Table of contents for issues of Mathematische Operationsforschung und Statistik

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Volume 1, Number 1, 1970
Volume 1, Number 2, 1970
Volume 1, Number 3, 1970
Volume 1, Number 4, 1970
Volume 2, Number 1, 1971
Volume 2, Number 2, 1971
Volume 2, Number 3, 1971
Volume 2, Number 4, 1971
Volume 3, Number 1, 1972
Volume 3, Number 2, 1972
Volume 3, Number 3, 1972
Volume 3, Number 4, 1972
Volume 3, Number 5, 1972
Volume 3, Number 6, 1972
Volume 4, Number 1, 1973
Volume 4, Number 2, 1973
Volume 4, Number 3, 1973
Volume 4, Number 4, 1973
Volume 4, Number 5, 1973
Volume 4, Number 6, 1973
Volume 5, Number 1, 1974
Volume 5, Number 2, 1974
Volume 5, Number 3, 1974
Volume 5, Number 4--5, 1974
Volume 5, Number 6, 1974
Volume 5, Number 7--8, 1974
Volume 5, Number 9, 1974
Volume 6, Number 1, 1975
Volume 6, Number 2, 1975
Volume 6, Number 3, 1975
Volume 6, Number 4, 1975
Volume 6, Number 5, 1975
Volume 6, Number 6, 1975
Volume 7, Number 1, 1976
Volume 7, Number 2, 1976
Volume 7, Number 3, 1976
Volume 7, Number 4, 1976
Volume 7, Number 5, 1976
Volume 7, Number 6, 1976
Volume 8, Number 1, 1977
Volume 8, Number 2, 1977
Volume 8, Number 3, 1977
Volume 8, Number 4, 1977
Volume 9, Number 1, 1978
Volume 9, Number 2, 1978
Volume 9, Number 3, 1978
Volume 9, Number 4, 1978
Volume 10, Number 1, 1979
Volume 10, Number 2, 1979
Volume 10, Number 3, 1979
Volume 10, Number 4, 1979
Volume 11, Number 1, 1980
Volume 11, Number 2, 1980
Volume 11, Number 3, 1980
Volume 11, Number 4, 1980
Volume 12, Number 1, 1981
Volume 12, Number 2, 1981
Volume 12, Number 3, 1981
Volume 12, Number 4, 1981
Volume 13, Number 1, 1982
Volume 13, Number 2, 1982
Volume 13, Number 3, 1982
Volume 13, Number 4, 1982
Volume 14, Number 1, 1983
Volume 14, Number 2, 1983
Volume 14, Number 3, 1983
Volume 14, Number 4, 1983
Volume 15, Number 1, 1984
Volume 15, Number 2, 1984
Volume 15, Number 3, 1984
Volume 15, Number 4, 1984
Volume 16, Number 1, 1985
Volume 16, Number 2, 1985
Volume 16, Number 3, 1985
Volume 16, Number 4, 1985
Volume 17, Number 1, 1986
Volume 17, Number 2, 1986
Volume 17, Number 3, 1986
Volume 17, Number 4, 1986
Volume 18, Number 1, 1987
Volume 18, Number 2, 1987
Volume 18, Number 3, 1987
Volume 18, Number 4, 1987
Volume 19, Number 1, 1988
Volume 19, Number 2, 1988
Volume 19, Number 3, 1988
Volume 19, Number 4, 1988
Volume 20, Number 1, 1989
Volume 20, Number 2, 1989
Volume 20, Number 3, 1989
Volume 20, Number 4, 1989
Volume 21, Number 1, 1990
Volume 21, Number 2, 1990
Volume 21, Number 3, 1990
Volume 21, Number 4, 1990
Volume 22, Number 1, 1991
Volume 22, Number 2, 1991
Volume 22, Number 3, 1991
Volume 22, Number 4, 1991
Volume 23, Number 1, 1992
Volume 23, Number 2, 1992
Volume 23, Number 3, 1992
Volume 23, Number 4, 1992
Volume 24, Number 1, 1993
Volume 24, Number 2, 1993
Volume 24, Number 3, 1993
Volume 24, Number 4, 1993
Volume 25, Number 1, 1993
Volume 25, Number 2, 1994
Volume 25, Number 3, 1994
Volume 25, Number 4, 1994
Volume 26, Number 1, 1995
Volume 26, Number 2, 1995
Volume 26, Number 3, 1995
Volume 26, Number 4, 1995
Volume 27, Number 1--2, 1995
Volume 27, Number 3--4, 1996
Volume 28, Number 1, 1996
Volume 28, Number 2, 1996
Volume 28, Number 3, 1996
Volume 28, Number 4, 1996
Volume 29, Number 1, 1997
Volume 29, Number 2, 1997
Volume 29, Number 3, 1997
Volume 29, Number 4, 1997
Volume 30, Number 1, 1997
Volume 30, Number 2, 1997
Volume 30, Number 3, 1997
Volume 30, Number 4, 1998
Volume 31, Number 1, 1998
Volume 31, Number 2, 1998
Volume 31, Number 3, 1998
Volume 31, Number 4, 1998
Volume 32, Number 1, 1998
Volume 32, Number 2, 1998
Volume 32, Number 3, 1999
Volume 32, Number 4, 1999
Volume 33, Number 1, 1999
Volume 33, Number 2, 1999
Volume 33, Number 3, 1999
Volume 33, Number 4, 2000
Volume 34, Number 1, 2000
Volume 34, Number 2, 2000
Volume 34, Number 3, 2000
Volume 34, Number 4, 2000
Volume 35, Number 1, 2000
Volume 35, Number 2, 2001
Volume 35, Number 3, 2001
Volume 35, Number 4, 2001
Volume 36, Number 1, 2002
Volume 36, Number 2, 2002
Volume 36, Number 3, 2002
Volume 36, Number 4, 2002
Volume 37, Number 1, 2003
Volume 37, Number 2, 2003
Volume 37, Number 3, 2003
Volume 37, Number 4, 2003
Volume 37, Number 5, 2003
Volume 37, Number 6, 2003
Volume 38, Number 1, 2004
Volume 38, Number 2, 2004
Volume 38, Number 3, 2004
Volume 38, Number 4, 2004
Volume 38, Number 5, 2004
Volume 38, Number 6, 2004
Volume 39, Number 1, 2005
Volume 39, Number 2, 2005
Volume 39, Number 3, 2005
Volume 39, Number 4, 2005
Volume 39, Number 5, 2005
Volume 39, Number 6, 2005
Volume 40, Number 1, 2006
Volume 40, Number 2, 2006
Volume 40, Number 3, 2006
Volume 40, Number 4, 2006
Volume 40, Number 5, 2006
Volume 40, Number 6, 2006
Volume 41, Number 1, 2007
Volume 41, Number 2, 2007
Volume 41, Number 3, 2007
Volume 41, Number 4, 2007
Volume 41, Number 5, 2007
Volume 41, Number 6, 2007
Volume 42, Number 1, 2008
Volume 42, Number 2, 2008
Volume 42, Number 3, 2008
Volume 42, Number 4, 2008
Volume 42, Number 5, 2008
Volume 42, Number 6, 2008
Volume 43, Number 1, 2009
Volume 43, Number 2, 2009
Volume 43, Number 3, 2009
Volume 43, Number 4, 2009
Volume 43, Number 5, 2009
Volume 43, Number 6, 2009
Volume 44, Number 1, 2010
Volume 44, Number 2, 2010
Volume 44, Number 3, 2010
Volume 44, Number 4, 2010
Volume 44, Number 5, 2010
Volume 44, Number 6, 2010
Volume 45, Number 1, 2011
Volume 45, Number 2, 2011
Volume 45, Number 3, 2011
Volume 45, Number 4, 2011
Volume 45, Number 5, 2011
Volume 45, Number 6, 2011
Volume 46, Number 1, 2012
Volume 46, Number 2, 2012
Volume 46, Number 3, 2012
Volume 46, Number 4, 2012
Volume 46, Number 5, 2012
Volume 46, Number 6, 2012
Volume 47, Number 1, 2013
Volume 47, Number 2, 2013
Volume 47, Number 3, 2013
Volume 47, Number 4, 2013
Volume 47, Number 5, 2013
Volume 47, Number 6, 2013
Volume 48, Number 1, 2014
Volume 48, Number 2, 2014
Volume 48, Number 3, 2014
Volume 48, Number 4, 2014
Volume 48, Number 5, 2014
Volume 48, Number 6, 2014
Volume 49, Number 1, 2015
Volume 49, Number 2, 2015
Volume 49, Number 3, 2015
Volume 49, Number 4, 2015
Volume 49, Number 5, 2015
Volume 49, Number 6, 2015
Volume 50, Number 1, 2016
Volume 50, Number 2, 2016
Volume 50, Number 3, 2016
Volume 50, Number 4, 2016
Volume 50, Number 5, 2016
Volume 50, Number 6, 2016
Volume 51, Number 1, 2017
Volume 51, Number 2, 2017
Volume 51, Number 3, 2017
Volume 51, Number 4, 2017
Volume 51, Number 5, 2017
Volume 51, Number 6, 2017
Volume 52, Number 1, 2017
Volume 52, Number 2, 2018
Volume 52, Number 3, 2018
Volume 52, Number 4, 2018
Volume 52, Number 5, 2018
Volume 52, Number 6, 2018
Volume 53, Number 1, 2019
Volume 53, Number 3, 2019
Volume 53, Number 4, 2019
Volume 53, Number 5, 2019
Volume 53, Number 6, 2019
Volume 54, Number 1, 2020
Volume 54, Number 2, 2020
Volume 54, Number 3, 2020
Volume 54, Number 4, 2020
Volume 54, Number 5, 2020
Volume 54, Number 6, 2020
Volume 55, Number 1, 2021
Volume 55, Number 2, 2021
Volume 55, Number 3, 2021
Volume 55, Number 4, 2021
Volume 55, Number 5, 2021
Volume 55, Number 6, 2021
Volume 56, Number 1, 2022
Volume 56, Number 2, 2022
Volume 56, Number 3, 2022
Volume 56, Number 4, 2022
Volume 56, Number 5, 2022
Volume 56, Number 6, 2022
Volume 57, Number 1, 2022
Volume 57, Number 2, 2023
Volume 57, Number 3, 2023
Volume 57, Number 4, 2023
Volume 57, Number 5, 2023
Volume 57, Number 6, 2023
Volume 58, Number 1, 2024
Volume 58, Number 2, 2024
Volume 58, Number 3, 2024
Volume 58, Number 4, 2024


Mathematische Operationsforschung und Statistik
Volume 1, Number 1, 1970

                     Olaf Bunke   Geleitwort. (German) [Foreword]  . . . . 1--4
        Franti\vsek No\vzi\vcka   Über die Eindeutigkeit der Lösung von
                                  linearen Optimierungsproblemen. (German)
                                  [On the uniqueness of the solution of
                                  linear programming problems] . . . . . . 5--20
                  Horst Weinert   Probleme der linearen Optimierung mit
                                  nichtlinear-einparametrischen
                                  Koeffizienten in der Zielfunktion.
                                  (German) [Linear optimization problem
                                  with nonlinear one-parameter
                                  coefficients in the objective function]  21--43
                  N. N. Borobev   Pozitsionniye igri i prinyatie
                                  statisticheskich reshennije. (Russian)
                                  [Positional games and statistical
                                  decisions] . . . . . . . . . . . . . . . 45--53
Ingeborg Beier-Küchler and   
                  Peter Neumann   Über die Klassenwahl beim $
                                  \chi^2$-Anpassungstest. (German) [On the
                                  class choice in the $ \chi^2 $ fit test] 55--68
               Helge Toutenburg   Optimale Vorhersage von endogenen
                                  Variablen in einem linearen System von
                                  strukturellen Gleichungen. (German)
                                  [Optimal forecasts of endogenous
                                  variables in a linear system of
                                  structural equations]  . . . . . . . . . 69--75
                 H. Hollatz and   
                  K. Lommatzsch   Rezensionen. (German) [Book Reviews] . . 77--78

Mathematische Operationsforschung und Statistik
Volume 1, Number 2, 1970

             Jürgen Guddat   Behandlung parametrischer quadratischer
                                  Optimierungsprobleme mit der Methode von
                                  Beale. (German) [Treatment of parametric
                                  quadratic programming problems with the
                                  method of Beale] . . . . . . . . . . . . 81--86
                   Bernd Tittel   Zur mathematischen Modellierung der
                                  Planung der Arbeitskräfteentwicklung.
                                  (German) [On the mathematical modeling
                                  of the planning of workforce
                                  development] . . . . . . . . . . . . . . 87--104
               Helge Toutenburg   Vorhersage im allgemeinen linearen
                                  Regressionsmodell mit stochastischen
                                  Regressoren. (German) [Prediction in the
                                  general linear regression model with
                                  stochastic regressors] . . . . . . . . . 105--116
               Egmar Rödel   Abhängigkeitsmaße für Zufallsgrößen mit
                                  Werten in einem separablen Hilbertraum.
                                  (German) [Measures of dependence for
                                  random variables with values in a
                                  separable Hilbert space] . . . . . . . . 117--139

Mathematische Operationsforschung und Statistik
Volume 1, Number 3, 1970

              Klaus Lommatzschi   Bestimmung der Dimension eines Polyeders
                                  mit Hilfe der Simplexmethode. (German)
                                  [Determining the dimension of a
                                  polyhedron with the help of the simplex
                                  method]  . . . . . . . . . . . . . . . . 147--153
            Günther Schulz   Ein Lösungsalgorithmus für ein lineares
                                  mehrstufiges Transportproblem mit
                                  proportionalen Mengenänderungen. (German)
                                  [A solution algorithm for a linear
                                  multi-stage transportation problem with
                                  proportional changes in quantity]  . . . 155--171
                  Horst Weinert   Doppelt-einparametrische lineare
                                  Optimierung. I: Unabhängige Parameter.
                                  (German) [Double-single-parameter linear
                                  optimization. I: Independent parameters] 173--197
         Jürgen Guddat and   
                   Klaus Tammer   Eine Modification der Methode von Theil
                                  und van de Panne zur Lösung
                                  einparametrischer quadratischer
                                  Optimierungsprobleme. (German) [A
                                  modification of the method of Theil and
                                  van de Panne for solving one-parameter
                                  quadratic programming problems]  . . . . 199--206
                Joachim Piehler   Über die Verschärfung von Schnitten in der
                                  Methode von Gomory bei der
                                  rein-ganzzahligen linearen Optimierung.
                                  (German) [On the escalation of cuts in
                                  the method of Gomory in pure-integer
                                  linear optimization] . . . . . . . . . . 207--216
                     Bernd Bank   Branch and Bound-Algorithmen für zwei
                                  Reihenfolgeprobleme. (German) [Branch
                                  and bound algorithms for two sequence
                                  problems]  . . . . . . . . . . . . . . . 217--228
            Henning Läuter   Optimale Vorhersage und Schätzung in
                                  regulären und singulären
                                  Regressionsmodellen. (German) [Optimal
                                  prediction and estimation in regular and
                                  singular regression models]  . . . . . . 229--243
               H. L. Burmeister   Rezensionen. (German) [Book Reviews] . . 245--245
                 H. Hollatz and   
                     H. Weinert   Bericht über die Arbeitstagung
                                  ``Mathematische Optimierung''. (German)
                                  [Report on the Workshop `Mathematical
                                  Optimization'] . . . . . . . . . . . . . 247--248
                  N. Sieber and   
             H.-J Sebastian and   
                       H. Stahn   Informationen. (German) [Information]    249--251

Mathematische Operationsforschung und Statistik
Volume 1, Number 4, 1970

                  Horst Hollatz   Die Konstruktion lösbarer
                                  Optimierungsprobleme. (German) [The
                                  construction of solvable optimization
                                  problems]  . . . . . . . . . . . . . . . 255--263
                 Manfred Schoch   Ein Erweiterungsprinzip als Konzeption
                                  zur Lösung kombinatorischer
                                  Optimierungsprobleme. (German) [An
                                  extension principle as a concept for
                                  solving combinatorial optimization
                                  problems]  . . . . . . . . . . . . . . . 265--280
                 Lev Ja Leifman   The main principles for optimal
                                  allocation of capacities in network
                                  planning . . . . . . . . . . . . . . . . 281--288
                Norbert Schmitz   Sequentielle Minimax-Tests bei
                                  Wiener-Prozessen. (German) [Sequential
                                  minimax tests for Wiener processes]  . . 289--295
                  Hans Bandemer   Optimale Wahl der Abszissenwerte für die
                                  lineare Regression bei gegebener
                                  Kostenfunktion. (German) [Optimum choice
                                  of the abscissa values for the linear
                                  regression in a given cost function] . . 297--308
          V. S. Mihalevi\vc and   
             Ju. M. Ermolev and   
               V. V. Skurba and   
                      N. Z. Sor   Große Systeme und die Lösung von
                                  Extremalproblemen. (German) [Large
                                  systems and the solution of extremal
                                  problems]  . . . . . . . . . . . . . . . 309--326
                     H. Hollatz   Rezension. (German) [Book Review]  . . . 327--328
                 H. Hollatz and   
                     H. Weinert   Bericht über die Arbeitstagung
                                  ``Mathematische Optimierung''. (German)
                                  [Report on the working conference
                                  ``Mathematical Optimization''] . . . . . 329--331


Mathematische Operationsforschung und Statistik
Volume 2, Number 1, 1971

        Franti\vsek No\vzi\vcka   Ein geometrischer Beweis des
                                  Dualitätsprinzips in der linearen
                                  Optimierung. (German) [A geometric proof
                                  of the duality principle in linear
                                  optimization]  . . . . . . . . . . . . . 3--17
                  Horst Weinert   Doppelt-einparametrische lineare
                                  Optimierung. II: Abhängige Parameter.
                                  (German) [Double one-parameter linear
                                  optimization. II: Dependent parameters]  19--39
           Hans-Joachim Girlich   Ein Näherungsverfahren zur Bestimmung
                                  optimaler Parameter eines
                                  Lagerhaltungsmodells. (German) [An
                                  approximate method for determining
                                  optimum parameters of a storage model]   41--49
                Dietrich Stoyan   Probleme der Bedienungs- und Dammtheorie
                                  bei ``unvollständigen Informationen''.
                                  (German) [Problems of operating and dam
                                  theory with ``incomplete information'']  51--60
                       J. Grund   Der Shapleyysche Wertvektor und seine
                                  Anwendung in einigen Marktmodellen.
                                  (German) [The Shapley value vector and
                                  its application in some market models]   61--67
            Henning Läuter   Vorhersage bei stochastischen Prozessen
                                  mit linearem Regressionsanteil. I.
                                  (German) [Prediction in stochastic
                                  processes with linear regression share.
                                  I] . . . . . . . . . . . . . . . . . . . 69--85
                  E. Kaiser and   
                       H. Sachs   Rezensionen. (German) [Book Reviews] . . 87--88

Mathematische Operationsforschung und Statistik
Volume 2, Number 2, 1971

                    K. Beer and   
             R. Tichatschke and   
                    B. Schwartz   Mehrfache Zerlegung linearer
                                  Optimierungsaufgaben. (German) [Multiple
                                  linear cutting optimization tasks] . . . 95--115
                Joachim Piehler   Simulationsmethoden in der
                                  Operationsforschung. (German)
                                  [Simulation methods in operations
                                  research]  . . . . . . . . . . . . . . . 117--128
         Hans-Joachim Rosseberg   Ausbeutung einer bekannten
                                  Wiener--Hopf-Faktorisierung beim
                                  Wartemodell G/G/1 und einer mit ihm
                                  zusammenhängenden Irrfahrt. (German)
                                  [Exploitation of a known Wiener--Hopf
                                  factorization in the queueing model
                                  G/G/1 and a continuous random walk with
                                  it]  . . . . . . . . . . . . . . . . . . 129--146
            Henning Läuter   Vorhersage bei stochastischen Prozessen
                                  mit linearem Regressionsanteil. II.
                                  (German) [Prediction in stochastic
                                  processes with linear regression share.
                                  II]  . . . . . . . . . . . . . . . . . . 147--166
                H. Bandemer and   
                     K. Matthes   Bericht über die ``6. Arbeitstagung über
                                  Probleme der Stochastik''. (German)
                                  [Report on the ``6th Workshop on
                                  Stochastic Problems''] . . . . . . . . . 167--169
                  M. Schoch and   
                 H. Hollatz and   
                 J. Piehler and   
                 P. Franken and   
                 W. Richter and   
                 W. Richter and   
             H. Läuter and   
                  H. Toutenburg   Rezensionen. (German) [Book Reviews] . . 171--178

Mathematische Operationsforschung und Statistik
Volume 2, Number 3, 1971

              Horst Hollatz and   
                  Horst Weinert   Ein Algorithmus zur Lösung des
                                  doppelt-einparametrischen linearen
                                  Optimierungsproblems. (German) [An
                                  algorithm for solving the double
                                  one-parameter linear optimization
                                  problem] . . . . . . . . . . . . . . . . 181--197
             Klaus Hofstedt and   
          Wolfgang Thämelt   Über einen Algorithmus zur Lösung
                                  Gemischt-Ganzzahliger Optimalprobleme.
                                  (German) [An algorithm for solving
                                  mixed-integer optimal problems]  . . . . 199--212
                       J. Focke   Dualität beim Richtungssuchproblem von
                                  Zoutendijk. (German) [Duality in the
                                  direction-of-search problem of
                                  Zoutendijk]  . . . . . . . . . . . . . . 213--219
              Gisela Gussefeldt   Über das Stetigkeitsverhalten von
                                  ``bang-bang''-Steuerungen: Bemerkungen
                                  zu meiner Arbeit von C. Olech. (German)
                                  [On the continuity behavior of
                                  ``bang-bang'' controls --- comments on
                                  my work with C. Olech] . . . . . . . . . 221--226
                     Laila Sakr   Asymptotische Eigenschaften von
                                  Wartesystemen mit periodischer
                                  Eingangsintensität. (German) [Asymptotic
                                  properties of systems with periodic
                                  input intensity] . . . . . . . . . . . . 227--236
            Henning Läuter   Optimale Schätzung bei stochastischen
                                  Prozessen mit linearem
                                  Regressionsanteil. (German) [Optimal
                                  estimation in stochastic processes with
                                  linear regression share] . . . . . . . . 237--246
             W. Müller and   
               D. Schreiter and   
             H. J. Sprenger and   
               D. Schreuter and   
         G. Güssefeldt and   
             R. Theodorescu and   
                  H. Thiele and   
              H. Toutenburg and   
                P. Neumeann and   
                   O. Bunke and   
                   W. Dück   Rezensionen. (German) [Book Reviews] . . 247--254
                H. Bandemer and   
                       H. Klemm   Bericht über die Arbeitstagung ``Optimale
                                  Versuchsplanung''. (German) [Report on
                                  the working conference ``Optimal
                                  Experimental Planning''] . . . . . . . . 255--256

Mathematische Operationsforschung und Statistik
Volume 2, Number 4, 1971

                 Gerhard Mensch   The inspection problem . . . . . . . . . 261--269
              Klaus Sommermeter   Koeffizientenänderung in der linearen
                                  Optimierung. (German) [Coefficient
                                  change in linear optimization] . . . . . 271--281
              Klaus Fleischmann   Zur Stationarität eines modifizierten
                                  Erlangschen Bedienungsprozesses.
                                  (German) [On the stationarity of a
                                  modified Erlang operation process] . . . 283--290
               Egmar Rödel   Zweidimensionale Verteilungen mit
                                  endlicher Kontingenz und die
                                  asymptotische Effizienz von
                                  Unabhängigkeitstests. (German)
                                  [Two-dimensional distributions with
                                  finite contingency and the asymptotic
                                  efficiency of tests of independence] . . 291--309
                    B. Bank and   
                 H. Weinert and   
               R. Reinhardt and   
                  L. Bitter and   
         H.-J Roßberg and   
                   J. Grimm and   
              H. Toutenburg and   
                   W. Dück   Rezensionen. (German) [Book Reviews] . . 311--317
               K. H. Elster and   
               M. Schäuble   Berichte. (German) [Reports] . . . . . . 319--322


Mathematische Operationsforschung und Statistik
Volume 3, Number 1, 1972

                Gunter Bär   Verfahren zur Lösung ganzzahliger
                                  linearer Optimierungsprobleme. (German)
                                  [Method for solving integer linear
                                  programming problems]  . . . . . . . . . 3--17
               Radu Theodorescu   Random programs  . . . . . . . . . . . . 19--47
                Dietrich Stoyan   Verlustsysteme aus der Bedienungs- und
                                  Dammtheorie bei ``unvollstandigen
                                  Informationen'' über
                                  verteilungsfunktionen. (German) [Loss
                                  systems from the operating-systems and
                                  dam theory with ``incomplete
                                  information'' about distribution
                                  functions] . . . . . . . . . . . . . . . 49--59
                R. P. Gupta and   
                     I. G. Kabe   Extensions of the general multivariate
                                  linear hypothesis model  . . . . . . . . 61--65
                  L. Hempel and   
                 H. Weinert and   
              K. Krickeberg and   
              E. Rödel and   
                  H. Langer and   
                H. Bandemer and   
                   O. Bunke and   
               W. Dück and   
                  H. Toutenburg   Rezensionen. (German) [Book Reviews] . . 67--73
                       P. Mandl   Bericht über die VI. Prague Conference on
                                  Information Theory, Statistical Decision
                                  Functions and Random Processes. (German)
                                  [Report on the VI. Prague Conference on
                                  Information Theory, Statistical Decision
                                  Functions and Random Processes]  . . . . 74--74
                       H. Klemm   Bericht über die Frühjahrstagung 1971
                                  ``Lagerhaltungsmodelle''. (German)
                                  [Report on the Spring 1971 meeting on
                                  ``inventory models'']  . . . . . . . . . 75--75
                 H. Hollatz and   
                     H. Weinert   Bericht über die Arbeitstagung
                                  Mathematische Optimierung. (German)
                                  [Report on the Workshop Mathematical
                                  Optimization]  . . . . . . . . . . . . . 76--78
                  G. Mönch   Bericht über die Tagung ``Lang-und
                                  mittelfristige Planungsmodelle''.
                                  (German) [Report of the meeting ``Long-
                                  and medium-term planning models''] . . . 79--79

Mathematische Operationsforschung und Statistik
Volume 3, Number 2, 1972

                Joachim Piehler   Modellsysteme der Operationsforschung
                                  und Graphentheorie. (German) [Model
                                  systems operations research and graph
                                  theory]  . . . . . . . . . . . . . . . . 83--89
                      Anonymous   O sushchestvovanii snacheniya igri v
                                  igrpax na edinichnom kvadrate c
                                  rasrivnimi funktiayami viirgisha.
                                  (Russian) [On the existence of the value
                                  of the game of games on the unit square
                                  with discontinuous viirgish (??)
                                  functions] . . . . . . . . . . . . . . . 91--96
                      Anonymous   Smeshannaya duel tipa $ 2 \times 1 $.
                                  (Russian) [Mixed duel type $ 2 \times 1
                                  $] . . . . . . . . . . . . . . . . . . . 97--102
                Dietrich Stoyan   Ein Stetigkeitssatz für einlinige
                                  Wartemodelle der Bedienungstheorie.
                                  (German) [A discontinuity rate for
                                  single-line waiting models of operation
                                  theory]  . . . . . . . . . . . . . . . . 103--111
                Friedrich Liese   Zur Anwendung der Informationstheorie
                                  beim Beweis von Grenzwertsätzen der
                                  Wahrscheinlichkeitstheorie. (German) [On
                                  the application of information theory in
                                  the proof of limit theorems of
                                  probability theory]  . . . . . . . . . . 113--128
                   J. Focke and   
                      G. Dewess   Über die schätzmethode MINQUE von C. R.
                                  Rao und ihre Verallgemeinerung. (German)
                                  [On the MINQUE estimation method of C.
                                  R. Rao and its generalization] . . . . . 129--143
                  M. Schoch and   
                J. Nietzsch and   
               W. Dück and   
                    H. Damm and   
                 H. Hollatz and   
               D. Schreiter and   
              K. Lommatzsch and   
                   O. Bunke and   
            N. N. Worobjoff and   
              E. Rödel and   
              H. Toutenburg and   
              J. Läter and   
           D. Pötschke and   
                       O. Bunke   Rezensionen. (German) [Book Reviews] . . 145--156
              T. Postelnicu and   
              Jena H. Klemm and   
                 G. Nägler   Bericht über ``The Fourth Conference on
                                  Probability Theory'', vom 12.--18.9.1971
                                  in Bra\csov, SR Rumanian. (German)
                                  [Report on the ``The Fourth Conference
                                  on Probability Theory'', 12.--18.9.1971
                                  in Bra\csov, SR Rumania] . . . . . . . . 157--160

Mathematische Operationsforschung und Statistik
Volume 3, Number 3, 1972

        Franti\vsek No\vzi\vcka   Über eine Klasse von linearen
                                  einparametrischen Optimierungsproblemen.
                                  (German) [On a class of nonlinear
                                  one-parameter optimization problems] . . 159--194
                 Johannes Terno   Algorithmen für das klassische
                                  Maschinenbelegungsproblem. (German)
                                  [Algorithms for the classical machine
                                  assignment problem]  . . . . . . . . . . 195--201
                 D. G. Kabe and   
                    R. P. Gupta   On testing several linear relations  . . 203--205
                 H. J. Rossberg   Characterization of the exponential and
                                  the Pareto distributions by means of
                                  some properties of the distributions
                                  which the differences and quotients of
                                  order statistics are subject to  . . . . 207--216
             Gustav Feichtinger   Über die Kovarianzen von
                                  Maximum-Likelihood-Schätzungen gewisser
                                  Parameter bei multiplen Dekrementtafeln.
                                  (German) [On the covariances of the
                                  maximum likelihood estimates of certain
                                  parameters for multiple decrement
                                  tables]  . . . . . . . . . . . . . . . . 217--226
               B. Rönz and   
                 H. Weinert and   
                 H. Hollatz and   
                   O. Bunke and   
             H. Läuter and   
                   H. Bunke and   
                   H. Bunke and   
          P. H. Müller and   
                   O. Bunke and   
                  H. Toutenburg   Rezensionen. (German) [Book Reviews] . . 227--236

Mathematische Operationsforschung und Statistik
Volume 3, Number 4, 1972

                 Klaus Hofstedt   Ein Verfahren für die exakte Behandlung
                                  von Problemen der Ablaufplanung mit
                                  Hilfsmittelbeschränkungen. (German) [A
                                  method for the exact treatment of
                                  problems of scheduling with resource
                                  constraints] . . . . . . . . . . . . . . 239--253
                  Emil Klafszky   Determination of shortest path in a
                                  network with time-dependent edge-lengths 255--257
         Lothar von Wolfersdorf   Zur Lösung einer Minimax-Aufgabe mit
                                  Anwendung auf ein Problem der optimalen
                                  Steuerung. I. (German) [On solution of a
                                  minimax task with application to a
                                  problem of optimal control. I] . . . . . 259--271
                   H. Bunke and   
                       O. Bunke   Confidence bands with a given maximal
                                  size for linear regression functions . . 273--280
              Y. V. Fedorov and   
                 M. B. Malyutov   Übersichtsarbeiten. (German) [Work
                                  overview]  . . . . . . . . . . . . . . . 281--308
                 L. Bittner and   
            A. Göpfert and   
           H. L. Burmeister and   
          P. H. Müller and   
             H. Läuter and   
                 W. Richter and   
                  M. Schoch and   
                   O. Bunke and   
                 G. Wintgen and   
                       J. Kunze   Rezensionen. (German) [Book Reviews] . . 309--316
                   H. Klemm and   
                       Jena and   
              G. Mönch and   
                 H. Hollatz and   
                     H. Weinert   Ankündigung. (German) [Announcement]  . . 319--324

Mathematische Operationsforschung und Statistik
Volume 3, Number 5, 1972

              G. F. Kéri   A modified stepping-stone algorithm for
                                  the transportation problem . . . . . . . 327--331
           Martin R. J. Boeselt   Kompakte Fertigungsbäume. (German)
                                  [Compact production trees] . . . . . . . 333--338
                Joachim Piehler   Zur Bestimmung aller Kreise in
                                  gerichteten Graphen. (German) [On the
                                  determination of all circles in the
                                  directed graph]  . . . . . . . . . . . . 339--342
         Lothar von Wolfersdorf   Zur Lösung einer Minimax-Aufgabe mit
                                  Anwendung auf ein Problem der optimalen
                                  Steuerung II. (German) [On solving a
                                  minimax task with application to a
                                  problem of optimal control II] . . . . . 343--348
   András Prékopa   A class of stochastic programming
                                  decision problems  . . . . . . . . . . . 349--354
              Prakash Lal Maggu   On certain channels in series with phase
                                  type service . . . . . . . . . . . . . . 355--361
                     K. L. Abya   Network of waiting lines . . . . . . . . 363--371
                  Hilmar Drygas   The estimation of residual variance in
                                  regression analysis  . . . . . . . . . . 373--388
             Gerhard Kayser and   
              Peter Neumann and   
                  Rainer Salmen   Kritische werte für den $X$-test von van
                                  der Waerden. (German) [Critical values
                                  for van der Waerden's $X$-test]  . . . . 389--400
                   J. Wilke and   
                K. Reinisch and   
                    J. Metz and   
                   G. Enderlein   Rezensionen. (German) [Book Reviews] . . 401--403

Mathematische Operationsforschung und Statistik
Volume 3, Number 6, 1972

                  Horst Weinert   On parametric linear programming
                                  problems with fixed matrix of
                                  constraints  . . . . . . . . . . . . . . 407--417
        Christian Grossmann and   
         Rüdiger Reinhardt   Zur zentrenmethode in der nichtlinearen
                                  optimierung. (German) [On the centers
                                  method in nonlinear optimization]  . . . 419--430
                     L. Bittner   Quasilinearization and primal-dual
                                  relations of Chebyshev Approximation. I  431--451
                       J. Mecke   Das erlangsche Model mit abhängigen
                                  Bedienungszeiten. (German) [The Erlang
                                  model with dependent service times]  . . 453--464
                     T. Deutler   Die Verwendung eines iterativen
                                  Analogrechners zur Bestimmung der
                                  gesamten Lösungsmenge der
                                  Dalenius-Gleichungen (für verschiedene
                                  Aufteilungsarten) bei kleinen
                                  Schichtanzahlen. (German) [The use of an
                                  iterative analog computer to determine
                                  the total amount of solution of Dalenius
                                  equations (for different division types)
                                  at small layer numbers]  . . . . . . . . 465--474
           Wolfgang Nätheb   Minimaxschätzungen im linearen
                                  regressionsmodell. (German) [Minimax
                                  estimates in the linear regression
                                  model] . . . . . . . . . . . . . . . . . 475--482
              K. Manteuffel and   
                  M. Schoch and   
            N. N. Worobjoff and   
                   D. Rasch and   
            Vladimir Strnad and   
              H. Toutenburg and   
               W. Dück and   
             E. Griepentrog and   
               K. H. Elster and   
                   W. Kempe and   
                 G. Nägler   Rezensionen. (German) [Book Reviews] . . 483--491


Mathematische Operationsforschung und Statistik
Volume 4, Number 1, 1973

                 Manfred Schoch   Anwendung des Erweiterungsprinzips zur
                                  Entwicklung eines Lösungsverfahrens für
                                  eine Klasse von Min-Max-Problemen.
                                  (German) [Application of the extension
                                  principle for the development of a
                                  solution procedure for a class of
                                  min-max problems]  . . . . . . . . . . . 7--22
                 Gerhard Mensch   Single-stage linear programming zero-one
                                  solutions to some job-machine scheduling
                                  type problems  . . . . . . . . . . . . . 23--33
                   J. Focke and   
            A. Göpfert and   
                     H. Rudolph   Konvergenzuntersuchungen bei
                                  Gradientenverfahren. (German)
                                  [Convergence studies of gradient
                                  methods] . . . . . . . . . . . . . . . . 35--50
           Gunther Baumgart and   
              Peter Neumann and   
                Dieter Schramme   Optimierung des Flugzeugeinsatzes mit
                                  Hilfe eines Verfahrens der blinden
                                  Suche. (German) [Optimization of
                                  aircraft utilization by a process of
                                  blind search]  . . . . . . . . . . . . . 51--62
                 A. Bakó   On the determination of the shortest
                                  path in a network having gains . . . . . 63--68
                R. P. Gupta and   
                     G. C. Jain   Some uses of Lagrange's formula in the
                                  distribution theory with reference to
                                  queuing problems . . . . . . . . . . . . 69--73
             M. L. Chaudhry and   
             J. G. C. Templeton   A note on the distribution of a busy
                                  period for M/M/C queuing system  . . . . 75--79
              M. W. Mahmoud and   
                    Aisha Ragab   On order statistics in samples drawn
                                  from the logistic distribution . . . . . 81--88
               W. Dück and   
              H.-J. Girlich and   
                   O. Bunke and   
                 J. Piehler and   
                 E. Griepentrog   Rezensionen. (German) [Book Reviews] . . 89--94

Mathematische Operationsforschung und Statistik
Volume 4, Number 2, 1973

             Klaus Hofstedt and   
                Joachim Piehler   Ein Simulationsverfahren zur Lösung
                                  ganzzahliger linearer Optimalprobleme.
                                  (German) [A simulation method for
                                  solving integer linear optimal problems] 99--105
                  Horst Hollatz   Parametrische Optimierung in linearen
                                  Räumen. (German) [Parametric optimization
                                  in linear spaces]  . . . . . . . . . . . 107--125
               Peter Jennergren   A note on a Dantzig--Wolfe
                                  decomposition-like method for solving a
                                  particular resource-allocation problem
                                  under uncertainty  . . . . . . . . . . . 127--132
                      Anonymous   Vvedeniye v teoriyu ierarkhicheskikh
                                  sistem upravleniya . . . . . . . . . . . 133--154
                   Helga Stoyan   Monotonie- und Stetigkeitseigenschaften
                                  mehrliniger Wartesysteme der
                                  Bedienungstheorie. (German)
                                  [Monotonicity and continuity properties
                                  of more straightforward response systems
                                  of operation theory] . . . . . . . . . . 155--163
              M. W. Mahmoud and   
                    Aisha Ragab   The probability density functions of the
                                  midrange, the ratio of two independent
                                  ranges and other criteria based on order
                                  statistics in samples drawn from an
                                  exponential distribution . . . . . . . . 165--172
             H. Läuter and   
                E. Seiffart and   
András Prékopa and   
              E. Rödel and   
             E. Läuter and   
          E. E. Borngräber   Rezension. (German) [Book Review]  . . . 173--176

Mathematische Operationsforschung und Statistik
Volume 4, Number 3, 1973

                 A. G. Azpeitla   Decomposition of switching functions
                                  into linearly separable components . . . 179--182
          Karl-Heinz Elster and   
                   Ulrich Wendt   Zur dualitätstheorie der komplexen
                                  linearen Optimierung. (German) [On the
                                  duality theory of complex linear
                                  optimization]  . . . . . . . . . . . . . 183--200
            L. Gerencsér   On a close relation between quasi-convex
                                  and convex functions and related
                                  investigations . . . . . . . . . . . . . 201--211
      Philippe Capéra\`a   Décomposition orthogonale d'une function
                                  suivant un classification hiérarchique et
                                  applications. (French) [Orthogonal
                                  decomposition of a function following a
                                  hierarchical clustering and
                                  applications]  . . . . . . . . . . . . . 213--228
              M. W. Mahmoud and   
                        A. Oada   The approximate distributions for the
                                  sum of equi-correlated lognormal
                                  variates . . . . . . . . . . . . . . . . 229--242
              W. Düick and   
            A. Göpfert and   
               G. Hebermehl and   
                 J. Piehler and   
           H. L. Burmeister and   
          W. D. Müller and   
                  H. J. Girlich   Rezensionen. (German) [Book Reviews] . . 243--248

Mathematische Operationsforschung und Statistik
Volume 4, Number 4, 1973

                 Bernd Luderber   Lösung einer linearen Optimierungsaufgabe
                                  mit Umrandungsstruktur durch doppelte
                                  Dekomposition. (German) [Solution of a
                                  linear optimization task with fringe
                                  structure by double decomposition] . . . 251--274
                  Horst Hollatz   Bemerkungen zum Kuhn--Tucker-Theorem.
                                  (German) [Remarks on the Kuhn--Tucker
                                  Theorem] . . . . . . . . . . . . . . . . 275--281
   András Prékopa   Generalizations of the theorems of
                                  Smirnov with application to a
                                  reliability type inventory problem . . . 283--297
             Günter Dewess   Zur Anwendung der Schätzmethode MINQUE
                                  auf Probleme der Prozeßbilanzierung.
                                  (German) [On application of the MINQUE
                                  estimation method to problems of process
                                  accounting]  . . . . . . . . . . . . . . 299--313
                    Helga Bunke   Approximation of regression functions    315--325
                 H. Erfurth and   
G. Deweßand G. Grützmacher and   
                  H.-J Voss and   
                 H. Walther and   
                    B. Bank and   
                W. Heinrich and   
                   H. Klemm and   
                  D. Stoyan and   
                   O. Bunke and   
                 L. Bellach and   
                  J. Kleffe and   
          P. H. Müller and   
                 P. Neumann and   
                      R. Sender   Rezensionen. (German) [Book Reviews] . . 327--340

