp. 92-92

F. Götze and D. Plachky

Predictive estimation of finite population mean using product estimator pp. 93-99

S. Srivastava

Statistics of random processes I: General theory pp. 100-100

H. Heyer

Sequential estimation of the difference between the means of two normal populations pp. 101-107

L. Hayre

Decision theory and incomplete knowledge pp. 108-108

Michael Ryan

Some best possible results for a discounted one armed bandit pp. 109-115

K. Glazebrook and D. Jones

Book reviews pp. 116-116

W. Sendler and D. Morgenstern

On a stopping rule for a class of sequential decision problems pp. 117-123

D. Kalin and R. Theodorescu

Book reviews pp. 124-124

T. Louton and R. Schassberger

Third-order optimum properties of estimator-sequences pp. 125-138

Th. Pfaff

On atoms of measures on product spaces pp. 139-141

D. Mussmann

Book reviews pp. 142-144

A. Rapoport, J. Pfanzagl, W. Wefelmeyer and Wolfgang Polasek

Asymptotic distributions of smoothed histograms pp. 145-158

U. Stadtmüller

Some remarks on the construction of independent identically distributed random variables, Markov chains and martingales pp. 159-163

D. Shanbhag and M. Rao

Book reviews pp. 164-164

L. Rogge

Unimodality of differences pp. 165-170

H. Vogt

Departure of Bartlett's distribution for the homogeneity of variances for unequal sample sizes from that of equal sample sizes pp. 179-194

E. Manoukian

TheN-armed bandit with unimodal structure pp. 195-210

U. Herkenrath

Book reviews pp. 211-216

H. Schneeweiß, N. Becker, E. Sverdrup, B. Cutsem, H. Vogt and D. Morgenstern

On some alternative sampling strategies using auxiliary information pp. 217-226

D. Adhvaryu and P. Gupta

Some properties of the distribution of an operational ridge estimator pp. 227-237

V. Srivastava and Anoop Chaturvedi

Book reviews pp. 238-238

H. Heyer and K. Jacobs

The exact likelihood function for a space time model pp. 239-243

B. Abraham

Book reviews pp. 260-260

H. Drygas and K. Jacobs

Book reviews pp. 282-282

W. Schaafsma, J. Werff and R. Reiß