@article{CIS-427376,
Author = {},
Title = {Size and power of some cointegration tests under structural breaks and heteroskedastic noise},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {1--22},
Keywords = {}
}
@article{CIS-187108,
Author = {Höglund, Rune and Östermark, Ralf},
Title = {Size and power of some cointegration tests under structural breaks and heteroskedastic noises},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {1--22},
Keywords = {regime shifts, size distortions, common factor systems}
}
@article{CIS-187113,
Author = {Arnold, Bernhard F. and Stahlecker, Peter},
Title = {Relative squared error prediction in the generalized linear regression model},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {107--115},
Keywords = {Ridge regression, Minimax principle, linear affine predictor, Kuks-Olman estimator}
}
@article{CIS-427377,
Author = {},
Title = {On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {117--124},
Keywords = {}
}
@article{CIS-187114,
Author = {Namba, Akio},
Title = {On the use of the Stein variance estimator in the double $k$-class estimator when each individual regression coefficient is estimated},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {117--124},
Keywords = {Analysis of variance, Analysis of covariance, ANOVA, ANCOVA}
}
@article{CIS-187115,
Author = {Sankaran, P. G. and Unnikrishnan Nair, N. and Sindhu, T. K.},
Title = {A generalized Pearson system useful in reliability analysis},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {125--130},
Keywords = {Failure rate, Pearson family, Conditional moment}
}
@article{CIS-187116,
Author = {Stepanov, A.},
Title = {Conditional moments of record times},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {131--140},
Keywords = {Conditional distributions, conditional generating functions}
}
@article{CIS-187117,
Author = {Childs, Aaron},
Title = {Higher order moments of order statistics from INID exponential random variables},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {151--167},
Keywords = {Order statistics, Robustness, Exponential distribution, Outliers, Recurrence relations, I. NI. D. random variables}
}
@article{CIS-187118,
Author = {Hassler, Uwe},
Title = {Nonsense regressions due to neglected time-varying means},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {169--182},
Keywords = {Spurious correlation, Level shifts, deterministic seasonality}
}
@article{CIS-187119,
Author = {Ip, W. C. and Yang, Ying and Kwan, P. Y. K. and Kwan, Y. K.},
Title = {Strong convergence rate of the least median absolute estimator in linear regression models},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {183--201},
Keywords = {Linear regression, Median absolute deviation, parametric inference--asymptotic properties of estimators, strong convergence rate}
}
@article{CIS-187120,
Author = {Scheffner, Axel and Runde, Ralf},
Title = {Estimation of unimodal densities based on the $f$$Q$-system},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {203--216},
Keywords = {Density estimation, parametric inference--point estimation}
}
@article{CIS-427375,
Author = {},
Title = {Estimation of unimodal densities based on the FQ-System},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {203--216},
Keywords = {}
}
@article{CIS-187121,
Author = {Toutenburg, H. and Shalabh},
Title = {Estimation of regression models with equi-correlated responses when some observations on the response variable are missing},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {217--232},
Keywords = {Missing data, Comparison of estimators, linear-regression, equi-correlated response, optimal homogeneous predictors}
}
@article{CIS-187109,
Author = {Galea, Manuel and Paula, Gilberto A. and Uribe-Opazo, Miguel},
Title = {On influence diagnostic in univariate elliptical linear regression models},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {23--45},
Keywords = {Robustness, Local influence, Pearson residual, elliptical distributions, likelihood displacement}
}
@article{CIS-187122,
Author = {Verma, Sanjay and Singh, R. Karan},
Title = {A modified generalized mixed regression estimator when disturbances are nonnormal},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {233--248},
Keywords = {incomplete prior information, small-σ asymptotic, risk and efficiency}
}
@article{CIS-187123,
Author = {Farsipour, N. Sanjari},
Title = {Admissibility of estimators in the non-regular family under entropy loss function},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {249--256},
Keywords = {non-regular density, generalized Bayes estimate}
}
@article{CIS-187124,
Author = {Neudecker, Heinz and Satorra, Albert},
Title = {On best affine prediction},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {257--266},
Keywords = {Factor analysis, Mean-squared error, Moore-Penrose inverse, Optimal prediction, Factor scores, singular matrices}
}
@article{CIS-187125,
Author = {Ruiz Espejo, M. and Delgado Pineda, M. and Nadarajah, S.},
Title = {Estimation of finite population parameters with several realizations},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {267--278},
Keywords = {Estimation, Efficiency, Unbiasedness, finite populations and realizations, means and variences}
}
@article{CIS-187126,
Author = {Franco, Manuel and Ruiz, M. Carmen and Ruiz, José M.},
Title = {A note on closure of the ILR and DLR classes under formation of coherent systems},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {279--288},
Keywords = {Parallel system, Series system, Likelihood ratio ordering, $k$-out-of-$n$ systems, coherent systems, $I$$L$$R$, $D$$L$$R$}
}
@article{CIS-187127,
Author = {Konopka, J\’’org and Schmitz, Norbert},
Title = {Acknowledgement of priority to "Redundant observations at testing i.i.d. random variables" (2002V43 p595-602)},
Journal = {Statistical Papers},
Volume = {44},
Number = {2},
Year = {2003},
Pages = {289--289},
Keywords = {sampling theory and sample surveys, nonparametric inference--hypothesis testing}
}
@article{CIS-187128,
Author = {Chaturvedi, Ajit and Tomer, Sanjeev K.},
Title = {UMVU estimation of the reliability function of the generalized life dispersions},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {301--313},
Keywords = {Stress-strength model, hazard-rate}