Mathematische Operationsforschung und Statistik
Volume 4, Number 5, 1973

                Joachim Piehler   Über eine bemerkenswerte Eigenschaft der
                                  Gomoryschen Schnittgruppe in der rein
                                  ganzzahligen Optimierung. (German) [A
                                  remarkable property of the Gomory cut
                                  group in pure integer programming] . . . 347--350
          Karl-Heinz Elster and   
                   Conrad Suppe   Zur Dualitätstheorie homogener
                                  nichtlinearer Optimierungsprobleme.
                                  (German) [On the duality theory of
                                  homogeneous nonlinear optimization
                                  problems]  . . . . . . . . . . . . . . . 351--363
                       J. Focke   Vektormaximumproblem und parametrische
                                  Optimierung. (German) [Maximum vector
                                  problem and parametric optimization] . . 365--369
                      Anonymous   Operatsii nad antagonisticheskimi
                                  igrami. (Russian) [Antagonistic game
                                  operations]  . . . . . . . . . . . . . . 371--377
                      Anonymous   Ob ucloviyakh cyshchestvovaniya
                                  finalnikh veroyatnosteii y Markovskovo
                                  protsessa. (Russian) [On the conditions
                                  for the existence of final probabilities
                                  and the Markov process]  . . . . . . . . 379--390
             Jürgen Kleffe   Principal components of random variables
                                  with values in a separable Hilbert space 391--406
                     Olaf Bunke   Model choice and parameter estimation in
                                  regression analysis  . . . . . . . . . . 407--423

Mathematische Operationsforschung und Statistik
Volume 4, Number 6, 1973

                      Anonymous   Printsip mnovostupenchatoii
                                  dekompositsii v lineiinom
                                  programmirovanii. (Russian) [The
                                  principle of multi-stage decomposition
                                  in linear programming] . . . . . . . . . 427--443
     Ernst-Egon Borngräber   Die Herleitung von Lösungsformeln für
                                  einen dynamischen Aufteilungsprozeß mit
                                  dem Bellman-Algorithmus. (German) [The
                                  derivation of solution formulas for a
                                  dynamic breakdown process with the
                                  Bellman algorithm] . . . . . . . . . . . 445--452
              L. Cunningham and   
                       N. Singh   A two unit standby redundant system with
                                  standby failure and repair waiting time  453--462
                    I. Petersen   Linear minimax estimation for inadequate
                                  models in $ L^2 $ Metric . . . . . . . . 463--471
                  Georg Neuhaus   Zur Verteilungskonvergenz einiger
                                  Varianten der Cramér--von
                                  Mises-Statistik. (German) [On the
                                  convergence in distribution of some
                                  variants of the Cramér--von Mises
                                  statistic] . . . . . . . . . . . . . . . 473--484


Mathematische Operationsforschung und Statistik
Volume 5, Number 1, 1974

          Karl-Heinz Elster and   
                 Reinhard Nehse   Zur Theorie der Polarfunktionale.
                                  (German) [On the theory of polar
                                  functionals] . . . . . . . . . . . . . . 3--21
          Rainer E. Burkard and   
                   Bernd Genser   Zur Methode der approximierenden
                                  Optimierung. (German) [On the method of
                                  approximating optimization]  . . . . . . 23--33
              Matina Zähle   Asymptotische Eigenschaften der
                                  Warteschlangenlänge für Bedienungssysteme
                                  mit beschränkter Verweilzeit und
                                  periodischer Eingangsintensität. (German)
                                  [Asymptotic properties of the queue
                                  length for operating systems with
                                  limited residence time and periodic
                                  input intensity] . . . . . . . . . . . . 35--42
                  J. Kleffe and   
                      R. Pincus   Bates and best quadratic unbiased
                                  estimators for parameters of the
                                  covariance matrix in a normal linear
                                  model  . . . . . . . . . . . . . . . . . 43--67
                H. Bandemer and   
               W. Dück and   
                 J. Piehler and   
                  N. Sieber and   
                   O. Bunke and   
              K. Lommatzsch and   
                 H. Hollatz and   
              H. J. Girlich and   
             E. Läuter and   
                 P. Rudolph and   
              H. Toutenburg and   
                   R. Thrum and   
                    A. M. Kagan   Rezensionen. (German) [Book Reviews] . . 69--80

Mathematische Operationsforschung und Statistik
Volume 5, Number 2, 1974

                 Manfred Schoch   Zur Eckpunkt-Optimierung. (German) [On
                                  vertex optimization] . . . . . . . . . . 83--92
     Elisabeth-Charlotte Tammer   Dualitätstheorie für hyperbolische und
                                  stückweise lineare konvexe
                                  Optimierungsprobleme. (German) [Duality
                                  theory for hyperbolic and piecewise
                                  linear convex optimization problems] . . 93--108
   András Prékopa   Programming under probabilistic
                                  constraints with a random technology
                                  matrix . . . . . . . . . . . . . . . . . 109--116
                Dietrich Stoyan   Some bounds for many-server systems
                                  GI/G/s . . . . . . . . . . . . . . . . . 117--129
           V. G. Kurotschka and   
                    P. S. Dwyer   Optimal design of three way layouts
                                  without interactions . . . . . . . . . . 131--145
                  J. Kleffe and   
                      R. Pincus   Bates and best quadratic unbiased
                                  estimators for variance components and
                                  heteroscedastie variances in linear
                                  models . . . . . . . . . . . . . . . . . 147--159

Mathematische Operationsforschung und Statistik
Volume 5, Number 3, 1974

Lászlo Béla Kovács   Solution of Linear Integer programming
                                  Problems by Dynamic Programming  . . . . 163--176
                   Host Weinert   On uniqueness in parametric linear
                                  programming problems with fixed matrix
                                  of constraints . . . . . . . . . . . . . 177--189
               K. H. Elster and   
                   C. Grossmann   Untersuchungen zu Regularitätsbedingungen
                                  bei den Barriere- und Zentrenmethoden.
                                  (German) [Studies on regularity
                                  conditions at the barrier and centers
                                  methods] . . . . . . . . . . . . . . . . 191--206
                     G. C. Jain   A Borel--Tanner distribution and its
                                  approximation to the negative binomial
                                  distribution . . . . . . . . . . . . . . 207--212
         Marianne Frisén   Recognition of elliptical shape  . . . . 213--221
                   H. Bunke and   
                       O. Bunke   Identifiability and Estimability . . . . 223--233
                   H. Bunke and   
                     J. Gladitz   Empirical linear Bayesian decision rules
                                  for a sequence of linear models with
                                  different regressor matrices . . . . . . 235--244
                      R. Pincus   Estimability of parameters of the
                                  covariance matrix and variance
                                  components . . . . . . . . . . . . . . . 245--248
                 H. Hollatz and   
                     H. Weinert   Berichte über die Arbeitstagung
                                  ``Mathematische Optimierung'' vom
                                  5.--10. Mai 1973 in Neuendorf/Hiddenseem
                                  DDR. (German) [Reports of the working
                                  conference ``Mathematical Programming'',
                                  5th--10th May 1973 in
                                  Neuendorf/Hiddenseem DDR]  . . . . . . . 249--251
                  H. J. Girlich   Berichte über die Spezialtagung
                                  ``Mathematische Lagerhaltungsmodelle und
                                  Anwendungen'' vom 15.--20. Oktober 1973
                                  in Weimar, DDR. (German) [Reports of the
                                  Special Meeting ``Mathematical inventory
                                  models and applications'' by 15.--20th
                                  October 1973 in Weimar, DDR] . . . . . . 252--252
                       O. Bunke   Rezensionen. (German) [Book Reviews] . . 255--256
                  K. Lommatzsch   Berichte über die Konferenz
                                  ``Mathematische Methoden in der
                                  ökonomie'' Vom 24. 9.--28.9.1973 in Zadov
                                  (CSSR). (German) [Reports on the
                                  conference ``Mathematical Methods in
                                  Economics'' From 24.9.--28.09.1973 in
                                  Zadov (CSSR)]  . . . . . . . . . . . . . 553--554

Mathematische Operationsforschung und Statistik
Volume 5, Number 4--5, 1974

                Joachim Piehler   Gomory-Schnitte und Diophantische
                                  Gleichungen. (German) [Gomory cuts and
                                  Diophantine equations] . . . . . . . . . 259--268
          Karl-Heinz Elster and   
                 Reinhard Nehse   Zum dualitätssatz von Fenchel. (German)
                                  [On Fenchel's duality theorem] . . . . . 269--280
   András Prékopa   Eine Erweiterung der sogenannten Methode
                                  der zulässigen Richtungen der
                                  nichtlinearen Optimierung auf den Fall
                                  quasikonkaver Restriktionsfunktionen.
                                  (German) [An extension of the so-called
                                  method of allowable directions of
                                  nonlinear optimization to the case of
                                  quasiconcave restriction functions]  . . 281--293
         Lothar von Wolfersdorf   Zurückführung einer Klasse von
                                  Minimum-Problemen der Steuertheorie auf
                                  Minimax-Aufgaben. (German) [Previous
                                  management of a class of minimum
                                  problems of control theory on minimax
                                  tasks] . . . . . . . . . . . . . . . . . 295--305
                 M. L. Chaudhry   Transient/steady-state solution of a
                                  single channel queue with bulk arrivals
                                  and intermittently available server  . . 307--314
                    F. Beichelt   Über eine Klasse von Inspektionsmodellen
                                  der Zuverlässigkeitstheorie. (German) [On
                                  a class of inspection models of
                                  reliability theory]  . . . . . . . . . . 315--332
                    Rainer Koch   Maximum-Likelihood-Schätzungen von
                                  Parametern der Gamma- und
                                  Betaverteilung. (German) [Maximum
                                  likelihood estimates of the parameters
                                  of the gamma and beta distribution]  . . 333--355
                   Benno Schorr   On the choice of the class intervals in
                                  the application of the chi-square test   357--377
          Elisabeth Läuter   Experimental design in a class of models 379--398
                      Anonymous   Chislenniye metodi v zadachakh
                                  issledovaniya operatsii. (Russian)
                                  [Numerical methods in operations
                                  research problems] . . . . . . . . . . . 399--412
              J. A. Müller   Mathematische Modellierung dynamischer
                                  Systeme (Identifikation). (German)
                                  [Mathematical modeling of dynamic
                                  systems (Identification)]  . . . . . . . 413--438
               K. H. Elster and   
                       H. Sachs   Bericht über das XVIII. Internationale
                                  Wissenschaftliche Kolloquium 1973 der
                                  Technischen Hochschule Ilmenau. (German)
                                  [Report on the XVIII. International
                                  Scientific Colloquium in 1973 at the
                                  Technical University of Ilmenau] . . . . 439--446
        G. Grützmacher and   
                 P. Franken and   
                 P. Franken and   
                      D. Stoyan   Rezensionen. (German) [Book Reviews] . . 447--448

Mathematische Operationsforschung und Statistik
Volume 5, Number 6, 1974

                Ho\`aangtuy Tuy   On the convex approximation of nonlinear
                                  inequalities . . . . . . . . . . . . . . 451--464
                 Gerhard Siegel   Verallgemeinerung einer Irrfahrt im $
                                  R^1 $ und deren Bedeutung für
                                  Bedienungssysteme mit verzögertem
                                  Bedienungsbeginn. (German)
                                  [Generalization of a random walk in $
                                  R^1 $ and its relevance for service
                                  systems with delayed operation start]    465--486
        Hans-Peter Höschel   A general approach to correlation and
                                  linear dependence between random vectors
                                  with regular or singular covariance
                                  matrix . . . . . . . . . . . . . . . . . 487--507
          Hens-Werner Gottinger   Konstruktion Subjektiver
                                  Wahrscheinlichkeiten. (German)
                                  [Construction of subjective
                                  probabilities] . . . . . . . . . . . . . 509--539
                  N. Sieber and   
             H.-J Sebastian and   
                       H. Stahn   Informationen. (German) [Information]    541--543

Mathematische Operationsforschung und Statistik
Volume 5, Number 7--8, 1974

                Joachim Piehler   Über eine Verallgemeinerung der
                                  Gomoryschen Schnitte. (German) [On a
                                  generalization of the Gomory cuts] . . . 547--554
               U. Petersohn and   
                    K. Voss and   
                    K. H. Weber   Genetische Adaptation --- ein
                                  stochastisches Suchverfahren für diskrete
                                  Optimierungsprobleme. (German) [Genetic
                                  adaptation --- a stochastic search
                                  method for discrete optimization
                                  problems]  . . . . . . . . . . . . . . . 555--571
                   Klaus Tammer   Die Abhängigkeit eines quadratischen
                                  Optimierungsproblems von einem Parameter
                                  in der Zielfunktion. (German) [The
                                  dependence of a quadratic optimization
                                  problem on a parameter in the objective
                                  function]  . . . . . . . . . . . . . . . 573--590
                 H. Lätter   On the admissibility and
                                  nonadmissibility of the usual estimator
                                  for the mean of multivariate normal
                                  population and conclusions to optimal
                                  design . . . . . . . . . . . . . . . . . 591--597
                Joachim Bellach   Bayessche Schätzungen und Vorhersagen bei
                                  stochastischen linearen
                                  Differenzengleichungssystemen. (German)
                                  [Bayesian estimates and forecast for
                                  stochastic linear difference equation
                                  systems] . . . . . . . . . . . . . . . . 599--623
                      Anonymous   Metod planirovaniya eksperimenta dla
                                  sluchaya nelineinoi parametrizatsii.
                                  (Russian) [Experiment planning method
                                  for the case of nonlinear
                                  parameterization]  . . . . . . . . . . . 625--636
                 T. Deutler and   
                 W. Bühler   Zur Existenz optimaler Schichtungen.
                                  (German) [The existence of optimal
                                  stratification]  . . . . . . . . . . . . 637--642
                       R. Ahmad   Distribution-free statistical hypotheses
                                  testing for stochastic processes . . . . 643--656

Mathematische Operationsforschung und Statistik
Volume 5, Number 9, 1974

             Norbert Sieber and   
     Hans-Jürgen Sebastian   Ein mathematisches Modell zur
                                  Optimalregelung von Versorgungssystemen.
                                  (German) [A mathematical model for
                                  optimal control of power systems]  . . . 661--685
             H. J. Rossberg and   
                       G. Siege   Die Bedeutung von Kingmans
                                  Integralungleichungen bei der
                                  Approximation der stationären
                                  Wartezeitverteilung im Modell GI/G/1 mit
                                  und ohne Verzögerung beim Beginn einer
                                  Beschäftigungsperiode. (German) [The
                                  meaning of Kingman's integral
                                  inequalities in the approximation of
                                  stationary waiting time distribution in
                                  the model GI/G/1 with and without delay
                                  when starting an employment period]  . . 687--699
                   Bernd Freyer   Ein Bedienungssystem (M/G/$ \infty $)
                                  mit zeitabhängiger Eingangsintensität und
                                  Bedienungszeitverteilung. (German) [An
                                  operating system (M/G/$ \infty $) with
                                  time-dependent input intensity and
                                  service time distribution] . . . . . . . 701--708
              Reinhard Bergmann   Qualitätsunterschiede bei Wartemodellen
                                  vom typ G/G/1. (German) [Quality
                                  differences of queueing models of type
                                  G/G/1] . . . . . . . . . . . . . . . . . 709--724


Mathematische Operationsforschung und Statistik
Volume 6, Number 1, 1975

            Günther Schulz   Eine Anwendung des Erweiterungsprinzips
                                  auf die Lösung allgemeiner linearer
                                  Optimierungsaufgaben. Teil I. (German)
                                  [An application of the extension
                                  principle to the solution of general
                                  nonlinear optimization problems. Part I] 3--14
                B. Schwartz and   
                 R. Tichatschke   Über eine Zerlegungsmethode zur Lösung
                                  großdimensionierter linearer
                                  Optimierungsaufgaben. (German) [A
                                  decomposition method for solving
                                  large-sized linear programs] . . . . . . 15--31
                  Karl Hartmann   Rein ganzzahlige lineare
                                  Quotientenoptimierung nach dem
                                  Schnittverfahren von Gomory. (German)
                                  [Pure integer linear optimization
                                  quotient according to the cut procedure
                                  of Gomory] . . . . . . . . . . . . . . . 33--53
                 G. Nägler   Ein allgemeines Grundmodell für
                                  Ablaufpläne. (German) [A general basic
                                  model for roadmaps]  . . . . . . . . . . 55--70
            Günter Lippold   Über einige lineare
                                  Approximationsmethoden in der
                                  nichtlinearen Optimierung. Teil I.
                                  (German) [Some linear approximation
                                  methods in nonlinear optimization. Part
                                  I] . . . . . . . . . . . . . . . . . . . 71--90
                      J. Ehlert   Über Erweiterungen eines allgemeinen
                                  Verfahrens von Poljak zur Lösung von
                                  Extremalaufgaben mit Nebenbedingungen
                                  und seine Anwendung in der nichtlinearen
                                  Optimierung. Teil I. (German) [On
                                  extensions of a general method of Poljak
                                  for solving extremal problems with
                                  constraints and its application in
                                  nonlinear optimization. Part I]  . . . . 91--105
                     L. Bittner   On optimal control of processes governed
                                  by abstract functional, integral and
                                  hyperbolic differential equations  . . . 107--134
               Werner Dück   Abschätzung des Einflusses Fehlerhafter
                                  Eingangsinformationen Leontiefscher
                                  Matrizen durch Berücksichtigung von
                                  Blockstrukturen. (German) [Estimating
                                  the influence of erroneous input
                                  information of Leontief matrices by
                                  consideration of block structures] . . . 135--139
                  Bernd Matthes   Stabilitätsanalyse ökonomischer Systeme.
                                  (German) [Stability analysis of economic
                                  systems] . . . . . . . . . . . . . . . . 141--153
                   O. Bunke and   
                 H. Hollatz and   
                     H. Weinert   Rezension. (German) [Book Review]  . . . 155--160

Mathematische Operationsforschung und Statistik
Volume 6, Number 2, 1975

                   H. Bunke and   
                 R. Strüby   Estimation procedures in inadequate
                                  models: comparisons and empirical two
                                  step procedure . . . . . . . . . . . . . 167--177
           Wolfgang Näther   Semi-orderings between distribution
                                  functions and their application to
                                  robustness of parameter estimators . . . 179--188
                      J. Kleffe   Best quadratic unbiased estimators for
                                  variance components in the balanced
                                  two-way classification model . . . . . . 189--196
                M. C. Viano and   
                   G. Oppenheim   Robustesse de tests de comparaisons de
                                  moyennes vis \`a vis de la
                                  non-indépendance des observations.
                                  (French) [Robustness test comparisons of
                                  means with respect to the
                                  nonindependence of observations] . . . . 197--211
          Walter Eschenbach and   
               Wolfgang Winkler   Maximum-Likelihood-Schätzungen beim
                                  Verzweigungsprozeß von Galton--Watson.
                                  (German) [Maximum likelihood estimates
                                  of the branching process of
                                  Galton--Watson]  . . . . . . . . . . . . 213--224
                      Anonymous   Statisticheskiye vivodi o
                                  raspredeleniyaks na tsiklicheskoi
                                  gruppe. (Russian) [Statistical findings
                                  for distributions on a cyclic group] . . 225--238
                   H. P. Kinder   Zur exponentiellen
                                  Konvergenzgeschwindigkeit der
                                  Fehlerwahrscheinlichkeiten 2. Art bei
                                  einigen Tests im Zweistichprobenfall.
                                  (German) [The exponential convergence
                                  rate of the error probabilities. 2.
                                  Kinds of tests in two random event]  . . 239--252
                 A. C. Atkinson   Vorträge auf der ersten Sommerschule über
                                  Probleme der Modellwahl und
                                  Parameterschätzung in der
                                  Regressions-Analyse, April 1974 in
                                  Zinnowitz/Usedom, DDR. (German)
                                  [Lectures at the first Summer School on
                                  Problems of Model Choice and Parameter
                                  Estimation in Regression Analysis, April
                                  1974 in Zinnowitz \ slash Usedom, DDR]   253--267
          Jana Jurecková   Nonparametric estimation and testing
                                  linear hypotheses in the linear
                                  regression model . . . . . . . . . . . . 269--283
            Wolfgang H. Schmidt   Asymptotic normality of least-square
                                  estimators in multivariate singular
                                  linear models  . . . . . . . . . . . . . 285--299
                  Hilmar Drygas   Estimation and prediction for linear
                                  models in general spaces . . . . . . . . 301--324

Mathematische Operationsforschung und Statistik
Volume 6, Number 3, 1975

               Werner Dück   Verschärfung der Abschätzung der Inversen
                                  einer Leontiefschen Matrix mit
                                  fehlerbehafteten positiven
                                  Verflechtungskoeffizienten. (German)
                                  [Tightening estimations of the inverse
                                  of a Leontief matrix with faulty
                                  positive interdependence coefficients]   327--330
               Kunibert Schwarz   Die konvexe Erweiterungsmethode --- Eine
                                  Methode zur Lösung diskreter
                                  Optimierungsaufgaben. (German) [The
                                  convex extension method --- a method for
                                  solving discrete optimization problems]  331--340
              O. A. Ahmetov and   
                    I. A. Krass   On a certain extremal problem in
                                  inequalities in a Banach space . . . . . 341--354
                      Anonymous   O razmernosti nekotorikh maksimalnikh
                                  lineinikh prostranstv igr, imeyushchikh
                                  cedlovuyu tochku. (Russian) [On the
                                  dimension of some maximal linear spaces
                                  of games having a saddle point]  . . . . 355--365
            Antoni Styszy\'nski   An $n$-silent-vs.-noisy duel with equal
                                  accuracy functions . . . . . . . . . . . 367--383
                   Knut Richter   Deterministische dynamische
                                  Mehrproduktmodelle der
                                  Produktionsplanung und Lagerhaltung.
                                  (German) [Deterministic dynamic models
                                  of multi-product production planning and
                                  inventory] . . . . . . . . . . . . . . . 385--395
                   J. Jakob and   
                     P. Neumann   Optimale Nullstellensuche bei vorliegen
                                  einer Apriori-Verteilung. (German)
                                  [Optimal zero-point search on an a
                                  priori distribution] . . . . . . . . . . 397--412
              Peter Köchel   Ein stochastisches Lagerhaltungsmodell
                                  für mehrere miteinander verbundene Lager.
                                  (German) [A stochastic inventory model
                                  for multiple interconnected stock] . . . 413--426
                      M. Dewess   Erhaltungssätze im Wartemodell G/G/1 mit
                                  ``Erwärmung''. (German) [Conservation
                                  laws in the waiting model G/G/1 with
                                  ``warming''] . . . . . . . . . . . . . . 427--436
                     L. R. Goel   A limited space, fluctuating $(0,
                                  \lambda)$ input source queueing problem
                                  with death and birth rates of the input
                                  source depending on queue length . . . . 437--444
                      Anonymous   Markovskiye clucaiiniye markirovanniye
                                  potoki i ikh prilozhenniye k zdacham
                                  teorii massovovo obslyzhivaniya.
                                  (Russian) [Markov random tagged streams
                                  applied to queuing theory problems]  . . 445--477
                    F. Beichelt   Minimax inspection strategies for
                                  replaceable systems with partial
                                  information on lifetime distribution . . 479--492
                      Anonymous   O postroennii tseni $ s(x) $ pri
                                  zadachye ob optimalnoi ostanovkye
                                  markovskoi posledovatyelnosti. (Russian)
                                  [On pricing $ s(x) $ with the problem of
                                  optimal stopping of a Markov sequence]   493--498
                 H. Erfurth and   
         L. von Wolfersdorf and   
                 H. Erfurth and   
                 P. Franken and   
                   W. Randt and   
                 E. Griepentrog   Rezensionen. (German) [Book Reviews] . . 503--508

Mathematische Operationsforschung und Statistik
Volume 6, Number 4, 1975

                I. G. Rosenberg   On Chvátal's cutting planes in integer
                                  linear programming . . . . . . . . . . . 511--522
                Joachim Piehler   Einige Bemerkungen zum Schnittrang in
                                  der rein-ganzzahligen linearen
                                  Optimierung. (German) [Some remarks on
                                  average rank in pure-integer linear
                                  optimization]  . . . . . . . . . . . . . 523--533
                  Horst Hollatz   Ein allgemeines Verfahren der zulässigen
                                  Richtungen für diskrete Minimax-Aufgaben
                                  mit beschränkten Parametern. (German) [A
                                  general method of admissible directions
                                  for discrete minimax-tasks with limited
                                  parameters]  . . . . . . . . . . . . . . 535--547
            L. Gerencsér   A decomposition method in non-linear
                                  programming  . . . . . . . . . . . . . . 549--559
                       J. Focke   Eine Modifikation des reduzierten
                                  Gradientenverfahrens. (German) [A
                                  modification of the reduced gradient
                                  method]  . . . . . . . . . . . . . . . . 561--569
            A. Göpfert and   
                 H. Rudolph and   
                       H. Voigt   Der Tuckersche Satz in Hilbert-Räumen.
                                  (German) [The Tucker theorem in Hilbert
                                  spaces]  . . . . . . . . . . . . . . . . 571--580
                    B. Mond and   
                   B. D. Craven   A class of nondifferentiable complex
                                  programming problems . . . . . . . . . . 581--591
                Bernard Bereanu   Stable stochastic linear programs and
                                  applications . . . . . . . . . . . . . . 593--607
              L. V. Wolfersdorf   Optimale Steuerung bei Hammersteinschen
                                  Integralgleichungen mit schwach
                                  singulären Kernen. (German) [Optimal
                                  control for Hammerstein integral
                                  equations with weakly singular kernels]  609--626
                      Anonymous   K vprosy o rasreshimosti
                                  beskoalitsionnikh irp n lits. (Russian)
                                  [On questions about the resolvability of
                                  non-cooperative entities]  . . . . . . . 627--639
          Karl-Heinz Elster and   
                 Reinhard Nehse   Konjugierte operatoren und
                                  subdifferentiale. (German) [Conjugated
                                  operators and subdifferentials]  . . . . 641--657
               K. H. Elster and   
              L. V. Wolfersdorf   Rezensionen. (German) [Book Reviews] . . 659--661
                   K. H. Elster   Bericht über die Arbeitstagung
                                  ``Mathematische Optimierung''. (German)
                                  [Report on the ``Mathematical
                                  Optimization'' workshop] . . . . . . . . 663--664

Mathematische Operationsforschung und Statistik
Volume 6, Number 5, 1975

                       H. Bunke   Statistical inference: fiducial and
                                  structural vs. likelihood  . . . . . . . 667--676
           Wolfgang Näther   The choice of estimators and
                                  experimental designs in a linear
                                  regression model according to a joint
                                  criterion of optimality  . . . . . . . . 677--686
                       O. Bunke   Least squares estimators as robust and
                                  minimax estimators . . . . . . . . . . . 687--688
                 H. Läuter   A minimax linear estimator for linear
                                  parameters under restrictions in form of
                                  inequalities . . . . . . . . . . . . . . 689--695
                       O. Bunke   Minimax linear, ridge and shrunken
                                  estimators for linear parameters . . . . 697--701
                  H. Toutenburg   Minimax-linear estimation (MMLE) and
                                  $2$-phase MMLE in a restricted linear
                                  regression model . . . . . . . . . . . . 703--708
           Timo Teräsvirta   A note on predicting with seemingly
                                  unrelated regression equations . . . . . 709--711
            Wolfgang H. Schmidt   Asymptotic optimality of estimators in
                                  multivariate linear models . . . . . . . 713--731
                      R. Pincus   Testing linear hypotheses under
                                  restricted alternatives  . . . . . . . . 733--751
                      J. Kleffe   Bayes invariant quadratic estimators for
                                  variance components in linear models . . 753--767
                 H. Läuter   Linear minimax estimation for inadequate
                                  models for the I. Petersex approach  . . 769--774
                Martin Schaffer   Das asymptotische Verhalten des
                                  $t$-Tests unter allgemeinen
                                  Alternativen. (German) [The asymptotic
                                  behavior of the $t$ tests under general
                                  alternatives]  . . . . . . . . . . . . . 775--785
                  Robert Hafner   Kolmogorov--Smirnov-statistics under the
                                  alternative  . . . . . . . . . . . . . . 787--796
                    I. G. Evans   A Bayesian acceptance sampling scheme
                                  when utilities are piecewise constant
                                  and the sampling cost is linear  . . . . 797--807
              M. W. Mahmoud and   
                    Aisha Ragab   On order statistics in samples drawn
                                  from the extreme value distribution  . . 809--816
                       O. Bunke   Improved inference in linear models with
                                  additional information . . . . . . . . . 817--829
                  J. Kleffe and   
                I. Peterson and   
                  H. Ahrens and   
                     W. Fischer   Rezensionen. (German) [Book Reviews] . . 831--834

Mathematische Operationsforschung und Statistik
Volume 6, Number 6, 1975

                Joachim Piehler   Globale Betrachtungen in der
                                  ganzzahligen Optimierung. (German)
                                  [Global considerations in integer
                                  optimization]  . . . . . . . . . . . . . 839--844
                  Karl Hartmann   Gemischt ganzzahlige lineare
                                  Quotientenoptimierung nach dem
                                  Schnittverfahren von Gomory. (German)
                                  [Mixed integer linear optimization
                                  quotient according to the cut procedure
                                  of Gomory] . . . . . . . . . . . . . . . 845--854
            Günther Schulz   Eine Anwendung des Erweiterungsprinzips
                                  auf die Lösung allgemeiner linearer
                                  Optimierungsaufgaben. Teil II. (German)
                                  [An application of the expansion
                                  principle to the solution of general
                                  nonlinear optimization problems. Part
                                  II]  . . . . . . . . . . . . . . . . . . 855--866
               Péter Bod   Minimality and complementarity
                                  properties of s.c. $Z$-functions and a
                                  forgotten theorem due to Georg Wintgen   867--872
                   J. Focke and   
                A. Göpfert   100 Jahre gordanscher Alternativsatz für
                                  lineare Ungleichungen. (German) [100
                                  years of Gordan alternative theorems for
                                  linear inequalities] . . . . . . . . . . 873--880
                       J. Focke   Strenge lineare Ungleichungen bezüglich
                                  Kegelhalbordnungen. (German) [Strict
                                  linear inequalities in terms of cone
                                  half-orderings]  . . . . . . . . . . . . 881--900
           Fredi Tröltzsch   Existenz- und Dualitätsaussagen für
                                  lineare Optimierungsprobleme in
                                  reflexiven Banach-Räumen. (German)
                                  [Existence and duality statements for
                                  linear optimization problems in
                                  reflexive Banach spaces] . . . . . . . . 901--912
            Günter Lippold   Dualitätssätze für Optimierungsprobleme in
                                  topologischen linearen Räumen. (German)
                                  [Duality sets for optimization problems
                                  in topological vector spaces]  . . . . . 913--928
                 Reinhard Nehse   Bemerkungen zu einem ergebnis von J.
                                  Zowe. (German) [Remarks on a result of
                                  J. Zowe] . . . . . . . . . . . . . . . . 929--931
          Wolfgang Thämelt   Eine Verallgemeinerung des Lemmas von
                                  Neyman--Pearson. (German) [A
                                  generalization of the lemma of
                                  Neyman--Pearson] . . . . . . . . . . . . 933--937
               W. Dück and   
            A. Göpfert and   
         Ch. Großmann and   
                  K. Tammer and   
               K. H. Elster and   
                  K. Tammer and   
                 K. Richter and   
          L. V. Wolfersdorf and   
          L. V. Wolfersdorf and   
                 H. Hollatz and   
                   J. Focke and   
                  N. Sieber and   
                H. W. Meier and   
                  N. Sieber and   
            H. J. Sebastian and   
              W. S. Witting and   
             G. Nägler and   
                  Klaus Wendler   Rezensionen. (German) [Book Reviews] . . 939--946


Mathematische Operationsforschung und Statistik
Volume 7, Number 1, 1976

            J. K. Baksalary and   
                        R. Kala   Criteria for estimability in
                                  multivariate linear models . . . . . . . 5--9
                  U. E. Schulze   Consistency of the Hotelling-,
                                  Wilks--Roy- and Pillai-tests for a
                                  general linear hypothesis in
                                  multiyariate linear nonnormally
                                  distributed models . . . . . . . . . . . 11--21
                    M. Nussbaum   Maximum Likelihood and Least Squares
                                  Estimation of Linear Functional
                                  Relationships  . . . . . . . . . . . . . 23--49
                 E. Läuter   Optimal multipurpose designs for
                                  regression models  . . . . . . . . . . . 51--68
                     H. P. Wynn   The limiting variance function for
                                  design sequences . . . . . . . . . . . . 69--74
                        S. Gnot   The mean efficiency of block designs . . 75--84
                 O. D. Anderson   Feasible Regions for the First Pair of
                                  Autocorrelations of Moving Average
                                  Processes  . . . . . . . . . . . . . . . 85--93
                 Gisela Wittwer   Versuchsplanung im Sinne von
                                  Sacks--Ylvisaker for Vektorprozesse.
                                  (German) [Experimental design in the
                                  sense of Sacks--Ylvisaker for vector
                                  processes] . . . . . . . . . . . . . . . 95--105
               Egmar Rödel   Tests für den Gestaltsparameter der
                                  Gammaverteilung. (German) [Tests for the
                                  shape parameter of the gamma
                                  distribution]  . . . . . . . . . . . . . 107--111
                 Joachim Krauth   some locally optimal two-sample bank
                                  tests of scale . . . . . . . . . . . . . 113--121
                    P. W. Jones   Bayes Sequential Estimation of
                                  Multinomial Parameters . . . . . . . . . 123--127
              Klaus Fleischmann   Optimal Input for the Loss System G/M/2  129--137
                    K. C. Madan   Interrupted service queueing with
                                  arrivals and departures in batches of
                                  variable size and general repair time
                                  distribution . . . . . . . . . . . . . . 139--149
                 B. M. Kirstein   Monotonicity and comparability of
                                  time-homogeneous Markov processes with
                                  discrete state space . . . . . . . . . . 151--168
                 P. Franken and   
                 J. Gladitz and   
                   W. Randt and   
                   O. Bunke and   
                P. P. Mager and   
                  R. Pincus and   
                   O. Bunke and   
                   H. Bunke and   
                 K. Fischer and   
                     U. Schulze   Rezensionen. (German) [Book Reviews] . . 169--175

Mathematische Operationsforschung und Statistik
Volume 7, Number 2, 1976

                Gunter Bär   Zur linearisierung beliebiger
                                  $0$--$1$-Optimierungsprobleme. (German)
                                  [On linearization of generic $0$--$1$
                                  optimization problems] . . . . . . . . . 181--195
                  Diete Richter   Ein Algorithmus zur Lösung
                                  gemischtganzzahliger, konvexer
                                  Optimierungsprobleme. (German) [An
                                  algorithm for solving mixed-integer
                                  convex optimization problems]  . . . . . 197--208
                   Klaus Tammer   Möglichkeiten zur Anwendung der
                                  Erkenntnisse der parametrischen
                                  Optimierung für die Lösung indefiniter
                                  quadratischer Optimierungsprobleme.
                                  (German) [Opportunities for applying the
                                  findings of the parametric optimization
                                  for the solution of indefinite quadratic
                                  programming problems]  . . . . . . . . . 209--222
             Jürgen Guddat   Stability in convex quadratic parametric
                                  programming  . . . . . . . . . . . . . . 223--245
                  Hobst Hollatz   Konvergenzuntersuchung zu einem
                                  Verfahren der zulässigen Richtungen bei
                                  nichtlinearen Optimierungsaufgaben.
                                  (German) [Convergence study of a method
                                  of admissible directions in nonlinear
                                  optimization tasks]  . . . . . . . . . . 247--255
             Jürgen Ehlert   Über Erweiterungen eines allgemeinen
                                  Verfahrens von Poljak zur Lösung von
                                  Extremalaufgaben mit Nebenbedingungen
                                  und seine Anwendung in der nichtlinearen
                                  Optimierung. II. (German) [On extensions
                                  of a general method of Poljak for
                                  solving extremal problems with
                                  constraints and its application in
                                  nonlinear optimization. Part II] . . . . 257--268
            Gühter Lippold   Über einige lineare
                                  Approximationsmethoden in der
                                  nichtlinearen Optimierung. Teil II.
                                  (German) [On some linear approximation
                                  methods in nonlinear optimization] . . . 269--279
          Wolfgang Thämelt   Über Lösbarkeitseigenschaften homogener
                                  linearer Ungleichungen in halbgeordneten
                                  Räumen. (German) [On solvability
                                  properties of homogeneous linear
                                  inequalities in partially ordered
                                  spaces]  . . . . . . . . . . . . . . . . 281--294
            A. Göpfert and   
                     H. Rudolph   Lineare Komplementaritätsprobleme in
                                  lokalkonvexen Räumen. (German) [Linear
                                  complementarity problems in locally
                                  convex spaces] . . . . . . . . . . . . . 295--300
                    Heinz Dammi   Über Steuerungsprobleme mit zeitabhängigen
                                  Steuerbereichen. (German) [On control
                                  problems with time-dependent control
                                  fields]  . . . . . . . . . . . . . . . . 307--318
                      Hoang Tuy   On the Convex Approximation of Nonlinear
                                  Inequalities . . . . . . . . . . . . . . 319--319
             R. Tichatschke and   
                  M. Schoch and   
              K. Lommatzsch and   
        D. Oelschlägel and   
                 H. Hollatz and   
                     G. Lippold   Rezensionen. (German) [Book Reviews] . . 321--327

Mathematische Operationsforschung und Statistik
Volume 7, Number 3, 1976

                Joachim Piehler   Über Schnittverschärfungen in der
                                  gemischt-ganzzahligen linearen
                                  Optimierung. (German) [On average
                                  tightening in mixed-integer linear
                                  optimization]  . . . . . . . . . . . . . 333--342
                 Dieter Richter   Zur Behandlung ganzzahliger
                                  Optimierungsaufgaben ohne
                                  Ganzzahligkeitsbedingung an die
                                  Zielfunktion. (German) [On the treatment
                                  of integer optimization problems without
                                  integer conditions on the objective
                                  function]  . . . . . . . . . . . . . . . 343--349
                 F. Petrich and   
                      F. Wagner   Ein Algorithmus für das Lineare
                                  $0$--$1$-Optimierungsproblem. (German)
                                  [An algorithm for the linear $0$--$1$
                                  optimization problem]  . . . . . . . . . 351--359
               Matthias Ullrich   Konstruktion optimaler Reihenfolgen bei
                                  speziellen Reihenfolgeproblemen.
                                  (German) [Design of optimal sequences
                                  for special sequence problems] . . . . . 361--370
                   Werner Lyska   Ein Verfahren zum Erzeugen von
                                  Partialsummen nach Wachsenden
                                  Summenwerten. (German) [A method for
                                  generating partial sums of growing sum
                                  values]  . . . . . . . . . . . . . . . . 371--380
                  Klaus Wendler   Das Transportproblem mit Parametern als
                                  Kapazitätsbeschränkungen. (German) [The
                                  transport problem with parameters as
                                  capacity restrictions] . . . . . . . . . 381--394
               H. L. Bhatia and   
               Kanti Swarup and   
                     M. C. Puri   Time minimizing solid transportation
                                  problem  . . . . . . . . . . . . . . . . 395--403
               Joachim Bergmann   Quadratische Optimierung mit entarteter
                                  zustandsgleichung. (German) [Quadratic
                                  optimization with degenerate state
                                  equation]  . . . . . . . . . . . . . . . 405--413
             Günter Dewess   Quasikonvexität im Strukturgraphen der
                                  Wohlordnungen eines Netzplans. (German)
                                  [Quasiconvexity in the structure graph
                                  of well-orderings of a network]  . . . . 415--425
     Hans-Jürgen Sebastian   Dynamische Optimierung unter
                                  Einbeziehung zeitabhängiger
                                  Einflußparameter. (German) [Dynamic
                                  optimization involving time-dependent
                                  influence of parameters] . . . . . . . . 427--452
             Norbert Sieber and   
 Hans-Jürgen Sebastian and   
            Dietrich Gnaudschun   Über geschlossene Lösungen zur
                                  Optimalregelung eines speziellen
                                  Versorgungssystems mittels dynamischer
                                  Optimierung. (German) [On closed-form
                                  solutions for optimal control of a
                                  special pension scheme using dynamic
                                  optimization]  . . . . . . . . . . . . . 453--469
                    P. W. Jones   Some results for the two armed bandit
                                  problem  . . . . . . . . . . . . . . . . 471--475
            Jürgen Kindler   Über ein minimaxtheorem von Young.
                                  (German) [A minimax theorem of Young]    477--480
                  K. Tammer and   
                 H. Hollatz and   
                 D. Niepage and   
             M. B. Malyutov and   
            H. J. Engelbert and   
               W. Dück and   
              H. Körth and   
                  N. Sieber and   
                J. Nietzsch and   
                  N. Sieber and   
                   W. S. Wittig   Rezensionen. (German) [Book Reviews] . . 481--492

