Current Index to Statistics
Annals of the Institute of Statistical Mathematics
On a zero-crossing probability
Mallows, Colin L.
Nair, Vijayan N.
Bayes empirical Bayes estimation for discrete exponential families
Walter, G. G.
Hamedani, G. G.
Stopping rules, permutation invariance and sufficiency principle
Sen, Pranab Kumar
Sinha, Bikas Kumar
Characterization based on conditional distributions
Johnson, Norman L.
Estimation of the scale parameter of a power law process using power law counts
Dharmadhikari, A. D.
Naik-Nimbalkar, U. V.
On the testing of marginal homogeneity with a one-sided alternative in the analysis of variance
Lee, Chu-In Charles
Wright, F. T.
On using influence functions for testing multivariate normality
Normalizing transformations of some statistics of Gaussian ARMA processes
Krishnaiah, P. R.
A note on uniform asymptotic normality of intermediate order statistics
On the connectedness of partially balanced block designs
Statistical analysis of dyadic stationary processes
Zhao, L. C.
Krishnaiah, P. R.
Bai, Z. D.
On a class of Bayesian nonparametric estimates: II. Hazard rate estimates
Lo, Albert Y.
Approximating exponential models
Barndorff-Nielsen, O. E.
Jupp, P. E.
Possible superiority of the conditional MLE over the unconditional MLE
Conditional information for an inverse Gaussian distribution with known coefficient of variation
The information matrix, skewness tensor and $\alpha$-connections for the general multivariate elliptic distribution
Mitchell, Ann F. S.
The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution
Mitchell, Ann E. S.
On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions
Korwar, R. M.
A framework for positive dependence
Sampson, Allan R.
Recurrence relations among moments of order statistics from two related sets of independent and non-identically distributed random variables
Improved confidence sets for the mean of a multivariate normal distribution
A minimum average risk approach to shrinkage estimators of the normal mean
Hawkins, D. L.
Asymptotic distribution of the weighted least squares estimator
A smoothing spline based test of model adequacy in polynomial regression
On computation of integrals for selection from multivariate normal populations on the basis of distances
Milton, Roy C.
Rizvi, M. Haseeb
Composite construction of group divisible designs
Asymptotic normality of double-indexed linear permutation statistics
Pham, Dinh Tuan
Fundamental equations for statistical submanifolds with applications to the Bartlett correction
Vos, Paul W.
Limiting properties of some measures of information
Multivariate symmetry via projection pursuit
Blough, David K.
Estimation of parameters in the discrete distributions of order $k$
Estimation of parameters in the discrete distributions of order k
Closer estimators of a common mean in the sense of Pitman
Simultaneous estimation of means of classified normal observations
Methodology for the invariant estimation of a continuous distribution function
Sequential estimation in regression models using analogues of trimmed means
Martinsek, Adam T.
Bahadur efficiencies of spacings tests for goodness of fit
Jammalamadaka, S. Rao
On the bias of the least squares estimator for the first order autoregressive process
Le Breton, Alain
Pham, Dinh Tuan
On the rate of convergence of spatial birth-and-death processes
Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns
On exhibiting inventory systems with Erlangian lifetimes under renewal demands
Failure rate of the inverse Gaussian-Weibull mixture model
Al-Hussaini, Essam K.
Abd-El-Hakim, Nagi S.
Fisher information under restriction of Shannon information in multi-terminal situations
Rank estimates in a class of semiparametric two-sample models
Dabrowska, Dorota M.
Doksum, Kjell A.
Contiguous alternatives which preserve Cramér-type large deviations for a general class of statistics
Some properties of record values coming from the geometric distribution
Dallas, A. C.
On characterization of power series distributions by a marginal distribution and a regression function
Symbolic computing the exact distributions of $L$-statistics from a uniform distribution
Symbolic computing the exact distributions of L-statistics from a uniform distribution
Estimation of entropy and other functionals of a multivariate density
Admissible estimators of binomial probability and the inverse Bayes rule map
Rukhin, Andrew L.
Comparisons among some estimators in misspecified linear models with multicollinearity
Higher order asymptotics in estimation for two-sided Weibull type distributions
Asymptotic properties of some goodness-of-fit tests based on the $L^1$-norm
Asymptotic properties of some goodness-of-fit tests based on the L1-norm
A test for the presence of pure feedback in multivariate dynamic stochastic systems
A penalty method for nonparametric estimation of the intensity function of a counting process
A limit theorem of certain repairable systems
Chao, M. T.
Fu, James C.
Empirical Bayes approach to multiparameter estimation: With special reference to multinomial distribution
Maritz, J. S.
An application of the convolution inequality for the Fisher information