Statistical Papers

Volume 44.

(as bibtex)

43 references.

Articles

• 1-22. Size and power of some cointegration tests under structural breaks and heteroskedastic noise
  
• 1-22. Size and power of some cointegration tests under structural breaks and heteroskedastic noises
  Höglund, Rune, Östermark, Ralf
• 107-115. Relative squared error prediction in the generalized linear regression model
  Arnold, Bernhard F., Stahlecker, Peter
• 117-124. On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated
  
• 117-124. On the use of the Stein variance estimator in the double $k$-class estimator when each individual regression coefficient is estimated
  Namba, Akio
• 125-130. A generalized Pearson system useful in reliability analysis
  Sankaran, P. G., Unnikrishnan Nair, N., Sindhu, T. K.
• 131-140. Conditional moments of record times
  Stepanov, A.
• 151-167. Higher order moments of order statistics from INID exponential random variables
  Childs, Aaron
• 169-182. Nonsense regressions due to neglected time-varying means
  Hassler, Uwe
• 183-201. Strong convergence rate of the least median absolute estimator in linear regression models
  Ip, W. C., Yang, Ying, Kwan, P. Y. K., Kwan, Y. K.
• 203-216. Estimation of unimodal densities based on the $f$$Q$-system
  Scheffner, Axel, Runde, Ralf
• 203-216. Estimation of unimodal densities based on the FQ-System
  
• 217-232. Estimation of regression models with equi-correlated responses when some observations on the response variable are missing
  Toutenburg, H., Shalabh
• 23-45. On influence diagnostic in univariate elliptical linear regression models
  Galea, Manuel, Paula, Gilberto A., Uribe-Opazo, Miguel
• 233-248. A modified generalized mixed regression estimator when disturbances are nonnormal
  Verma, Sanjay, Singh, R. Karan
• 249-256. Admissibility of estimators in the non-regular family under entropy loss function
  Farsipour, N. Sanjari
• 257-266. On best affine prediction
  Neudecker, Heinz, Satorra, Albert
• 267-278. Estimation of finite population parameters with several realizations
  Ruiz Espejo, M., Delgado Pineda, M., Nadarajah, S.
• 279-288. A note on closure of the ILR and DLR classes under formation of coherent systems
  Franco, Manuel, Ruiz, M. Carmen, Ruiz, José M.
• 289-289. Acknowledgement of priority to "Redundant observations at testing i.i.d. random variables" (2002V43 p595-602)
  Konopka, J\’’org, Schmitz, Norbert
• 301-313. UMVU estimation of the reliability function of the generalized life dispersions
  Chaturvedi, Ajit, Tomer, Sanjeev K.
• 301-313. UMVU estimation of the reliability function of the generalized life distributions
  
• 315-334. Estimators of the multiple correlation coefficient: Local robustness and confidence intervals
  Croux, Christophe, Dehon, Catherine
• 335-348. Identification of outliers in a one-way random effects model
  Wellmann, Jürgen, Gather, Ursula
• 349-366. Asymptotic approximations for the distributions of the $K\phi$-divergence goodness-of-fit statistics
  Pérez, T., Pardo, J. A.
• 349-366. Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics
  
• 367-382. Estimation of the mean of the exponential distribution using moving extremes ranked set sampling
  Al-Saleh, Mohammad Fraiwan, Al-Hadhrami, Said Ali
• 383-396. Tests for the order of integration against higher order integration
  Shin, Dong Wan, Oh, Man-Suk
• 397-419. On conditional sampling strategies
  Wywial, Janusz
• 421-432. Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
  Jeske, Roland, Song, Seuck Heun
• 433-442. A family of shrinkage estimators for the square of mean in normal distribution
  Singh, Housila P., Shukla, Sushil K.
• 455-468. Nonparametric confidence and tolerance intervals from record values data
  Ahmadi, J., Arghami, N. R.
• 469-482. The finite-sample performance of robust unit root tests
  Carstensen, Kai
• 47-65. Maximum likelihood estimators in regression models with infinite variance innovations
  Paulaauskas, Vygantas, Rachev, Svetlozar T.
• 483-497. An approximation to the generalized hypergeometric distribution
  Hida, Eisuke, Akahira, Masafumi
• 499-518. General affine transform families: Why is the Pareto an exponential transform?
  Hürlimann, Werner
• 521-534. A test for uniformity based on informational energy
  Pardo, M. C.
• 535-554. R-charts for the exponential, Laplace and logistic processes
  
• 535-554. $R$-charts for the exponential, Laplace and logistic processes
  Sim, C. H., Wong, W. K.
• 555-579. Imputation by power transformation
  Singh, Sarjinder, Deo, Balbinder
• 581-595. On dependency in double-hurdle models
  Smith, Murray D.
• 67-88. A new class of discrete distributions with complex parameters
  Rodríguez-Avi, Joseé, Conde-Sánchez, Antonio, Sáez-Castillo, Antonio Joseé
• 89-105. The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
  Salau, M. O.