Mathematische Operationsforschung und Statistik
Volume 7, Number 4, 1976

                  U. Jansen and   
                  D. König   Invariante stationäre
                                  Zustandswahrscheinlichkeiten für eine
                                  Klasse stochastischer Modelle mit
                                  funktionellen Abhängigkeiten. (German)
                                  [Invariant stationary state
                                  probabilities for a class of stochastic
                                  models with functional dependencies] . . 497--522
              D. König and   
                  U. Jansen and   
               M. Kotzturek and   
                        H. Rabe   Ergebnisse von Invarianzuntersuchungen
                                  für ausgewählte Bedienungs- und
                                  Zuverlässigkeitssysteme. (German)
                                  [Results of invariance analysis for
                                  selected operating systems and
                                  reliability systems] . . . . . . . . . . 523--555
           Ursula Kalähnea   Existence, uniqueness and some in
                                  variance properties of stationary
                                  distributions for general single server
                                  queues . . . . . . . . . . . . . . . . . 557--575
              D. König and   
                 V. Schmidt and   
                      D. Stoyan   On some relations between stationary
                                  distributions of queue lengths and
                                  imbedded queue lengths in G/G/s queueing
                                  systems  . . . . . . . . . . . . . . . . 577--586
                Dietrich Stoyan   Approximations for M/G/s queues  . . . . 587--594
               M. Kotzturek and   
                      D. Stoyan   A quantitative continuity theorem for
                                  the mean stationary waiting time in
                                  GI/GI/1  . . . . . . . . . . . . . . . . 595--599
                 B. Gerlach and   
                     W. Warmuth   Some remarks to system availability  . . 601--606
              D. König and   
                     V. Schmidt   Bedienungsmodelle mit stochastischen
                                  Abhängigkeiten. (German) [Operation
                                  models with stochastic dependencies] . . 607--639
                   J. Mecke and   
                  D. Stoyan and   
                  J. Kleffe and   
              H. J. Girlich and   
                  D. König   Rezensionen. (German) [Book Reviews] . . 640--644

Mathematische Operationsforschung und Statistik
Volume 7, Number 5, 1976

                  Peter Rudolph   Bayesian estimation in linear models
                                  under different assumptions about the
                                  covariance structure: variance component
                                  models, equicorrelated models  . . . . . 649--663
                   H. Burke and   
                  C. Hennig and   
                  W. H. Schmidt   Weighted combination of prior and sample
                                  information and parameter estimation . . 665--672
                       O. Bunke   Conditional probability in incompletely
                                  specified stochastic equations and
                                  statistical inference  . . . . . . . . . 673--678
               Michael Nussbaum   Structural distributions in the
                                  multivariate linear model  . . . . . . . 679--683
                     J. Gladitz   Empirisch beste Tests bei zufälligem
                                  Parameter und ihre Anwendung in der
                                  statistischen Qualitätskontrolle.
                                  (German) [Empirically best tests for
                                  accidental parameters and their
                                  application in statistical quality
                                  control] . . . . . . . . . . . . . . . . 685--696
            Thomas Schäfer   Eine Anmerkung zu der Arbeit
                                  ``Identifiability and estimability'' von
                                  H. Bunke und O.Bunke. (German) [A note
                                  on the work `Identifiability and
                                  estimability' of H. Bunke and O. Bunke]  697--699
           Wolfgange H. Schmidt   Strong consistency of variance
                                  estimation and asymptotic theory for
                                  tests of the linear hypothesis in
                                  multivariate linear models . . . . . . . 701--705
                      J. Kleffe   A note on MINQUE for normal models . . . 707--714
                    Helga Bunke   Simple consistent estimation in
                                  nonlinear regression by data
                                  transformation and design of experiments 715--719
                   U. Haverland   A method for the recursive,computation
                                  of $F$ statistics  . . . . . . . . . . . 721--727
                      Anonymous   Ob ispolzovanii funktsii biigrisha v
                                  teorii statisticheskovo otsenivaniya.
                                  (Russian) [On the use of the game
                                  function in the theory of statistical
                                  estimation]  . . . . . . . . . . . . . . 729--733
              Jirí Andel   Autoregressive series with random
                                  parameters . . . . . . . . . . . . . . . 735--741
                 Gisela Wittwer   Anwendung der Theorie
                                  kernreproduzierender Hilbert-Räume in der
                                  Statistik zufälliger Vektorprozesse.
                                  (German) [Application of the theory of
                                  kernel-reproducing Hilbert spaces in the
                                  statistics of random vector processes]   743--754
                   Gerd Ronning   Bemerkungen zum Gebrauch von
                                  Saison-Variablen bei der Schätzung von
                                  Distributed-Lag-Modellen unter
                                  polynomialen Restriktionen. (German)
                                  [Remarks on the use of seasonal
                                  variables in the estimation of
                                  distributed lag models under polynomial
                                  restrictions]  . . . . . . . . . . . . . 755--772
                       H. Exner   Sequentielle Entscheidungsverfahren für
                                  den unbekannten Erwartungswert der
                                  Normalverteilung. (German) [Sequential
                                  decision procedures for the unknown
                                  expected value of the normal
                                  distribution]  . . . . . . . . . . . . . 773--787
        Hans-Peter Höschel   Ein axiomatischer Zugang zu
                                  Abhängigkeitsmaßen für Zufallsvektoren und
                                  die Spurkorrelation. (German) [An
                                  axiomatic access to reasonable
                                  dependence for random vectors and the
                                  track correlation] . . . . . . . . . . . 789--802
                  I. Vineze and   
                   O. Bunke and   
                  R. Pincus and   
                   O. Bunke and   
             E. Läuter and   
          H.-P Höschel and   
                 K. Fischer and   
                  H. Thiele and   
                H. Bandemer and   
               G. Enderlein and   
                 K. Fischer and   
               U. Haverland and   
                 K. Fischer and   
                 W. Preuß   Rezensionen. (German) [Book Reviews] . . 803--812

Mathematische Operationsforschung und Statistik
Volume 7, Number 6, 1976

            Jürgen Steiner   Zur Konstruktion von Schnitten für
                                  gemischtganzzahlige LO-Probleme.
                                  (German) [On the construction of cuts
                                  for mixed integer LO-Problems] . . . . . 819--829
                   Knut Richter   Ressourcenaufspaltung für diskrete
                                  Optimierungsaufgaben. Teil I. (German)
                                  [Resource splitting for discrete
                                  optimization tasks. Part I]  . . . . . . 831--842
               Matthias Ullrich   Zusammenhang zwischen dem
                                  Rundreiseproblem und einem
                                  Reihenfolgeproblem der
                                  Maschinenbelegungsplanung. (German)
                                  [Connection between the round-trip
                                  problem and a sequence problem of
                                  machine assignment planning] . . . . . . 843--849
                 A. Bakó   All paths in an activity network . . . . 851--858
                  Klaus Wendler   Ein erweitertes Transportproblem mit
                                  Parametern als Kapazitätsbeschränkungen.
                                  (German) [An extended transportation
                                  problem with parameters as capacity
                                  constraints] . . . . . . . . . . . . . . 859--870
                  Detlef Melzer   Eine duale Methode zur Lösung konvexer
                                  Optimierungsprobleme. (German) [A dual
                                  method for solving convex optimization
                                  problems]  . . . . . . . . . . . . . . . 871--878
          Wolfgang Schäfer   Die explizite und vollständige Lösung von
                                  zwei speziellen Aufgaben der linearen
                                  diskreten Approximation. (German) [The
                                  explicit and complete solution of two
                                  specific tasks of linear discrete
                                  approximation] . . . . . . . . . . . . . 879--888
              Hans W. Gottinger   Decomposition for stochastic dynamic
                                  systems  . . . . . . . . . . . . . . . . 889--903
              Peter Köchel   Ein Minimax-Lagerhaltungsmodell für ein
                                  System von mehreren miteinander
                                  verbundenen Lagern. (German) [A minimax
                                  inventory model for a system of several
                                  interconnected stocks] . . . . . . . . . 905--925
                    F. Beichelt   A general preventive maintenance policy  927--932
                    H. C. Tijms   On a Switch-Over Policy for Controlling
                                  the Workload in a Queueing System with
                                  Two Constant Service Rates and Fixed
                                  Switch-Over Costs  . . . . . . . . . . . 933--943
                     L. R. Goel   Heterogeneous queueing with arrivals
                                  depending on queue length  . . . . . . . 945--952
                      D. Stoyan   A critical remark on a system
                                  approximation in queueing theory . . . . 953--956
                 H. Weinert and   
                 H. Hollatz and   
                  N. Sieber and   
            A. Güpfert and   
            W. Thümelt and   
                 H. Hollatz and   
          H.-U. Küenle and   
               W. Dück and   
             H.-J. Rossberg and   
                   J. Mecke and   
                  D. Stoyan and   
                 P. Rudolph and   
             K.-H. Bachmann and   
                   G. Polze and   
                    J. Born and   
                J. Nietzsch and   
               R. Reinhardt and   
               M. Schäuble   Rezensionen. (German) [Book Reviews] . . 957--975


Statistics (Berlin, DDR)
Volume 8, Number 1, 1977

                      D. R. Cox   Nonlinear models, residuals and
                                  transformations  . . . . . . . . . . . . 3--22
                   H. Bunke and   
                K. Henschke and   
             R. Strüby and   
                    C. Wisotzki   Parameter estimation in nonlinear
                                  regression models  . . . . . . . . . . . 23--40
                    P. J. Huber   Robust methods of estimation of
                                  regression coefficients  . . . . . . . . 41--53
                       O. Bunke   Mixed models, empirical Bayes and Stein
                                  estimators . . . . . . . . . . . . . . . 55--68
                   E. Spjotvoll   Random coefficients regression models. a
                                  review . . . . . . . . . . . . . . . . . 69--93
               R. Z. Hasminskii   Stochastic approximation methods in
                                  nonlinear regression models  . . . . . . 95--106
                       V. Dupac   Stochastic approximation methods in
                                  linear regression models (with
                                  consideration of errors in the
                                  regressors)  . . . . . . . . . . . . . . 107--117
        P. Révész   How to apply the method of stochastic
                                  approximation in the non-parametric
                                  estimation of a regression function  . . 119--126
                 K. Fischer and   
                 P. Rudolph and   
                       O. Bunke   Book review  . . . . . . . . . . . . . . 127--128

Statistics (Berlin, DDR)
Volume 8, Number 2, 1977

                 Ejnar Lyttkens   Schätzung mit Hilfe von
                                  Instrumentalvariablen. (German)
                                  [Estimation using instrumental
                                  variables] . . . . . . . . . . . . . . . 131--172
                    M. Nussbaum   Asymptotic optimality of estimators of a
                                  linear functional relation if the ratio
                                  of the error variances is known  . . . . 173--198
            Stanis\law Gnot and   
            Witold Klonecki and   
               Roman Zmy\'slony   Uniformly minimum variance unbiased
                                  estimation in various classes of
                                  estimators, I  . . . . . . . . . . . . . 199--210
                  Hilmar Drygas   Best quadratic unbiased estimation in
                                  variance-covariance component models . . 211--231
                      J. Kleffe   Invariant methods for estimating
                                  variance components in mixed linear
                                  models . . . . . . . . . . . . . . . . . 233--250
                      R. Pincus   On tests in variance components models   251--255
                  J. Kleffe and   
                   W. Randt and   
                 K. Fischer and   
                H. Bandemer and   
                   O. Bunke and   
              H. Toutenburg and   
                 J. Bellach and   
                P. Küchler   Book reviews . . . . . . . . . . . . . . 256--260
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 8, Number 3, 1977

        Hans-Peter Höschel   A generalization of random vectors and a
                                  correlation theory for them --- a trial
                                  (with discussions) . . . . . . . . . . . 263--297
                       J. Bunke   Pivot sufficiency and an interpretation
                                  of the invariance principle  . . . . . . 299--304
                  Kurt Hoffmann   Robust alternatives of the least squares
                                  estimator  . . . . . . . . . . . . . . . 305--311
                    C. Wisotzki   Polynomial approximation of nonlinear
                                  regression functions . . . . . . . . . . 313--321
           Friedrich Pukelsheim   On Hsu's model in regression analysis    323--331
              Hilmar Drygas and   
                  Georges Hupet   A new proof of Hsu's theorem in
                                  regression analysis --- a
                                  coordinate-free approach . . . . . . . . 333--335
                      J. Kleffe   A note on $ \infty $-MINQUE in variance
                                  covariance components models . . . . . . 337--343
                  N. Gaffke and   
                      O. Krafft   Optimum properties of latin square
                                  designs and a matrix inequality  . . . . 345--350
                   T. Kowalczyk   General definition and sample
                                  counterparts of monotonic dependence
                                  functions of bivariate distributions . . 351--365
                D. Schütze   Über das asymptotische Verhalten von
                                  Bayesschen und
                                  Maximum-Likelihood-Schätzungen. (German)
                                  [On the asymptotic behavior of Bayesian
                                  and maximum likelihood estimates]  . . . 367--373
                 D. Plachky and   
                  J. Steinebach   A generalization of a result of Chernoff
                                  in large sample theory . . . . . . . . . 375--379
                Stanis\law Gnot   The essentially complete class of rules
                                  in multinomial identification  . . . . . 381--386
               Egmar Rödel   Bivariate exponential-type distributions
                                  with linear regression . . . . . . . . . 387--397
                 O. D. Anderson   The time series concept of invertibility 399--406
                H. Bandemer and   
          L. v. Wolfersdorf and   
              H. Toutenburg and   
                    J. Groh and   
          R. Bartoszy\'nski and   
                   O. Bunke and   
           H. Láuter and   
                F. Beichelt and   
               G. Enderlein and   
                 K. Fischer and   
                   W. Randt and   
                 W. Schmidt and   
                  J. Kleffe and   
             W. Näther and   
             H. J. Rossberg and   
                      D. Stoyan   Book reviews . . . . . . . . . . . . . . 407--418
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 8, Number 4, 1977

                  Kurt Hoffmann   Admissibility of linear estimators with
                                  respect to restricted parameter sets . . 425--438
                    M. Nussbaum   Asymptotic efficiency of estimators in
                                  the multivariate linear model  . . . . . 439--445
            Wolfgang H. Schmidt   Asymptotics in multivariate linear
                                  models with optimal experimental designs 447--452
                       O. Bunke   On optimal prediction  . . . . . . . . . 453--455
                       R. Thrum   Optimal prediction of a stochastic
                                  process by a finite number of
                                  observations . . . . . . . . . . . . . . 457--458
            J. K. Baksalary and   
                        R. Kala   Sums of squares and products matrices
                                  for a non-full ranks hypothesis in the
                                  model of Potthoff and Roy  . . . . . . . 459--465
            Roland Günther   Zur adaptiven Vorhersage von stationären
                                  zufälligen Folgen mit rationaler
                                  Spektraldichte. (German) [On adaptive
                                  prediction of stationary random
                                  sequences with rational spectral
                                  density] . . . . . . . . . . . . . . . . 467--482
                  Marek Musiela   Sequential estimation of parameters of a
                                  stochastic differential equation . . . . 483--498
              Jürgen Franz   Niveaudurchagangszeiten zur
                                  Charakterisierung sequentieller
                                  Schätzverfahren. (German) [Underestimated
                                  procedural level-crossing times for
                                  characterization of sequential
                                  estimating procedures] . . . . . . . . . 499--510
                    Agis Dallas   On the minimum of a random sample  . . . 511--513
                  Hermann Debes   Charakterisierungen der exponential ---
                                  und der geometrischen Verteilung.
                                  (German) [Characterizations of the
                                  exponential and the geometric
                                  distribution]  . . . . . . . . . . . . . 515--522
                Ramesh C. Gupta   On characterizing distributions by the
                                  ration of variance and mean  . . . . . . 523--527
                Armin Ferse and   
                   Peter Neuman   Mathematische Aspekte zu einer Methode
                                  zur numerischen Bestimmung individueller
                                  thermodynamischer Aktivitätskoeffizienten
                                  einzelner Ionensorten in konzentrierten
                                  Elektrolytlösungen. (German)
                                  [Mathematical aspects of a method for
                                  the numerical determination of
                                  individual thermodynamic activity
                                  coefficients of individual ions located
                                  in concentrated electrolyte solutions]   529--543
                 I. Väduva   On computer generation of gamma random
                                  variables by rejection and composition
                                  procedures . . . . . . . . . . . . . . . 545--576
                H. Bandemer and   
                 P. Rudolph and   
                   O. Bunke and   
       G. Herrendörfer and   
              H. Toutenburg and   
                M. Nussbaum and   
                K. Henschke and   
                 B. Seifert and   
                   F. Liese and   
              D. König and   
                  D. Stoyan and   
                       S. Pfeil   Book review  . . . . . . . . . . . . . . 577--588
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 9, Number 1, 1978

               M. Goldstein and   
                    P. J. Brown   Prediction with shrinkage estimators . . 3--7
             H. P. Höschel   Generalized least squares estimators of
                                  linear functional relations with known
                                  error-covariance . . . . . . . . . . . . 9--26
                  J. Kleffe and   
                I. Zöllner   On quadratic estimation of
                                  heteroscedastic variances  . . . . . . . 27--44
                    V. B. Melas   Optimal designs for exponential
                                  regression . . . . . . . . . . . . . . . 45--59
                 Gisela Wittwer   Über asymptotisch optimale
                                  Versuchsplanung im Sinne von
                                  Sacks--Ylvisaker. (German) [On
                                  asymptotically optimal experimental
                                  planning in the sense of
                                  Sacks--Ylvisaker]  . . . . . . . . . . . 61--71
          E. Pleszczy\'nska and   
                A. Kowalski and   
                 A. Matuszewski   Decision schemes of parameter
                                  identification in time series analysis   73--83
             L. B. Klebanov and   
                  I. A. Melamed   Several notes on Fisher information in
                                  presence of nuisance parameters  . . . . 85--90
  Martin A. J. Van Montfort and   
                   Albert Otten   On testing a shape parameter in the
                                  presence of a location and a scale
                                  parameter  . . . . . . . . . . . . . . . 91--104
                 Teresa Ledwina   Admissible tests for exponential
                                  families with finite support . . . . . . 105--118
                 Teresa Ledwina   Admissible tests for contingency tables
                                  and Poisson's distributions, II  . . . . 119--125
                       M. Stone   Cross-validation: a review . . . . . . . 127--139
            Ji\vrí Andel   Modern trends in multivariate
                                  time-series analysis . . . . . . . . . . 141--158
                  R. Pincus and   
                  V. Nollau and   
                  D. König   Book review  . . . . . . . . . . . . . . 159--164
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 9, Number 2, 1978

              H. Toutenburg and   
                   B. Wargowske   On restricted $2$-stage-least-squares (2
                                  SLSE) in a system of structural
                                  equations  . . . . . . . . . . . . . . . 167--177
            James A. Koziol and   
                     Nancy Reid   On multiple comparisons among k
                                  populations differing by scale
                                  parameters . . . . . . . . . . . . . . . 179--184
              Burkhardt Seifert   Note on the UMPU-character of a test for
                                  the mean in balanced randomized nested
                                  classification . . . . . . . . . . . . . 185--189
               T. Bednarski and   
                     T. Ledwtna   A note on biasedness of tests of fit . . 191--193
                    Franz Pfuff   Verallgemeinerte Bayes-Verfahren bei
                                  sequentiellen Testproblemen. (German)
                                  [Generalized Bayesian method for
                                  sequential test problems]  . . . . . . . 195--209
                 O. D. Anderson   The algebraic structure of moving
                                  average time processes . . . . . . . . . 211--216
                  Heinz Gillert   Maximum-Likelihood-Schätzungen für
                                  Parameter in homogenen Markovschen
                                  Ketten. (German) [Maximum-likelihood
                                  estimates for parameters in homogeneous
                                  Markov chains] . . . . . . . . . . . . . 217--226
          Ingeborg Küchler   Der Sequentielle Quotiententest bei
                                  irreduziblen homogenen Markovschen
                                  Ketten mit endlichem Zustandsraum.
                                  (German) [The sequential ratio test for
                                  irreducible homogeneous Markov chains
                                  with finite state space] . . . . . . . . 227--230
      Hans-Heiner Fährmann   Zur Konvergenz der optimalen Werte der
                                  Gewinnfunktion beim Abbruch von
                                  Zufallsprozessen Im Falle von
                                  unvollständiger Information. (German) [On
                                  the convergence of the optimal values of
                                  the profit function from the
                                  discontinuity of random processes in the
                                  case of incomplete information]  . . . . 241--253
                  A. Zilinskasi   On statistical models for multimodal
                                  optimization . . . . . . . . . . . . . . 255--266
                   N. N. Cencov   Algebraic foundation of mathematical
                                  statistics . . . . . . . . . . . . . . . 267--276
                Joachim Bellach   Schätzungen in Stochastischen
                                  Differenzen-und
                                  Differentialgleiehungssystemen . . . . . 277--291
                   J. Wernstedt   Zur experimentellen Bildung dynamischer
                                  Modelle für die automatische Steuerung
                                  von Systemen --- eine Übersicht. (German)
                                  [On the experimental formation of
                                  dynamic models for automatic control of
                                  systems --- an outline]  . . . . . . . . 293--325
        J. Jurecková and   
             R. Strüby and   
                   U. Arndt and   
                  H. J. Girlich   Book reviews . . . . . . . . . . . . . . 327--331
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 9, Number 3, 1978

                       S. Mejza   Use of inter-block information to obtain
                                  uniformly better estimators of treatment
                                  contrasts  . . . . . . . . . . . . . . . 335--341
                Stanis\law Gnot   The problem of two-group identification  343--349
                  Peter Tan and   
                  Ben Bernholtz   Equivariant estimators for structural
                                  models . . . . . . . . . . . . . . . . . 351--356
                 Gisela Wittwer   Über die asymptotische Verteilung des
                                  periodogramms stationärer gaussscher
                                  zufälliger Folgen. (German) [On the
                                  asymptotic distribution of the
                                  periodogram of stationary Gaussian
                                  random sequences]  . . . . . . . . . . . 357--368
                 Winfried Stier   Zur Verknüpfung von
                                  ``Zeitbereichsanalyse'' und
                                  ``Frequenzbereichsanalyse'' bei
                                  Saisonbereinigungsverfahren --- ein
                                  Beitrag zur Zeitreihenanalyse. (German)
                                  [On linkage of ``time-domain analysis''
                                  and ``frequency-domain analysis'' in
                                  seasonal adjustment procedures --- a
                                  contribution to time series analysis]    369--381
          Wilfried Grecksch and   
              Heinz Müller   Zur näherungsweisen Ermittlung optimaler
                                  stochastischer Steuerungen durch
                                  Diskretisierung. (German) [On the
                                  approximate determination of optimal
                                  stochastic controls by discretization]   383--393
             E. V. Chepurin and   
                    P. Fehrmann   On inequalities for functionals of
                                  bivariate distributions with monotone
                                  failure rates  . . . . . . . . . . . . . 395--404
                     B. Gerlach   The unbiasedness of some tests for
                                  exponentiality . . . . . . . . . . . . . 405--410
           Manfred Deistler and   
           Jürgen Schrader   Exact estimability of the transfer
                                  functions of linear systems  . . . . . . 411--417
               Wolfgang Thomsen   On a Fubini-type theorem and its
                                  application in game theory . . . . . . . 419--423
                   Frank Hampel   Modern trends in the theory of
                                  robustness . . . . . . . . . . . . . . . 425--442
                      J. Kleffe   Simultaneous estimation of expectation
                                  and covarianee matrix in linear models   443--478
                H. Bandemer and   
          P. SchÖnfeld and   
                 K. Fleischmann   Book review  . . . . . . . . . . . . . . 479--480
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 9, Number 4, 1978

                   O. Bunke and   
                   B. Grabowski   A procedure for model choice or variable
                                  selection with controlled model
                                  specification error  . . . . . . . . . . 483--497
              H. Toutenburg and   
                      B. Roedek   Minimax-linear and Theil estimator for
                                  restrained regression coefficients . . . 499--505
              Hans Bandemer and   
                   Sabine Nagel   On construction of exact experimental
                                  designs from discrete ones . . . . . . . 507--517
                       S. Nagel   Goodness of exact experimental designs
                                  with respect to a certain family of
                                  criteria . . . . . . . . . . . . . . . . 519--523
                 O. D. Anderson   On the invertibility conditions for
                                  moving average processes . . . . . . . . 525--529
            E. Csáki and   
                      I. Vincze   On limiting distribution laws of
                                  statistics analogous to Pearson's
                                  chi-square . . . . . . . . . . . . . . . 531--548
                James A. Koziol   Multivariate signed rank statistics for
                                  shift alternatives . . . . . . . . . . . 549--562
                     B. Gerlach   A characterization of availability with
                                  statistical applications . . . . . . . . 563--586
                    Bernd Lisek   Comparability of special distributions   587--598
                 A. Hamerle and   
               P. Kemény   Zur Bestimmung von Bayes-Lösungen bei
                                  messender Prüfung. (German) [On the
                                  purpose of Bayesian solutions for
                                  measurement testing] . . . . . . . . . . 599--605
                Helga Bunke and   
                     Olaf Bunke   Randomization. pro and contra  . . . . . 607--623
                  S. K. Zaremba   Polynomial trends in time series . . . . 625--642
                  N. Miethe and   
                 H. Gillert and   
             H. Läuter and   
                  H.-J. Girlich   Book review  . . . . . . . . . . . . . . 643--644
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 10, Number 1, 1979

                       M. Stone   A pictorial treatment of generalized
                                  inverses for statistics based on dual
                                  vector spaces  . . . . . . . . . . . . . 3--17
                  Kurt Hoffmann   Characterization of minimax linear
                                  estimators in linear regression  . . . . 19--26
            J. K. Baksalary and   
                        R. Kala   Best linear unbiased estimation in the
                                  restricted general linear model  . . . . 27--35
                  Bernd Hofmann   Bewertung von Schätzungen bei einem
                                  linearen Modell auf der Grundlage des
                                  Fiduzialkonzepts. (German) [Review of
                                  estimates in a linear model on the basis
                                  of fiducial concepts]  . . . . . . . . . 37--46
           Wolfgang Näther   Monotony relations between distribution
                                  functions and their application to
                                  experimental design  . . . . . . . . . . 47--53
             Karel Zvára   On exact confidence regions for linear
                                  regression functions . . . . . . . . . . 55--62
                   H. Bunke and   
                     J. Gladitz   Empirical Bayes approach to parameter
                                  identification in linear stochastic
                                  difference equations . . . . . . . . . . 63--78
                Joachim Bellach   Consistency of the
                                  least-squares-estimators for linear
                                  stochastic difference equations  . . . . 79--106
            Ji\vrí Andel   Measures of dependence in discrete
                                  stationary processes . . . . . . . . . . 107--126
              Jürgen Franz   Consistency and completeness in
                                  sequential estimation problems . . . . . 127--139
                 H. Gillert and   
                       J. Vogel   Über Güteeigenschaften von Tests bei
                                  homogenen Markovschen Prozessen.
                                  (German) [On goodness properties of
                                  tests for homogeneous Markov processes]  141--152
                 G. C. Jain and   
                  M. S. H. Khan   On an exponential family . . . . . . . . 153--168
                Ramesh C. Gupta   On negative moments of generalized
                                  Poisson distribution . . . . . . . . . . 169--172
                H. Rossmann and   
                     W. Warmuth   Eine Unschärferelation für diskrete
                                  Verteilungen. (German) [An uncertainty
                                  principle for discrete distributions]    173--178
                 W. Winkler and   
                  R. Pincus and   
                K. Hoffmann and   
                 J. Bellach and   
             R. Strüby and   
                 J. Gladitz and   
              W. H. Schmidt and   
              H. J. Girlich and   
                   O. Bunke and   
           R. Siegmund-Schultze   Book reviews . . . . . . . . . . . . . . 179--184
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 10, Number 2, 1979

              I. S. Alalouf and   
                 G. P. H. Styan   Estimability and testability in
                                  restricted linear models . . . . . . . . 189--201
            J. K. Baksalary and   
                        R. Kala   On the prediction problem in the
                                  seemingly unrelated regression equations
                                  model  . . . . . . . . . . . . . . . . . 203--208
            Wolfgang H. Schmidt   Asymptotic results for estimation and
                                  testing variances in regression models   209--236
              Burkhardt Seifert   Optimal testing for fixed effects in
                                  general balanced mixed classification
                                  models . . . . . . . . . . . . . . . . . 237--255
                    K. Henschke   Confidence regions for parameters in
                                  linear models with additional
                                  information  . . . . . . . . . . . . . . 257--272
              M. F. Egerton and   
                  P. J. Laycock   Maximum likelihood estimation of
                                  multivariate non-linear functional
                                  relationships  . . . . . . . . . . . . . 273--280
                 K. Fischer and   
                     Chr Thiele   On a distribution-free method in
                                  discriminant analysis  . . . . . . . . . 281--289
                      J. Krauth   Generalized sequential ranks and tests
                                  of randomness  . . . . . . . . . . . . . 291--298
                 O. D. Anderson   On the bias of sampled autocorrelations  299--305
                      N. Miethe   Asymptotic properties of tests in
                                  autoregressive moving average models . . 307--318
      Ingeborg Küchler and   
             Alexander Semjonov   Die Waldsche Fundamentalidentität und ein
                                  sequentieller Quotiententest für eine
                                  zufällige Irrfahrt über einer homogenen
                                  irreduziblen Markovschen Kette mit
                                  endlichem Zustandsraum. (German) [The
                                  Wald fundamental identity and a
                                  sequential quotient test for a random
                                  walk on a homogeneous irreducible Markov
                                  chain rule with finite state space]  . . 319--331
                       R. Thrum   Linear estimation and prediction in
                                  stochastic processes . . . . . . . . . . 333--346
                  E. Platen and   
                K. Hoffmann and   
             H. D. Gerhardt and   
                 R. Strobel and   
                     W. Warmuth   Book reviews . . . . . . . . . . . . . . 347--350
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 10, Number 3, 1979

            Wolfgang H. Schmidt   Normal theory approximations to tests
                                  for linear hypotheses  . . . . . . . . . 353--366
                Joachim Bellach   Bemerkungen zu einer allgemeinen
                                  Definition rekursiver Schätzungen mit
                                  Anwendungsbeispielen. (German) [Comments
                                  on a general definition of recursive
                                  estimates with application examples] . . 367--379
           A. Nalbach-Leniewska   Measures of dependence of the
                                  multivariate lognormal distribution  . . 381--387
                 O. D. Anderson   On the partial autocorrelations of once
                                  integrated autoregressive-moving average
                                  processes  . . . . . . . . . . . . . . . 389--394
        Henning Läuter and   
                 Norbert Miethe   Some tests in dynamic models with a
                                  finite number of parameters  . . . . . . 395--414
                   Michael Weba   Interpolation schwach stationärer
                                  Zeitreihen. (German) [Interpolation of
                                  weakly stationary time series] . . . . . 415--425
                     B. Gerlach   A consistent correlation-type
                                  goodness-of-fit test;with application to
                                  the two-parameter Weibull distribution   427--452
                     Ludwig Hoy   Eine Bemerkung zur Stetigkeit zufälliger
                                  Felder. (German) [A remark to the
                                  discontinuity of random fields]  . . . . 453--459
                      Anonymous   Odna predlnaya teorema dlya symm
                                  slycainovo chisla slychainikh
                                  salagaemiks. (Russian) []  . . . . . . . 461--467
              Jagdish Saran and   
                     Kanwar Sen   On the fluctuations of partial sums  . . 469--478
                  Georg Neuhaus   Asymptotic Theory of Goodness of Fit
                                  Tests when Parameters are Present: a
                                  Survey . . . . . . . . . . . . . . . . . 479--494
                K. Henschke and   
               B. Grabowski and   
                K. Henschke and   
                  D. Stoyan and   
                 W. Warmuth and   
               H.-J Girlich and   
                 P. Neumann and   
          P. H. Müller and   
                   M. Weese and   
                 H. Gillert and   
               H.-J Girlich and   
                    H. W. Meier   Book reviews . . . . . . . . . . . . . . 495--502
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 10, Number 4, 1979

               Michael Nussbaum   Asymptotic efficiency of estimators of a
                                  multivariate linear functional relation  505--527
                  Stanisaw Gnot   Estimation of parameters in certain
                                  hierarchical genetic models  . . . . . . 529--539
                    W. Szczesny   Influence curve of the monotonic
                                  dependence function for binormal
                                  distributions  . . . . . . . . . . . . . 541--550
                Ramesh C. Gupta   The order statistics of exponential,
                                  power function and Pareto distributions
                                  and some applications  . . . . . . . . . 551--554
              K. H. Hanisch and   
                      D. Stoyan   Formulas for the second-order analysis
                                  of marked point processes  . . . . . . . 555--560
                    Bernd Lisek   Construction of stationary state
                                  distributions for loss systems . . . . . 561--581
                    R. Bergmann   Some classes of distributions and their
                                  application in queueing  . . . . . . . . 583--600
       Siegfried Schönherr   Limit theorems for single server queues
                                  with mixed renewal and Poisson inputs    601--612
                K. Henschke and   
                 W. Schmidt and   
          P. H. Müller and   
                H. Bandemer and   
         H.-P. Höschel and   
                   V. Dupac and   
                 G. Maibaum and   
         H.-P. Höschel and   
              A. Prékopa   Book reviews . . . . . . . . . . . . . . 613--622
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 11, Number 1, 1980

                   H. Bunke and   
                  W. H. Schmidt   Asymptotic results on nonlinear
                                  approximation of regression functions
                                  and weighted least squares . . . . . . . 3--22
                     S. Zwanzig   The choice of approximative models in
                                  nonlinear regression . . . . . . . . . . 23--47
          E. Pleszczy\'nska and   
                    D. Darowska   On partial observability is statistical
                                  models . . . . . . . . . . . . . . . . . 49--59
          Jana Jureckoyá   Asymptotic representation of
                                  $M$-estimators of location . . . . . . . 61--73
                  S. Koschitzki   Some stereological problems for random
                                  discs in $ R^3 $ . . . . . . . . . . . . 75--83
          F. I. Karpelevich and   
                  A. Ja Kreinin   Some bounds for the mean waiting time in
                                  $ E_k $ /GX/1 Queues . . . . . . . . . . 85--88
                    H. Bandemer   Problems in foundation and use of
                                  optimal experimental design in
                                  regression models  . . . . . . . . . . . 89--113
       G. Herrendörfer and   
                       D. Rasch   Experimental design and optimal decision
                                  i general remarks  . . . . . . . . . . . 115--123
                   D. Rasch and   
           G. Herrendörfer   Experimental design and optimal decision
                                  ii estimation of the slope of linear
                                  regression . . . . . . . . . . . . . . . 125--136
               A. Pázman   Singular experimental designs (standard
                                  and \sc Hilbert-space approaches)  . . . 137--149
             D. M. Titterington   Geometric approaches to design of
                                  experiment . . . . . . . . . . . . . . . 151--163
             W. Näther and   
              W. H. Schmidt and   
         H. P. Höschel and   
                   V. Dupac and   
                H. Bandemer and   
             I. Väduva and   
              Volker Nollau and   
                   C. Polze and   
         A. Hahnewald-Busch and   
                      M. Goebel   Book reviews . . . . . . . . . . . . . . 164--171
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 11, Number 2, 1980

                   O. Bunke and   
                       H. Wandl   Projection estimators for unknown
                                  covariance matrices in linear models . . 175--191
                    K. Henschke   Simultaneous confidence procedures in
                                  multivariate calibration problems  . . . 193--206
                     B. Gerlach   A correlation-type goodness-of-fit test
                                  for normality with censored sampling . . 207--218
       Wiltrud Mühleis and   
                 Gisela Wittwer   Minimum-Kontrast-Schätzungen für
                                  stochastische Prozesse. (German)
                                  [Minimum-contrast estimates for
                                  stochastic processes]  . . . . . . . . . 219--227
            Bärbel Bellach   Consistency, asymptotic normality and
                                  asymptotic efficiency of the
                                  maximum-likelihood-estimator in linear
                                  stochastic differential equations  . . . 227--266
                   J. Mecke and   
                      D. Stoyan   Formulas for stationary planar fibre
                                  processes I --- general theory . . . . . 267--279
                  D. Stoyan and   
                   J. Mecke and   
                    S. Pohlmann   Formulas for stationary planar fibre
                                  processes II --- partially
                                  oriented-fibre systems . . . . . . . . . 281--286
                       G. Pflug   Optimale sequentielle Zerlegung.
                                  (German) [Optimal sequential
                                  decomposition] . . . . . . . . . . . . . 287--295

Statistics (Berlin, DDR)
Volume 11, Number 3, 1980

            Ji\vrí Andel   On extrapolation in two-dimensional
                                  stationary processes . . . . . . . . . . 315--326
            Roland Günther   Adaptive exponentielle Glättung erster
                                  Ordnung. (German) [Adaptive exponential
                                  smoothing of first order]  . . . . . . . 327--340
           Wiltrud Mühleis   Konvergenzgeschwindigkeit der Verteilung
                                  einer parameterschätzung für stationäre
                                  Gaußsche Folgen. (German) [Convergence
                                  rate of the distribution of a parameter
                                  estimation for stationary Gaussian
                                  sequences] . . . . . . . . . . . . . . . 341--360
             H. J. Rossberg and   
                        Chu Duc   Uniqueness theorems for the components
                                  of a convolution given on a half line    361--371
                  Kurt Hoffmann   Admissible improvements of the least
                                  squares estimator  . . . . . . . . . . . 373--388
                     J. A. John   New developments in classical design . . 389--402
                  V. V. Fedorov   Convex design theory . . . . . . . . . . 403--413
           Andrej Pázman   Some features of the optimal design
                                  theory --- a survey  . . . . . . . . . . 415--446
               G. Enderlein and   
             H. Heckendorff and   
             H. J. Rossbero and   
                  E. Platen and   
                 W. Watmuth and   
                  D. Stoyan and   
                   B. Geabowski   Book reviews . . . . . . . . . . . . . . 447--452
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 11, Number 4, 1980

                      P. Jagers   Invariance in the linear model --- an
                                  argument for $ \chi^2 $ and $F$ in
                                  nonnormal situations . . . . . . . . . . 455--464
            R. Mauersberger and   
                  W. H. Schmidt   Berry--Esséen type bounds for nonlinear
                                  models . . . . . . . . . . . . . . . . . 465--473
              Lothar Boltze and   
           Wolfgang Näther   Some remarks on experimental design for
                                  estimating the expectation of a
                                  stationary random process  . . . . . . . 475--481
                    E. Nadaraya   On maximal Deviation of the kernel type
                                  non-parametric density estimates in some
                                  degenerate cases . . . . . . . . . . . . 483--497
                Karl-Heinz Eger   A direct method of the computation of
                                  the OC and of the moments of the sample
                                  number for SPRTs in the case of
                                  discrete-random variables  . . . . . . . 499--514
                  A. Ja Kreinin   Bounds for mean characteristics of $ E_k
                                  $ /GI/1/$ \infty $ queues  . . . . . . . 515--519
                  G. Griessbach   Zur adaptiven Bestimmung der optimalen
                                  Strategieparameter in stationären
                                  Lagerhaltungsmodellen. (German) [On
                                  adaptively determining the optimal
                                  strategy parameters in stationary
                                  inventory models]  . . . . . . . . . . . 521--544
                 Robin Thompson   Maximum likelihood estimation of
                                  variance components  . . . . . . . . . . 545--561
                      J. Kleffe   On recent progress of MINQUE theory
                                  nonnegative estimation, consistency,
                                  asymptotic normality and explicite
                                  formulae . . . . . . . . . . . . . . . . 563--588
                 W. Winkler and   
                K. Henschke and   
                K. Henschke and   
                   O. Bunke and   
                    B. Bank and   
                 P. Neumann and   
            H. J. Engelbert and   
                  D. Stoyan and   
              I. Sonnenburg and   
                H. Bandemer and   
                F. Belchelt and   
             J. Andêl and   
                  B. Kummer and   
                K. Hoffmann and   
                     W. Winkler   Book review  . . . . . . . . . . . . . . 589--600
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 12, Number 1, 1981

