Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

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

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Volume 74, issue 3, 2011

Change point test for tail index for dependent data pp. 297-311

Moosup Kim and Sangyeol Lee

Model selection for hazard rate estimation in presence of censoring pp. 313-347

Sandra Plancade

Asymptotic properties of maximum likelihood estimators based on progressive Type-II censoring pp. 349-360

Chien-Tai Lin and N. Balakrishnan

Bounds for the mean residual life function of a k-out-of-n system pp. 361-380

Mohammad Raqab and Tomasz Rychlik

On the equality of the BLUPs under two linear mixed models pp. 381-395

Stephen Haslett and Simo Puntanen

An unexpected property of minimax estimation in the relative squared error approach to linear regression analysis pp. 397-407

Bernhard Arnold and Peter Stahlecker

Testing the constancy in varying-coefficient regression models pp. 409-438

Na Li, Xingzhong Xu and Xuhua Liu

Volume 74, issue 2, 2011

Data depth for simple orthogonal regression with application to crack orientation pp. 135-165

Christine Müller

Maximum likelihood and restricted maximum likelihood estimation for a class of Gaussian Markov random fields pp. 167-183

Victor De Oliveira and Marco Ferreira

Variable selection for additive partially linear models with measurement error pp. 185-202

Zhangong Zhou, Rong Jiang and Weimin Qian

Dispersive ordering of fail-safe systems with heterogeneous exponential components pp. 203-210

Peng Zhao and N. Balakrishnan

Bayes sequential estimation for a particular exponential family of distributions under LINEX loss pp. 211-219

Alicja Jokiel-Rokita

Statistical properties of the total variation estimator for compositional data pp. 221-230

Karel Hron and Lubomír Kubáček

Variable selection for varying coefficient models with measurement errors pp. 231-245

Peixin Zhao and Liugen Xue

The distribution of the maximum of a first order autoregressive process: the continuous case pp. 247-266

Christopher Withers and Saralees Nadarajah

Rates of almost sure convergence of plug-in estimates for distortion risk measures pp. 267-285

Henryk Zähle

On distributions of order statistics and their applications to uniform distribution pp. 287-295

Hans Volkmer and G. Hamedani

Volume 74, issue 1, 2011

A dynamic measure of inaccuracy between two past lifetime distributions pp. 1-10

Vikas Kumar, H. Taneja and R. Srivastava

Shannon information in record data pp. 11-31

Mohsen Madadi and Mahbanoo Tata

A Cramér-type large deviation theorem for sums of functions of higher order non-overlapping spacings pp. 33-54

Sherzod Mirakhmedov, Syed Tirmizi and Muhammad Naeem

Asymptotic inference for a one-dimensional simultaneous autoregressive model pp. 55-66

Sándor Baran and Gyula Pap

Control charts for health care monitoring under overdispersion pp. 67-83

Willem Albers

An algorithm for panel ANOVA with grouped data pp. 85-107

Carmen Anido, Carlos Rivero and Teofilo Valdes

Lower bounds of various discrepancies on combined designs pp. 109-119

Zujun Ou, Kashinath Chatterjee and Hong Qin

A robust asymptotically optimal sequential estimation procedure for the Poisson process pp. 121-133

Leng-Cheng Hwang

Volume 73, issue 3, 2011

Preliminary test Liu estimators based on the conflicting W, LR and LM tests in a regression model with multivariate Student-t error pp. 275-292

Hu Yang and Jianwen Xu

Distribution of run statistics in partially exchangeable processes pp. 293-304

Serkan Eryılmaz and Femin Yalçın

Connections between uniformity and aberration in general multi-level factorials pp. 305-315

Fasheng Sun, Jie Chen and Min-Qian Liu

Noncentral bimatrix variate generalised beta distributions pp. 317-333

José Díaz-García and Ramón Gutiérrez-Jáimez

Exact inference for progressively Type-I censored exponential failure data pp. 335-358

N. Balakrishnan, Donghoon Han and G. Iliopoulos

On the Hausdorff dimension of exceptional random sets generated by multivariate spacings pp. 359-371

Claire Coiffard

Fitting circles to scattered data: parameter estimates have no moments pp. 373-384

N. Chernov

Optimality results on orthogonal arrays plus p runs for s m factorial experiments pp. 385-394

Stavros Chatzopoulos, Fotini Kolyva-Machera and Kashinath Chatterjee

Estimating the codifference function of linear time series models with infinite variance pp. 395-429

Dedi Rosadi and Manfred Deistler

Volume 73, issue 2, 2011

An optional scrambled randomized response technique for practical surveys pp. 139-149

Amitava Saha

A more flexible joint latent model for longitudinal and survival time data pp. 151-170