}
@article{CIS-427373,
Author = {},
Title = {UMVU estimation of the reliability function of the generalized life distributions},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {301--313},
Keywords = {}
}
@article{CIS-187129,
Author = {Croux, Christophe and Dehon, Catherine},
Title = {Estimators of the multiple correlation coefficient: Local robustness and confidence intervals},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {315--334},
Keywords = {Robustness, Regression analysis, Influence function, $R^2$-measure}
}
@article{CIS-187130,
Author = {Wellmann, Jürgen and Gather, Ursula},
Title = {Identification of outliers in a one-way random effects model},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {335--348},
Keywords = {Variance components, Median, Mixed linear model, Median absolute deviation, Robust statistics}
}
@article{CIS-187131,
Author = {Pérez, T. and Pardo, J. A.},
Title = {Asymptotic approximations for the distributions of the $K\phi$-divergence goodness-of-fit statistics},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {349--366},
Keywords = {second order limit distribution}
}
@article{CIS-427374,
Author = {},
Title = {Asymptotic approximations for the distributions of the Kø-divergence goodness-of-fit statistics},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {349--366},
Keywords = {}
}
@article{CIS-187132,
Author = {Al-Saleh, Mohammad Fraiwan and Al-Hadhrami, Said Ali},
Title = {Estimation of the mean of the exponential distribution using moving extremes ranked set sampling},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {367--382},
Keywords = {Modified maximum likelihood estimator, error in ranking}
}
@article{CIS-187133,
Author = {Shin, Dong Wan and Oh, Man-Suk},
Title = {Tests for the order of integration against higher order integration},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {383--396},
Keywords = {Locally best invariant test, double unit roots, integration order}
}
@article{CIS-187134,
Author = {Wywial, Janusz},
Title = {On conditional sampling strategies},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {397--419},
Keywords = {Ratio estimator, Bias, Regression estimator, Horvitz-Thompson statistic, Auxiliary variable, inclusion probabilities, conditional strategy, conditional sampling design}
}
@article{CIS-187135,
Author = {Jeske, Roland and Song, Seuck Heun},
Title = {Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {421--432},
Keywords = {Autocorrelation, seasonal data}
}
@article{CIS-187136,
Author = {Singh, Housila P. and Shukla, Sushil K.},
Title = {A family of shrinkage estimators for the square of mean in normal distribution},
Journal = {Statistical Papers},
Volume = {44},
Number = {3},
Year = {2003},
Pages = {433--442},
Keywords = {Bias, Mean squared error, Normal population}
}
@article{CIS-187137,
Author = {Ahmadi, J. and Arghami, N. R.},
Title = {Nonparametric confidence and tolerance intervals from record values data},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {455--468},
Keywords = {Tolerance limits, Confidence coefficient, Coverage probability, population quantile, Cauchy-Schwartz inequality, record range}
}
@article{CIS-187138,
Author = {Carstensen, Kai},
Title = {The finite-sample performance of robust unit root tests},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {469--482},
Keywords = {Nonnormality, Power comparison, simulation study}
}
@article{CIS-187110,
Author = {Paulaauskas, Vygantas and Rachev, Svetlozar T.},
Title = {Maximum likelihood estimators in regression models with infinite variance innovations},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {47--65},
Keywords = {Autoregression, Stable distributions, Lévy processes}
}
@article{CIS-187139,
Author = {Hida, Eisuke and Akahira, Masafumi},
Title = {An approximation to the generalized hypergeometric distribution},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {483--497},
Keywords = {general distribution theory, characterization and structure theory}
}
@article{CIS-187140,
Author = {Hürlimann, Werner},
Title = {General affine transform families: Why is the Pareto an exponential transform?},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {499--518},
Keywords = {Confidence interval, Simulation, Heavy-tailed distributions, location-style transform, Efron transform}
}
@article{CIS-187141,
Author = {Pardo, M. C.},
Title = {A test for uniformity based on informational energy},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {521--534},
Keywords = {Simulation, Empirical distribution function, Empirical power, empirical critical points}
}
@article{CIS-427372,
Author = {},
Title = {R-charts for the exponential, Laplace and logistic processes},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {535--554},
Keywords = {}
}
@article{CIS-187142,
Author = {Sim, C. H. and Wong, W. K.},
Title = {$R$-charts for the exponential, Laplace and logistic processes},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {535--554},
Keywords = {Control chart, Statistical process control, probability limits}
}
@article{CIS-187143,
Author = {Singh, Sarjinder and Deo, Balbinder},
Title = {Imputation by power transformation},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {555--579},
Keywords = {Missing data, Bias, Mean squared error, Estimation of mean, ratio type estimators}
}
@article{CIS-187144,
Author = {Smith, Murray D.},
Title = {On dependency in double-hurdle models},
Journal = {Statistical Papers},
Volume = {44},
Number = {4},
Year = {2003},
Pages = {581--595},
Keywords = {Fisher's information, Weak identification}
}
@article{CIS-187111,
Author = {Rodríguez-Avi, Joseé and Conde-Sánchez, Antonio and Sáez-Castillo, Antonio Joseé},
Title = {A new class of discrete distributions with complex parameters},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {67--88},
Keywords = {Estimation, Hypergeometric function, Pearson's family}
}
@article{CIS-187112,
Author = {Salau, M. O.},
Title = {The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models},
Journal = {Statistical Papers},
Volume = {44},
Number = {1},
Year = {2003},
Pages = {89--105},
Keywords = {Simulation, Autoregressive moving average model, autoregressive approximation, Burg's algorithm, order selection criteria}
}