              Hilmar Drygas and   
                  Georges Hupet   Non-negativeness of the best quadratic
                                  unbiased estimator of the variance in
                                  the linear regression model  . . . . . . 3--5
                       H. Bunke   A note on parameter estimation in
                                  inadequate nonlinear regression models   7--11
           Friedrich Pukelsheim   On $c$-optimal design measures . . . . . 13--20
      J. C. Van Houwelingen and   
                 R. M. Schipper   The efficiency of a test based on the
                                  asymptotic distribution of the MLE for a
                                  linear functional relationship . . . . . 21--30
              Tadeusz Bednarski   Application and optimality of the
                                  chi-square test of fit for testing $
                                  \epsilon $-validity of parametric models 31--41
              Ottar Sandvin and   
           Dag Tjòstheim   A numerical comparison of two criteria
                                  for determining the order of AR
                                  processes  . . . . . . . . . . . . . . . 43--51
              Heinz Gillert and   
              Jürgen Vogel   Remarks on testing hypotheses for Markov
                                  processes  . . . . . . . . . . . . . . . 53--59
                 Pham Dinh Tuan   Nonparametric estimation of the drift
                                  coefficient in the diffusion equation    61--73
      Hans-Heiner Fährmann   Zur Konvergenz der Werte beim optimalen
                                  Abbruch teilweise beobachtbarer
                                  Zufallsprozesse im Falle einer
                                  quadratischen Gewinnfunktion. (German)
                                  [On the convergence of the values at the
                                  optimal discontinuity of partially
                                  observable random processes in the case
                                  of a quadratic profit function]  . . . . 75--84
                      Anonymous   O svoictvakh granichnikh tunktsionalov
                                  ot slychainovo blyzhdanija na konechnoi
                                  tsepi Markova. (Russian) [On properties
                                  of boundary functionals from random
                                  walks on the final Markov chain] . . . . 85--100
                 R. Döhler   Dominierbarkeit und Suffizienz in der
                                  Sequentialanalyse. (German)
                                  [Dominatability and insufficiency in
                                  sequential analysis] . . . . . . . . . . 101--134
                 W. Winkler and   
                H. Bandemer and   
                 J. Gladitz and   
             H. Läuter and   
                 J. Gladitz and   
                 W. Schmidt and   
                 B. Gerlach and   
                  E. Platen and   
                   K. Arndt and   
             M. Möhner and   
                  D. Stoyan and   
                      R. Klette   Book reviews . . . . . . . . . . . . . . 135--143
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 12, Number 2, 1981

               Jerome Sacks and   
               Donald Ylvisaker   Variance estimation for approximately
                                  linear models  . . . . . . . . . . . . . 147--162
                        J. Pilz   Robust Bayes and minimax-Bayes
                                  estimation design in linear regression   163--177
                       O. Bunke   On the homoscedastic estimation of
                                  heteroscedastie variances  . . . . . . . 179--181
            Ji\vrí Andel   On shifted multiple ARMA processes . . . 183--191
             Wolfgang Blume and   
                 Gisela Wittwer   On the asymptotic distribution of
                                  covariance estimates of stationary
                                  random sequences . . . . . . . . . . . . 193--199
                       J. Mecke   Formulas for stationary planar fibre
                                  processes III --- intersections with
                                  fibre systems  . . . . . . . . . . . . . 201--210
            I. N. Kovalenko and   
               N. Ju. Kuznetsov   Renewal process and rare events limit
                                  theorems for essentially
                                  multidimensional queueing processes  . . 211--224
       Siegfried Schönherr   The existence of waiting time moments
                                  for single server queues with mixed
                                  renewal and Poisson inputs . . . . . . . 225--232
                T. Fujisawa and   
                    Y. Sugizaki   Steady-state solution of a single server
                                  queue with Poisson arrivals and multiple
                                  transaction  . . . . . . . . . . . . . . 233--241
        Wolfgang H. Schmidt and   
                     Rolf Thrum   Contributions to-asymptotic theory in
                                  regression models with linear covariance
                                  structure  . . . . . . . . . . . . . . . 243--269
           Friedrich Pukelsheim   Linear models and convex geometry:
                                  aspects of non-negative variance
                                  estimation . . . . . . . . . . . . . . . 271--286
                  I. Vincze and   
                K. Hoffmann and   
                 G. Wittwer and   
                 G. Linares and   
                 W. Warmuth and   
            H. J. Engelbert and   
                  P. Lorenz and   
                 Jäger and   
             E. Läuter and   
             M. Möhner and   
                 B. M. Kirstein   Book reviews . . . . . . . . . . . . . . 287--294
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 12, Number 3, 1981

                H. Bandemer and   
                       W. Nagel   Parameter estimation in linear
                                  regression models with weak and fuzzy
                                  prior knowledge  . . . . . . . . . . . . 297--305
             W. Näther and   
                     V. Reinsch   D$_s$-optimality and Whittle's
                                  equivalence theorem  . . . . . . . . . . 307--316
                   D. Dabrowska   Regression-based orderings and measures
                                  of stochastic dependence . . . . . . . . 317--325
        Ludger Rüschendorf   Stochastically ordered distributions and
                                  monotonicity of the oc-function of
                                  sequential probability ratio tests . . . 327--338
                   B. B. Winter   Fourier series methods in nonparametric
                                  estimation . . . . . . . . . . . . . . . 339--355
                 Piotr Hellmann   Unbiasedness of two-sided nonparametric
                                  tests in the two-sample problem  . . . . 357--360
                 Gisela Wittwer   Über die mehrdimensionalen asymptotischen
                                  Verteilungen des Periodogramms
                                  Gaussscher stationärer Folgen. (German)
                                  [On the multi-dimensional asymptotic
                                  distributions of the periodogram of
                                  stationary Gaussian sequences] . . . . . 361--376
              Ulrich Herkenrath   On the speed of convergence of the
                                  Kiefer--Wolfowitz stochastic
                                  approximation procedure  . . . . . . . . 377--392
          Günther Sawitzki   Exact filtering in exponential families:
                                  Discrete time  . . . . . . . . . . . . . 393--401
                I. G. Evans and   
                    P. W. Jones   Bayesian inferences for the two
                                  parameter uniform distribution . . . . . 403--408
              Pradesh Kumar and   
                    V. K. Gupta   On ratio estimators in two phase
                                  sampling under size stratification and
                                  estimation over two successive occasions 409--417
              Pranesh Kumar and   
                    V. K. Gupta   On ratio estimators in two phase
                                  sampling under size stratification . . . 419--427
                S. Pohlmann and   
                   J. Mecke and   
                      D. Stoyan   Stereological formulas for stationary
                                  surface processes  . . . . . . . . . . . 429--440
            Milos Jiálek   A bibliography of statistical tolerance
                                  regions  . . . . . . . . . . . . . . . . 441--456
                   O. Bunke and   
                 W. Schmidt and   
                 W. Winkler and   
               G. Christoph and   
             H. P. Höschel   Book review  . . . . . . . . . . . . . . 457--460
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 12, Number 4, 1981

                  W. Wawrzyniak   A characterization of minimum variance
                                  unbiased estimators in the general
                                  linear model with restrictions on
                                  parameter space  . . . . . . . . . . . . 465--477
                T. Jasiukiewicz   On existence of UMVUQE for each
                                  estimable parametric function of
                                  variance covariance components in block
                                  designs  . . . . . . . . . . . . . . . . 479--485
            Dankmar Böhing   On the construction of optimal
                                  experimental designs: a penalty approach 487--495
           Dankmar Böhning   On an assumption of Bandemer and Ketzel
                                  in optimal experimental design theory    497--502
                  Kishore Sinha   On the construction of $m$-associate
                                  PBIB designs II  . . . . . . . . . . . . 503--508
                  J. R. Mathieu   Tests of $ \chi^2 $ in the generalized
                                  linear model . . . . . . . . . . . . . . 509--527
                  J. R. Mathieu   Tests of $ \chi^2 $ in a stationary
                                  Markov process and separability of
                                  hypotheses . . . . . . . . . . . . . . . 529--550
                     E. Zinzius   Minimaxschätzer für den Mittelwert $
                                  \theta $ einer normalverteilten
                                  Zufallsgröße mit bekannter Varianz bei
                                  vorgegebener Oberer und unterer Schranke
                                  für $ \theta $. (German) [Minimax
                                  estimator for $ \theta $ on the mean of
                                  a normally distributed random variable
                                  with known variance for a given upper
                                  and lower bound for $ \theta $]  . . . . 551--557
                  Kurt Hoffmann   Sufficiency, generalized likelihood
                                  function and exponential family  . . . . 559--566
             Tomás Cipra   On improvement of prediction in ARMA
                                  processes  . . . . . . . . . . . . . . . 567--580
                       J. Ohser   A remark on the estimation of the rose
                                  of directions of fibre processes . . . . 581--585
                  Ludwig Paditz   Einseitige Fehlerabschätzungen im
                                  zentralen Grenzwertsatz. (German)
                                  [One-sided error estimates in the
                                  Central Limit Theorem] . . . . . . . . . 587--604
          K. H. Jöckel and   
                     W. Sendler   A Central Limit Theorem for generalized
                                  discounting  . . . . . . . . . . . . . . 605--608
           S. M. Sharfuddin and   
              Fadhil Ajab Nahab   Expectation of the square root of an
                                  orthosymmetrie determinant . . . . . . . 609--612
              Jagdish Saran and   
                     Kanwar Sen   Some distribution results on
                                  unconditional ballot problems  . . . . . 613--619
                 Frank Beichelt   Replacement policies based on system age
                                  and maintenance cost limits  . . . . . . 621--627
                    K. Usha and   
               R. Ramanarayanan   General analysis of systems in which a
                                  $2$-unit system is a sub-system  . . . . 629--637
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 13, Number 1, 1982

            Wolfgahg H. Schmidt   Testing hypotheses in nonlinear
                                  regressions  . . . . . . . . . . . . . . 3--19
               Pranab Kumar Sen   Asymptotic theory of some tests for
                                  constancy of regression relationships
                                  over time  . . . . . . . . . . . . . . . 21--31
                  Robert Hafner   Simple construction of least favourable
                                  pairs of distributions and of robust
                                  tests for Prokhorov-neighbourhoods . . . 33--46
                  Robert Hafner   Construction of least favourable pairs
                                  of distributions and of robust tests for
                                  contamination neighbourhoods . . . . . . 47--56
               Uwe Küchler   Exponential families of Markov processes
                                  --- Part I. General results  . . . . . . 57--69
            Ramesh C. Gupta and   
                   Jagbib Sihgh   Estimation of probabilities in the class
                                  of modified power series distributions   71--77
                K. Hoffmann and   
                     C. Schmidt   Characterizations of the exponential
                                  family by generating functions and
                                  recursion relations for moments  . . . . 79--90
                  M. C. Agrawal   On averaging over distinct units in
                                  replicated samples . . . . . . . . . . . 91--97
              Pushpa Lata Gupta   Probability generating functions of a
                                  MPSD with applications . . . . . . . . . 99--103
                 W. Winkler and   
                   J. Franz and   
                I. Küchler   Sequential statistical procedures for
                                  processes of the exponential class with
                                  independent increments . . . . . . . . . 105--119
           Ji\vrí Akaeel   Fitting models in time series analysis   121--143
                 W. Schmidt and   
                   J. Franz and   
                   O. Bunke and   
             M. Möhner and   
             W. Näther and   
                   H. Bunke and   
             H. Aäuter and   
                H. Bandemer and   
                H. Bandemer and   
              H. J. Girlich and   
             H. J. Rossberg and   
             H. Läuter and   
                 R. Mä and   
                K. Henschke and   
                   J. Franz and   
        H. H. Fährmann and   
         A. Hahnewald-Busch and   
                  E. Platen and   
          Barbara Grabowski and   
                     J. Polzehl   Book Reviews . . . . . . . . . . . . . . 145--160
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 13, Number 2, 1982

             Jana Jureckova and   
              Paranab Kumar Sen   Simultaneous $M$-estimator of the common
                                  location and the scale-ratio in the
                                  two-sample problem . . . . . . . . . . . 163--169
                       H. Liero   On the maximal deviation of the kernel
                                  regression function estimate . . . . . . 171--182
                   T. Kowalczyk   Shape of the monotone dependence
                                  function . . . . . . . . . . . . . . . . 183--192
             M. Moszy\'nska and   
              E. Pieszozy\'nska   Equivalence relations for statistical
                                  spaces . . . . . . . . . . . . . . . . . 193--218
               Uwe Küchler   Exponential families of Markov processes
                                  --- Part II: Birth- and death processes  219--230
              Jürgen Franz   Sequential estimation and asymptotic
                                  properties in birth-and-death processes  231--244
                    P. Reimnitz   Asymptotic near admissibility and
                                  asymptotic near optimality by the ``two
                                  armed bandit'' problem . . . . . . . . . 245--263
                   F. Auert and   
                 H. Läuter   Some theoretical results on
                                  approximation methods  . . . . . . . . . 265--293
                     U. Schulze   Estimation in segmented regression:
                                  known number of regimes  . . . . . . . . 295--316
             R. J. Bhansali and   
                   S. H. Sarhan   Effects of the presence of a harmonic
                                  term on the spectral factorisation
                                  procedure  . . . . . . . . . . . . . . . 317--349
                    G. Schwarze   Book review  . . . . . . . . . . . . . . 351--352
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 13, Number 3, 1982

                   J. J. Daudin   Iterative algorithms for non-orthogonal
                                  analysis of variance . . . . . . . . . . 355--370
                 J. Gladitz and   
                        J. Pilz   Construction of optimal designs in
                                  random coefficient regression models . . 371--385
                       O. Bunke   Book review  . . . . . . . . . . . . . . 386--386
                   E. Sonnemann   $D$-optimality of complete latin squares 387--394
                     Olaf Bunke   The roles of transformations and
                                  response functions chosen by maximum
                                  likelihood . . . . . . . . . . . . . . . 395--404
                     K. Sarkadi   The empirical quantile of $m$-dependent
                                  sequences  . . . . . . . . . . . . . . . 405--411
                 W. Schmidt and   
                O. Bunké   Book Review  . . . . . . . . . . . . . . 412--412
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  chi-square distribution --- Part 1 . . . 413--443
                   O. Bunke and   
                    H. Bandemer   Book review  . . . . . . . . . . . . . . 444--444
                  G. J. S. Ross   Non-linear models  . . . . . . . . . . . 445--453
             M. Möhner and   
                      D. Stoyan   Book Review  . . . . . . . . . . . . . . 454--454
             Wilfried Grossmann   Statistical estimation of nonlinear
                                  regression functions . . . . . . . . . . 455--471
                  E. Platen and   
                    H. Bandemer   Book review  . . . . . . . . . . . . . . 472--472
                      L. Boneva   Seriation and some applications  . . . . 473--485
                   B. Droge and   
                K. Hoffmann and   
                     W. Schmidt   Book review  . . . . . . . . . . . . . . 486--488
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 13, Number 4, 1982

                 J. Gladitz and   
                        J. Pilz   Bayes designs for multiple linear
                                  regression on the unit sphere  . . . . . 491--506
                  L. Boltze and   
                 W. Näther   On effective observation methods in
                                  regression models with correlated errors 507--519
                H. J. Engelbert   Book review  . . . . . . . . . . . . . . 520--520
                   S. Nagel and   
                       W. Nagel   Versuchsplanung zu einer Familie von
                                  gestauchten Schätzfunktionen im linearen
                                  Regressionsmodell. (German)
                                  [Experimental design of a family of
                                  estimated model functions in the linear
                                  regression model]  . . . . . . . . . . . 521--530
                W. Schäfer   A representation theorem for stochastic
                                  kernels and its application in
                                  comparison of experiments  . . . . . . . 531--541
                    K. Henschke   Book review  . . . . . . . . . . . . . . 542--542
           A. M. Kshirsagar and   
                   Bonnie McKee   Estimation of a response surface from
                                  --- a general incomplete block design    543--546
               T. Kowalczyk and   
                     T. Ledwina   Some properties of chosen grade
                                  parameters and their rank counterparts   547--553
                       O. Bunke   Book review  . . . . . . . . . . . . . . 554--554
          Tadeusz Bednarski and   
                 Teresa Ledwina   A note on the weak convergence of an
                                  estimator of monotonic dependence
                                  function of two random variables . . . . 555--560
              Arnfried Streller   On stochastic processes with an embedded
                                  marked point process . . . . . . . . . . 561--576
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  chi-square distribution --- Part 2 . . . 577--634
                  K. Lommatzsch   Book review  . . . . . . . . . . . . . . 635--636
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 14, Number 1, 1983

                  Thomas Mathew   A note on best linear unbiased
                                  estimation in the restricted general
                                  linear model . . . . . . . . . . . . . . 3--6
               A. V. Ivanon and   
                     S. Zwanzig   An asymptotic expansion of the
                                  distribution of least squares estimators
                                  in the nonlinear regression model  . . . 7--27
                     W. Schmidt   Book reviews . . . . . . . . . . . . . . 28--28
                     S. Zwanzig   A note to the paper of Ivanov and
                                  Zwanzig on the asymptotic expansion of
                                  the least squares estimator  . . . . . . 29--32
              I. V. Vuchkov and   
            Ch. A. Yontchev and   
                D. L. Damgaliev   Continuous $D$-optimal designs for
                                  experiments with mixture and process
                                  variables  . . . . . . . . . . . . . . . 33--51
                 H. Heckendorff   Book reviews . . . . . . . . . . . . . . 52--52
                   K. Sinha and   
                         A. Dey   A series of truly self dual PBIB Designs 53--54
                 Gisela Wittwer   On the rate of convergence of the
                                  distribution of the periodogram matrix
                                  for Gaussian vector processes  . . . . . 55--62
                       J. Ohser   On estimators for the reduced second
                                  moment measure of point processes  . . . 63--71
                       B. Lisek   Book reviews . . . . . . . . . . . . . . 72--72
                 Yu. K. Belyaev   The concentration method in a
                                  non-parametric Bayesian approach . . . . 73--74
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  chi-square distribution --- Part 3 . . . 75--139
                     G. Wittwer   Book reviews . . . . . . . . . . . . . . 140--140
            Bärbel Bellach   Parameter estimators in linear
                                  stochastic differential equations and
                                  their asymptotic properties$^1$  . . . . 141--191
                      E. Platen   Book reviews . . . . . . . . . . . . . . 192--192
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 14, Number 2, 1983

           B. L. S. Prakasa Rao   Asymptotic theory for non-linear least
                                  squares estimator for diffusion
                                  processes  . . . . . . . . . . . . . . . 195--209
                 E. Warmuth and   
                     W. Warmuth   Book reviews . . . . . . . . . . . . . . 210--210
                  J. Kleffe and   
                       R. Thrum   Inequalities for moments of quadratic
                                  forms with applications to a.s.
                                  convergence  . . . . . . . . . . . . . . 211--216
                 K. Schiele and   
                  H. Toutenburg   Minimax estimation in econometric models
                                  a simulation approach  . . . . . . . . . 217--233
                      D. Stoyan   Book reviews . . . . . . . . . . . . . . 234--234
                 Divakar Sharma   Sufficient admissibility conditions for
                                  scale parameter estimator  . . . . . . . 235--241
                 W. Schmidt and   
                    K. Henschke   Book reviews . . . . . . . . . . . . . . 242--242
        Ludger Rüschendorf   Essential completeness of monotone tests
                                  and estimators . . . . . . . . . . . . . 243--250
                 Teresa Ledwina   Robust test of independence of two
                                  random variables . . . . . . . . . . . . 251--256
                 C. L. Kaul and   
                     Kanwar Sen   Distribution of upcrossings and related
                                  rank order statistics  . . . . . . . . . 257--261
                 H.-P. Hoeschel   Book reviews . . . . . . . . . . . . . . 262--262
               S. K. Ashour and   
                  O. A. Shalaby   Estimating sample size with Weibull
                                  failure  . . . . . . . . . . . . . . . . 263--268
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  cm-square distribution --- Part 4  . . . 269--300
          A. R. Padmanabhan and   
                  Madan L. Puri   Theory of nonparametric statistics for
                                  rounded-off data with applications . . . 301--349
                H. J. Engelbert   Book reviews . . . . . . . . . . . . . . 350--351
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 14, Number 3, 1983

                R. Gebhardt and   
                 H. Heckendorff   Zur sequentiellen Versuchsplanung für das
                                  Regressionsproblem. (German) [On
                                  sequential experimental planning for the
                                  regression problem]  . . . . . . . . . . 353--366
         Chronis Moyssiadis and   
                Stratis Kounias   Exact $d$-optimal $n$ observations $
                                  2^k$ designs of resolution III, when $ n
                                  \diffbetween 1 o r 2 \bmod 4$  . . . . . 367--379
                     W. Schmidt   Book reviews . . . . . . . . . . . . . . 380--380
               S. K. Ashour and   
                 E. Shoukry and   
                     T. Mohamed   Bayesian estimation for compound Weibull
                                  model  . . . . . . . . . . . . . . . . . 381--386
                P. C. Joshi and   
                N. Balakrishnan   Bounds for the moments of extreme order
                                  statistics for large samples . . . . . . 387--396
                   J. M. Taylor   Comparisons of certain distribution
                                  functions  . . . . . . . . . . . . . . . 397--408
                      D. Stoyan   Inequalities and bounds for variances of
                                  point processes and fibre processes  . . 409--419
                     B. Bellach   Book reviews . . . . . . . . . . . . . . 420--420
                  K.-H. Hanisch   Reduction of $n$-th moment measures and
                                  the special case of the third moment
                                  measure of stationary and isotropic
                                  planar point processes . . . . . . . . . 421--435
                 B. M. Kirstein   Book reviews . . . . . . . . . . . . . . 436--436
           Radu Theodorescu and   
                     Hans Wolff   On dynamic stochastic approximation  . . 437--448
                Wolfgang Wagner   Zur Abschätzung von Lösungen linearer
                                  Integralgleichungen mit Hilfe der
                                  Monte-Carlo-Methode. (German) [On the
                                  estimation of solutions of linear
                                  integral equations by means of the Monte
                                  Carlo method]  . . . . . . . . . . . . . 449--456
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  chi-square distribution --- Part 5 . . . 457--484
                  V. Pieper and   
                      J. Tiedge   Zuverlässigkeitsmodelle auf der Grundlage
                                  stochastischer Modelle von Verschleiß
                                  prozessen. (German) [Processes of
                                  reliability models based on stochastic
                                  models of wear]  . . . . . . . . . . . . 485--502
                 W. Töpfer   Book reviews . . . . . . . . . . . . . . 503--504

Statistics (Berlin, DDR)
Volume 14, Number 4, 1983

                  P. Dodynekova   Convergence properties of hit-and-run
                                  samplers . . . . . . . . . . . . . . . . 509--515
                J. Gärtner   Book reviews . . . . . . . . . . . . . . 516--516
                   O. Bunke and   
                      S. Riemer   A note on bootstrap and other empirical
                                  procedures for testing linear hypotheses
                                  'without normality . . . . . . . . . . . 517--526
                 C. L. Kaul and   
                     Kanwab Sen   Crossings of a height and related bank
                                  order statistics . . . . . . . . . . . . 527--553
                      Anonymous   Book reviews . . . . . . . . . . . . . . 534--534
            Roland Günther   On the convergence of some adaptive
                                  estimation procedures  . . . . . . . . . 535--550
           Dankmar Böhning   A duality theorem with applications to
                                  statistics . . . . . . . . . . . . . . . 551--557
                      Anonymous   Book reviews . . . . . . . . . . . . . . 558--558
              K. H. Hakisch and   
                      D. Stoyan   Remarks on statistical inference and
                                  prediction for a hard-core clustering
                                  model  . . . . . . . . . . . . . . . . . 559--567
                      Anonymous   Book reviews . . . . . . . . . . . . . . 568--568
                       W. Nagel   Dünne Schnitte von stationären räumlichen
                                  Faserprozessen. (German) [Thin sections
                                  of stationary spatial fiber processes]   569--576
                   A. Randt and   
                       B. Lisek   On the continuity of G/GI/m queues . . . 577--587
                      Anonymous   Book reviews . . . . . . . . . . . . . . 588--588
               G. E. Haynam and   
           Z. Govindarajulu and   
                F. C. Leone and   
                     P. Siefert   Tables of the cumulative non-central
                                  chi-square distribution --- Part 6
                                  (finish) . . . . . . . . . . . . . . . . 589--603
                Pham Dinh Titak   A survey of time series analysis through
                                  parametric models  . . . . . . . . . . . 603--631
              H. Toutenburg and   
                H. Bandemer and   
               J. Jureckova and   
                   O. Bunke and   
                    K. Hoffmann   Book reviews . . . . . . . . . . . . . . 632--632
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics (Berlin, DDR)
Volume 15, Number 1, 1984

             Jerzy K. Baksalary   A study of the equivalence between a
                                  Gauss--Markoff model and its
                                  augmentation by nuisance parameters  . . 3--35
                  R. Pincus and   
                  W. H. Schmidt   A note on the ban property of the
                                  residual sum of squares in regression
                                  models . . . . . . . . . . . . . . . . . 37--42
          K. S. Madhava Rao and   
                     A. P. Gore   Testing concurrence and parallelism of
                                  several sample regressions against
                                  ordered alternatives . . . . . . . . . . 43--50
                  Joachim Focke   Zur Existenz der
                                  Maximum-Likelihood-Schätzung beim
                                  Faktorenmodell. (German) [On the
                                  existence of the maximum likelihood
                                  estimate of the model factors] . . . . . 51--57
                  A. Antoniadis   Analysis of variance on function spaces  59--71
                R. Bergmann and   
               B. Fritzsche and   
                      M. Riedel   Determination of sample sizes in point
                                  estimations  . . . . . . . . . . . . . . 73--89
                     B. Bellach   Book reviews . . . . . . . . . . . . . . 90--90
              Albrecht Irle and   
                Norbert Schmitz   On the optimality of the SPRT for
                                  processes with continuous time parameter 91--104
            Kindler Jürgen   Definitheit einer klasse diskreter
                                  statistischer Entscheidungsprobleme.
                                  (German) [Definiteness of a class of
                                  discrete statistical decision problems]  105--120
                  A. Antoniadis   A Survey of Bayesian approaches to
                                  nonparametric statisties . . . . . . . . 121--142
                      Anonymous   Book reviews . . . . . . . . . . . . . . 143--156
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 15, Number 2, 1984

             R. D. Anderson and   
            H. V. Henderson and   
              F. Pukelsheim and   
                   S. R. Searle   Best estimation of variance components
                                  from balanced data, with arbitrary
                                  kurtosis . . . . . . . . . . . . . . . . 163--176
                     M. Richter   Berechnung der Verteilungsfunktion
                                  quadratischer formen von normalverteilen
                                  Zufallsgroßen and deren Anwendung in der
                                  Statistik. (German) [Calculation of the
                                  distribution function of quadratic forms
                                  of normally distributed random variables
                                  and their application in statistics] . . 177--194
                   J. Korokacki   A note on the révész' estimator of a
                                  regression function  . . . . . . . . . . 195--203
                     U. Schulze   Math.operationsforsch.u.statist.,ser.statist 204--204
                      W. Stadje   A note on sample means and variances of
                                  dependent normal variables . . . . . . . 205--218
                    P. Reimnitz   A new stochastic approximation procedure
                                  for obtaining the maximum of an 'unknown
                                  regression function  . . . . . . . . . . 219--238
                 W. Näther   Optimal observing of stochastic
                                  processes  . . . . . . . . . . . . . . . 239--247
                      Anonymous   Book reviews . . . . . . . . . . . . . . 248--248
           Wiltrud Mühleis   On asymptotic properties of estimators
                                  stationary Gaussian random sequences . . 249--262
                 H. Gillert and   
                  A. Wartenberg   Density estimation for non-stationary
                                  Markov processes . . . . . . . . . . . . 263--275
                      Anonymous   Book reviews . . . . . . . . . . . . . . 276--276
                  P. Ponnapalli   Asymptotic Studentization of parametric
                                  and rank order tests for location  . . . 277--287
                      Anonymous   Book reviews . . . . . . . . . . . . . . 288--288
                      Man Singh   Steady-state behaviour of serial
                                  queueing processes with impatient
                                  customers  . . . . . . . . . . . . . . . 289--298
                       O. Bunke   Book reviews . . . . . . . . . . . . . . 299--319
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 15, Number 3, 1984

               A. Pázman   Nonlinear least squares --- uniqueness
                                  versus ambiguity . . . . . . . . . . . . 323--336
                  U. Tautenhahn   Verbesserungen der
                                  Kleinste-Quadrate-Schätzung durch
                                  Schätzungen vom Ridge-typ und vom
                                  Stein-typ. (German) [Improvements in the
                                  least-squares approximation by estimates
                                  of Ridge-type and Stein-type]  . . . . . 337--354
                      W. Albers   A Berry--Esséen Bound for Scale-Rank
                                  Tests with Nuisance Medians  . . . . . . 355--367
                      Anonymous   Book Review  . . . . . . . . . . . . . . 368--368
                    T. Havranek   A note on the rank monotone dependence
                                  function . . . . . . . . . . . . . . . . 369--371
                      Anonymous   Book reviews . . . . . . . . . . . . . . 372--372
                     B. Geblach   A correlation-type goodness- of-fit test
                                  for the logistic distribution with
                                  censored data  . . . . . . . . . . . . . 373--381
                      Anonymous   Book reviews . . . . . . . . . . . . . . 382--382
               J. P. Carmichael   Consistency of an autorsgressive density
                                  estimator  . . . . . . . . . . . . . . . 383--387
                      Anonymous   Book reviews . . . . . . . . . . . . . . 388--388
                        W. Wolf   Der zentrale Grenzwertsatz und
                                  Wahrscheinlichkeiten großer Abweichungen
                                  für Summen. (German) [The Central Limit
                                  Theorem and probabilities of large
                                  deviation for sums]  . . . . . . . . . . 389--395
                      Anonymous   Book reviews . . . . . . . . . . . . . . 396--396
                   J. Panaretos   Partial independence and finite
                                  distributions  . . . . . . . . . . . . . 397--403
                      Anonymous   Book reviews . . . . . . . . . . . . . . 404--404
                H. Rossmann and   
                     W. Warmuth   On the existence of complete orthonormal
                                  systems of pairwise independent random
                                  variables over a countable probability
                                  space  . . . . . . . . . . . . . . . . . 405--407
                      Anonymous   Book reviews . . . . . . . . . . . . . . 408--408
                K. H. Hajstcsch   Some remarks on estimators of the
                                  distribution function of nearest
                                  neighbour distance in stationary spatial
                                  point processes  . . . . . . . . . . . . 409--412
                    L. Heinrich   On a test of randomness of spatial point
                                  patterns . . . . . . . . . . . . . . . . 413--420
                      D. Stoyan   Further stereological formulae for
                                  spatial fibre processes  . . . . . . . . 421--428
                  M. Zähle   Thick section stereology for random
                                  fibres . . . . . . . . . . . . . . . . . 429--435
                      Anonymous   Book reviews . . . . . . . . . . . . . . 436--436
                       J. Mecke   Parametric representation of mean values
                                  for stationary random mosaics  . . . . . 437--442
                      C. Thomas   Extremum properties of the intersection
                                  densities of stationary Poisson
                                  hyperplane processes . . . . . . . . . . 443--449
                      Anonymous   Book reviews . . . . . . . . . . . . . . 450--450
                  W. Eschenbach   Statistical inference for queueing
                                  models . . . . . . . . . . . . . . . . . 451--462
                      Anonymous   Book reviews . . . . . . . . . . . . . . 463--468
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics (Berlin, DDR)
Volume 15, Number 4, 1984

                   O. Bunke and   
                 M. Möhner   Minimax estimators of regression
                                  functions under normalized quadratic
                                  loss functions and inequality
                                  restrictions . . . . . . . . . . . . . . 471--482
                   O. Moeschlin   A note on Pratt's concept of minimal
                                  expected length of confidence intervals  483--486
                  Hilmar Drygas   On the \sc Kleffe-approach. for
                                  computing covariance-operators of
                                  tensor-products  . . . . . . . . . . . . 487--492
                Jeanne Fine and   
                    Yves Romain   Reduced principal component analysis . . 493--512
                    Tomas Cipra   Simple correlated ARMA processes . . . . 513--524
                Norbert Kersten   On the multidimension asymptotic
                                  distribution of covariance estimates of
                                  linear stationary processes  . . . . . . 525--532
                    K. Hoffmann   Book Review: H. Kres: Statistical Tables
                                  for Multivariate Analysis  . . . . . . . 532--532
                Norbert Kersten   On the multidimensional asymptotic
                                  distribution of covariance estimates of
                                  stationary mixing sequences  . . . . . . 533--540
                Yu A. Kutoyants   Parameter estimation for diffusion type
                                  processes of observation . . . . . . . . 541--551
                      Anonymous   Book reviews . . . . . . . . . . . . . . 552--552
           Wolfgang Näther   Bayes estimation of the trend parameter
                                  in random fields . . . . . . . . . . . . 553--558
             R. Döhler and   
                I. Küchler   A note on weak admissibility of the
                                  sequential probability ratio test  . . . 559--564
                 Teresa Ledwina   A note on admissibility of some tests of
                                  independence against ``Positive
                                  Dependence'' in R$ \times $C contingeney
                                  table  . . . . . . . . . . . . . . . . . 565--570
                Ramesh C. Gupta   Some characterizations of renewal
                                  densities with emphasis in reliability   571--579
                      Anonymous   Book reviews . . . . . . . . . . . . . . 580--580
           Lajos Horváth   On random censorship from both sides . . 581--594
              Pranesh Kumar and   
             O. P. Kathuria and   
                  S. K. Agarwal   On a sampling scheme with inclusion
                                  probability proportional to size . . . . 595--600
                  Ludwig Paditz   On error-estimates in the Central Limit
                                  Theorem for generalized linear
                                  discounting  . . . . . . . . . . . . . . 601--610
                      Anonymous   Book reviews . . . . . . . . . . . . . . 611--631
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 16, Number 1, 1985

                H. Bandemer and   
                     U. Schulze   On estimation in multiphase regression
                                  models with several regressors using
                                  prior knowledge  . . . . . . . . . . . . 3--13
                      Anonymous   Book reviews . . . . . . . . . . . . . . 14--14
                J. R. Green and   
               M. F. Al-Bayatti   Selection of regress or variables when $
                                  E(Y) $ is an unknown nonlinear function  15--33
                      Anonymous   Book reviews . . . . . . . . . . . . . . 34--34
                   H. Bunke and   
                       B. Droge   A stepwise procedure for the selection
                                  of nonlinear regression models . . . . . 35--45
                      Anonymous   Book Review  . . . . . . . . . . . . . . 46--46
                     S. Zwanzig   A third order asymptotic comparison of
                                  least squares, jack-knifing and
                                  cross-validation for error variance
                                  estimation in nonlinear regression . . . 47--54
                       O. Bunke   An adaptive smoothing estimator lor
                                  probabilities in contingency tables  . . 55--62
               Dabrowska Dorota   Descriptive Parameters of Location,
                                  Dispersion and Stochastic Dependence . . 63--88
        Ishwari D. Dhabiyal and   
             Divakar Shabma and   
              K. Krishnamoorthy   Non-existence of unbiased estimators of
                                  ordered parameters . . . . . . . . . . . 89--95
                      Anonymous   Book reviews . . . . . . . . . . . . . . 96--96
                Fred Böker   Limits of generalized compound point
                                  processes  . . . . . . . . . . . . . . . 97--105
                      Anonymous   Book Review  . . . . . . . . . . . . . . 106--106
                 Henning Lauter   An efficient estimator for the error
                                  rate in discriminant analysis  . . . . . 107--119
                      Anonymous   Book reviews . . . . . . . . . . . . . . 120--120
                   Dieter Rasch   Finite sample behaviour of an asymptotic
                                  $t$-test in exponential regression . . . 121--124
                  Jurcen Lauter   Discriminant analysis under parameter
                                  restrictions statistical and
                                  computational aspects  . . . . . . . . . 125--137
                      Anonymous   Book reviews . . . . . . . . . . . . . . 138--138
              Jörg Polzehl   Using jackknife in nonlinear models ---
                                  confidence regions for a function of the
                                  structural parameter . . . . . . . . . . 139--149
                 H. Sulanke and   
            H. J. Engelbert and   
                W. Grecksch and   
              H. J. Girlich and   
              H. Toutenburg and   
                  V. Nollau and   
    Hans Peter Höschel and   
                K. Hoffmann and   
                   B. Droge and   
                   F. Liese and   
                      R. Pincus   Book reviews . . . . . . . . . . . . . . 150--160
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 16, Number 2, 1985

              H. Schwetlick and   
                  Y. Tilleb and   
                   W. Schellong   Gauss--Newton-like methods for nonlinear
                                  least squares with equality
                                  constraints-local convergence and
                                  applications . . . . . . . . . . . . . . 167--178
             Jochen Müller   Existence of unbiased covariance
                                  components estimators  . . . . . . . . . 179--183
                 Walter Warmuth   Book Review: K. Itô and J. P. Prokhorov
                                  (eds.), \booktitleProbability Theory and
                                  Mathematical Statistics: Fourth
                                  USSR--Japan Symposium, Proceedings, 1982 184--184
                 Olaf Bunke and   
                  Klaus Fischer   Some fundamentals and procedures of
                                  parametric distribution-free and
                                  discrete discriminant analysis . . . . . 185--201
                      Anonymous   Book reviews . . . . . . . . . . . . . . 202--202
                Uwe Koeblok and   
               Tit Braunschweig   Asymptotic properties of a sequential
                                  estimator of expectation in the presence
                                  of trend . . . . . . . . . . . . . . . . 203--211
                      Anonymous   Book reviews . . . . . . . . . . . . . . 212--212
              J. P. Flobens and   
                M. Mouchabt and   
                    Rolin J. M.   On two definitions of identification . . 213--218
                 P. Flobens and   
                    I. G. Evans   Comparisons of Bayesian variable and
                                  attribute sampling acceptance plans when
                                  the quality distribution is normal with
                                  known variance and the conformance
                                  requirement is one-sided . . . . . . . . 219--231
                      Anonymous   Book review  . . . . . . . . . . . . . . 232--232
          Z. Sasvári and   
                        W. Wolf   Über die Wiederherstellung der
                                  Ausgangsverteilung durch die Statistik $
                                  X_1 - X_3 $, $ X_2 - X_3 $. (German) [On
                                  the restoration of the initial
                                  distribution through the statistics $
                                  X_1 - X_3 $, $ X_2 - X_3 $]  . . . . . . 233--241
                      Anonymous   Book review  . . . . . . . . . . . . . . 242--242
                    Werner Wolf   Lokale Grenzwertsätze für gewichtete
                                  Summen. (German) [Local limit theorems
                                  for weighted sums] . . . . . . . . . . . 243--247
                Lothar Heinbich   An elementary proof of \sc Spitzer's
                                  identity . . . . . . . . . . . . . . . . 249--252
                 Volkeb Schmidt   Poisson bounds for moments of shot noise
                                  processes  . . . . . . . . . . . . . . . 253--262
           B. L. S. Prakasa Rao   Estimation of the drift for diffusion
                                  process  . . . . . . . . . . . . . . . . 263--275
                      Anonymous   Book review  . . . . . . . . . . . . . . 276--276
                 Wolfgang Wertz   Sequential and recursive estimators of
                                  the probability density  . . . . . . . . 277--295
                      Anonymous   Book review  . . . . . . . . . . . . . . 296--296
          Gérard Collomb   Non parametric time series analysis and
                                  prediction: uniform almost sure
                                  convergence of the window and $K$--NN
                                  autoregression estimates . . . . . . . . 297--307
                      Anonymous   Book review  . . . . . . . . . . . . . . 308--308
          Gérard Collomb   Nonparametric regression: An up-to-date
                                  bibliography . . . . . . . . . . . . . . 309--324
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 16, Number 3, 1985

                  Kurt Hoffmann   Admissibility and inadmissibility of
                                  estimators in the one-parameter
                                  exponential family . . . . . . . . . . . 327--350
                      Anonymous   Book Review  . . . . . . . . . . . . . . 350--350
               A. Van Der Linde   Interpolation of regression functions in
                                  reproducing kernel Hubert spaces . . . . 351--361
                      Anonymous   Book review  . . . . . . . . . . . . . . 362--362
             Josef Kozák   Modified minimax estimation of
                                  regression coefficients  . . . . . . . . 363--371
                      Anonymous   Book review  . . . . . . . . . . . . . . 372--372
                      N. Gaffke   Directional derivatives of optimality
                                  criteria at singular matrices in convex
                                  design theory  . . . . . . . . . . . . . 373--388
                  H. Lauteb and   
                      H. Thiele   Optimal combinations of classification
                                  procedures . . . . . . . . . . . . . . . 389--406
                   M. Moszynska   Products of statistical spaces . . . . . 407--418
                 W. Winkleb and   
                     Y. Kowtsch   A note on sequential maximum likelihood
                                  estimates in processes with independent
                                  increments . . . . . . . . . . . . . . . 419--426
                    R. Haux and   
              M. Schumacher and   
                   G. Weckesser   Asymptotic relative Pitman efficiencies
                                  of rank tests for complete block designs 427--444
                Bernd Lisek and   
                   Monika Lisek   A new method for testing whether a point
                                  process is Poisson . . . . . . . . . . . 445--450
                  Rudolf Mathae   Outlier-prone and outlier-resistant
                                  multidimensional distributions . . . . . 451--456
            N. Balakrishnan and   
                    P. C. Joshi   Bounds for the mean of second largest
                                  order statistic in large samples . . . . 457--464
              Pushpa Lata Gupta   Some characterizations of distributions
                                  by truncated moments . . . . . . . . . . 465--473
                 Walter Warmuth   Book review  . . . . . . . . . . . . . . 474--475
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 16, Number 4, 1985

