Annals of the Institute of Statistical Mathematics

Volume 42.

(as bibtex)

59 references.

Articles

• 1-19. A Bayesian approach for quantile and response probability estimation with applications to reliability
  Shaked, Moshe, Singpurwalla, Nozer D.
• 115-131. Saddlepoint approximations in resampling analysis
  Wang, Suojin
• 133-147. Smoothing of likelihood ratio statistic for equiprobable multinomial goodness-of-fit
  Hosmane, Balakrishna S.
• 149-155. Null distribution of the sum of squared z-transforms in testing complete independence
  Chen, Shande, Mudholkar, Govind S.
• 149-155. Null distribution of the sum of squared $z$-transforms in testing complete independence
  Chen, Shande, Mudholkar, Govind S.
• 157-161. On Mittag-Leffler functions and related distributions
  Pillai, R. N.
• 163-171. Pairwise-balanced, variance-balanced and resistant incomplete block designs revisited
  Baksalary, Jerzy K., Puri, P. D.
• 173-185. Some optimal designs for comparing a set of test treatments with a set of controls
  Jacroux, Mike
• 187-201. A class of scaled direct methods for linear systems
  Abaffy, J., Spedicato, Emilio
• 203-220. Mean characteristics of Gibbsian point processes
  Mase, Shigeru
• 21-36. Confidence bands for quantile function under random censorship
  Csorgo, Miklos, Csoergo, Miklos, Chung, Chang-Jo F., Horvath, Lajos, Csörgő, Miklós, Horváth, Lajos
• 221-251. Asymptotic behavior of M-estimator and related random field for diffusion process
  Yoshida, Nakahiro
• 221-251. Asymptotic behavior of $M$-estimator and related random field for diffusion process
  Yoshida, Nakahiro
• 253-268. Bootstrap in Markov-sequences based on estimates of transition density
  Rajarshi, M. B.
• 269-279. A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
  Guiasu, Silviu
• 281-285. A moment's approach to some characterization problems
  Alzaid, Abdulhamid A.
• 287-303. Optimal kernel estimation of densities
  Cline, Daren B. H.
• 305-329. Recursive kernel density estimators under a weak dependence condition
  Tran, Lanh Tat
• 331-343. Estimating the covariance matrix and the generalized variance under a symmetric loss
  Kubokawa, Tatsuya, Konno, Yoshihiko
• 345-357. Effect of the initial estimator on the asymptotic behavior of one-step $M$-estimator
  Jureckova, Jana, Jurečková, Jana, Sen, Pranab Kumar
• 345-357. Effect of the initial estimator on the asymptotic behavior of one-step M-estimator
  Sen, Pranab Kumar, Jurečková, Jana
• 359-373. On tests for the mean direction of the Langevin distribution
  Hayakawa, T.
• 37-49. Information amount and higher-order efficiency in estimation
  Hosoya, Yuzo
• 375-385. Asymptotically efficient rank MANOVA tests for restricted alternatives in randomized block designs
  Tsai, Ming-Tan M., Sen, Pranab Kumar
• 387-401. On the convergence of Broyden-like methods for nonlinear equations with nondifferentiable terms
  Chen, X.
• 403-433. A Monte Carlo method for an objective Bayesian procedure
  Ogata, Yosihiko
• 435-444. Bayesian linear prediction in finite populations
  Bolfarine, Heleno
• 445-461. On the stereological estimation of reduced moment measures
  Kieu, K., Jensen, E. B., Kiêu, K., Gundersen, H. J. G.
• 463-474. Some geometric applications of the beta distribution
  Frankl, Peter, Maehara, Hiroshi
• 475-488. Invariance relations in single server queues with LCFS service discipline
  Yamazaki, Genji
• 489-507. On the robust estimation in Poisson processes with periodic intensities
  Yoshida, Nakahiro, Hayashi, Toshiharu
• 509-531. Parametric stochastic convexity and concavity of stochastic processes
  Shaked, Moshe, Shanthikumar, J. George
• 51-64. Estimation of two normal means which may be common
  Venter, J. H., Steel, S. J.
• 533-542. The growth curve model with an autoregressive covariance structure
  Fujikoshi, Y., Kanda, T., Tanimura, N.
• 543-559. Some new constructions of bivariate Weibull models
  Lu, Jye-Chyi, Bhattacharyya, Gouri K.
• 561-580. Inferences on interclass and intraclass correlations in multivariate familial data
  Konishi, Sadanori, Khatri, C. G.
• 581-596. Testing linear hypotheses in errors in variables model
  Bansal, Naveen K.
• 597-602. $E$-optimality of some row and column designs
  Kozlowska, Maria, Kozłowska, Maria, Walkowiak, Ryszard
• 597-602. E-optimality of some row and column designs
  Walkowiak, Ryszard, Kozlowska, Maria
• 603-621. Hitting straight lines by compound Poisson process paths
  Buehler, Wolfgang J., Buhler, Wolfgang J., Bühler, Walter K., Puri, Prem S., Schuh, Hans-J.
• 623-636. Admissibility of estimators of the probability of unobserved outcomes
  Sackrowitz, Harold B., Cohen, Arthur
• 623-636. Admissibility of estimators of the probability of unobserved outcomes (Corr: 93V45 p599-601)
  Cohen, Arthur, Sackrowitz, Harold B.
• 637-655. On the empirical Bayes approach to multiple decision problems with sequential components
  Karunamuni, R. J.
• 65-75. More comparisons of MLE with UMVUE for exponential families
  Hwang, Tea-Yuan, Hu, Chin-Yuan
• 657-669. On the admissibility of an estimator of a normal mean vector under a LINEX loss function
  Parsian, Ahmad
• 671-698. Asymptotic relations between $L$- and $M$-estimators in the linear model
  Jureckova, Jana, Jurečková, Jana, Welsh, A. H.
• 671-698. Asymptotic relations betweenL- andM-estimators in the linear model
  Welsh, A. H., Jurečková, Jana
• 699-708. Nonparametric estimation of a regression function by delta sequences
  Isogai, Eiichi
• 709-735. Bootstrap choice of tuning parameters
  Leger, Christian, Léger, Christian, Romano, Joseph P.
• 737-752. Bootstrap estimation of the asymptotic variances of statistical functionals
  Shao, Jun
• 753-768. Bootstrap in moving average models
  Bose, Arup
• 769-782. A study of redundancy of some variables in covariate discriminant analysis
  Fujikoshi, Yasunori, Khatri, Chinubal G.
• 77-87. Estimation of the ratio of the scale parameters of two exponential distributions with unknown location parameters
  Madi, Mohamed, Tsui, Kam-Wah
• 783-803. Search designs for searching for one among the two-and three-factor interaction effects in the general symmetric and asymmetric factorials
  Chatterjee, Kashinath
• 783-803. Search designs for searching for one among the two- and three-factor interaction effects in the general symmetric and asymmetric factorials
  Chatterjee, Kashinath
• 805-811. A necessary and sufficient convergence condition of orthomin(k) methods for least squares problem with weight
  Zhang, Shao Liang, Oyanagi, Yoshio
• 805-811. A necessary and sufficient convergence condition of Orthomin$(k)$ methods for least squares problem with weight
  Zhang, Shao Liang, Oyanagi, Yoshio
• 89-98. Parameter estimation for the simple self-correcting point process
  Inagaki, Nobuo, Hayashi, Toshiharu
• 99-114. Nonparametric test of restricted interchangeability
  Jerdack, George R., Sen, Pranab Kumar