Chin-Tsang Chiang

Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models pp. 171-185

Xiuli Wang, Gaorong Li and Lu Lin

Robust explicit estimators of Weibull parameters pp. 187-209

Kris Boudt, Derya Caliskan and Christophe Croux

Estimation and testing for a Poisson autoregressive model pp. 211-230

Fukang Zhu and Dehui Wang

Testing equality restrictions in generalized linear models for multinomial data pp. 231-253

Mateo Pardo

A directional test of exponentiality based on maximum correlations pp. 255-274

Aurea Grané and Josep Fortiana

Volume 73, issue 1, 2011

A class of statistical models to weaken independence in two-way contingency tables pp. 1-22

Enrico Carlini and Fabio Rapallo

On the existence of maximum likelihood estimates in random effects models for clustered multivariate binary data pp. 23-41

David Todem and KyungMann Kim

One optional observation inflates α by $${100/\sqrt{n}}$$ per cent pp. 43-59

Lutz Mattner

Almost sure central limit theorem for the products of U-statistics pp. 61-76

Zuoxiang Peng, Zhongquan Tan and Saralees Nadarajah

Another look at the Tail Area Influence Function pp. 77-92

A. García-Pérez

Sequential estimation in generalized linear models when covariates are subject to errors pp. 93-120

Yuan-chin Chang

Efficient estimation for error component seemingly unrelated nonparametric regression models pp. 121-138

Bin Zhou, Qinfeng Xu and Jinhong You

Volume 72, issue 3, 2010

Investigating design for survival models pp. 295-311

J. McGree and J. Eccleston

On equalities of estimations of parametric functions under a general linear model and its restricted models pp. 313-330

Yongge Tian

Multivariate copulas with quadratic sections in one variable pp. 331-349

José Rodríguez-Lallena and Manuel Úbeda-Flores

Percentile estimators in location-scale parameter families under absolute loss pp. 351-367

J. Keating, Robin Mason and N. Balakrishnan

Durbin’s random substitution and conditional Monte Carlo pp. 369-383

José González-Barrios, Federico O’Reilly and Raúl Rueda

Some approximations of n-copulas pp. 385-414

Piotr Mikusiński and Michael Taylor

Moment consistency of estimators in partially linear models under NA samples pp. 415-432

Xingcai Zhou, Xinsheng Liu and Shuhe Hu

The GMLE based Buckley–James estimator with modified case–cohort data pp. 433-464

Qiqing Yu, Cuixian Chen and G. Wong

Volume 72, issue 2, 2010

A view on Bhattacharyya bounds for inverse Gaussian distributions pp. 151-161

G. Mohtashami Borzadaran, A. Rezaei Roknabadi and M. Khorashadizadeh

Estimation of Fisher information using model selection pp. 163-187

Jan Mielniczuk and Małgorzata Wojtyś

On the properties of a multiple sequential test pp. 189-198

Albrecht Irle and Vladimir Lotov

Semiparametric maximum likelihood estimation in Cox proportional hazards model with covariate measurement errors pp. 199-217

Chi-Chung Wen

Bayesian U-type design for nonparametric response surface prediction pp. 219-231

Rong-Xian Yue and Kashinath Chatterjee

The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions pp. 233-250

Christopher Withers and Saralees Nadarajah

The mean residual of record values at the level of previous records pp. 251-264

Majid Asadi and Mohammad Raqab

Zero truncated Poisson integer-valued AR(1) model pp. 265-280

Hassan Bakouch and Miroslav Ristić

Optimal prediction designs in finite discrete spectrum linear regression models pp. 281-294

Radoslav Harman and František Štulajter

Volume 72, issue 1, 2010

Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations pp. 1-19

Han-Ying Liang and Jacobo Uña-Álvarez

Necessary conditions for admissibility of matrix linear estimators in a multivariate linear model pp. 21-35

Etsuo Miyaoka and Kazuo Noda

Minimax invariant estimator of a continuous distribution function under a general loss function pp. 37-49

Agnieszka Stępień-Baran

Estimation of the location parameter under LINEX loss function: multivariate case pp. 51-57

M. Arashi and S. Tabatabaey

A study on the mean past lifetime of the components of (n − k + 1)-out-of-n system at the system level pp. 59-73

Mahdi Tavangar and Majid Asadi

Bayesian estimation of proportion and sensitivity level in randomized response procedures pp. 75-88

Lucio Barabesi and Marzia Marcheselli

Stochastic monotonicity of the MLEs of parameters in exponential simple step-stress models under Type-I and Type-II censoring pp. 89-109

N. Balakrishnan and G. Iliopoulos

On kernel nonparametric regression designed for complex survey data pp. 111-138

Torsten Harms and Pierre Duchesne

On direction of dependence pp. 139-150

Yadolah Dodge and Iraj Yadegari