           Wolfgang Näther   Exact designs for regression models with
                                  correlated errors  . . . . . . . . . . . 479--484
                    S. I. Penev   On a model with errors in variables
                                  described by stochastic differential
                                  equations  . . . . . . . . . . . . . . . 485--493
                      Anonymous   Book Review  . . . . . . . . . . . . . . 494--494
              Madan L. Puri and   
                      I. Vincze   On the Cramér--Frechet--Rao inequality
                                  for translation parameter in the case of
                                  finite support . . . . . . . . . . . . . 495--506
              Tadeusz Bednarski   A robust asymptotic testing model for
                                  special capacities . . . . . . . . . . . 507--519
                      Anonymous   Book Review  . . . . . . . . . . . . . . 520--520
              Tadeusz Bednarski   A Note on Asymptotic Expansions of
                                  Logarithms of Likelihood Ratios of Least
                                  Favourable Distributions . . . . . . . . 521--526
                  Erhard Kremer   Behavior of Two-Sample Rank Tests at
                                  Infinity . . . . . . . . . . . . . . . . 527--534
       Jammalamadaka S. Rao and   
                   R. C. Tiwari   Estimation of Survival Functions and
                                  Failure Rate . . . . . . . . . . . . . . 535--540
                      Jir Likes   Estimation of the Quantiles of Pareto's
                                  Distribution . . . . . . . . . . . . . . 541--547
                      Anonymous   Book Review  . . . . . . . . . . . . . . 548--548
               W. R. Javier and   
                    A. K. Gupta   On generalized matric variate beta
                                  distributions  . . . . . . . . . . . . . 549--558
                 M. Ruiz Espejo   Equiprecisional allocation and optimum
                                  stratification . . . . . . . . . . . . . 559--562
                 K. Afsarinejad   Optimal repeated measurements designs    563--568
            V. S. Sampath Kumar   Some aspects of continuous sampling
                                  plans for Markov-dependent production
                                  processes  . . . . . . . . . . . . . . . 569--576
              S. K. Agarwal and   
                  Pranesh Kumar   A ratio cum PPS estimator in unequal
                                  probability sampling . . . . . . . . . . 577--580
                      Anonymous   Book Review  . . . . . . . . . . . . . . 636--636
              Ryszard Zielinski   A most bias-robust estimate of the
                                  location parameter: a general existence
                                  theorem  . . . . . . . . . . . . . . . . 637--640
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 17, Number 1, 1986

                    Olaf Krafft   A maximin linear estimator for linear
                                  parameters under restrictions in form of
                                  inequalities . . . . . . . . . . . . . . 3--8
                        J. Pilz   A note on Krafft's maximin linear
                                  estimator for linear regression
                                  parameters . . . . . . . . . . . . . . . 9--14
        Hans-Peter Höschel   Uniqueness of surfaces and global
                                  identifiability in nonlinear regression
                                  models . . . . . . . . . . . . . . . . . 15--24
   Jan Ámos Vísek   On the dependence of the test error
                                  probabilities on the contamination level 25--32
           Ramalingam Shanmugam   A characterization of positive binomial
                                  distribution and its goodness-of-fit
                                  application  . . . . . . . . . . . . . . 33--39
                     W. Warmuth   Book Reviews . . . . . . . . . . . . . . 40--40
                 Xavier Milhaud   Asymptotically uniformly most powerful
                                  tests for independent or Markovian
                                  observations . . . . . . . . . . . . . . 41--47
                       B. Droge   Book Review  . . . . . . . . . . . . . . 48--48
               Pentti Saikkonen   Asymptotic properties of some tests for
                                  autocorrelation  . . . . . . . . . . . . 49--61
                     W. Warmuth   Book Review  . . . . . . . . . . . . . . 62--62
                       F. Liese   Hellinger integrals of diffusion
                                  processes  . . . . . . . . . . . . . . . 63--78
                     B. Gerlach   A New test for whether $F$ is ``More
                                  NBU'' than $G$ . . . . . . . . . . . . . 79--86
               M. Wächtler   Cost-optimal performance of special
                                  reliability tests using prior knowledge  87--103
                     W. Warmuth   Book Review  . . . . . . . . . . . . . . 104--104
                   J. Franz and   
                  W. Rüger   Sequentielle Minimalvarianz-Schätzungen
                                  in einem speziellen Markovprozeß.
                                  (German) [Sequential minimal variance
                                  estimates in a special Markov process]   105--119
                    K. Henschke   Book Review  . . . . . . . . . . . . . . 120--120
                      G. Siegel   Convergence of stochastic processes with
                                  random parameters  . . . . . . . . . . . 121--138
                  Ivar Petersen   On the algorithms for parameter
                                  estimation in one-dimensional densities
                                  and distributions in a general purpose
                                  statistical package  . . . . . . . . . . 139--145
                    K. Henschke   Book Review  . . . . . . . . . . . . . . 146--146
         A. Hahnewald-Busch and   
                      V. Nollau   Some basic concepts of numerical
                                  treatment of Markov decision models  . . 147--164
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 17, Number 2, 1986

              Wiktor Oktaba and   
           Andrzej Kornacki and   
                Jacek Wawrzosek   Estimation of missing values in the
                                  general Gauss--Markoff model . . . . . . 167--177
                      Anonymous   Statistics . . . . . . . . . . . . . . . 179--178
                     W. Wierich   Optimality of $k$-proportional designs
                                  for simultaneous inference . . . . . . . 179--187
                      Anonymous   Book reviews . . . . . . . . . . . . . . 188--188
          Elvezio Ronchetti and   
                   James H. Yen   Variance stable $r$-estimators . . . . . 189--199
                      Anonymous   Book reviews . . . . . . . . . . . . . . 200--200
                 Gisela Wittwer   On the distribution of the periodogram
                                  for stationary random sequences  . . . . 201--219
                      Anonymous   Book reviews . . . . . . . . . . . . . . 220--220
        Ludger Rüschendorf   Monotonicity and unbiasedness of tests
                                  via a.s. constructions . . . . . . . . . 221--230
       Dankmar Böhning and   
            Karl-Heinz Hoffmann   A remark on the numerical estimation of
                                  probabilities  . . . . . . . . . . . . . 231--236
                     J. C. Koop   Some problems of statistical inference
                                  from sample survey data for analytic
                                  studies  . . . . . . . . . . . . . . . . 237--247
                      Anonymous   Book reviews . . . . . . . . . . . . . . 248--248
                 Peter Reimnitz   Minimax and Bates strategies for the
                                  discounted infinite horizon
                                  one-armed-bandit. Explicit formulae and
                                  structural properties  . . . . . . . . . 249--260
                  P. A. Lee and   
                      S. H. Ong   Higher-order and non-stationary
                                  properties of Lampard's stochastic
                                  reversible counter system  . . . . . . . 261--278
                      V. Guiard   A general formula for the central mixed
                                  moments of the multivariate normal
                                  distribution . . . . . . . . . . . . . . 279--289
                      Anonymous   Book reviews . . . . . . . . . . . . . . 290--290
                Rolf Scharm and   
                  Montka Dewess   Mixtures of exponential distributions in
                                  the GI/G/1 queue (with and without
                                  warming up)  . . . . . . . . . . . . . . 291--302
             K. G. Jahabdah and   
                    B. Raja Rao   Identifiability of a generalized
                                  Markov--Pólya damage model  . . . . . . . 303--310
               Evdokia Xekalaki   The bivariate Yule distribution and some
                                  of its properties  . . . . . . . . . . . 311--317
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 17, Number 3, 1986

                      Anonymous   Book Review  . . . . . . . . . . . . . . 336--336
              S. M. Mostafa and   
                       R. Ahmad   Empirical Bayes quadratic estimators of
                                  variance components in normal linear
                                  models . . . . . . . . . . . . . . . . . 337--348
             Rahul Mukerjee and   
       Kashinath Ohattebjee and   
                    Mausumi Sen   $D$-optimality of a class of saturated
                                  main-effect plans and allied results . . 349--355
                      Anonymous   Book review  . . . . . . . . . . . . . . 356--356
                  T. Bromek and   
                   T. Kowalczyk   Statistical inference in the case of
                                  unordered pairs  . . . . . . . . . . . . 357--364
                     S. Trybula   Simultaneous control and estimation of
                                  linear stochastic systems with unknown
                                  parameters of disturbances . . . . . . . 365--376
                     M. Richter   Dominierbarkeit Gauss'scher
                                  statistischer Strukturen in
                                  Hilberträumen. (German) [Dominatability
                                  of Gaussian statistical structures in
                                  Hilbert spaces]  . . . . . . . . . . . . 377--391
                      Anonymous   Book review  . . . . . . . . . . . . . . 392--392
                  P. K. Pollett   Some Poisson approximations for
                                  departure processes in general queueing
                                  networks . . . . . . . . . . . . . . . . 393--405
                      Anonymous   Book review  . . . . . . . . . . . . . . 406--406
                  D. Stoyan and   
                     H. Hermann   Some methods for statistical analysis of
                                  planar random tessellations  . . . . . . 407--420
              A. Schwandtke and   
                      D. Stoyan   Stereological determination of the
                                  second moment of mean curvature  . . . . 421--427
                      Anonymous   Book review  . . . . . . . . . . . . . . 428--428
                      R. Takacs   Estimator for the pair-potential of a
                                  Gibbsian point process . . . . . . . . . 429--433
                      Anonymous   Book review  . . . . . . . . . . . . . . 434--434
       A. Kleinwächter and   
                  M. Zähle   Size distribution stereology for
                                  quasiellipsoids in $ R^n $ . . . . . . . 435--444
              Giorgio Pederzoli   Computable representations for the
                                  general density of random $r$-contents
                                  of beta distributed random points in an
                                  $n$-ball . . . . . . . . . . . . . . . . 445--451
                    L. Heinrich   Asymptotic normality of a random point
                                  field characteristic . . . . . . . . . . 453--460
                   J. Andel and   
            H. J. Engelbert and   
              K.-H. Hanisch and   
                 K. Wendler and   
                 G. Richter and   
                   F. Liese and   
                 W. Winkler and   
                 W. Winkler and   
                   O. Bunke and   
                   O. Bunke and   
                   B. Lisek and   
            R. Cünther and   
                 W. Schmidt and   
                 W. Schmidt and   
                   O. Bunke and   
                 W. Schmidt and   
                 W. Schmidt and   
                 P. Neumann and   
                 W. Lipfert and   
                      V. Nollau   Book reviews . . . . . . . . . . . . . . 461--480
                      Anonymous   Book review  . . . . . . . . . . . . . . 461--480
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 17, Number 4, 1986

       Wolfgrang H. Schmidt and   
               Silvelyn Zwanzig   Testing hypotheses in nonlinear
                                  regression for nonnormal distributions   483--503
                 H. Heckendorff   Book Review: H.-J. Lenz, G. B.
                                  Wetherill, and P. Th. Wilrich (Eds.),
                                  \booktitleFrontiers in Statistical
                                  Quality Control  . . . . . . . . . . . . 504--504
               B. L. S. Prakasa   Weak convergence of lease squares
                                  process in the smooth case . . . . . . . 505--516
                    Sylvie Huet   Maximum likelihood and least squares
                                  estimators for a non-linear model with
                                  heterogeneous variances  . . . . . . . . 517--526
             G. R. Ducharme and   
                        M. Jhun   A note on the bootstrap procedure for
                                  testing linear hypotheses  . . . . . . . 527--531
                      Anonymous   Book review  . . . . . . . . . . . . . . 532--532
             Benoit Quenneville   Bootstrap procedure for testing linear
                                  hypotheses without normality . . . . . . 533--538
                Vishnu Kant and   
                 Divakar Sharma   Simultaneous estimation of $ \lambda^s $
                                  for Poisson distributions  . . . . . . . 539--547
                      Anonymous   Book review  . . . . . . . . . . . . . . 548--548
              Tadesuz Bednarski   On extension of the Neyman--Pearson
                                  lemma for capacities to dependent random
                                  variables  . . . . . . . . . . . . . . . 549--556
                      M. Mohner   A comparative study of estimators for
                                  probabilities in contingency tables  . . 557--568
                    Jan Koziara   Estimation of covariance matrices of
                                  vector Wiener process by MINQUE method   569--575
                      Anonymous   Book review  . . . . . . . . . . . . . . 576--576
                        O. Pons   Vitesse de convergence des estimateurs
                                  \`a noyau pour l'intensité d'un processus
                                  ponctuel. (French) [Speed of convergence
                                  of kernel estimators for the intensity
                                  of a point process]  . . . . . . . . . . 577--584
               Sobekseh Michael   Classes of diffusion-type processes with
                                  a sufficient reduction . . . . . . . . . 585--596
        T. Srivenkataramana and   
                    D. S. Tracy   Transformations after sampling . . . . . 597--608
                D. Bischoff and   
                 E. Voigtlander   An operator proof for Lindeberg theorem
                                  in the non-classic from of Zolotarev . . 609--615
                      Anonymous   Book review  . . . . . . . . . . . . . . 616--632
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 18, Number 1, 1987

               A. Pázman   On Formulas for the Distribution of
                                  Nonlinear L.S. Estimates . . . . . . . . 3--15
                     J. Polsehl   Book Review  . . . . . . . . . . . . . . 16--16
                 Yang Wenli and   
               Cui Hengjian and   
                     Sun Guowen   On Best Linear Unbiased Estimation in
                                  the Restricted General Linear Model  . . 17--20
       Wolfgang Härdle and   
                Gabrielle Kelly   Nonparametric Kernel Regression
                                  Estimation-Optimal Choice of Bandwidth   21--35
                     J. Polzehl   Book review  . . . . . . . . . . . . . . 36--36
                Jacek Kobonacki   Kernel estimation of smooth densities
                                  using Fabian's approach  . . . . . . . . 37--47
                    W. Wilhelmi   Book review  . . . . . . . . . . . . . . 48--48
       Jean-René Mathieu   On some linear and log-linear problems
                                  about the marginal distributions of
                                  two-and three-dimensional contingency
                                  tables . . . . . . . . . . . . . . . . . 49--63
                 M. Möhner   Book review  . . . . . . . . . . . . . . 64--64
                    L. Fahrmeir   Asymptotic testing theory for
                                  generalized linear models  . . . . . . . 65--76
Miklós Csörg\Ho and   
Sándor Csörg\Ho and   
           Lajos Horváth   Estimation of total time on test
                                  transforms and Lorenz curves under
                                  random censorship  . . . . . . . . . . . 77--97
                      V. Nollau   Book review  . . . . . . . . . . . . . . 98--98
                 Harald Luschgy   Elimination of randomization and
                                  Hunt--Stein type theorems in invariant
                                  statistical decision problems  . . . . . 99--111
                     B. Bellach   Book review  . . . . . . . . . . . . . . 112--112
                  Franz Konecny   On the estimation of the stochastic
                                  intensity and the parameters of
                                  Neyman--Scott trigger processes  . . . . 113--118
                    L. N. Sahoo   On a class of almost unbiased estimators
                                  for population ratio . . . . . . . . . . 119--121
                     K. H. Eger   Book review  . . . . . . . . . . . . . . 122--122
        Ludger Rüschendorf   Projections of probability measures  . . 123--129
                     U. Schulze   Book review  . . . . . . . . . . . . . . 130--130
                 U. Kormann and   
             R. Theodorescu and   
                       H. Wolff   A dynamic method of moments  . . . . . . 131--140
                  Ludwig Paditz   On the rate of convergence in the
                                  Central Limit Theorem for discounted
                                  sums of martingale differences . . . . . 141--149
                     W. Schmidt   Book review  . . . . . . . . . . . . . . 150--150
        Krzysztof Szajowski and   
             Stanis\law Trubula   Minimax control of a stochastic system
                                  with the loss function dependent on
                                  parameter of disturbances  . . . . . . . 151--165
                 R. Bellach and   
                   A. Stereller   Book reviews . . . . . . . . . . . . . . 166--167
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 18, Number 2, 1987

              Hans Bandemer and   
       Wolfgang Näther and   
               Jürgen Pilz   Once more: optimal experimental design
                                  for regression models (with discussion)  171--217
                     W. Schmidt   Book review  . . . . . . . . . . . . . . 218--218
                G. Trenkler and   
                 P. Stahlechker   Quasi minimax estimation in the linear
                                  regression model . . . . . . . . . . . . 219--226
                  Thomas Mathew   On the characterization of nonegatively
                                  estimable linear combinations of
                                  variance components  . . . . . . . . . . 227--236
        György Michaletzky   On the maximum likelihood estimation for
                                  certain MANOVA models  . . . . . . . . . 237--245
                       W. Linde   Book review  . . . . . . . . . . . . . . 246--246
                     Kalyan Das   Estimation in one-way classification
                                  with heteroscedastic error . . . . . . . 247--257
                        J. Pilz   Book review  . . . . . . . . . . . . . . 258--258
                    R. C. Phoha   Asymptotic Bayesian inference in some
                                  nonstandard cases: Bernstein--von Mises
                                  Results and regular Bayes' estimators    259--274
                     B. Gerlach   Testing exponentiality against
                                  increasing failure rate with randomly
                                  censored data  . . . . . . . . . . . . . 275--286
                 M. Ruiz Espejo   A control in stratified sampling . . . . 287--291
                       J. Andel   Book review  . . . . . . . . . . . . . . 292--292
                    W. Grecksch   Über ein gesteuertes zweiparametrisches
                                  stochastisches Differenzensystem.
                                  (German) [On a controlled two-parametric
                                  stochastic differences system] . . . . . 293--308
                    J. Bethmann   Characterization of Poisson
                                  distributions in the set of power
                                  mixtures . . . . . . . . . . . . . . . . 309--320
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 18, Number 3, 1987

                   T. N. Es and   
                     H. Martens   Testing adequacy of linear random models 323--331
                       O. Bunke   Book Review  . . . . . . . . . . . . . . 332--332
              Elart Von Collani   Approximate $A$-optimal sampling plans   333--344
                Peter Bauer and   
                    Peter Hackl   Multiple testing in a set of nested
                                  hypotheses . . . . . . . . . . . . . . . 345--349
                       O. Bunke   Book Review  . . . . . . . . . . . . . . 350--350
               Egmar Rödel   A necessary condition for positive
                                  dependence . . . . . . . . . . . . . . . 351--359
                    K. Henschke   Book Review  . . . . . . . . . . . . . . 360--360
            Hendrik Schäbe   Nichtparametrische Auswertung von
                                  zufällig zensierten Stichproben mit
                                  unbestimmten Ereignissen. (German)
                                  [Nonparametric evaluation of randomly
                                  censored sampling with indeterminate
                                  events]  . . . . . . . . . . . . . . . . 361--371
                     W. Winkler   Book Review  . . . . . . . . . . . . . . 372--372
                  Prenesh Kumar   On sampling of three units using varying
                                  probabilities  . . . . . . . . . . . . . 373--377
                    K. Henschke   Book Review  . . . . . . . . . . . . . . 378--378
                   Jen Tang and   
                    A. K. Gupta   On the Type-B integral equation and the
                                  distribution of Wilks' statistic for
                                  testing independence of several groups
                                  of variables . . . . . . . . . . . . . . 379--387
                        W. Jahn   Book Review  . . . . . . . . . . . . . . 388--388
                   Thomas Royen   an approximation for multivariate normal
                                  probabilities of rectangular regions . . 389--400
                    Jeanne Fine   On the validity of the perturbation
                                  method in asymptotic theory  . . . . . . 401--414
                      Anonymous   Ob odnoi otsenke ostatochnovo chlena v
                                  lokalnoi predelnoi teoremye dls
                                  vsveshennikh cym nezavicimikh
                                  slychainikh velichin. (Russian) [On one
                                  estimate of the residual term in the
                                  local limit theorem for the theory of
                                  illuminated independent random
                                  variables] . . . . . . . . . . . . . . . 415--422
           Eman-Eldin A. A. Aly   On quantile processes for $m$-dependent
                                  Rv's . . . . . . . . . . . . . . . . . . 423--435
                    K. Henschke   Book Review  . . . . . . . . . . . . . . 436--436
                      G. Siegel   On the Anscombe condition for stochastic
                                  processes in a separable Banach space    437--451
                     K. Fischer   Book Review  . . . . . . . . . . . . . . 452--452
                      Gh. Barbu   A new fast method for computer
                                  generation of gamma and beta random
                                  variables by transformations of uniform
                                  variables  . . . . . . . . . . . . . . . 453--464
                K. Henschke and   
                K. Henschke and   
                 P. Neumann and   
                L. Heinrich and   
                  Hans M. Dietz   Book Review  . . . . . . . . . . . . . . 465--480
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 18, Number 4, 1987

                W. Klonecki and   
                      S. Zontek   On admissible invariant estimators of
                                  variance components which dominate
                                  unbiased invariant estimators  . . . . . 483--498
                    Bernd Droge   A note on estimating the msep in
                                  nonlinear regression . . . . . . . . . . 499--520
                     R. Schwabe   On a adaptive design in regression . . . 521--525
                      Anonymous   Book review  . . . . . . . . . . . . . . 526--526
                  Helmut Rieder   Contamination games in a robust
                                  $k$-sample model . . . . . . . . . . . . 527--562
                 Tomasz Rychlik   An asymptotically most bias-stable
                                  estimator of location parameter  . . . . 563--571
                      Anonymous   Book review  . . . . . . . . . . . . . . 572--572
               Egmar Rödel   $R$-estimation of normed bivariate
                                  density functions  . . . . . . . . . . . 573--585
                      Anonymous   Book review  . . . . . . . . . . . . . . 586--586
                 Wilfried Loges   Note on parameter estimation for general
                                  non-linear time series models  . . . . . 587--590
                      Anonymous   Book review  . . . . . . . . . . . . . . 598--598
                 M. Möhner   On the estimation of the expected actual
                                  error rate in sample-based multinomial
                                  classification . . . . . . . . . . . . . 599--612
            Hendrik Schäbe   Schiefe und Exzeß als Teststatistiken.
                                  (German) [Skewness and excess as test
                                  statistics]  . . . . . . . . . . . . . . 613--621
                      Anonymous   Book review  . . . . . . . . . . . . . . 622--622
            George N. Tziafetas   On the construction of Bayesian
                                  prediction limits for the Weibull
                                  distribution . . . . . . . . . . . . . . 623--628
         Emile M. J. Bertin and   
               Radu Theodoresch   The single-humpedness of likelihood
                                  function revisited . . . . . . . . . . . 629--636
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 19, Number 1, 1988

                   Uwe Hostmann   A note on an estimate for the
                                  convergence rate of the LSE in
                                  inadequate nonlinear regression models   3--8
                   Paul S. Horn   Some results on pooling  . . . . . . . . 9--14
                  Marie Huskova   Adaptive parameter estimation for
                                  generalized Tukey's $ \lambda $-family   15--26
                  J. N. Sheahan   Robust estimation of regression and
                                  scale parameters in linear models with
                                  asymmetric error distributions . . . . . 27--37
                      V. Nollau   Book Reviews . . . . . . . . . . . . . . 38--38
                Peter Bauer and   
  Benedikt M. Pötscher and   
                    Peter Hackl   Model selection by multiple test
                                  procedures . . . . . . . . . . . . . . . 39--44
                      D. Stoyan   Thinnings of point processes and their
                                  use in the statistical analysis of a
                                  settlement pattern with deserted
                                  tillages . . . . . . . . . . . . . . . . 45--56
                       J. Mecke   An isoperimetrlc inequality for random
                                  quadrangle tessellations . . . . . . . . 57--65
                      D. Stoyan   Book Review  . . . . . . . . . . . . . . 66--66
                  Thomas Fiksel   Edge-corrected density estimators for
                                  point processes  . . . . . . . . . . . . 67--75
                     K. Fischer   Book Review  . . . . . . . . . . . . . . 76--76
                  Thomas Fiksel   Estimation of interaction potentials of
                                  Gibbsian point processes . . . . . . . . 77--86
                    L. Heinrich   Asymptotic Gaussianity of some
                                  estimators for reduced factorial moment
                                  measures and product densities of
                                  stationary Poisson cluster processes . . 87--106
                     T. Mikosch   Iterated logarithm results for rapidly
                                  growing random walk  . . . . . . . . . . 107--115
                     B. Bellach   Book Review  . . . . . . . . . . . . . . 116--116
              V. K. R. Naik and   
              A. Krishnamoorthy   On a queueing process with arrival and
                                  service rates depending on the number of
                                  units served . . . . . . . . . . . . . . 117--121
                    W. Grecksch   Book Review  . . . . . . . . . . . . . . 122--122
            Jean Baptiste Denis   Two way analysis using covarites1  . . . 123--132
                 R. Trommer and   
                   B. Droge and   
                   O. Bunke and   
                   O. Bunke and   
                 U. Kü and   
                H. Bandemer and   
                   B. Droge and   
              Kurt Hoffmann and   
              Kurt Hoffmann and   
                H. Bandemer and   
                   J. Franz and   
                 M. Richter and   
                  D. Stoyan and   
                  R. Hansel and   
                  D. Stoyan and   
                 J. Polzehl and   
                 J. Polzehl and   
                 J. Polzehl and   
                   O. Bunke and   
                 K. H. Fichtner   Book Review  . . . . . . . . . . . . . . 133--159
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 19, Number 2, 1988

                       P. Alson   Minimax properties for linear estimators
                                  of the location parameter of a linear
                                  model  . . . . . . . . . . . . . . . . . 163--171
                      Anonymous   Staistics  . . . . . . . . . . . . . . . 172--172
           Siegfried Heiler and   
               Reinhart Willers   Asymptotic normality of $R$-estimates in
                                  the linear model . . . . . . . . . . . . 173--184
                   Uwe Hostmann   Asymptotic optimality of estimators and
                                  tests in inadequate nonlinear regression 185--206
             Stanis\law Trybula   Estimation of the same parameters under
                                  different data . . . . . . . . . . . . . 207--213
                       B. Droge   Book Review  . . . . . . . . . . . . . . 214--214
                   S. Ginot and   
                 J. Sezedinicka   On minimum biased quadratic estimators   215--222
              Ryszard Zielinski   A Distribution-Free Median-Unbiased
                                  Quantile Estimator . . . . . . . . . . . 223--227
                       B. Droge   Book Review  . . . . . . . . . . . . . . 228--228
            Ryszard Zieli\'nski   Stable estimation of location parameter
                                  --- nonasymptotic approach . . . . . . . 229--231
                K. Hoffmann and   
                 W. Freudenberg   Book Review  . . . . . . . . . . . . . . 232--232
             Luisa M. Targhetta   On the attainment of a lower bound for
                                  the Bates risk in estimating a
                                  parametric function  . . . . . . . . . . 233--239
                 W. Freudenberg   Book Review  . . . . . . . . . . . . . . 240--240
               J. J. Daudin and   
                    C. Duby and   
                    P. Trecourt   Stability of principal component
                                  analysis studied by the bootstrap method 241--258
                      Arup Bose   Higher order approximations for
                                  autocovariances from linear processes
                                  with applications  . . . . . . . . . . . 259--269
                    K. Hoffmann   Book Review  . . . . . . . . . . . . . . 270--270
                     R. Magiera   Sequential estimation for the
                                  generalized exponential hyperbolic
                                  secant process . . . . . . . . . . . . . 271--281
                      A. Brandt   Book Review  . . . . . . . . . . . . . . 282--282
                 Warmuth Walter   Marginal-Fréchet-bounds for
                                  multidimensional distribution functions  283--294
                   E. Carlstein   Law of Large Numbers for the subseries
                                  values of a statistic from a stationary
                                  sequence . . . . . . . . . . . . . . . . 295--299
                    Bernd Lisek   Book Review  . . . . . . . . . . . . . . 300--300
                P. H. Besse and   
               H. Caussinus and   
                   L. Ferre and   
                        J. Fine   Principal components analysis and
                                  optimization of graphical displays . . . 301--312
               Friedhelm Eicker   Trend-seasonal decomposition of time
                                  series as Whittaker--Henderson
                                  graduation . . . . . . . . . . . . . . . 313--338

Statistics: a Journal of Theoretical and Applied Statistics
Volume 19, Number 3, 1988

                  Hilmar Drygas   MINQE-theory and the estimation of
                                  residual variance in regressions
                                  analysis . . . . . . . . . . . . . . . . 341--347
                      Anonymous   Book review  . . . . . . . . . . . . . . 348--348
            Ewaryst Rafajlowicz   Nonparametric least squares estimation
                                  of a regression function . . . . . . . . 349--358
               A. Van der Linde   Rethinking factor analysis as an
                                  interpolation problem  . . . . . . . . . 359--367
                       B. Droge   Book review  . . . . . . . . . . . . . . 368--368
                  Michel Bonneu   Model choice for prediction in
                                  generalized linear models  . . . . . . . 369--382
      Alberto Fuentes Rodriguez   Admissibility and unbiasedness of the
                                  ridge classification rules for two
                                  normal populations with equal covariance
                                  matrices . . . . . . . . . . . . . . . . 383--388
                S. Kalpakam and   
                 G. Arivarignan   A continuous review perishable inventory
                                  model  . . . . . . . . . . . . . . . . . 389--398
            Mary Ellen Bock and   
                Herbert Solomon   Tables for distributions of quadratic
                                  forms  . . . . . . . . . . . . . . . . . 399--435
                       O. Bunke   Book review  . . . . . . . . . . . . . . 436--436
    Sándor Csörg\Ho   Estimation in the proportional hazards
                                  model of random censorship . . . . . . . 437--463
                       H. Liero   Book review  . . . . . . . . . . . . . . 464--464
                 Tomas Havranek   On a general algorithm for model choice
                                  in multivariate analysis . . . . . . . . 465--475
                      Anonymous   Book review  . . . . . . . . . . . . . . 476--476
            Stanis\law Gnot and   
              Andrzej Michalski   Estimation of parameters under
                                  Hardy--Weinberg law in population
                                  genetics . . . . . . . . . . . . . . . . 477--487
                  M. Riedel and   
                 K. Matthes and   
              H.-J. Girlich and   
                       D. Rasch   Book reviews . . . . . . . . . . . . . . 488--490

Statistics: a Journal of Theoretical and Applied Statistics
Volume 19, Number 4, 1988

             C. G. Bhattacharya   On the Cohen--Sackrowitz estimator of a
                                  common mean  . . . . . . . . . . . . . . 493--501
                      Anonymous   Book review  . . . . . . . . . . . . . . 502--502
                     W. Wierich   On $A$-optimality and non-optimality of
                                  the best proportional design measures in
                                  anova-settings . . . . . . . . . . . . . 503--512
                    S. Huda and   
                 Rahul Mukerjee   Optimal weighing designs: approximate
                                  theory . . . . . . . . . . . . . . . . . 513--517
                H. J. Engelbert   Book review  . . . . . . . . . . . . . . 518--518
                     R. Blacker   A new form for the chi-squared test of
                                  independence . . . . . . . . . . . . . . 519--536
                      W. Stadje   Estimation of tie distribution function
                                  of a location-scale family . . . . . . . 537--544
                 Roland Gunther   Adaptive estimation for an extension of
                                  the autoregressive time series model . . 545--555
                       B. Droge   Book review  . . . . . . . . . . . . . . 556--556
                 Roland Gunther   Adaptive estimation and prediction for
                                  an extension of the antoregressive
                                  multiple time series model . . . . . . . 557--564
                 Charles Wafula   On estimating the variance of the ratio
                                  estimator  . . . . . . . . . . . . . . . 565--574
             Dietrich von Rosen   Moments for matrix normal variables  . . 575--583
                       B. Droge   Book review  . . . . . . . . . . . . . . 584--584
                   Dieter Rasch   Recent results in growth analysis  . . . 585--604
                  R. Hansel and   
                 J. Polzehl and   
                    J. Pilz and   
          Jürgen Franz and   
                K. Hoffmann and   
                 K.-H. Eger and   
                 B. Seigert and   
                 W. Schmidt and   
                 W. Schmidt and   
                 R. Trommer and   
                 K. Matthes and   
                  R. Pincus and   
                  D. Stoyan and   
                   M. Nagel and   
                   B. Droge and   
             W. Näther and   
       G. Herrendörfer and   
                   M. Nagel and   
              Hans M. Dietz and   
          H. U. Kuenle (??) and   
                  D. Stoyan and   
                   B. Droge and   
                 P. Neumann and   
                   B. Droge and   
             Walter Warmuth and   
                 T. Mikosch and   
                 V. Schmidt and   
                  V. Nollau and   
              H.-J. Girlich and   
             Johannes Terno and   
                 K. Schwarz and   
                       O. Bunke   Book reviews . . . . . . . . . . . . . . 605--631


Statistics: a Journal of Theoretical and Applied Statistics
Volume 20, Number 1, 1989

                   M. Stone and   
                     J. L. Wang   A Bayes, sweep-operational construction
                                  for Rao's unified theory of linear
                                  estimation . . . . . . . . . . . . . . . 3--11
                     W. Schmidt   Book review  . . . . . . . . . . . . . . 12--12
          Dominique Cellieb and   
      Dominique Fouedrinier and   
               Christian Robert   Controlled shrinkage estimators (a class
                                  of estimators better than the least
                                  squares estimator, with respect to a
                                  general quadratic loss, for normal
                                  observations)  . . . . . . . . . . . . . 13--22
                   R. A. Maller   Regression with autoregressive
                                  errors-some asymptotic results . . . . . 23--39
                      Anonymous   Statistics . . . . . . . . . . . . . . . 40--40
              Ravindra Khattree   On robustness of tests for random
                                  effects in balanced nested designs . . . 41--46
           Walter Katzenbeisser   The exact power of two-sample location
                                  tests based on exceedance statistics
                                  against shift alternatives . . . . . . . 47--54
            D. Böhning and   
                     H. Holling   A Monte Carlo study on minimizing
                                  chi-square distances under the
                                  hypothesis of homogeneity or
                                  independence for a two-way cotingeney
                                  table  . . . . . . . . . . . . . . . . . 55--70
                   T. Bednarski   On the convergence rate of Robert
                                  procedures and local equivalence of
                                  Hellinger and total variation distances  71--76
                J. H. Beder and   
                  A. Antoniadis   Joint estimation of the mean and the
                                  covariance of a Banach valued Gaussian
                                  vector . . . . . . . . . . . . . . . . . 77--93
                     K. Fischer   Book review  . . . . . . . . . . . . . . 94--94
            V. S. Sampath Kumar   Some aspects of general $m$-estimation
                                  theory for dependent random variables    95--107
                       B. Droge   Book review  . . . . . . . . . . . . . . 108--108
                   Michael Weba   Optimized regression models for time
                                  series . . . . . . . . . . . . . . . . . 109--123
                     M. Richter   Book review  . . . . . . . . . . . . . . 124--124
             Pilar Ibarrola and   
           Ricardo Vélez   Sufficiency in decision processes with
                                  continuous observations  . . . . . . . . 125--134
             N. O. Kadyrova and   
             A. Yu Yakovlev and   
                   S. T. Rachev   Maximum likelihood estimation of the
                                  bimodal failure rate for censored and
                                  tied observations  . . . . . . . . . . . 135--140
               Felix Famoye and   
                   P. C. Consul   Confidence interval estimation in the
                                  class of modified power series
                                  distributions  . . . . . . . . . . . . . 141--143
               B. F. Arnold and   
                  E. v. Collani   On the robustness of $ \bar {X} $-charts 149--159
                      R. Pincus   Book review  . . . . . . . . . . . . . . 160--160
                  Ibne Saud and   
                     M. Z. Khan   A note on information theoretic measures 161--164
         Milos Jílek and   
                Hanns Ackermann   A bibliography of statistical tolerance
                                  regions, II  . . . . . . . . . . . . . . 165--172
              R. J. Carroll and   
                 W. Härdle   Semiparametric weighted least squares    173--175
                    W. Jahn and   
                     W. Schmidt   Book review  . . . . . . . . . . . . . . 173--175

Statistics: a Journal of Theoretical and Applied Statistics
Volume 20, Number 2, 1989

             Wojciech Zielinski   A note on the Hsu problem  . . . . . . . 195--198
            Henning Läuter   Note on the strong consistency of the
                                  least squares estimator in nonlinear
                                  regression . . . . . . . . . . . . . . . 199--210
                  Helmut Rieder   A finite-sample minimax regression
                                  estimator  . . . . . . . . . . . . . . . 211--221
                      Anonymous   Book review  . . . . . . . . . . . . . . 222--222
                 Manfred Riedel   On the bias-robustness in the location
                                  model I  . . . . . . . . . . . . . . . . 223--233
                      Anonymous   Book review  . . . . . . . . . . . . . . 234--234
                 Manfred Riedel   On the Bias-Robustness in the Location
                                  Model II . . . . . . . . . . . . . . . . 235--246
                  Rudolf Mathar   The outlier behaviour of distributions
                                  and the decay of power of optimal tests
                                  at decreasing level  . . . . . . . . . . 247--254
               J. J. Daudin and   
                    C. Duby and   
             P. Trécourt   PCA stability studied by the bootstrap
                                  and the infinitesimal jackknife method   255--270
             N. O. Kadyrova and   
             A. Yu Yakovlev and   
                   S. T. Rachev   Isotonic maximum likelihood estimation
                                  of bimodal failure rate --- a
                                  computer-based study . . . . . . . . . . 271--278
              Ram C. Tiwari and   
       S. Rao Jammalamadaka and   
              Jyoti N. Zalkikar   Testing an increasing failure rate
                                  average distribution with censored data  279--286
                     B. Gerlach   Tests for Increasing Failure Rate
                                  Average with Randomly Right Censored
                                  Data . . . . . . . . . . . . . . . . . . 287--295
                      Anonymous   Book review  . . . . . . . . . . . . . . 296--296
              Ram C. Trwari and   
       S. Rao Jammalamadaka and   
              Jyoti N. Zalkikar   A Class of Large Sample Tests for
                                  Bivariate Exponentiality Versus BIFRA
                                  and $ {\rm BNBU}(t_0, t_0) $
                                  Alternatives . . . . . . . . . . . . . . 297--304
              Michael J. Phelan   Lifetesting and estimation with
                                  arbitrary distribution function  . . . . 305--318
                     S. Trybuza   Minimax law of control for a
                                  multidimensional, time continuous,
                                  linear stochastic system . . . . . . . . 319--330
                      Anonymous   Book reviews . . . . . . . . . . . . . . 331--336

Statistics: a Journal of Theoretical and Applied Statistics
Volume 20, Number 3, 1989

                 V. Fedorov and   
                     W. Mueller   Comparison of two approaches in the
                                  optimal design of an observation network 339--351
                      Anonymous   Book review  . . . . . . . . . . . . . . 352--352
                    S. Huda and   
                 Rahul Mukerjee   $D$-optimal measures for fourth-order
                                  rotatable designs  . . . . . . . . . . . 353--356
                    Luc Devroye   Nonparametric density estimates with
                                  improved performance on given sets of
                                  densities  . . . . . . . . . . . . . . . 357--376
               Mohameb G. Habib   On root-$n$ consistency of estimators
                                  for nuisance parameters of asymptotic
                                  optimal tests: the i.i.d. case . . . . . 377--381
                      Anonymous   Book review  . . . . . . . . . . . . . . 382--382
                  J. Hentzschel   Parametrische Auswertung zensierter
                                  Stichproben: Die Weibullverteilung.
                                  (German) [Parametric analysis of
                                  censored samples: the Weibull
                                  distribution]  . . . . . . . . . . . . . 383--395
                      Anonymous   Book review  . . . . . . . . . . . . . . 396--396
                 Hendrik Schabe   Nichtparametrische Auswertung von
                                  stochastisch beidseitig zensierten
                                  Stichproben. (German) [Non-parametric
                                  analysis of stochastic
                                  both-sides-censored samples] . . . . . . 397--405
                      Anonymous   Book review  . . . . . . . . . . . . . . 406--406
               P. C. Consul and   
                   Famoye Felix   Minimum variance unbiased estimation for
                                  the Lagrange power series distributions  407--415
                      D. Stoyan   Book reviews . . . . . . . . . . . . . . 416--416
        B. M. Pötscher and   
                E. Reschenhofer   Distribution of the Coates--Diggle test
                                  statistic in case of replicated
                                  observations . . . . . . . . . . . . . . 417--421
                     W. Schmidt   Book reviews . . . . . . . . . . . . . . 422--422
                    Egmar Rodel   Linear bank statistics with estimated
                                  scores for testing independence  . . . . 423--438
               Werner Mauermann   Konstruktion eines sequentiellen
                                  Konfidenzschätzverfahrens mit
                                  vorgegebener Intervallänge für den
                                  Erwartungswert exponentialverteilter
                                  Stichprobenwerte. (German) [Construction
                                  of a sequential estimation method with a
                                  given confidence interval length for the
                                  expected value of exponentially
                                  distributed sample values] . . . . . . . 439--448
          Hans-Joachim Rossberg   The Berry--Esséen inequalities derived
                                  from restricted convergence  . . . . . . 449--451
                     W. Schmidt   Book reviews . . . . . . . . . . . . . . 452--452
                  Ludwig Paditz   On the analytical structure of the
                                  constant in the nonuniform version of
                                  the Esséen inequality . . . . . . . . . . 453--464
           Teresa Kowalczyk and   
                  Joanna Tyrcha   Multivariate gamma distributions ---
                                  properties and shape estimation  . . . . 465--474
              Jerzy Kamburowski   Bounds on the mean of the maximum of a
                                  number of normal random variables  . . . 475--481

Statistics: a Journal of Theoretical and Applied Statistics
Volume 20, Number 4, 1989

             Norbert Gaffke and   
             Berthold Heiligers   Bayes, Admissible, and Minimax Linear
                                  Estimators in Linear Models with
                                  Restricted Parameter Space . . . . . . . 487--508
             Antonio Cuevas and   
                    Paloma Sanz   A class of qualitatively robust
                                  estimates  . . . . . . . . . . . . . . . 509--520
                     G. Wittwer   Some remarks on bilinear time series
                                  models . . . . . . . . . . . . . . . . . 521--529
                 B. Siefert and   
                        W. Wolf   Book reviews . . . . . . . . . . . . . . 530--530
                      W. Schmid   Identification of a Type I Outlier in an
                                  Autoregressive Model . . . . . . . . . . 531--545
                     G. Wittwer   Book reviews . . . . . . . . . . . . . . 546--546
        Danielle Florens-Zmirou   Approximate discrete-time schemes for
                                  statistics of diffusion processes  . . . 547--557
                      W. Nather   Book reviews . . . . . . . . . . . . . . 558--558
                   P. Sarda and   
                        P. Vieu   Empirical distribution function for
                                  mixing random variables. application in
                                  nonparametric hazard estimation  . . . . 559--571
                      M. Mohner   Book reviews . . . . . . . . . . . . . . 572--572
                  Ferenc Juhasz   On the theoretical backgrounds of
                                  cluster analysis based on the eigenvalue
                                  problem of the association matrix  . . . 573--581
                     W. Winkler   Book reviews . . . . . . . . . . . . . . 582--582
               Serge B. Provost   On sums of independent gamma random
                                  variables  . . . . . . . . . . . . . . . 583--591
                      R. Dohler   Book reviews . . . . . . . . . . . . . . 592--592
                  Peter Schatte   On almost sure convergence of
                                  subsequences in the Central Limit
                                  Theorem  . . . . . . . . . . . . . . . . 593--605
                    L. Heinrich   Book reviews . . . . . . . . . . . . . . 606--606
                 F. Famonye and   
                   P. C. Consul   A Stochastic Urn Model for the
                                  Generalized Negative Binomial
                                  Distribution . . . . . . . . . . . . . . 607--613
                       D. Konio   Book reviews . . . . . . . . . . . . . . 614--614
                     Jiri Andel   On nonlinear models for time series  . . 615--632


Statistics: a Journal of Theoretical and Applied Statistics
Volume 21, Number 1, 1990

                       B. Droge   Statistics . . . . . . . . . . . . . . . 1--1
                 Erkki P. Liski   Comparing generalized mixed estimators
                                  with respect to covariance matrix in a
                                  linear regression model  . . . . . . . . 3--8
           Andrej Pázman   Almost exact distributions of estimators
                                  I --- low dimensional nonlinear
                                  regression . . . . . . . . . . . . . . . 9--19
                      Anonymous   Book review  . . . . . . . . . . . . . . 20--20
           Andrej Pázman   Almost exact distributions of estimators
                                  II --- flat nonlinear regression models  21--33
                     W. Winkler   Book reviews . . . . . . . . . . . . . . 34--34
                    C. Bagiatis   $E$-optimal $ 2^k$ saturated designs . . 35--44
        Ludger Rüschendorf   Estimation in random translation models  45--55
           Silvelyn Zwanzig and   
                     B. Seifert   Book reviews . . . . . . . . . . . . . . 56--56
               Jean Averous and   
                   Michel Meste   Location, skewness and tailweight in
                                  l$_s$ sense: a coherent approach . . . . 57--74
                   Kabl Auinger   Ein Anpassungstest für
                                  Exponentialverteilte Variable. (German)
                                  [A goodness of fit test for
                                  exponentially-distributed variables] . . 75--90
                R. D. Gupta and   
                Ramesh C. Gupta   Estimation of $ P r(a'x > b'y) $ in the
                                  multivariate normal case . . . . . . . . 91--97
                     B. Bellach   Book reviews . . . . . . . . . . . . . . 98--98
               V. Genon-Catalot   Maximum contrast estimation for
                                  diffusion processes from discrete
                                  observations . . . . . . . . . . . . . . 99--116
             Pilas Ibarbola and   
           Ricardo Vélez   Invariance in decision processes with
                                  continuous observations  . . . . . . . . 117--130
                      D. Stoyan   Stereological formulae for a random
                                  system of non-intersecting spheres . . . 131--136
            Bernd Fritzsche and   
                 Bernd Kirstein   A correlation-theoretical interpretation
                                  of Schur analysis  . . . . . . . . . . . 137--148
               Bjorn Schmalfuss   Endlichdimensionale Approximation der
                                  Lösung der stochastischen
                                  Navier--Stokes-Gleichung. (German)
                                  [Finite-dimensional approximation of the
                                  solution of the stochastic
                                  Navier--Stokes equation] . . . . . . . . 149--157
                  Hans M. Dietz   Book reviews . . . . . . . . . . . . . . 158--159

Statistics: a Journal of Theoretical and Applied Statistics
Volume 21, Number 2, 1990

          Ravindra Khattree and   
                     D. N. Naik   Optimum tests for random effects in
                                  unbalanced nested designs  . . . . . . . 163--168
       Leonard A. Stefanski and   
             Raymond J. Carroll   Deconvolving kernel density estimators   169--184
                   E. Liebscheb   Kernel estimators for probability
                                  densities with discontinuities . . . . . 185--196
       Ricardo Vélez and   
                 Pilar Ibarbola   Optimal invariant estimation of a scale
                                  parameter of a continuous time
                                  stochastic process . . . . . . . . . . . 197--202
              Tuain D. Pham and   
                Htjng T. Nguyen   Strong consistency of the maximum
                                  likelihood estimators in the
                                  change-point hazard rate model . . . . . 203--216
         A. A. Aly Jumad-Eldust   On some tests for exponentiality against
                                  the alternatives . . . . . . . . . . . . 217--226
                     A. M. Nigm   Prediction bounds using Type 1 censoring
                                  for the Weibull distribution . . . . . . 227--237
                      Anonymous   Statistics . . . . . . . . . . . . . . . 238--238
                      W. Stadje   A sequential estimation procedure for
                                  the parameter of an exponential
                                  distribution . . . . . . . . . . . . . . 239--250
            Bernard Lapeybe and   
               Gxlles Pages and   
                      Kabam Sab   Sequences with low discrepancy
                                  generalisation and application to
                                  Robbins--Monro algorithm . . . . . . . . 251--272
                 Ragnar Norberg   Risk theory and its statistics
                                  environment  . . . . . . . . . . . . . . 273--299
                  Ch. Wolff and   
                 W. Winkler and   
                 W. Winkler and   
              O. M. Kabahob and   
                 V. Schmidt and   
                 F. Schmidt and   
          Klaus Fleischmann and   
             Walter Warmuth and   
               A. Kirchheim and   
      Heinz-Uwe Küenle and   
                   D. Rasch and   
                   W. Klzow and   
                 V. Schmidt and   
                 W. Winkler and   
             Walter Warmuth and   
   Jürgen Gärtner and   
            Wolfgang Wagner and   
      Heinz-Uwe Küenle and   
                 R. Manthey and   
             Walter Warmuth and   
                 W. Schmidt and   
                 W. Schmidt and   
                 W. Schmidt and   
                 W. Schmidt and   
                   O. Bunke and   
                   O. Bunke and   
                   O. Bunke and   
             Walter Warmuth and   
                     J. Polzehl   Book reviews . . . . . . . . . . . . . . 300--320

Statistics: a Journal of Theoretical and Applied Statistics
Volume 21, Number 3, 1990

           Andrej Pázman   Invited discussion paper: Small-sample
                                  distributional properties of nonlinear
                                  regression estimators (a geometric
                                  approach)  . . . . . . . . . . . . . . . 323--367
                       B. Droge   Book Review: J. P. C. Klelinen:
                                  \booktitleStatistical Tools for
                                  Simulation Practioners . . . . . . . . . 368--368
                   S. Htjet and   
                 E. Jolivet and   
                     A. Messean   Some simulations results about
                                  confidence intervals and bootstrap
                                  methods in nonlinear regression  . . . . 369--432
                 Winfried Stute   Bootstrap of the linear correlation
                                  model  . . . . . . . . . . . . . . . . . 433--436
                  D. Cocchi and   
                   M. Motjchart   Linear Bayes estimation in finite
                                  populations with a categorical auxiliary
                                  variable . . . . . . . . . . . . . . . . 437--454
                  El Netjdecker   The variance matrix of a matrix
                                  quadratic form under normality
                                  assumptions  . . . . . . . . . . . . . . 455--459
                     K. Fischer   Book reviews . . . . . . . . . . . . . . 460--460
                 A. K. Basu and   
                     S. Sen Roy   On rates of convergence in the Central
                                  Limit Theorem for parameter estimation
                                  in general autoregressive model  . . . . 461--470
                P. Ibarbola and   
                R. Vélez   On sequential estimation of the mean of
                                  a multidimensional Gaussian process  . . 471--482
              Hans M. Dietz and   
                    K. Hoffmann   Book reviews . . . . . . . . . . . . . . 483--484

Statistics: a Journal of Theoretical and Applied Statistics
Volume 21, Number 4, 1990

                Ludwig Fahrmeir   Maximum likelihood estimation in
                                  misspecified generalized linear models   487--502
                  Z. D. Bai and   
                 X. R. Chen and   
                 B. Q. Miao and   
            C. Radhakrishna Rao   Asymptotic theory of least distances
                                  estimate in multivariate linear models   503--519
                      Anonymous   Book review  . . . . . . . . . . . . . . 520--520
            Wolfgang Eather and   
              Matthias Albbecht   Linear Regression with Random Fuzzy
                                  Observations . . . . . . . . . . . . . . 521--531
                       O. Bunke   Book Rivew . . . . . . . . . . . . . . . 532--532
         Christine Thomas-Agnan   A Family of Splines for Non-Parametric
                                  Regression. and their Relationships with
                                  Kriging  . . . . . . . . . . . . . . . . 533--548
             Tadeusz Inglot and   
           Tekesa Jurlewicz and   
                 Teresa Ledwina   On Neytman-type smooth tests of fit  . . 549--568
                 Sadao Tomizawa   A decomposition of Akaiee's information
                                  criterion for the conditional symmetry
                                  model  . . . . . . . . . . . . . . . . . 569--575
                       F. Liese   Book reviews . . . . . . . . . . . . . . 576--576
                 Hendrik Schabe   Bias reduction of maximum likelihood
                                  estimators using kernel estimators . . . 577--590
                     Jiri Andel   Nonlinear positive $ {\em AR}(2) $
                                  processes  . . . . . . . . . . . . . . . 591--600
           M. A. Amaral Turkman   Bayesian Analysis of an Autoregressive
                                  Process with Exponential White Noise . . 601--608
                     Uwe Jensen   An example concerning the convergence of
                                  conditional expectations . . . . . . . . 609--611
                     G. Wittwer   Book reviews . . . . . . . . . . . . . . 612--612
               Wolfgang Glanzel   Some consequences of a characterization
                                  theorem based on truncated moments . . . 613--618
             D. M. Titterington   Some recent research in the analysis of
                                  mixture distributions  . . . . . . . . . 619--641
                      M. Riedel   Book reviews . . . . . . . . . . . . . . 642--642
                 W. Winkler and   
                  R. Hanrel and   
                   B. Droge and   
                 K. Fischer and   
             Walter Warmuth and   
                  M. Riedel and   
                  B. Tietze and   
                 S. Zwanzig and   
                     S. Zwanzig   Book reviews . . . . . . . . . . . . . . 643--648


Statistics: a Journal of Theoretical and Applied Statistics
Volume 22, Number 1, 1991

                         K. Mai   Book review: P. Sprent,
                                  \booktitleApplied Nonparametric
                                  Statistical Methods  . . . . . . . . . . 2--2
             Norbert Gaffke and   
             Berthold Heiligers   Note on a paper  . . . . . . . . . . . . 3--8
                Krafft Olaf and   
                Schaefer Martin   $E$-Optimality of a Class of Saturated
                                  Main-Effect Plans  . . . . . . . . . . . 9--15
                      Anonymous   Statistics . . . . . . . . . . . . . . . 16--16
                    S. Gnot and   
                   A. Michalski   Linear and Quadratic Estimation from
                                  Inter- and Intra-Block Sources of
                                  Information  . . . . . . . . . . . . . . 17--32
                   Mike Jacroux   Some new methods for establishing the
                                  optimality of block designs having
                                  unequally replicated treatments  . . . . 33--48
                       Jun Shao   Consistency of jackknife variance
                                  estimators . . . . . . . . . . . . . . . 49--57
                 K. Fleischmann   Book reviews . . . . . . . . . . . . . . 58--58
             Stanis\law Trybula   Systematic estimation of parameters of
                                  multinomial and multivariate
                                  hypergeometric distribution  . . . . . . 59--67
                      A. Brandt   Book reviews . . . . . . . . . . . . . . 68--68
          Daren B. H. Cline and   
                Jeffrey D. Hart   Kernel Estimation of Densities with
                                  Discontinuities or Discontinuous
                                  Derivatives  . . . . . . . . . . . . . . 69--84
                 Jan Mielniczuk   Some asymptotic properties of
                                  nonparametric regression estimators in
                                  case of randomly censored data . . . . . 85--93
                     B. Gerlach   Book reviews . . . . . . . . . . . . . . 94--94
                      H. Schabe   Goodness-of-fit-tests for composite
                                  hypotheses with censored samples . . . . 95--109
             Walter Warmuth and   
                      W. Warmut   Book reviews . . . . . . . . . . . . . . 110--110
             Dietrich Von Resen   Moments of maximum likelihood estimators
                                  in the growth curve model  . . . . . . . 111--131
                       J. Ohser   Book reviews . . . . . . . . . . . . . . 132--132
                Werner Goldmank   A Nonparametric Sequential Point
                                  Estimator  . . . . . . . . . . . . . . . 133--141
                     G. Wittwer   Book reviews . . . . . . . . . . . . . . 142--142
       N. Unnikrishnan Nair and   
       K. R. Muraleedharan Nair   Characterization of the Gumbel's
                                  bivarite exponential distribution  . . . 147--147
                   B. Droge and   
                         K. Mai   Book reviews . . . . . . . . . . . . . . 148--148
           J. Tiago De Oliveira   Identifiability of Some Bivariate
                                  Extremes Models  . . . . . . . . . . . . 149--154
                   Dieter Rasch   Mathematical models in selection --- an
                                  introduction . . . . . . . . . . . . . . 155--160

Statistics: a Journal of Theoretical and Applied Statistics
Volume 22, Number 2, 1991

              P. Stahlecker and   
                    G. Trenkler   Linear and ellipsoidal restrictions in
                                  linear regression  . . . . . . . . . . . 163--176
           Andrej Pázman   Pivotal variables and confidence regions
                                  in flat nonlinear regression models with
                                  unknown $ \sigma $ . . . . . . . . . . . 177--189
                      Anonymous   Book review  . . . . . . . . . . . . . . 190--190
                   S. Schaffler   Maximum likelihood estimation for linear
                                  regression models with autoregressive
                                  errors . . . . . . . . . . . . . . . . . 191--198
             Stanis\law Trybula   Estimation of the difference of
                                  parameters . . . . . . . . . . . . . . . 199--204
                 Odile Pons and   
         Elisabeth De Turckheim   Von Mises method, bootstrap and Hadamard
                                  differentiability for nonparametric
                                  general models . . . . . . . . . . . . . 205--214
                     Peter Hall   Edgeworth expansions for nonparametric
                                  density estimators, with applications    215--232
                       T. Cipra   Tests of periodicity with missing
                                  observations . . . . . . . . . . . . . . 233--243
                    L. Heinrich   Goodness-of-fit tests for the second
                                  moment function of a stationary
                                  multidimensional Poisson process . . . . 245--268
   Monica E. Bad Dumitrescu and   
  Stefan Corneliu V. Stefanescu   A sequential estimation procedure for
                                  $m$-dimensional Gaussian processes with
                                  independent increments . . . . . . . . . 269--282
            Dietrich Stoyan and   
                Pavel Grabarnik   Statistics for the stationary Strauss
                                  model by the cusp point method . . . . . 283--289
            P. Mukhopadhyay and   
               S. Bhattacharyya   On a comparison between Midzuno strategy
                                  and PPSWR strategy . . . . . . . . . . . 291--294
                Raghunath Arnab   On asympotically optimal samplig
                                  strategies under correlated
                                  super-population modelling . . . . . . . 295--298
              Jagdish Saran and   
                    Sarita Rani   On Joint Distributions of Rank Order
                                  Statistics for Equal Sample Sizes  . . . 299--312
                   O. Bunke and   
            U. Küchler and   
                  D. Stoyan and   
             K. H. Fichtner and   
             W. Kölzow and   
                   O. Bunke and   
                   B. Droge and   
                H. Bandemer and   
                H. Bandemer and   
                   B. Droge and   
              Hans M. Dietz and   
                 B. Selfert and   
             R. Döhler and   
                 K. Fischer and   
               Regina Storm and   
                   B. Droge and   
                       F. Liese   Book reviews . . . . . . . . . . . . . . 313--328

Statistics: a Journal of Theoretical and Applied Statistics
Volume 22, Number 3, 1991

                S. Benzekri and   
                     F. Brodeau   Asymptotic results for parametric
                                  estimation in inadequate two phases
                                  regression models  . . . . . . . . . . . 331--348
                Thanh Hoang and   
                 Alberto Seeger   On conjugate functions, subgradients,
                                  and directional derivatives of a class
                                  of optimality criteria in experimental
                                  design . . . . . . . . . . . . . . . . . 349--368
                   B. Holmquist   Estimating and Testing the Common Mean
                                  Direction of Several von Mises---Fisher
                                  Populations with Known Concentrations    369--378
                John R. Collins   Maximal asymptotic biases and variances
                                  of symmetrized interquantile ranges
                                  under asymmetric contamination . . . . . 379--402
     Heikki Ruskeepää   A note on estimating equations for
                                  linear parameters in discrete-time
                                  stochastic processes . . . . . . . . . . 403--408
              Khoan T. Dinh and   
               Jagbir Singh and   
                Ramesh C. Gupta   Estimation of reliability in bivariate
                                  distributions  . . . . . . . . . . . . . 409--417
                       B. Droge   Book Review: H. Linhart and W. Zucchini:
                                  \booktitleModel Selection  . . . . . . . 418--418
              Ram C. Tiwari and   
              Jyoti N. Zalkikar   A new measure of IFRA-ness and its
                                  application to two sample test . . . . . 419--430
                    Gunter Last   On Bayes' Formula for Doubly Stochastic
                                  Point Process on the Real Half-Line  . . 431--448
                      D. Stoyan   Describing the Anisotropy of Marked
                                  Planner Point Process  . . . . . . . . . 449--462
               Marvin D. Troutt   A theorem on the density of the density
                                  ordinate and an alternative
                                  interpretation of the Box--Muller method 463--466
            A. Kyriakoussis and   
                H. Papageorgiou   Characterization of hypergeometric type
                                  distributions by regression  . . . . . . 467--477
                 W. Näther   Book reviews . . . . . . . . . . . . . . 478--478
      Simplice Dossou-Gbete and   
                   Alain Pousse   Asymptotic study of eigenelements of a
                                  sequence of random selfadjoint operators 479--491
                       B. Droge   Book reviews . . . . . . . . . . . . . . 492--492

Statistics: a Journal of Theoretical and Applied Statistics
Volume 22, Number 4, 1991

         B. B. Van Der Genugten   Iterated weighted least squares in
                                  heteroscedastic linear models  . . . . . 495--516
                     S. Y. Tang   Estimation of Mixed Parametric Functions
                                  in the Variance Components Model . . . . 517--524
                  Kishore Sinha   Some equiblock-sized, unequireplicated
                                  $c$-designs  . . . . . . . . . . . . . . 525--528
                   L. Gajek and   
                      U. Gather   Estimating a scale parameter under
                                  censorship . . . . . . . . . . . . . . . 529--549
           Andrej Pázman   Statistics . . . . . . . . . . . . . . . 550--550
        Ludger Rüschendorf   Stochastic Ordering of Likelihood Ratios
                                  and Partial Sufficiency  . . . . . . . . 551--558
    Ludger Rüschendorf and   
                      M. Riedel   Stochastic Ordering of Likelihood Ratios
                                  and Partial Sufficiency  . . . . . . . . 551--558
                 Jiri Andel and   
                 Manuel Garrido   Bayesian analysis of non-negative $ {\rm
                                  AR}(2) $ processes . . . . . . . . . . . 579--588
                 Yu. K. Belyaev   Asymptotical Properties of Nonparametric
                                  Point Estimators Based on Complexly
                                  Structured Reliability Data with
                                  Right-Censoring (Part 1) . . . . . . . . 589--612
                M. N. Ishra and   
            B. L. S. Rakasa Rao   Bounds for the Equivalence of Bayes and
                                  Maximum Likelihood Estimators for a
                                  Class of Diffusion Processes . . . . . . 613--625
                      V. Guiard   Book reviews . . . . . . . . . . . . . . 626--626
                    U. Lorz and   
                    L. Heinrich   Normal and Poisson approximation of
                                  infinitely divisible distribution
                                  functions  . . . . . . . . . . . . . . . 627--649
                      Anonymous   Book review  . . . . . . . . . . . . . . 650--650
           Hans-Joachm Rossberg   Characterization of the standard normal
                                  probability density within the class of
                                  self-adjoint (self-reciprocal) densities 651--654
                      Anonymous   Book reviews . . . . . . . . . . . . . . 655--656


Statistics: a Journal of Theoretical and Applied Statistics
Volume 23, Number 1, 1992

                     Olaf Bunke   Editorial  . . . . . . . . . . . . . . . 1--3
                    S. Gnot and   
                  H. Knautz and   
                G. Trenkler and   
                    R. Zmyslony   Nonlinear unbiased estimation in linear
                                  models . . . . . . . . . . . . . . . . . 5--16
               Yoshiki Kumazawa   Tests for increasing failure rate with
                                  randomly censored data . . . . . . . . . 17--25
                   E. Liebscher   Density estimation for Markov chains . . 27--48
         Jürgen Hentzschel   Density estimation with Laguerre series
                                  and censored samples . . . . . . . . . . 49--61
                Jeanne Fine and   
                   Alain Pousse   Asymptotic study of the multivariate
                                  functional model. Application to the
                                  metric choice in principal component
                                  analysis . . . . . . . . . . . . . . . . 63--83
    Ignacy Icchak Kotlarski and   
   Zoltán Sasvári   On a characterization problem of
                                  statistics . . . . . . . . . . . . . . . 85--93
                   H. Sachs and   
                   W. Krabs and   
                  H. Th. Jongen   Book review  . . . . . . . . . . . . . . 95--96
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 23, Number 2, 1992

           N. Naik Dayanand and   
              Khattree Ravindra   Optimum tests for treatments when blocks
                                  are nested and random  . . . . . . . . . 101--108
                     Zhijun Liu   Robustness of least distances estimate
                                  in ultivariate linear models . . . . . . 109--119
        H. Schmidt Wolfgang and   
             Telton Günter   A note on the Edgeworth-expansion for
                                  MINQUE . . . . . . . . . . . . . . . . . 121--128
               Hardeo Sahai and   
                 Anwer Khurshid   A comparison of estimators of variance
                                  components in a two-way balanced crossed
                                  classification random effects model  . . 129--143
                    Zhao Ouyang   Invariant nonnegative minimum norm
                                  quadratic estimator of variance
                                  components and its application . . . . . 145--158
           Picard Dominique and   
                   Prum Bernard   The bias of the MLE, an example of the
                                  behaviour of different corrections in
                                  genetic models . . . . . . . . . . . . . 159--169
               Z. Govindarajulu   The secretary problem: optimal selection
                                  with interview cost from two groups of
                                  candidates . . . . . . . . . . . . . . . 171--184
            P. Mukhopadhyay and   
               S. Bhattacharyya   Addendum to the paper, On a comparison
                                  between Midzuno strategy and PPSWR
                                  strategy . . . . . . . . . . . . . . . . 185--185
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 23, Number 3, 1992

                 H. N. Nagaraja   Order Statistics from Discrete
                                  Distributions  . . . . . . . . . . . . . 189--209
                Barry C. Arnold   Discussion . . . . . . . . . . . . . . . 209--211
                      Anonymous   Rejoinder  . . . . . . . . . . . . . . . 214--216
             Michael H. Neumann   Second Order Asymptotic Risks of
                                  Smoothed Linear Estimators in
                                  Nonparametric Regression Models  . . . . 217--236
           Dominique Picard and   
                   Bernard Prum   Parameter Estimation when Various Models
                                  are Available  . . . . . . . . . . . . . 237--255
          Noël Veraverbeke   Asymptotic Results for $U$-Functions of
                                  Concomitants of Order Statistics . . . . 257--264
               Douglas P. Wiens   On moments of quadratic forms in
                                  non-spherically distributed variables    265--270
                    L. Heinrich   On existence and mixing properties of
                                  germ-grain models  . . . . . . . . . . . 271--286
                  M. Reidel and   
             W. Näther and   
                   B. Droge and   
                   H. Liero and   
              J. Andël and   
              J. Andël and   
                 J. Tiedgel and   
       Marie Husková and   
                 J. Polzehl and   
            Werner Plischke and   
                 H. Stenger and   
                 J. P. Vila and   
                 G. Wittwer and   
              W.-D. Richter and   
            Ludwig Fahrmeir and   
          M. Husková and   
                  D. Stoyan and   
                   F. Liese and   
                  M. Riedel and   
             M. H. Neumannl and   
             M. H. Neumannl and   
                L. Heinrich and   
               Günter Last   Book Review  . . . . . . . . . . . . . . 287--304
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 23, Number 4, 1992

                 J. C. Lind and   
                K. L. Mehra and   
                  J. N. Sheahan   Asymmetric Errors in Linear Models:
                                  Estimation-Theory and Monte Carlo  . . . 305--320
              M. E. Ghitany and   
                   R. A. Maller   Asymptotic Results for Exponential
                                  Mixture Models with Long-Term Survivors  321--336
             N. B. Ebrahimi and   
                  Hassan Zahedi   Memory Ordering of Survival Functions    337--345
             Bernhard F. Arnold   The inspection points of a production
                                  line . . . . . . . . . . . . . . . . . . 347--356
                Raghunath Arnab   Unbiased estimation of variance in
                                  multi-stage sampling under randomized
                                  response surveys . . . . . . . . . . . . 357--364
         Aleksander Janicki and   
                 Piotr Kokoszka   Computer investigation of the Rate of
                                  Convergence of Lepage Type Series to $
                                  \alpha $-Stable Random Variables . . . . 365--373
                   B. Droge and   
                 W. Winkler and   
                    J. Pilz and   
                    J. Pilz and   
                    J. Pilz and   
             W. Näther and   
                   B. Droge and   
                   J. Frauz and   
             W. Näther and   
                       O. Beyer   Book Review  . . . . . . . . . . . . . . 375--375
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 24, Number 1, 1993

                 Tomasz Rychlik   Bounds for expectation of $l$-estimates
                                  for dependent samples  . . . . . . . . . 1--7
                 Tomasz Rychlik   Bias-robustness of $l$-estimates of
                                  location against dependence  . . . . . . 9--15
                R. Holtrode and   
            L. Rüschendorf   Differentiablity of point process models
                                  and asymptotic efficiency of
                                  differentiable functionals . . . . . . . 17--42
                 Helmut Pruscha   Categorical time semes with a recursive
                                  scheme and with covariates . . . . . . . 43--57
                     Denis Bosq   Bernstein-type large deviations
                                  inequalities for partial sums of strong
                                  mixing processes . . . . . . . . . . . . 59--70
                      D. Stoyan   A spatial statistical analysis of a work
                                  of art: did Hans Arp make a ``truly
                                  random'' collage?  . . . . . . . . . . . 71--80
               Marvin D. Troutt   Vertical density representation and a
                                  further remark on the Box--Muller method 81--83
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 24, Number 2, 1993

                    Pedro Alson   Centred ellipsoids for which an
                                  admissible linear estimator is the
                                  minimax linear estimator . . . . . . . . 85--94
                     F. Brodeau   Test for the choice of approximative
                                  models in nonlinear regression when the
                                  variance is unknown  . . . . . . . . . . 95--106
             Witold J. Florczak   Asymptotic representation of
                                  $m$-estimators and rate of convergence
                                  of one-step $m$-estimators for
                                  parametric models with shrinking
                                  contamination  . . . . . . . . . . . . . 107--115
                    Yves Aragon   Goodness of fit tests based on
                                  frequencies and averages of classes  . . 117--135
               Somesh Kumar and   
                 Divakar Sharma   Unbiased inestimability of the larger of
                                  two parameters . . . . . . . . . . . . . 137--142
                     G. Wittwer   Consistent estimates for hidden
                                  frequencies in stationary processes for
                                  irregularly observed data  . . . . . . . 143--148
                     Odile Pons   Homogeneity test in distribution
                                  mixtures and application to major genes
                                  detection  . . . . . . . . . . . . . . . 149--160
            N. Balakrishnan and   
                   S. M. Bendre   Improved bounds for expectations of
                                  linear functions of order statistics . . 161--165
               Jacek Wesolowski   Some remarks on the multivariate
                                  Liouville distribution . . . . . . . . . 167--170
                    L. L. Helms   A counterexample to a purported solution
                                  of a martingale problem  . . . . . . . . 171--174
                      Anonymous   Book reviews . . . . . . . . . . . . . . 175--179
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 24, Number 3, 1993

                    Bernd Droge   On finite-sample properties of adaptive
                                  least squares regression estimates . . . 181--203
             J. M. Aza\"\is and   
                  A. Bardin and   
                      T. Dhorne   MINQE, maximum likelihood estimation and
                                  Fisher scoring algorithm for non linear
                                  variance models  . . . . . . . . . . . . 205--213
                Luc Devroye and   
                Matthew P. Wand   On the effect of density shape on the
                                  performance of its kernel estimate . . . 215--233
                       H. Liero   A note on the asymptotic behaviour of
                                  the distance of the k$_n$ th nearest
                                  neighbour  . . . . . . . . . . . . . . . 235--243
             P. G. Sankaran and   
                N. Unnikrishnan   Characterizations by properties of
                                  residual life distributions  . . . . . . 245--251
                  Norbert Henze   A quick omnibus test for the
                                  proportional hazards model of random
                                  censorship . . . . . . . . . . . . . . . 253--263
                    S. E. Ahmed   Pooling means under uncertain prior
                                  information with application to discrete
                                  distributions  . . . . . . . . . . . . . 265--277
                      Anonymous   Book reviews . . . . . . . . . . . . . . 279--287
                      Anonymous   Book reviews . . . . . . . . . . . . . . 289--302
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 24, Number 4, 1993

                Fu Yong Lin and   
                Tang Shang Yong   Necessary and sufficient conditions that
                                  linear estimators of a mixed effects
                                  linear model are admissible under matrix
                                  loss function  . . . . . . . . . . . . . 303--309
               R. L. Eubank and   
               B. R. Jayasuriya   The asymptotic average squared error for
                                  polynomial regression  . . . . . . . . . 311--319
                    Ivan Zezula   Covariance components estimation in the
                                  growth curve model . . . . . . . . . . . 321--330
         Rameshwar D. Gupta and   
              Ravindra Khattree   A comparison of some estimators of the
                                  variance covariance matrix when the
                                  population mean is known . . . . . . . . 331--345
              Josemar Rodrigues   A Bayesian analysis of the generalized
                                  least-squares procedure for functional
                                  relationships  . . . . . . . . . . . . . 347--351
          Josemar Rodrigues and   
       Jorge Alberto Achcar and   
         Francisco Louzada-Neto   A Bayesian analysis of the accelerated
                                  life tests via the orthogonal parameters 353--357
               H. Bolfarine and   
               J. Rodrigues and   
                       S. Zacks   Some asymptotic results in finite
                                  populations  . . . . . . . . . . . . . . 359--370
             Rolando Biscay and   
                Roberto Pascual   Distance between probability measures
                                  based on the relative operating
                                  characteristic curves  . . . . . . . . . 371--376
                      Jan Rataj   Random distances and edge correction . . 377--385
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 25, Number 1, 1993

                     R. Blacher   Higher Order Correlation Coefficients    1--15
           Andrej Pázman   Higher Dimensional Nonlinear Regression
                                  --- a Statistical Use of the Riemannian
                                  Curvature Tensor . . . . . . . . . . . . 17--25
                   Holger Dette   Bayesian $D$-Optimal and Model Robust
                                  Designs in Linear Regression Models  . . 27--46
                       O. Bunke   Extended Jackknife Estimates in Linear
                                  or Nonlinear Regression  . . . . . . . . 47--61
              Kishore Sinha and   
            Sanpei Kageyama and   
          Mithilesh Kumar Singh   Construction of Rectangular Designs  . . 63--70
            Barry C. Arnold and   
           Enrique Castillo and   
      Jose María Sarabia   Conjugate Exponential Family Priors For
                                  Exponential Family Likelihoods . . . . . 71--77
       Mohammed A. El-Saidi and   
             Karan P. Singh and   
           Alfred A. Bartolucci   Symmetric Generalized Logistic
                                  Distribution: Some Moment Properties and
                                  Approximation to the Normal Distribution 79--87
              W.-D. Richter and   
                 M. Richter and   
                   H. Liero and   
                     K. Mai and   
                L. Heinrich and   
              M. Zähle and   
                   J. Franz and   
               G. Enderlien and   
             M. Müller and   
                S. v. Weber and   
           Egmar Rödel and   
                      M. Riedel   Book review  . . . . . . . . . . . . . . 89--96
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 25, Number 2, 1994

            Olivier Gaudoin and   
             Christian Lavergne   Estimation in a Two Variance Components
                                  Model When one Component is Known  . . . 97--106
            Benjamin Reiser and   
                  David Faraggi   Confidence Bounds for $ P r(a'x > b'y) $  107--111
               S. K. Ashour and   
          M. A. M. H. El-Wakeel   Bayesian Prediction of the Median of the
                                  Burr Distribution with Fixed and Random
                                  Sample Sizes . . . . . . . . . . . . . . 113--122
             Michel Goulard and   
         Joël Chadoeuf and   
               Patrick Bertuzzi   Random Boolean Functions: Non-Parametric
                                  Estimation of the Intensity. Application
                                  to Soil Surface Roughness  . . . . . . . 123--136
              Jagdish Saran and   
                    Sarita Rani   On Joint Distributions of Rank Order
                                  Statistics for Unequal Sample Sizes  . . 137--157
                    V. B. Melas   Branching Technique for Markov Chain
                                  Simulation (Finite State Case) . . . . . 159--171
                D. S. Tracy and   
                B. Mukhopadhyay   On UMVU-Estimation Under Randomized
                                  Response Models  . . . . . . . . . . . . 173--175
          Klaus Fleischmann and   
                 V. Schmidt and   
                 V. Schmidt and   
              H.-J. Girlich and   
            H. J. Engelbert and   
                   J. Andel and   
              H.-J. Girlich and   
             Walter Warmuth and   
             Walter Warmuth and   
                B. Kirstein and   
                       M. Weese   Book review  . . . . . . . . . . . . . . 177--187
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 25, Number 3, 1994

             Michael H. Neumann   Fully Data-Driven Nonparametric Variance
                                  Estimators . . . . . . . . . . . . . . . 189--212
                    S. Gnot and   
                   A. Michalski   Tests Based on Admissible Estimators in
                                  Two Variance Components Models . . . . . 213--223
              Michel Bonneu and   
                 Xavier Milhaud   A Modified Akaike Criterion for Model
                                  Choice in Generalized Linear Models  . . 225--238
               Neeraj Misra and   
               Harshinder Singh   Estimation of Ordered Location
                                  Parameters: the Exponential Distribution 239--249
                       J. Gates   Distance Mean and Variance Functions and
                                  Sphere Fitting . . . . . . . . . . . . . 251--266
                Dietrich Stoyan   Caution with ``fractal'' point patterns! 267--270
                     D. Plachky   A Statistical Property of the
                                  Arrangements of a Finite Set . . . . . . 271--274
                 J. Polzehl and   
                  D. Stoyan and   
                 U. Schulze and   
                 P. Neumann and   
                  G. Siegel and   
             Eckhard Platen and   
              H.-J. Girlich and   
                H. J. Engelbert   Book review  . . . . . . . . . . . . . . 275--283
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 25, Number 4, 1994

                    Jeanne Fine   Asymptotic study of the multivariate
                                  functional model in the case of a random
                                  number of observations for each mean . . 285--306
              Yu. Kutoyants and   
                    H. Pohlmann   Parameter estimation for Kalman--Bucy
                                  filter with small noise  . . . . . . . . 307--323
                       O. David   Optimal designs for comparing several
                                  treatments with a control in the
                                  presence of explanatory variables  . . . 325--331
           Masafumi Akahira and   
               Hiroyuki Kashima   On the Consistency of the Maximum
                                  Likelihood Estimator Through its Uniform
                                  Consistency  . . . . . . . . . . . . . . 333--341
  Benedikt M. Pötscher and   
               Ingmar R. Prucha   On the formulation of uniform laws of
                                  large numbers: a truncation approach . . 343--360
                   J. Sahoo and   
                    L. N. Sahoo   On the Efficiency of Four Chain-Type
                                  Estimators in Two-Phase Sampling Under a
                                  Model  . . . . . . . . . . . . . . . . . 361--366
                 Philippe Barbe   On the distribution function for the
                                  spacings . . . . . . . . . . . . . . . . 367--373
                   B. Droge and   
                  M. Reidel and   
                  M. Reidel and   
                  M. Reidel and   
                   F. Liese and   
             Thomas Mikosch and   
            I. Küclker and   
                W. Kuhlisch and   
                      D. Stoyan   Book review  . . . . . . . . . . . . . . 375--382
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 26, Number 1, 1995

                Nabendu Pal and   
             Bikas K. Sinha and   
            Gopal Chaudhuri and   
                Ching-Hui Chang   Estimation of A Multivariate Normal Mean
                                  Vector and Local Improvements  . . . . . 1--17
                A. K. Gupta and   
            Samuel Ofori-Nyarko   Improved Minimax Estimators of Normal
                                  Covariance and Precision Matrices  . . . 19--25
                  Peide Shi and   
                     Guoying Li   A Note on the Convergent Rates of
                                  $M$-Estimates for a Partly Linear Model  27--47
                     Yang Wenli   $ {\rm MINQE}(U, I) $ and UMVIQUE of the
                                  Covariance Matrix in the Growth Curve
                                  Model  . . . . . . . . . . . . . . . . . 49--59
                Ryszard Magiera   Bayes Sequential Estimation Procedures
                                  in Exponential-Type Processes For a
                                  Polynomial Cost Function . . . . . . . . 61--73
                  Attila Csenki   Mission Availability For Repairable
                                  Semi-Markov Systems: Analytical Results
                                  and Computational Implementation . . . . 75--87
          Aila Särkkä   Pseudo-likelihood approach for Gibbs
                                  point processes in connection with field
                                  observations . . . . . . . . . . . . . . 89--97
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 26, Number 2, 1995

                A. K. Gupta and   
                S. Ofori-Nyarko   Improved Estimation of Generalized
                                  Variance and Precision . . . . . . . . . 99--109
               Leslaw Gajek and   
                 Marek Kaluszka   Nonexponential Applications of a Global
                                  Cram\`er--Rao Inequality . . . . . . . . 111--122
                Ramesh C. Gupta   On Some Transforms of Distribution
                                  Functions and their Relationships  . . . 123--128
                Dennis Cook and   
                 Valery Fedorov   Invited Discussion Paper: Constrained
                                  Optimization of Experimental Design  . . 129--148
                 A. C. Atkinson   Discussion . . . . . . . . . . . . . . . 149--150
              Wolfgang Bischoff   Discussion . . . . . . . . . . . . . . . 150--153
                   Holger Dette   Discussion . . . . . . . . . . . . . . . 153--161
                    Olaf Krafft   Discussion . . . . . . . . . . . . . . . 162--162
                       Carl Lee   Discussion . . . . . . . . . . . . . . . 162--166
          Werner G. Müller   Discussion . . . . . . . . . . . . . . . 166--167
           Andrej Pázman   Discussion . . . . . . . . . . . . . . . 167--168
              F. Pukelsheim and   
                     A. Wilhelm   Discussion . . . . . . . . . . . . . . . 168--172
                     R. Schwabe   Discussion . . . . . . . . . . . . . . . 172--173
                  Weng Kee Wong   Discussion . . . . . . . . . . . . . . . 174--174
                Dennis Cook and   
                 Valery Fedorov   Rejoinder  . . . . . . . . . . . . . . . 175--178
                   B. Droge and   
              W.-D. Richter and   
                  M. Riedel and   
                    B. Prum and   
                   B. Droge and   
          M. Husková and   
                        U. Lorz   Book review  . . . . . . . . . . . . . . 179--183
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 26, Number 3, 1995

                  Kurt Hoffmann   A Note on the Kuks--Olman Estimator  . . 185--187
           Lajos Horváth   Detecting Changes in Linear Regressions  189--208
         Martin O. Grondona and   
                   Noel Cressie   Residuals Based Estimators of the
                                  Covariogram  . . . . . . . . . . . . . . 209--218
                A. K. Gupta and   
                       T. Varga   Some Inference Problems for Matrix
                                  Variate Elliptically Contoured
                                  Distributions  . . . . . . . . . . . . . 219--229
               Somesh Kumar and   
                 Divakar Sharma   Estimating the Common Location . . . . . 231--240
       Edsel A. Peña and   
           Vijay K. Rohatgi and   
 Gábor J. Székely   Inference for a General Type II
                                  Censorship Model . . . . . . . . . . . . 241--252
                      E. Mammen   On Qualitative Smoothness of Kernel
                                  Density Estimates$^1$  . . . . . . . . . 253--267
           Jorge Alberto Achcar   Inferences for Accelerated Life Tests
                                  Considering a Bivariate Exponential
                                  Distribution . . . . . . . . . . . . . . 269--283
                   Holger Dette   Addendum to the Paper, Bayesian
                                  $D$-Optimal and Model Robust Designs in
                                  Linear Regression Models . . . . . . . . 285--286
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 26, Number 4, 1995

             W. Härdle and   
                    S. Huet and   
                     E. Jolivet   Better Bootstrap Confidence Intervals
                                  for Regression Curve Estimation  . . . . 287--306
                  Philippe Vieu   Order Choice in Nonlinear Autoregressive
                                  Models . . . . . . . . . . . . . . . . . 307--328
             Alain Berlinet and   
                Luc Devroye and   
László Györfi   Asymptotic Normality of $ L_1 $-Error in
                                  Density Estimation . . . . . . . . . . . 329--343
            Tobias Rydén   Estimating the Order of Hidden Markov
                                  Models . . . . . . . . . . . . . . . . . 345--354
                   Franz Streit   Testing Whether Interpenetration is
                                  Possible for the Grains of a Random Set  355--364
               H. Neudecker and   
                     S. Liu and   
                     W. Polasek   The Hadamard Product and Some of its
                                  Applications in Statistics . . . . . . . 365--373
                  M. Franco and   
                     J. M. Ruiz   On Characterization of Continuous
                                  Distributions with Adjacent Order
                                  Statistics . . . . . . . . . . . . . . . 375--385
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 27, Number 1--2, 1995

             Christian Lavergne   A Jackknife Method for Estimation of
                                  Variance Components  . . . . . . . . . . 1--13
               Josef Steinebach   Variance Estimation Based on Invariance
                                  Principles . . . . . . . . . . . . . . . 15--25
              Wolfgang Bischoff   Lower Bounds for the Efficiency of
                                  Designs with Respect to the
                                  $D$-Criterion when the Observations are
                                  Correlated . . . . . . . . . . . . . . . 27--44
          André I. Khuri   A Test to Detect Inadequacy of
                                  Satterthwaite's Approximation in
                                  Balanced Mixed Models  . . . . . . . . . 45--54
        U. Stadtmüller and   
                 A. B. Tsybakov   Nonparametric Recursive Variance
                                  Estimation . . . . . . . . . . . . . . . 55--63
                    M. C. Jones   Local and Variable Bandwidths and Local
                                  Linear Regression  . . . . . . . . . . . 65--71
               Pierre Jacob and   
         Paulo Eduardo Oliveira   A General Approach To Nonparametric
                                  Histogram Estimation . . . . . . . . . . 73--92
         Christos P. Kitsos and   
       Christine H. Müller   Robust Linear Calibration  . . . . . . . 93--106
             K. M. Dorkenoo and   
                  J.-R. Mathieu   Generalized Linear Models with a Small
                                  Scale Parameter  . . . . . . . . . . . . 107--113
                   Michael Falk   Some Best Parameter Estimates for
                                  Distributions with Finite Endpoint . . . 115--125
            N. Balakrishnan and   
            Shanti S. Gupta and   
               S. Panchapakesan   Estimation of the Mean and Standard
                                  Deviation of the Logistic Distribution
                                  Based on Multiply Type-II Censored
                                  Samples  . . . . . . . . . . . . . . . . 127--142
           Ryszardo Zieli\'nski   One-Sample One-Sided Student $T$-Test
                                  Under Contaminants . . . . . . . . . . . 143--150
               Neeraj Misra and   
                 Narinder Kumar   Selecting the Best Exponential
                                  Population When the Scale Parameters are
                                  Bounded  . . . . . . . . . . . . . . . . 151--158
            Ajit Chaturvedi and   
                    Rahul Gupta   Second-Order Approximations to Two
                                  Classes of Sequential Estimation
                                  Procedures . . . . . . . . . . . . . . . 159--173
                Raghunath Arnab   Optimal Estimation of a Finite
                                  Population Total Under Randomized
                                  Response Surveys . . . . . . . . . . . . 175--180
                    S. Zhou and   
                   R. A. Maller   The Likelihood Ratio Test for the
                                  Presence of Immunes in a Censored Sample 181--201
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 27, Number 3--4, 1996

                       Jun Shao   Invited Discussion Paper: Resampling
                                  Methods in Sample Surveys  . . . . . . . 203--237
                David A. Binder   Discussion . . . . . . . . . . . . . . . 237--241
                John L. Eltinge   Discussion . . . . . . . . . . . . . . . 241--244
                  C. J. Skinner   Discussion . . . . . . . . . . . . . . . 245--246
               J. N. K. Rao and   
                   R. R. Sitter   Discussion . . . . . . . . . . . . . . . 246--247
               Richard Valliant   Discussion . . . . . . . . . . . . . . . 247--251
                       Jun Shao   Reply  . . . . . . . . . . . . . . . . . 252--254
                 Winfried Stute   Changepoint Problems Under Random
                                  Censorship . . . . . . . . . . . . . . . 255--266
                 Rainer Schwabe   Optimal Designs for Additive Linear
                                  Models . . . . . . . . . . . . . . . . . 267--278
    Thomas Müller-Gronbach   Optimal Designs for Approximating a
                                  Stochastic Process with Respect to a
                                  Minimax Criterion  . . . . . . . . . . . 279--296
          Andrzej Michalski and   
               Roman Zmy\'slony   Testing Hypotheses for Variance
                                  Components in Mixed Linear Models  . . . 297--310
             Hervé Monod   Valid Randomization for Models with
                                  Neighbour Effects From Treatments  . . . 311--324
                James A. Koziol   A Note on Signed Rank Tests for the
                                  Changepoint Problem  . . . . . . . . . . 325--338
                  E. Stoimenova   Testing for a Trend in Partial Rankings  339--343
              R. Van de Ven and   
                    N. C. Weber   Percentile Related Bounds and Estimator
                                  for the Mean of the Negative Binomial
                                  Distribution . . . . . . . . . . . . . . 345--352
              Michael J. Phelan   An Estimation Function for the Rate of
                                  Drift, Dispersion, Injection, and Decay
                                  of Transient Tracers . . . . . . . . . . 353--361
              Dietmar Hudak and   
                Gerhard Richter   Moments of Special Normally Distributed
                                  Matrices . . . . . . . . . . . . . . . . 363--378
                  Ludwig Paditz   On the Error-Bound in the Nonuniform
                                  Version of Esseen's Inequality in the $
                                  L_p $-Metric . . . . . . . . . . . . . . 379--394
         Manas K. Chattopadhyay   A Note on Dirichlet One-Armed Bandits    395--402
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 28, Number 1, 1996

                 J. Diersen and   
                    G. Trenkler   Records Tests for Trend in Location  . . 1--12
           A. P. Korostelev and   
                 V. G. Spokoiny   Exact Asymptotics of Minimax Bahadur
                                  Risk in Lipschitz Regression . . . . . . 13--24
              Debasis Kundu and   
                     Amit Mitra   A Note on the Consistency of the
                                  Undamped Exponential Signals Model . . . 25--33
                         Jie Mi   Strongly Consistent Estimation for
                                  Hazard Rate Models With A Change Point   35--42
                I. S. Molchanov   Set-Valued Estimators for Mean Bodies
                                  Related to Boolean Models  . . . . . . . 43--56
                H. I. Hamdy and   
              M. Al-Mahmeed and   
                  Y. Al-Zalzala   A certain accelerating sequential
                                  procedure to construct simultaneous
                                  confidence region: the exponential case  57--71
                     Kalyan Das   Improved Estimation of Covariant
                                  Matrices in Balanced Hierarchical
                                  Multivariate Variance Components Models  73--82
                 S. Jaschke and   
           Egmar Rödel and   
           Egmar Rödel and   
           Egmar Rödel and   
      Helmut Lütkepohl and   
            Wolfgang Wagner and   
            Wolfgang Wagner and   
            Wolfgang Wagner and   
          Ingeborg Küchler   Book reviews . . . . . . . . . . . . . . 83--83
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 28, Number 2, 1996

                Enno Mammen and   
                 Byeong U. Park   Behaviour of kernel density estimates
                                  and bandwidth selectors for contaminated
                                  data sets  . . . . . . . . . . . . . . . 89--104
             E. N. Belitser and   
                    B. Y. Levit   Asymptotically Minimax Nonparametric
                                  Regression in $ L_2 $  . . . . . . . . . 105--122
                   Beata Mizera   Lower Bounds on the Minimax Risk of
                                  Sequential Estimators  . . . . . . . . . 123--129
                  M. Bogdan and   
                     T. Ledwina   Testing Uniformity Via Log-Spline
                                  Modeling . . . . . . . . . . . . . . . . 131--157
                 A. N. Gill and   
                   A. K. Dhawan   Testing Homogeneity of Scale Parameters
                                  Against Ordered Alternatives Using
                                  Hodges--Lehmann Estimators . . . . . . . 159--170
               E. Goncalves and   
                N. Mendes Lopes   Stationarity of GTARCH Processes . . . . 171--178
             Mohammed E. Fakhry   Some Characteristic Properties of a
                                  Certain Family of Probability
                                  Distributions  . . . . . . . . . . . . . 179--185
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 28, Number 3, 1996

              Ursula Gather and   
         Stephan Köhne and   
                    Iris Pigeot   Asymptotically Efficient Noniterative
                                  Estimators of a Common Parameter From
                                  Independent Samples  . . . . . . . . . . 187--200
                Alois Kneip and   
                  Joachim Engel   A Remedy for Kernel Estimation Under
                                  Random Design  . . . . . . . . . . . . . 201--225
               David D. Hanagal   Umpu Tests for Testing Symmetry and
                                  Stress-Passing in Some Bivariate
                                  Exponential Models . . . . . . . . . . . 227--239
                Samuel Kotz and   
               Marvin D. Troutt   On Vertical Density Representation and
                                  Ordering of Distributions  . . . . . . . 241--247
           Dag Tjòstheim   Measures of Dependence and Tests of
                                  Independence . . . . . . . . . . . . . . 249--284
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 28, Number 4, 1996

               Christophe Croux   Maximum Deviation Curves for Location
                                  Estimators . . . . . . . . . . . . . . . 285--305
              B. Truong-Van and   
                  I. Larramendy   Asymptotic Distribution of Least Squares
                                  Estimators for Purely Unstable $ {\rm
                                  Arma} (m, \infty) $  . . . . . . . . . . 307--346
            Barry C. Arnold and   
           Enrique Castillo and   
José María Sarabia   Priors with Convenient Posteriors  . . . 347--354
          Paul Van Der Laan and   
            Constance Van Eeden   On Using a Loss Function in Selecting
                                  the Best of Two Gamma Populations in
                                  Terms of their Scale Parameters  . . . . 355--370
         Volker Sommerfield and   
         Volker Sommerfield and   
         Volker Sommerfield and   
             Volker Sommerfield   Book reviews . . . . . . . . . . . . . . 371--371
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 29, Number 1, 1997

             Michael H. Neumann   Pointwise Confidence Intervals in
                                  Nonparametric Regression with
                                  Heteroscedastic Error Structure  . . . . 1--36
             Dietrich von Rosen   Distribution and Density Approximations
                                  of a Maximum Likelihood Estimator in the
                                  Growth Curve Model . . . . . . . . . . . 37--59
                Pensky Marianna   A General Approach to Nonparametric
                                  Empirical Bayes Estimation . . . . . . . 61--80
                Bian Guorui and   
                   L. Tiku Moti   Bayesian Inference Based on Robust
                                  Priors and MML Estimators: Part II, Skew
                                  Location-scale Distributions . . . . . . 81--99
           Marvin D. Troutt and   
                     W. K. Pang   A Further VDR-type Density
                                  Representation Based on the Box--Muller
                                  Method . . . . . . . . . . . . . . . . . 101--108
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 29, Number 2, 1997

       Lajos Horváth and   
       Marie Husková and   
             Monika Serbinowska   Estimators for the Time of Change in
                                  Linear Models  . . . . . . . . . . . . . 109--130
               Laurent Cavalier   Nonparametric Estimation of Regression
                                  Level Sets . . . . . . . . . . . . . . . 131--160
           Anwar H. Joarder and   
                Sarjinder Singh   Estimation of the Trace of the Scale
                                  Matrix of A Multivariate $T$-Model Using
                                  Regression Type Estimator Statistics . . 161--168
                 Marek Kaluszka   Influence of Censorship on the Minimax
                                  Risk of Decision Procedures  . . . . . . 169--178
             O. Wälder and   
                      D. Stoyan   Models of markings and thinnings of
                                  Poisson processes  . . . . . . . . . . . 179--202
                 Ilya Molchanov   Book Reviews . . . . . . . . . . . . . . 203--204
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 29, Number 3, 1997

             Erkki P. Liski and   
         Götz Trenkler and   
         Jürgen Groß   Estimation From Transformed Data Under
                                  the Linear Regression Model  . . . . . . 205--219
           Wolfgang Näther   Linear Statistical Inference for Random
                                  Fuzzy Data . . . . . . . . . . . . . . . 221--240
              Kishore Sinha and   
                Byron Jones and   
                Sanpei Kageyama   Constructions of Pairwise-and
                                  Variance-Balanced Designs  . . . . . . . 241--250
         Issa Fakhre-Zakeri and   
               Jamshid Farshidi   Limit Theorems for Sample Covariances of
                                  Stationary Linear Processes with
                                  Applications to Sequential Estimation    251--260
           V. Bagdonavicius and   
                     M. Nikulin   Asymptotical Analysis of Semiparametric
                                  Models in Survival Analysis and
                                  Accelerated Life Testing . . . . . . . . 261--283
         M. A. M. Ali Mousa and   
                   Z. F. Jaheen   Bayesian Prediction for the Burr Type
                                  XII Model Based on Doubly Censored Data  285--294
                      A. Nagaev   Book Review  . . . . . . . . . . . . . . 295--297
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 29, Number 4, 1997

             Bikas K. Sinha and   
            Ryszard Zieli\'nski   Estimating $ P \{ X > Y \} $ in
                                  Exponential Model  . . . . . . . . . . . 299--316
                Guorui Bian and   
                   Moti L. Tiku   Bayesian Inference Based on Robust
                                  Priors and MML Estimators: Part I,
                                  Symmetric Location-Scale Distributions   317--345
                Thierry Foucart   Numerical Analysis of a Correlation
                                  Matrix . . . . . . . . . . . . . . . . . 347--361
            Mohamed Lemdani and   
                     Odile Pons   Estimation and Tests in Finite Mixture
                                  Models for Censored Survival Data  . . . 363--388
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 30, Number 1, 1997

            Jacques Dauxois and   
              Guy Martial Nkiet   Testing for the Lack of a Linear
                                  Relationship . . . . . . . . . . . . . . 1--23
               Pierre Jacob and   
         Paulo Eduardo Oliveira   Kernel Estimators of General
                                  Radon--Nikodym Derivatives . . . . . . . 25--46
                     Jian Zhang   The Optimal Breakdown $M$-Test and Score
                                  Test . . . . . . . . . . . . . . . . . . 47--68
            Jean-Michel Billiot   Asymptotic Properties of Takacs--Fiksel
                                  Estimation Method for Gibbs Point
                                  Processes  . . . . . . . . . . . . . . . 69--89
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 30, Number 2, 1997

                  Kurt Hoffmann   An Empirical Bayes Stein-Type Estimator
                                  for Regression Parameters Under Linear
                                  Constraints  . . . . . . . . . . . . . . 91--98
              Jyh-Jiuan Lin and   
                Nabendu Pal and   
                Ching-Hui Chang   Applications of Improved Variance
                                  Estimators in a Multivariate Normal Mean
                                  Vector Estimation  . . . . . . . . . . . 99--125
                   M. Aerts and   
               I. Augustyns and   
                     P. Janssen   Local Polynomial Estimation of
                                  Contingency Table Cell Probabilities . . 127--148
                   Hanfeng Chen   Asymptotic Analysis of a Class of
                                  Process Capability Indices . . . . . . . 149--162
                Samuel Kotz and   
               Kai-Tai Fang and   
                 Jia-Juan Liang   On Multivariate Vertical Density
                                  Representation and its Application to
                                  Random Number Generation . . . . . . . . 163--180
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 30, Number 3, 1997

           Andrew L. Rukhin and   
                     Ygor Vajda   Change-Point Estimation as a Nonlinear
                                  Regression Problem . . . . . . . . . . . 181--200
                 Marilena Furno   A Robust Heteroskedasticity Consistent
                                  Covariance Matrix Estimator  . . . . . . 201--219
                  Debasis Kundu   Asymptotic Theory of the Least Squares
                                  Estimators of Sinusoidal Signal  . . . . 221--238
       Govind S. Mudholkara and   
                 Alan D. Hutson   Improvements in the Bias and Precision
                                  of Sample Quartiles  . . . . . . . . . . 239--257
             Dietrich von Rosen   On Moments of the Inverted Wishart
                                  Distribution . . . . . . . . . . . . . . 259--278
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 30, Number 4, 1998

               Czeslaw Stepniak   Comparing Normal Linear Experiments and
                                  Transformation of Observations . . . . . 279--289
          Reinhard Höpfner   Estimating a Stability Parameter:
                                  Asymptotics and Simulations  . . . . . . 291--305
              Willem Albers and   
           Gerda R. J. Arts and   
       Wilbert C. M. Kallenberg   Test Limits Using Correlated
                                  Measurements . . . . . . . . . . . . . . 307--330
             Frits H. Ruymgaart   A Note on Weak Convergence of Density
                                  Estimators in Hilbert Spaces . . . . . . 331--343
              Jagdish Saran and   
             Narinder Pushkarna   Some New Identities for Single Moments
                                  of Order Statistics  . . . . . . . . . . 345--355
                A. K. Gupta and   
                    D. K. Nagar   Quadratic Forms in Disguised Matrix
                                  $T$-Variate  . . . . . . . . . . . . . . 357--374
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 31, Number 1, 1998

                P. Ibarrola and   
       R. Róza\'nski and   
                R. Vélez   On Estimation of the Mean and Covariance
                                  Parameter for Gaussian Random Fields . . 1--20
               M. Asgharian and   
                S. Noorbaloochi   Note on a Fundamental Relationship
                                  Between Admissible and Bayesian Decision
                                  Rules  . . . . . . . . . . . . . . . . . 21--34
          Josemar Rodrigues and   
 José Galvâo Leite   A Note on Bayesian Analysis in M/M/1
                                  Queues Derived from Confidence Intervals 35--42
           Kerstin Vännman   Families of Capability Indices for
                                  One-Sided Specification Limits . . . . . 43--66
Sándor Csörg\Ho and   
              Julian J. Faraway   The Paradoxical Nature of the
                                  Proportional Hazards Model of Random
                                  Censorship . . . . . . . . . . . . . . . 67--78
              Jagdish Saran and   
             Narinder Pushkarna   Correction to a Recurrence Relation
                                  between Moments of Order Statistics  . . 79--81
               Tilmann Gneiting   On the Uncertainty Relation for Positive
                                  Definite Probability Densities . . . . . 83--88
                      D. Stoyan   Book reviews . . . . . . . . . . . . . . 89--89
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 31, Number 2, 1998

         Angelika Van Der Linde   Smoothing Errors . . . . . . . . . . . . 91--114
                   H. Liero and   
             H. Läuter and   
                     V. Konakov   Nonparametric Versus Parametric Goodness
                                  of Fit . . . . . . . . . . . . . . . . . 115--149
                  Gyula Pap and   
      Martien C. A. Van Zuijlen   A Berry--Esseen Bound for Linear
                                  Combinations of Order Statistics . . . . 151--186
                 Jiri Andel and   
                     Jiri Andel   Book reviews . . . . . . . . . . . . . . 187--188
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 31, Number 3, 1998

              Eckhard Liebscher   Convergence of Hermite Series Density
                                  Estimators Under Conditions of Weak
                                  Dependence . . . . . . . . . . . . . . . 191--214
         Jürgen Kleffe and   
                 Ragnar Norberg   Minimum Norm Estimation Under Parameter
                                  Constraints with an Application to
                                  Insurance  . . . . . . . . . . . . . . . 215--234
                L. Heinrich and   
             R. Körner and   
                N. Mehlhorn and   
                       L. Muche   Numerical and Analytical Computation of
                                  Some Second-Order Characteristics of
                                  Spatial Poisson--Voronoi Tessellations   235--259
               Christine Cierco   Asymptotic Distribution of the Maximum
                                  Likelihood Ratio Test for Gene Detection 261--285
                       B. Droge   Book review  . . . . . . . . . . . . . . 287--288
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 31, Number 4, 1998

                      Axel Munk   Tchebycheff-Experiments  . . . . . . . . 289--324
            C. Gupta Ramesh and   
                    Akman Olcay   Statistical Inference Based on the
                                  Length-Biased Data for the Inverse
                                  Gaussian Distribution  . . . . . . . . . 325--337
               Mitra Murari and   
                  K. Basu Sujit   A Bound For the Renewal Function of a
                                  Process Driven by a Non-Monotonic Life
                                  Distribution Function  . . . . . . . . . 339--345
               Ken-Iti Sato and   
                Fred W. Steutel   Note On the Continuation of Infinitely
                                  Divisible Distributions and Canonical
                                  Measures . . . . . . . . . . . . . . . . 347--357
              Gratiane Ennadifi   Strong Approximations for $K$-Records
                                  and Records in the $ F^\alpha $-Scheme
                                  --- a Duality  . . . . . . . . . . . . . 359--382
             C. Müller and   
              W.-D. Richter and   
              W.-D. Richter and   
              W.-D. Richter and   
                 K. Hoffman and   
                    Ch. Lederer   Book review  . . . . . . . . . . . . . . 383--384
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 32, Number 1, 1998

         Bernhard F. Arnold and   
               Peter Stahlecker   Linear Affine Estimation in Misspecified
                                  Linear Regression Models Using Fuzzy
                                  Prior Information  . . . . . . . . . . . 1--12
           B. L. S. Prakasa Rao   Hoeffding Identity, Multivariance and
                                  Multicorrelation . . . . . . . . . . . . 13--29
László Györfi and   
            Friedrich Liese and   
                 Igor Vajda and   
       Edward C. Van Der Meulen   Distribution Estimates Consistent in $
                                  \chi^2$-Divergence . . . . . . . . . . . 31--57
            Gopal Chaudhuri and   
                Nabendu Pal and   
               Jyotirmoy Sarkar   Estimation of the Reliability Function
                                  of a Series System: Some Decision
                                  Theoretic Results  . . . . . . . . . . . 59--74
             Frank Emmerich and   
    Thomas Müller-Gronbach   A Law of the Iterated Logarithm for
                                  Discrete Discrepancies and its
                                  Applications to Pseudorandom Vector
                                  Sequences  . . . . . . . . . . . . . . . 75--85
                Ricardo Cao and   
                    O. Pons and   
             Arjun K. Gupta and   
                       O. Bunke   Book review  . . . . . . . . . . . . . . 87--88
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 32, Number 2, 1998

            Alexandre M. Berred   An Estimator of the Exponent of Regular
                                  Variation Based on $K$-Record Values . . 93--109
               D. L. Vandev and   
                   N. M. Neykov   About Regression Estimators with High
                                  Breakdown Point  . . . . . . . . . . . . 111--129
 Reinaldo B. Arellano-Valle and   
               Heleno Bolfarine   On Score Tests in Structural Regression
                                  Models . . . . . . . . . . . . . . . . . 131--149
           Christian Francq and   
              Michel Roussignol   Ergodicity of Autoregressive Processes
                                  with Markov-Switching and Consistency of
                                  the Maximum-Likelihood Estimator . . . . 151--173
            Ramesh C. Gupta and   
            S. N. U. A. Kirmani   On the Proportional Mean Residual Life
                                  Model and its Implications . . . . . . . 175--187
                   Ilona Dreier   Inequalities Between the Second and
                                  Fourth Moments . . . . . . . . . . . . . 189--198
                 Rainer Schwabe   Book reviews . . . . . . . . . . . . . . 199--201
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 32, Number 3, 1999

                    S. Huet and   
                J.-B. Denis and   
                    K. Adamczyk   Bootstrap Confidence Intervals in
                                  Nonlinear Regression Models When the
                                  Number of Observations is Fixed and the
                                  Variance Tends To $0$. Application To
                                  Biadditive Models  . . . . . . . . . . . 203--227
                 Denis Bosq and   
          Nathalie Cheze-Payaud   Optimal asymptotic quadratic error of
                                  nonparametric regression function
                                  estimates for a continuous-time process
                                  from sampled-data  . . . . . . . . . . . 229--247
                Belkacem Abdous   $ L_2 $ Version of the Double Kernel
                                  Method . . . . . . . . . . . . . . . . . 249--266
       Essam K. Al-Hussaini and   
              Zeinhum F. Jaheen   Parametric Prediction Bounds For the
                                  Future Median of the Exponential
                                  Distribution . . . . . . . . . . . . . . 267--275
          Pawlitschko Jörg   A Comparison of Survival Function
                                  Estimators in the Koziol--Green Model    277--291
             Rainer Schwabe and   
                 Winfried Stute   Book review  . . . . . . . . . . . . . . 293--295
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 32, Number 4, 1999

                  David Causeur   Exact Distribution of the Regression
                                  Esti Mator in Double Sampling  . . . . . 297--315
             John P. Morgan and   
                    Nizam Uddin   A Class of Neighbor Balanced Complete
                                  Block Designs and their Efficiencies for
                                  Spatially Correlated Errors  . . . . . . 317--330
                A. K. Gupta and   
                     D. G. Kabe   Distributions of Hotelling's $ T^2 $ and
                                  Multiple and Partial Correlation
                                  Coefficients for the Mixture of Two
                                  Multivariate Gaussian Populations  . . . 331--339
            Ajit Chaturvedi and   
                       Uma Rani   On the Classes of Two-Stage Procedures
                                  to Construct Fixed-Width Confidence
                                  Regions  . . . . . . . . . . . . . . . . 341--352
       Alicja Jokiel-Rokita and   
                Ryszard Magiera   Estimation with Delayed Observations for
                                  the Multinomial Distribution . . . . . . 353--367
              Viktor Benesa and   
                 Jan Ratajb and   
       Pavel Krejcír and   
                 Joachim Ohserc   Projection Measures and Estimation
                                  Variances of Intensities . . . . . . . . 369--393
                 Rainer Schwabe   Book review  . . . . . . . . . . . . . . 395--396
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 33, Number 1, 1999

                     Olaf Bunke   Minimax Linear and Quadratic Estimators
                                  in Semiparametric Multivariate
                                  Regression Models  . . . . . . . . . . . 1--35
                 Olaf Bunke and   
              Ernestina Castell   Regression and Contrast Estimates Based
                                  on Adaptive Regressograms Depending on
                                  Qualitative Explanatory Variables  . . . 37--56
     Jürgen Groß and   
            Augustyn Markiewicz   On Admissibility of Linear Estimators
                                  with Respect to the Mean Square Error
                                  Matrix Criterion Under the General Mixed
                                  Linear Model . . . . . . . . . . . . . . 57--71
                Mounir Arfi and   
           Jean-Pierre Lecoutre   Estimation of the Diffusion Coefficient
                                  Under Strong Mixing  . . . . . . . . . . 73--84
               R. L. Eubank and   
                    Suojin Wang   A Central Limit Theorem for the Sum of
                                  Generalized Linear and Quadratic Forms   85--91
                V. Spokoiny and   
                S. Sperlich and   
                S. Sperlich and   
                    S. Sperlich   Book reviews . . . . . . . . . . . . . . 93--94
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 33, Number 2, 1999

      Gusztáv Morvai and   
        Sanjeev R. Kulkarni and   
                Andrew B. Nobel   Regression Estimation from an Individual
                                  Stable Sequence  . . . . . . . . . . . . 99--118
          Alberto Luceño   Intra-Cluster Correlation in the Normal
                                  Model  . . . . . . . . . . . . . . . . . 119--128
             Dominique Ferrieux   Estimation of the Mean Measure Density
                                  of a Discrete Random Measure Through
                                  Associated Sequences of Observations . . 129--152
            Magnus Ekström   Strong Limit Theorems for Sums of
                                  Logarithms of High Order Spacings  . . . 153--169
                  Djamal Louani   Some Large Deviations Limit Theorems in
                                  Conditional Nonparametric Statistics . . 171--196
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 33, Number 3, 1999

                 Olaf Bunke and   
                Bernd Droge and   
              Jörg Polzehl   Model Selection, Transformations and
                                  Variance Estimation in Nonlinear
                                  Regression . . . . . . . . . . . . . . . 197--240
      Eric Severance-Lossin and   
                Stefan Sperlich   Estimation of Derivatives for Additive
                                  Separable Models . . . . . . . . . . . . 241--265
                 Werner Ehm and   
           Gneiting Tilmann and   
                Richards Donald   On the Uncertainty Relation for
                                  Positive-Definite Probability Densities,
                                  II . . . . . . . . . . . . . . . . . . . 267--286
                  Peter Neumann   Book review  . . . . . . . . . . . . . . 287--289
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 33, Number 4, 2000

             Catherine Trottier   A Quasi-Score Marginal Approach in
                                  Generalized Linear Mixed Models  . . . . 291--308
           Z. Govindarajulu and   
                 A. Nanthakumar   Sequential Estimation of the Mean
                                  Logistic Response Function.  . . . . . . 309--332
               E. Goncalves and   
                   P. Jacob and   
                N. Mendes-Lopes   A Decision Procedure for Bilinear Time
                                  Series Based on the Asymptotic
                                  Separation . . . . . . . . . . . . . . . 333--348
           V. Bagdonavicius and   
                     M. Nikulin   On Nonparametric Estimation in
                                  Accelerated Experiments with
                                  Step-Stresses  . . . . . . . . . . . . . 349--365
            Patrice Bertail and   
        Dimitris N. Politis and   
            Nourheddine Rhomari   Subsampling Continuous Parameter Random
                                  Fields and a Bernstein Inequality  . . . 367--392
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 34, Number 1, 2000

      Wolfgang Kössler and   
            Herbert Büning   The Asymptotic Power and Relative
                                  Efficiency of Some $c$-Sample Rank Tests
                                  of Homogeneity against Umbrella
                                  Alternatives . . . . . . . . . . . . . . 1--26
                  Jian-Feng Yao   On Recursive Estimation in Incomplete
                                  Data Models  . . . . . . . . . . . . . . 27--51
                 C. Ittrich and   
                  D. Krause and   
                  W.-D. Richter   Probabilities and Large Quantiles of
                                  Noncentral Generalized Chi-Square
                                  Distributions  . . . . . . . . . . . . . 53--101
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 34, Number 2, 2000

                   Lorens Imhof   Exact Designs Minimising the Integrated
                                  Variance in Quadratic Regression . . . . 103--115
                     Dejian Lai   Asymptotic Distribution of the Estimated
                                  BDS Statistic from the Residuals of
                                  Location-Scale Type Processes  . . . . . 117--135
           Krzysztof Bogdan and   
             Ma\lgorzata Bogdan   On Existence of Maximum Likelihood
                                  Estimators in Exponential Families . . . 137--149
                 D. Morales and   
                   L. Pardo and   
                       I. Vajda   Rényi Statistics in Directed Families of
                                  Exponential Experiments  . . . . . . . . 151--174
                S. Sperlich and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                 E. Castell and   
                     E. Castell   Book reviews . . . . . . . . . . . . . . 175--176
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 34, Number 3, 2000

              A. Antoniadis and   
                     F. Leblanc   Nonparametric Wavelet Regression for
                                  Binary Response  . . . . . . . . . . . . 183--213
                Pierre Bertrand   A local method for estimating change
                                  points: the ``Hat-function'' . . . . . . 215--235
       Mark J. Van Der Laan and   
              Paul Van Der Laan   Subset Selection Based on Order
                                  Statistics from Logistic Populations . . 237--245
   Göran Broström and   
                   Leif Nilsson   Acceptance--Rejection Sampling from the
                                  Conditional Distribution of Independent
                                  Discrete Random Variables, given their
                                  Sum  . . . . . . . . . . . . . . . . . . 247--257
                S. Sperlich and   
                S. Sperlich and   
                S. Sperlich and   
               Ulrich Horst and   
                S. Sperlich and   
                S. Sperlich and   
                    S. Sperlich   Book reviews . . . . . . . . . . . . . . 259--260
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi

Statistics: a Journal of Theoretical and Applied Statistics
Volume 34, Number 4, 2000

                 A. Baccini and   
                   M. Fekri and   
                        J. Fine   Generalized Least Squares Estimation in
                                  Contingency Tables Analysis: Asymptotic
                                  Properties and Applications  . . . . . . 267--300
Jacobo de Uña-Álvarez   Strong consistency of the jackknife
                                  estimate of variance and covariance for
                                  Koziol--Green integrals  . . . . . . . . 301--352
            Ryszard Zieli\'nski   A Median-Unbiased Estimator of the
                                  Characteristic Exponent of a Symmetric
                                  Stable Distribution  . . . . . . . . . . 353--355
                      Anonymous   Editorial board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 35, Number 1, 2000

          Tõnu Kollo and   
             Dietrich von Rosen   Distribution and density approximation
                                  of the covariance matrix in the growth
                                  curve model  . . . . . . . . . . . . . . 1--22
            Joachim Hartung and   
                    Guido Knapp   Asymptotic tests for general linear
                                  hypotheses on variance components in
                                  models of commutative quadratic type . . 23--44
        Jeffrey T. Terpstra and   
           Joseph W. McKean and   
              Joshua D. Naranjo   Highly efficient weighted Wilcoxon
                                  estimates for autoregression . . . . . . 45--80
F. López-Blázquez and   
       B. Salamanca-Miño   Estimation based on the Winsorized mean
                                  in the geometric distribution  . . . . . 81--95

Statistics: a Journal of Theoretical and Applied Statistics
Volume 35, Number 2, 2001

          Jungsywan H. Sepanski   On a repeated-measurement model with
                                  errors in dependent variable . . . . . . 97--112
                    Ricardo Cao   Relative efficiency of local bandwidths
                                  in kernel density estimation . . . . . . 113--137
             Alain Berlinet and   
                Ali Gannoun and   
       Eric Atzner-Lòber   Asymptotic normality of convergent
                                  estimates of conditional quantiles . . . 139--169
           A. Cabaña and   
            E. M. Cabaña   Goodness-of-fit tests based on quadratic
                                  functionals of transformed empirical
                                  processes  . . . . . . . . . . . . . . . 171--189

Statistics: a Journal of Theoretical and Applied Statistics
Volume 35, Number 3, 2001

           Tatjana Pavlenko and   
             Dietrich von Rosen   Effect of dimensionality on
                                  discrimination . . . . . . . . . . . . . 191--213
                 M. Towhidi and   
                  J. Behboodian   Bayesian multivariate normal analysis
                                  under the extended reflected normal loss
                                  function . . . . . . . . . . . . . . . . 215--223
                  Arnaud Gloter   Parameter estimation for a discrete
                                  sampling of an integrated
                                  Ornstein--Uhlenbeck process  . . . . . . 225--243
            Myles Hollander and   
                 Glen Laird and   
                 Kai-sheng Song   Maximum likelihood estimation in the
                                  proportional hazards model of random
                                  censorship . . . . . . . . . . . . . . . 245--258
       Essam K. Al-Hussaini and   
               Z. F. Jaheen and   
                     A. M. Nigm   Bayesian prediction based on finite
                                  mixtures of Lomax components model and
                                  Type I censoring . . . . . . . . . . . . 259--268
                  Udo Kamps and   
                  Erhard Cramer   On distributions of generalized order
                                  statistics . . . . . . . . . . . . . . . 269--280
               Kai-tai Fang and   
               Zhenhai Yang and   
                    Samuel Kotz   Generation of multivariate distributions
                                  by vertical density representation . . . 281--293

Statistics: a Journal of Theoretical and Applied Statistics
Volume 35, Number 4, 2001

             Alain Berlinet and   
                     Igor Vajda   Nonnegative piecewise linear histograms  295--317
     Stergios B. Fotopoulos and   
                      Lijian He   The conditional variance for gamma
                                  mixtures of normal distributions . . . . 319--330
                D. M. Young and   
                   D. W. Turner   Independence distribution preserving
                                  joint covariance structures for the
                                  multivariate two-group case  . . . . . . 331--347
          Tadeusz Bednarski and   
       Christine H. Müller   Optimal bounded influence regression and
                                  scale $m$-estimators in the context of
                                  experimental design  . . . . . . . . . . 349--369
         Jürgen Franza and   
                Ryszard Magiera   Parameter estimation for switched
                                  counting processes . . . . . . . . . . . 371--393
                  Gerhard Dikta   Weak representation of the cumulative
                                  hazard function under semiparametric
                                  random censorship models . . . . . . . . 395--409
          Mohammad Z. Raqab and   
                  Adnan M. Awad   A note on characterization based on
                                  Shannon entropy of record statistics . . 411--413
             M. A. M. Ali Mousa   Inference and prediction for the Burr
                                  Type X model based on records  . . . . . 415--425
       Wolfgang Härdle and   
                Enno Mammen and   
                 Isabel Proenca   A bootstrap test for single index models 427--451
            Ryszard Zieli\'nski   PMC-optimal nonparametric quantile
                                  estimator  . . . . . . . . . . . . . . . 453--462
                 W. K. Pang and   
                 Z. H. Yang and   
                  S. H. Hou and   
                   M. D. Troutt   Further results on multivariate vertical
                                  density representation and an
                                  application to random vector generation  463--477
          Abd El-Baset A. Ahmad   Moments of order statistics from doubly
                                  truncated continuous distributions and
                                  characterizations  . . . . . . . . . . . 479--494
               Jadish Saran and   
             Narinder Pushkarna   Recurrence relations for moments of
                                  progressive Type-II right censored order
                                  statistics from Burr distribution  . . . 495--507
                Beno\^\it Cadre   Convergent estimators for the $
                                  l_1$-median of Banach valued random
                                  variable . . . . . . . . . . . . . . . . 509--521
                Jong-Wuu Wu and   
                  Wen-Chuan Lee   The Quasi-score statistic in
                                  quasi-likelihood model . . . . . . . . . 523--535
            N. Balakrishnan and   
                  E. Cramer and   
                   U. Kamps and   
                      N. Schenk   Progressive type II censored order
                                  statistics from exponential
                                  distributions  . . . . . . . . . . . . . 537--556
                      Yijun Zuo   Finite sample tail behaviour of
                                  Hodges--Lehmann type estimators  . . . . 557--568
           Nadia Bensa\"\id and   
         Paulo Eduardo Oliveira   Histogram estimation of Radon--Nikodym
                                  derivatives for strong mixing data . . . 569--592
                    X. Guyo and   
                    C. Hardouin   Markow chain Markov field dynamics:
                                  models and statistics  . . . . . . . . . 593--627


Statistics: a Journal of Theoretical and Applied Statistics
Volume 36, Number 1, 2002

          Tadeusz Bednarski and   
              Brenton R. Clarke   Asymptotics for an Adaptive Trimmed
                                  Likelihood Location Estimator  . . . . . 1--8
        Lajos Orváth and   
                 Piotr Kokoszka   Change-Point Detection With
                                  Non-Parametric Regression  . . . . . . . 9--31
             Michael H. Neumann   On Robustness of Model-Based Bootstrap
                                  Schemes in Nonparametric Time Series
                                  Analysis . . . . . . . . . . . . . . . . 33--63
         M. A. M. Ali Mousa and   
               Z. F. Jaheen and   
                    A. A. Ahmad   Bayesian Estimation, Prediction and
                                  Characterization for the Gumbel Model
                                  Based on Records . . . . . . . . . . . . 65--74
                Brian Smith and   
                 William Rayens   Multivariate Positive Dependence on the
                                  Simplex  . . . . . . . . . . . . . . . . 75--88

Statistics: a Journal of Theoretical and Applied Statistics
Volume 36, Number 2, 2002

            Joachim Hartung and   
           Do\ugan Argaç   Generalizing the Welch Test To Non-Zero
                                  Hypotheses on the Variance Component in
                                  the One-Way Random Effects Model Under
                                  Variance Heterogeneity . . . . . . . . . 89--99
                     Odile Pons   Estimation in a Cox Regression Model
                                  With a Change-Point at an Unknown Time   101--124
                   Tahar Mourid   Estimation and Prediction of Functional
                                  Autoregressive Processes . . . . . . . . 125--138
                     D. Plachky   From Optimality Robustness To
                                  Sufficiency and Completeness . . . . . . 139--146
              Norbert Henze and   
             Simos G. Meintanis   Tests of Fit for Exponentiality based on
                                  the Empirical Laplace Transform  . . . . 147--161
                Ori Davidov and   
                       Chang Yu   Stratified Double Sampling with
                                  Continuous Outcomes: Design and Analysis 163--173
     Francisco Louzada-Neto and   
           Heleno Bolfarine and   
              Josemar Rodrigues   Comparing Two Weibull Models with
                                  Accelerated Data . . . . . . . . . . . . 175--184
                Brian Smith and   
                 William Rayens   Conditional Generalized Liouville
                                  Distributions on the Simplex . . . . . . 185--194

Statistics: a Journal of Theoretical and Applied Statistics
Volume 36, Number 3, 2002

                T. Pham-Gia and   
                     N. Turkkan   Operations on the Generalized-$F$
                                  Variables and Applications . . . . . . . 195--209
            B. Chandrasekar and   
                N. Balakrishnan   Some properties and a characterization
                                  of trivariate and multivariate binomial
                                  distributions  . . . . . . . . . . . . . 211--218
           Tomasz J. Kozubowski   On the Vertical Density of the
                                  Multivariate Exponential Power
                                  Distribution . . . . . . . . . . . . . . 219--221
           Sujit Kumar Basu and   
                   Murari Mitra   Testing Exponentiality Against Laplace
                                  Order Dominance- . . . . . . . . . . . . 223--229
                  Philippe Vieu   Data-Driven Model Choice in Multivariate
                                  Nonparametric Regression . . . . . . . . 231--246
               Aaron Childs and   
                N. Balakrishnan   Conditional Inference Procedures for the
                                  Pareto and Power Function Distributions
                                  Based on Type-II Right Censored Samples  247--257
Juan Esteban Ramírez Cid and   
           Jorge Alberto Achcar   Software Reliability Considering the
                                  Superposition of Non-homogeneous Poisson
                                  Processes in the Presence of a Covariate 259--269

Statistics: a Journal of Theoretical and Applied Statistics
Volume 36, Number 4, 2002

              Ursula Gather and   
             Torsten Hilker and   
                 Claudia Becker   A note On outlier sensitivity of Sliced
                                  Inverse Regression . . . . . . . . . . . 271--281
                    S. Gnot and   
                 D. Stemann and   
                G. Trenkler and   
           A. Urban\'ska-Motyka   Maximum likelihood estimation in mixed
                                  normal models with two variance
                                  Components . . . . . . . . . . . . . . . 283--302
    Rafael Flores De Frutos and   
               Gregorio Serrano   A generalized least squares estimation
                                  method for VARMA models  . . . . . . . . 303--316
             Pilar Ibarrola and   
           Ricardo Vélez   Testing and Confidence estimation of the
                                  Mean of a multidimensional Gaussian
                                  Process  . . . . . . . . . . . . . . . . 317--327
F. López-Blázquez and   
       B. Salamanca-Miño   Limit distributions of unbiased
                                  estimators in natural exponential
                                  families . . . . . . . . . . . . . . . . 329--338
                   X. Guyon and   
                    C. Hardouin   Markov Chain Markov Field dynamics:
                                  Models and statistics  . . . . . . . . . 339--363
      Hans-Joachim Rossberg and   
                 Manfred Riedel   The Lindeberg--Feller theorem for
                                  positive definite densities  . . . . . . 365--368


Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 1, 2003

                 Guohua Zou and   
                        Yong Li   On variance estimation of the ratio
                                  estimator under two-phase sampling . . . 1--16
          Jean-Pierre Fabre and   
             Ir\`ene Larramendy   About estimation of ARIMA process with
                                  strong mixing MA part  . . . . . . . . . 17--32
             Denis Larocque and   
               Serge Tardif and   
            Constance Van Eeden   Affine-invariant rank tests for the
                                  bivariate one-way layout and for simple
                                  regression models  . . . . . . . . . . . 33--50
            Ajit Chaturvedi and   
               Sanjeev K. Tomer   Three-stage and `accelerated' sequential
                                  procedures for the mean of a normal
                                  population with known coefficient of
                                  variation  . . . . . . . . . . . . . . . 51--64
             M. A. M. Ali Mousa   Bayesian prediction based on Pareto
                                  doubly censored data . . . . . . . . . . 65--72
           Mohamed Ibazizen and   
                Jacques Dauxois   A robust principal component analysis    73--83

Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 2, 2003

          Jean-Michel Marin and   
                 Thierry Dhorne   Optimal Quadratic Unbiased Estimation
                                  for Models with Linear Toeplitz
                                  Covariance Structure . . . . . . . . . . 85--99
              Brian J. McCartin   A Geometric Characterization of Linear
                                  Regression . . . . . . . . . . . . . . . 101--117
      Ursula U. Müller and   
                  Gerhard Osius   Asymptotic Normality of Goodness-of-Fit
                                  Statistics for Sparse Poisson Data . . . 119--143
               Sy-Mien Chen and   
               Yu-Sheng Hsu and   
                    W. L. Pearn   Capability Measures for $m$-Dependent
                                  Stationary Processes . . . . . . . . . . 145--168
               A. R. Rasekh and   
               N. R. J. Fieller   Influence Functions in Functional
                                  Measurement Error Models with Replicated
                                  Data . . . . . . . . . . . . . . . . . . 169--178

Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 3, 2003

      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Estimating the error variance in
                                  nonparametric regression by a
                                  covariate-matched $U$-statistic  . . . . 179--188
          Aad van der Vaart and   
              Mark van der Laan   Smooth estimation of a monotone density  189--203
      Sebastian Döhler and   
        Ludger Rüschendorf   A consistency result in general
                                  censoring models . . . . . . . . . . . . 205--216
             Corinne Berzin and   
    José León and   
          Joaquín Ortega   Convergence of non-linear functionals of
                                  smoothed empirical processes and kernel
                                  density estimates  . . . . . . . . . . . 217--242
           Ismihan Bairamov and   
                Samuel Kotz and   
              Tomasz Kozubowski   A new measure of linear local dependence 243--258
       N. Unnikrishnan Nair and   
                       S. Sunoj   Form-invariant bivariate weighted models 259--269

Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 4, 2003

                   J. Allal and   
                   A. Kaaouachi   Adaptive $R$-estimation in a linear
                                  regression model with ARMA errors  . . . 271--286
                John R. Collins   Bias-robust $L$-estimators of a scale
                                  parameter  . . . . . . . . . . . . . . . 287--304
             Katarzyna Danielak   Sharp upper mean-variance bounds for
                                  trimmed means from restricted families   305--324
J. M. Rodríguez-Díaz and   
        J. López-Fidalgo   A bidimensional class of optimality
                                  criteria involving $ \phi_p $ and
                                  characteristic criteria  . . . . . . . . 325--334
             K. Balasubramanian   On special linear identities for order
                                  statistics . . . . . . . . . . . . . . . 335--339
             Saralees Nadarajah   The Kotz-type distribution with
                                  applications . . . . . . . . . . . . . . 341--358
                    A. K. Gupta   Multivariate skew $t$-distribution . . . 359--363

Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 5, 2003

           Mohamed Ibazizen and   
                  Hocine Fellag   Bayesian estimation of an AR(1) process
                                  with exponential white noise . . . . . . 365--372
           Ulrike Grasshoff and   
            Heiko Grossmann and   
              Heinz Holling and   
                 Rainer Schwabe   Optimal paired comparison designs for
                                  first-order interactions . . . . . . . . 373--386
                      Yo Sheena   On minimaxity of the normal precision
                                  matrix estimator of Krishnamoorthy and
                                  Gupta  . . . . . . . . . . . . . . . . . 387--399
                A. Ferreira and   
                 L. de Haan and   
                        L. Peng   On optimising the estimation of high
                                  quantiles of a probability distribution  401--434
               Jafar Ahmadi and   
                  N. R. Arghami   Comparing the Fisher information in
                                  record values and iid observations . . . 435--441
               Maria Kateri and   
              George Iliopoulos   On collapsing categories in two-way
                                  contingency tables . . . . . . . . . . . 443--455
              Myung Hwan Na and   
                   Sangyeol Lee   A family of IDMRL tests with unknown
                                  turning point  . . . . . . . . . . . . . 457--462

Statistics: a Journal of Theoretical and Applied Statistics
Volume 37, Number 6, 2003

                 Xinwei Jia and   
            M. Bhaskara Rao and   
                  Haimeng Zhang   On weak consistency in linear models
                                  with equi-correlated random errors . . . 463--473
            L. Ferré and   
                      A. F. Yao   Functional sliced inverse regression
                                  analysis . . . . . . . . . . . . . . . . 475--488
                   M. Bloznelis   A note on the bias and consistency of
                                  the jackknife variance estimator in
                                  stratified samples . . . . . . . . . . . 489--504
                        B. Klar   On a test for exponentiality against
                                  Laplace order dominance  . . . . . . . . 505--515
                Jong-Wuu Wu and   
             Wen-Liang Hung and   
                  Chih-Hui Tsai   Estimation of the parameters of the
                                  Gompertz distribution under the first
                                  failure-censored sampling plan . . . . . 517--525
                 A. M. Nigm and   
       Essam K. Al-Hussaini and   
              Zeinhum F. Jaheen   Bayesian one-sample prediction of future
                                  observations under Pareto distribution   527--536
         Rajesh R. Bandekar and   
                  Daya K. Nagar   Matrix variate Cauchy distribution . . . 537--550


Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 1, 2004

             Sylvie Viguier-Pla   Factor-based comparison of $k$
                                  populations  . . . . . . . . . . . . . . 1--15
                   Jie Chen and   
                    A. K. Gupta   Statistical inference of covariance
                                  change points in Gaussian model  . . . . 17--28
              Mohammad Z. Raqab   Generalized exponential distribution:
                                  Moments of order statistics  . . . . . . 29--41
         K. Balasubramanian and   
                      M. I. Beg   Identities in order statistics --- from
                                  moments to arbitrary distributions . . . 43--48
          Mohammad Z. Raqab and   
                 Tomasz Rychlik   Sharp bounds on the expectations of
                                  second record values from symmetric
                                  populations  . . . . . . . . . . . . . . 49--57
Ignacio Cascos-Fernández and   
Miguel López-Díaz and   
       Maria Ángeles Gil   Convergence criteria for interval-valued
                                  inequality indices . . . . . . . . . . . 59--66
              Willem Albers and   
       Wilbert C. M. Kallenberg   Are estimated control charts in control? 67--79

Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 2, 2004

J. M. Vilar-Fernández and   
    W. González-Manteiga   Nonparametric comparison of curves with
                                  dependent errors . . . . . . . . . . . . 81--99
               Egmar Rödel   $R$-estimation of optimal
                                  transformations via copulas and ACE  . . 101--116
                  Rasul A. Khan   Approximation for the expectation of a
                                  function of the sample mean  . . . . . . 117--122
              Dong Wan Shin and   
                   Beong Soo So   Normal tests for unit roots based on
                                  instrumental variable estimators . . . . 123--132
                 D. Morales and   
                   L. Pardo and   
                M. C. Pardo and   
                       I. Vajda   Rényi statistics for testing composite
                                  hypotheses in general exponential models 133--147
              Tadeusz Bednarski   Robust estimation in the generalized
                                  Poisson model  . . . . . . . . . . . . . 149--159
            B. Chandrasekar and   
                N. Balakrishnan   Property of bivariate Poisson
                                  distribution and its application to
                                  stochastic processes . . . . . . . . . . 161--165
            Dabuxilatu Wang and   
                  Masami Yasuda   Some asymptotic properties of point
                                  estimation with $n$-dimensional fuzzy
                                  data . . . . . . . . . . . . . . . . . . 167--181

Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 3, 2004

         Bernhard F. Arnold and   
               Peter Stahlecker   Some properties of the relative squared
                                  error approach to linear regression
                                  analysis . . . . . . . . . . . . . . . . 183--193
       Alicja Jokiel-Rokita and   
                Ryszard Magiera   $ \Gamma $-minimax estimation with
                                  delayed observations from the
                                  multinomial distribution . . . . . . . . 195--206
              Avner Bar-Hen and   
 Frédéric Mortier   Influence and sensitivity measures in
                                  correspondence analysis  . . . . . . . . 207--215
             Lise Bellanger and   
              Richard Tomassone   Trend in high tropospheric ozone levels.
                                  Application to Paris monitoring sites    217--241
Marta García-Fiñana and   
             Luis M. Cruz-Orive   Improved variance prediction for
                                  systematic sampling on $ \mathbb {R} $   243--272

Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 4, 2004

                     Odile Pons   Estimation in a model for a semi-Markov
                                  process with covariates under
                                  right-censoring  . . . . . . . . . . . . 273--293
                      Qiqing Yu   Sufficient condition for admissibility
                                  of the Wilcoxon test in the classical
                                  two-sample problem . . . . . . . . . . . 295--305
            Manuel Salvador and   
          Jose Luis Gallizo and   
                 Pilar Gargallo   Bayesian inference in a matrix normal
                                  dynamic linear model with unknown
                                  covariance matrices  . . . . . . . . . . 307--335
 Alicja Janic-Wróblewska   Data-driven smooth test for a
                                  location-scale family  . . . . . . . . . 337--355
           Z. Govindarajulu and   
                  Hokwon A. Cho   Sequential confidence intervals for the
                                  number of cells in a multinomial
                                  population . . . . . . . . . . . . . . . 357--370

Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 5, 2004

             Arjun K. Gupta and   
                      Yo Sheena   Estimation of a multivariate normal
                                  covariance matrix under a certain
                                  structure  . . . . . . . . . . . . . . . 371--379
              Yuji Sakamoto and   
           Yoshikazu Takada and   
               Nakahiro Yoshida   Expansions of the coverage probabilities
                                  of prediction region based on a
                                  shrinkage estimator  . . . . . . . . . . 381--390
                 Tomasz Rychlik   Optimal bounds on $l$-statistics based
                                  on samples drawn with replacement from
                                  finite populations . . . . . . . . . . . 391--412
 Alicja Janic-Wróblewska   Data-driven smooth tests for the extreme
                                  value distribution . . . . . . . . . . . 413--426
       Ulrike Grömping and   
                   Ulla Weimann   The asymptotic distribution of the
                                  partial attributable risk in
                                  cross-sectional studies  . . . . . . . . 427--438
              Swagata Nandi and   
              Debasis Kundu and   
               Srikanth K. Iyer   Amplitude modulated model for analyzing
                                  non-stationary speech signals  . . . . . 439--456

Statistics: a Journal of Theoretical and Applied Statistics
Volume 38, Number 6, 2004

           Jacek Wesolowski and   
Fernando López-Blázquez   Linearity of regression for the past
                                  weak and ordinary records  . . . . . . . 457--464
        Sándor Baran and   
                  Gyula Pap and   
      Martien C. A. van Zuijlen   Asymptotic inference for an unstable
                                  spatial AR model . . . . . . . . . . . . 465--482
Jacobo de Uña-Álvarez and   
M. Celia Rodríguez-Campos   Strong consistency of presmoothed
                                  Kaplan--Meier integrals when covariables
                                  are present  . . . . . . . . . . . . . . 483--496
            M. Ivette Gomes and   
           Frederico Caeiro and   
            Fernanda Figueiredo   Bias reduction of a tail index estimator
                                  through an external estimation of the
                                  second-order parameter . . . . . . . . . 497--510
                 L. Thabane and   
                  M. Safiul Haq   On the matrix-variate generalized
                                  hyperbolic distribution and its Bayesian
                                  applications . . . . . . . . . . . . . . 511--526
         Saralees Nadarajah and   
                    Samuel Kotz   Multitude of bivariate $t$ distributions 527--539


Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 1, 2005

              Brian J. McCartin   The geometry of linear regression with
                                  correlated errors  . . . . . . . . . . . 1--11
                 C. Ittrich and   
                  W.-D. Richter   Exact tests and confidence regions in
                                  nonlinear regression . . . . . . . . . . 13--42
                    R. C. Gupta   Reliability functions of bivariate
                                  distributions with second kind of beta
                                  conditionals . . . . . . . . . . . . . . 43--52
                S. S. Wulff and   
                      D. Birkes   Minimum variance unbiased invariant
                                  estimation of variance components under
                                  normality  . . . . . . . . . . . . . . . 53--65
        Ryszard Zieli\'nski and   
           Wojciech Zieli\'nski   Best exact nonparametric confidence
                                  intervals for quantiles  . . . . . . . . 67--71
              Jiantian Wang and   
                      Yingfu Li   Dependency measures under bivariate
                                  homogeneous shock models . . . . . . . . 73--80

Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 2, 2005

              Arthur Pewsey and   
                    M. C. Jones   Discrimination between the von Mises and
                                  wrapped normal distributions: just how
                                  big does the sample size have to be? . . 81--89
             Alain Berlinet and   
         Gérard Biau and   
             Laurent Rouvi\`ere   Parameter selection in modified
                                  histogram estimates  . . . . . . . . . . 91--105
             Sadao Tomizawa and   
            Nobuko Miyamoto and   
                Shunsuke Yamane   Power-divergence-type measure of
                                  departure from diagonals-parameter
                                  symmetry for square contingency tables
                                  with ordered categories  . . . . . . . . 107--115
            Aysen D. Akkaya and   
                   Moti L. Tiku   Time series AR(1) model for short-tailed
                                  distributions  . . . . . . . . . . . . . 117--132
            Barry C. Arnold and   
           Enrique Castillo and   
José María Sarabia   Distributions with conditionals in
                                  truncated weighted families  . . . . . . 133--147
         Saralees Nadarajah and   
                   Dipak K. Dey   Multitude of multivariate
                                  $t$-distributions  . . . . . . . . . . . 149--181

Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 3, 2005

      M. L. Menéndez and   
                J. A. Pardo and   
                   L. Pardo and   
                    K. Zografos   A preliminary test in classification and
                                  probabilities of misclassification . . . 183--205
    Jürgen Läuter and   
                 Ekkehard Glimm   A theorem on the principal components
                                  inference  . . . . . . . . . . . . . . . 207--219
        Przemys\law \'Sliwa and   
                Wolfgang Schmid   Surveillance of the covariance matrix of
                                  multivariate nonlinear time series . . . 221--246
               John T. Chen and   
                 Arjun K. Gupta   Matrix variate skew normal distributions 247--253
             Saralees Nadarajah   Exponentiated Pareto distributions . . . 255--260
          Alberto Luceño   Recursive characterization of a large
                                  family of discrete probability
                                  distributions showing extra-Poisson
                                  variation  . . . . . . . . . . . . . . . 261--267
         Saralees Nadarajah and   
                    Samuel Kotz   On the product $ X Y $ for the
                                  elliptically symmetric Kotz type
                                  distribution . . . . . . . . . . . . . . 269--274

Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 4, 2005

       Barbora Arendacká   Generalized confidence intervals on the
                                  variance component in mixed linear
                                  models with two variance components  . . 275--286
                Enis Siniksaran   On the geometry of $F$, Wald, LR, and LM
                                  tests in linear regression models  . . . 287--299
             Assi N'guessan and   
                Claude Langrand   A covariance components estimation
                                  procedure when modelling a road safety
                                  measure in terms of linear constraints   303--314
               Y. Marhuenda and   
                 D. Morales and   
                    M. C. Pardo   A comparison of uniformity tests . . . . 315--327
                Michael Brendel   Testing hypotheses under a generalized
                                  Koziol--Green model with partially
                                  informative censoring  . . . . . . . . . 329--345
                  J. Ahmadi and   
                N. Balakrishnan   Preservation of some reliability
                                  properties by certain record statistics  347--354
                T. Pham-Gia and   
                     N. Turkkan   Distributions of ratios of random
                                  variables from the power-quadratic
                                  exponential family and applications  . . 355--372

Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 5, 2005

             Young Sook Son and   
                   Seong W. Kim   Bayesian single change point detection
                                  in a sequence of multivariate normal
                                  observations . . . . . . . . . . . . . . 373--387
               Qingguo Tang and   
                     Jinde Wang   $ L_1 $-estimation for varying
                                  coefficient models . . . . . . . . . . . 389--404
          Solomon W. Harrar and   
                 Arjun K. Gupta   On the LBI criterion for the
                                  multivariate one-way random effects
                                  model under non-normality  . . . . . . . 405--414
                Manisha Pal and   
              M. Masoom Ali and   
                    Jungsoo Woo   Estimation and testing of $ P(Y > X) $ in
                                  two-parameter exponential distributions  415--428
              Willem Albers and   
   Wilbert C. M. Kallenberg and   
                   Sri Nurdiati   Exceedance probabilities for parametric
                                  control charts . . . . . . . . . . . . . 429--443
        Volker Krzätschmer   A generalized framework of sampling
                                  inspections by attributes  . . . . . . . 445--455
         Saralees Nadarajah and   
                    Samuel Kotz   Some bivariate beta distributions  . . . 457--466

Statistics: a Journal of Theoretical and Applied Statistics
Volume 39, Number 6, 2005

                     Olaf Bunke   Bayes estimates in multivariate
                                  semiparametric linear models . . . . . . 467--481
                 Olaf Bunke and   
                   Jan Johannes   Self-informative limits of Bayes
                                  estimates and generalized maximum
                                  likelihood . . . . . . . . . . . . . . . 483--502
           Tine Buch-Larsen and   
         Jens Perch Nielsen and   
  Montserrat Guillén and   
        Catalina Bolancé   Kernel density estimation for
                                  heavy-tailed distributions using the
                                  Champernowne transformation  . . . . . . 503--516
               Zhenmin Chen and   
                         Jie Mi   Exact confidence region for the
                                  parameters of the gamma distribution
                                  based on two independent samples . . . . 519--527
            N. Balakrishnan and   
                  E. Cramer and   
                       U. Kamps   Relation for joint densities of
                                  progressively censored order statistics  529--536
                   Hea-Jung Kim   On a class of two-piece skew-normal
                                  distributions  . . . . . . . . . . . . . 537--553


Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 1, 2006

                    Bernd Droge   Asymptotic properties of model selection
                                  procedures in linear regression  . . . . 1--38
       Saibal Chattopadhyay and   
          Raghu Nandan Sengupta   Three-stage and accelerated sequential
                                  point estimation of the normal mean
                                  using LINEX loss function  . . . . . . . 39--49
              Jorge Navarro and   
               Jose M. Ruiz and   
             Yolanda Del Aguila   Multivariate weighted distributions: a
                                  review and some extensions . . . . . . . 51--64
              Kjell Johnson and   
                 William Rayens   Influence function analysis for partial
                                  least squares with uncorrelated
                                  components . . . . . . . . . . . . . . . 65--93

Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 2, 2006

                   Michael Weba   Estimation of regression coefficients in
                                  case of differentiable error processes   95--116
          Noël Veraverbeke   Regression quantiles under dependent
                                  censoring  . . . . . . . . . . . . . . . 117--128
              Debasis Kundu and   
                  Swagata Nandi   On discrete-domain multidimensional
                                  sinusoidal models  . . . . . . . . . . . 129--147
         M. A. M. Ali Mousa and   
               S. A. Al-Sagheer   Statistical inference for the Rayleigh
                                  model based on progressively Type-II
                                  censored data  . . . . . . . . . . . . . 149--157
                 V. Bentkus and   
             G. D. C. Geuze and   
           M. C. A. Van Zuijlen   Optimal Hoeffding-like inequalities
                                  under a symmetry assumption  . . . . . . 159--164
           Douglas P. Wiens and   
         Norman C. Beaulieu and   
                   Pavel Loskot   On the exact distribution of the sum of
                                  the largest $ n - k $ out of $n$ normal
                                  random variables with differing mean
                                  values . . . . . . . . . . . . . . . . . 165--173
         Saralees Nadarajah and   
                    Samuel Kotz   Models for amplitude statistics  . . . . 175--183

Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 3, 2006

              Brian J. McCartin   Geometric characterization of planar
                                  regression . . . . . . . . . . . . . . . 187--206
             Han-Ying Liang and   
          Volker Mammitzsch and   
               Josef Steinebach   On a semiparametric regression model
                                  whose errors form a linear process with
                                  negatively associated innovations  . . . 207--226
            Nian-Sheng Tang and   
               Bo-Cheng Wei and   
                Wen-Zhuan Zhang   Influence diagnostics in nonlinear
                                  reproductive dispersion mixed models . . 227--246
                   A. R. Rasekh   Empirical process based on the recursive
                                  residuals in functional measurement
                                  error models . . . . . . . . . . . . . . 247--258
              Alexander Meister   Support estimation via moment estimation
                                  in presence of noise . . . . . . . . . . 259--275

Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 4, 2006

       Amparo Baíllo and   
                 Antonio Cuevas   Image estimators based on marked bins    277--288
              Kepher H. Makambi   Supplementary test procedures for
                                  overall treatment effect . . . . . . . . 289--296
                  Aloke Dey and   
                 Rahul Mukerjee   $D$-optimal designs for covariate models 297--305
             Saralees Nadarajah   Exact distributions of $ X Y $ for some
                                  bivariate exponential distributions  . . 307--324
          Mohammad Z. Raqab and   
            Mohammad Ahsanullah   Generalized secant hyperbolic order
                                  statistics and associated inferences . . 325--338
                Mariusz Bieniek   Projection bounds on expectations of
                                  generalized order statistics from DFR
                                  and DFRA families  . . . . . . . . . . . 339--351
               Wojciech Niemiro   Bayesian prediction with an asymmetric
                                  criterion in a nonparametric model of
                                  insurance risk . . . . . . . . . . . . . 353--363
          Nelson P. Barrera and   
               Manuel Galea and   
             Soledad Torres and   
         Manuel Villalón   Class of skew-distributions: theory and
                                  applications in biology  . . . . . . . . 365--375

Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 5, 2006

                     Odile Pons   Estimation for semi-Markov models with
                                  partial observations via
                                  self-consistency equations . . . . . . . 377--388
          Agnieszka Goroncy and   
                 Tomasz Rychlik   Lower bounds on expectations of positive
                                  $L$-statistics based on samples drawn
                                  with replacement . . . . . . . . . . . . 389--408
                  Erhard Cramer   Dependence structure of generalized
                                  order statistics . . . . . . . . . . . . 409--413
              Manuel Franco and   
        Juana María Vivo   Log-concavity of the extremes from
                                  Gumbel bivariate exponential
                                  distributions  . . . . . . . . . . . . . 415--433
        Adelaide Figueiredo and   
                    Paulo Gomes   Discriminant analysis based on the
                                  Watson distribution defined on the
                                  hypersphere  . . . . . . . . . . . . . . 435--445
               Alain Boudou and   
             Sylvie Viguier-Pla   On proximity between PCA in the
                                  frequency domain and usual PCA . . . . . 447--464

Statistics: a Journal of Theoretical and Applied Statistics
Volume 40, Number 6, 2006

           Gregory Gurevich and   
                  Albert Vexler   Guaranteed maximum likelihood splitting
                                  tests of a linear regression model . . . 465--484
           Heleno Bolfarine and   
                   V. H. Lachos   Skew binary regression with measurement
                                  errors . . . . . . . . . . . . . . . . . 485--494
Héctor W. Gómez and   
            Hugo S. Salinas and   
               Heleno Bolfarine   Generalized skew-normal models:
                                  properties and inference . . . . . . . . 495--505
             Leonie Burgess and   
              Deborah J. Street   The optimal size of choice sets in
                                  choice experiments . . . . . . . . . . . 507--515
              Byungjin Choi and   
                   Keeyoung Kim   Testing goodness-of-fit for Laplace
                                  distribution based on maximum entropy    517--531
          Byoung Cheol Jung and   
            Myoungshic Jhun and   
                Seuck Heun Song   Testing for overdispersion in a censored
                                  Poisson regression model . . . . . . . . 533--543
            Bilgehan Güven   The limiting distribution of the
                                  $F$-statistic from nonnormal universes   545--557


Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 1, 2007

            Chien-Hung Chen and   
                Tsung-Shan Tsou   Parametric robust inference about
                                  regression parameters for the
                                  correlation coefficient  . . . . . . . . 1--9
               Andrew L. Rukhin   Randomization with non-uniform
                                  allocations: fulfillment time
                                  distributions and bias properties  . . . 11--29
               Paul Doukhan and   
      Hél\`ene Madre and   
              Mathieu Rosenbaum   Weak dependence for infinite ARCH-type
                                  bilinear models  . . . . . . . . . . . . 31--45
                     Jin Xu and   
                 Arjun K. Gupta   Asymptotic expansions of the
                                  distributions of some test statistics in
                                  generalized linear models  . . . . . . . 47--64
               Taras Bodnar and   
                Wolfgang Schmid   The distribution of the sample variance
                                  of the global minimum variance portfolio
                                  in elliptical models . . . . . . . . . . 65--75
     Yves F. Atchadé and   
         François Perron   On the geometric ergodicity of
                                  Metropolis--Hastings algorithms  . . . . 77--84
              Jorge Navarro and   
               Jose M. Ruiz and   
             Carlos J. Sandoval   Some characterizations of multivariate
                                  distributions using products of the
                                  hazard gradient and mean residual life
                                  components . . . . . . . . . . . . . . . 85--91

Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 2, 2007

               Paul Janssen and   
              Jan Swanepoel and   
          Noël Veraverbeke   Modifying the kernel distribution
                                  function estimator towards reduced bias  93--103
          Mohammad Z. Raqab and   
                  J. Ahmadi and   
                 M. Doostparast   Statistical inference based on record
                                  data from Pareto model . . . . . . . . . 105--118
                   Xinxin Jiang   Testing that marginal sequences of data
                                  are not independent via
                                  self-normalization . . . . . . . . . . . 119--128
     Arturo J. Fernández   On calculating generalized confidence
                                  intervals for the two-parameter
                                  exponential reliability function . . . . 129--135
                 M. Akahira and   
                    N. Ohyauchi   A Bayesian view of the
                                  Hammersley--Chapman--Robbins-type
                                  inequality . . . . . . . . . . . . . . . 137--144
          Norman L. Johnson and   
                    Samuel Kotz   Cloning of distributions . . . . . . . . 145--152
         Saralees Nadarajah and   
                    Samuel Kotz   Multitude of beta distributions with
                                  applications . . . . . . . . . . . . . . 153--179

Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 3, 2007

               Sangyeol Lee and   
                 Eunhee Kim and   
                   Youngjin Kim   Diagnostic test for unstable
                                  autoregressive models  . . . . . . . . . 181--201
            Majid Mojirsheibani   Some approximations to $ L_p
                                  $-statistics of kernel density
                                  estimators . . . . . . . . . . . . . . . 203--220
                    Lihong Wang   Gradual changes in long memory processes
                                  with applications  . . . . . . . . . . . 221--240
M. D. Martínez-Miranda and   
                   M. Rueda and   
                       A. Arcos   Looking for optimal auxiliary variables
                                  in sample survey quantile estimation . . 241--252
          Julio Angel Pardo and   
              Leandro Pardo and   
  María Del Carmen Pardo   A simulation study of a nested sequence
                                  of binomial regression models  . . . . . 253--267

Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 4, 2007

         Masanobu Taniguchi and   
          Hiroshi Shiraishi and   
                  Hiroaki Ogata   Improved estimation for the
                                  autocovariances of a Gaussian stationary
                                  process  . . . . . . . . . . . . . . . . 269--277
                   J. Andel and   
                  I. Netuka and   
                     P. Ranocha   Methods for calculating stationary
                                  distribution in linear models of time
                                  series . . . . . . . . . . . . . . . . . 279--287
             Miguel Fonseca and   
              Thomas Mathew and   
    João Tiago Mexia and   
               Roman Zmy\'slony   Tolerance intervals in a two-way nested
                                  model with mixed or random effects . . . 289--300
             Arjun K. Gupta and   
               John T. Chen and   
                        J. Tang   A multivariate two-factor skew model . . 301--309
             Mirta Bensi\'c and   
                  Kristian Sabo   Border estimation of a two-dimensional
                                  uniform distribution if data are
                                  measured with additive error . . . . . . 311--319
            Mindaugas Bloznelis   Second-order and resampling
                                  approximation of finite population
                                  $U$-statistics based on stratified
                                  samples  . . . . . . . . . . . . . . . . 321--332
         Saralees Nadarajah and   
           H. M. Srivastava and   
                 Arjun K. Gupta   Skewed Bessel function distributions
                                  with application to rainfall data  . . . 333--344
    Romanas Yanushkevichius and   
          Olga Yanushkevichiene   Stability of a characterization by the
                                  identical distribution of linear forms   345--362

Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 5, 2007

       Marie Husková and   
             Simos G. Meintanis   Omnibus tests for the error distribution
                                  in the linear regression model . . . . . 363--376
            Madhusudan Bhandary   On robustness of the test for detection
                                  of multivariate outliers . . . . . . . . 377--384
              Ahmed Hossain and   
               Andrew R. Willan   Approximate MLEs of the parameters of
                                  location-scale models under type II
                                  censoring  . . . . . . . . . . . . . . . 385--394
               Xavier Guyon and   
                    Besnik Pumo   Space-time estimation of a particle
                                  system model . . . . . . . . . . . . . . 395--407
     Arturo J. Fernández   Posterior computations based on sample
                                  quantiles: one- and two-parameter
                                  exponential cases  . . . . . . . . . . . 409--420
                   Hea-Jung Kim   A class of weighted normal distributions
                                  and its variants useful for inequality
                                  constrained analysis . . . . . . . . . . 421--441
                S. M. Sunoj and   
             P. G. Sankaran and   
                     S. S. Maya   Characterizations of distributions using
                                  log odds rate  . . . . . . . . . . . . . 443--451

Statistics: a Journal of Theoretical and Applied Statistics
Volume 41, Number 6, 2007

               Holger Dette and   
       Viatcheslav B. Melas and   
              Andrey Pepelyshev   Optimal designs for statistical analysis
                                  with Zernike polynomials . . . . . . . . 453--470
        Uttam Bandyopadhyay and   
             Rahul Bhattacharya   On an ethical cum optimal adaptive
                                  allocation design  . . . . . . . . . . . 471--483
              Chunmei Zhang and   
                        Hu Yang   The conditional ridge-type estimation in
                                  singular linear model with linear
                                  equality restrictions  . . . . . . . . . 485--494
               Y. Abdel-Aty and   
                   J. Franz and   
               M. A. W. Mahmoud   Bayesian prediction based on generalized
                                  order statistics using multiply Type-II
                                  censoring  . . . . . . . . . . . . . . . 495--504
              Debasis Kundu and   
              Mohammad Z. Raqab   Discriminating between the generalized
                                  Rayleigh and Log-normal distribution . . 505--515
        M. A. Jácome and   
                         R. Cao   Almost sure asymptotic representation
                                  for the presmoothed distribution and
                                  density estimators for censored data . . 517--534
             Saralees Nadarajah   The linear combination, product and
                                  ratio of Laplace random variables  . . . 535--545
           C. C. Kokonendji and   
                    D. Pommeret   Comparing UMVU and ML estimators of the
                                  generalized variance for natural
                                  exponential families . . . . . . . . . . 547--558


Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 1, 2008

     Angelika Van Der Linde and   
                   Gerhard Tutz   On association in regression: the
                                  coefficient of determination revisited   1--24
               Tang Qingguo and   
                     Wang Jinde   Reducing component estimation for
                                  varying coefficient models . . . . . . . 25--48
            Lothar Heinrich and   
                  Zbynek Pawlas   Weak and strong convergence of empirical
                                  distribution functions from germ-grain
                                  processes  . . . . . . . . . . . . . . . 49--65
           Ismihan Bairamov and   
                    Halil Tanil   Distributions of exceedances of
                                  generalized order statistics . . . . . . 67--76
             Saralees Nadarajah   Some gamma distributions . . . . . . . . 77--94

Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 2, 2008

            Maciej Wilczy\'nski   Minimax estimation over ellipsoids in
                                  $l_2$  . . . . . . . . . . . . . . . . . 95--100
             Agnieszka Jach and   
                 Piotr Kokoszka   Wavelet-domain test for long-range
                                  dependence in the presence of a trend    101--113
              David Causeur and   
         François Husson   Power of double-sampling tests for
                                  General Linear Hypotheses  . . . . . . . 115--125
                T. Pham-Gia and   
                     N. Turkkan   Bayesian analysis of a $ 2 \times 2 $
                                  contingency table with dependent
                                  proportions and exact sample size  . . . 127--147
Sévérien Nkurunziza   Likelihood ratio test for a special
                                  predator-prey system . . . . . . . . . . 149--166
                  Peng Zhao and   
                  Xiaohu Li and   
                Zhouping Li and   
                     Maochao Xu   Stochastic comparisons of spacings of
                                  record values from one or two sample
                                  sequences  . . . . . . . . . . . . . . . 167--177
          Solomon W. Harrar and   
                 Arjun K. Gupta   On matrix variate skew-normal
                                  distributions  . . . . . . . . . . . . . 179--194

Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 3, 2008

                Enno Mammen and   
                  Swagata Nandi   Some theoretical properties of
                                  phase-randomized multivariate surrogates 195--205
            Aysen D. Akkaya and   
                   Moti L. Tiku   Autoregressive models with short-tailed
                                  symmetric distributions  . . . . . . . . 207--221
      Samindranath Sengupta and   
                  Sujay Mukhuti   Unbiased estimation of $ P(X > Y) $ using
                                  ranked set sample data . . . . . . . . . 223--230
                Mariusz Bieniek   Projection bounds on expectations of
                                  spacings of generalized order statistics
                                  from DFR and DFRA families . . . . . . . 231--243
            Hemant Ishwaran and   
     Mohammad T. Jahandideh and   
               Mahmoud Zarepour   Option pricing for infinite variance
                                  data . . . . . . . . . . . . . . . . . . 245--260
             Athanase Polymenis   A note on a validity test using the
                                  stochastic EM algorithm in order to
                                  assess the number of components in a
                                  finite mixture model . . . . . . . . . . 261--274
                 Girma Taye and   
                 Peter M. Njuho   Smoothing fertility trends in
                                  agricultural field experiments . . . . . 275--289

Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 4, 2008

               Vivien Rossi and   
               Jean-Pierre Vila   Bayesian selection of multiresponse
                                  nonlinear regression model . . . . . . . 291--311
              Jorge Navarro and   
               Jose M. Ruiz and   
             Yolanda Del Aguila   Characterizations and ordering
                                  properties based on log-odds functions   313--328
      K. Triantafyllopoulos and   
                 P. J. Harrison   Posterior mean and variance
                                  approximation for regression and time
                                  series problems  . . . . . . . . . . . . 329--350
              Ayman Baklizi and   
                    S. E. Ahmed   On the estimation of reliabilty function
                                  in a Weibull lifetime distribution . . . 351--362
          Gabriela Ciuperca and   
                 Nicolas Dapzol   Maximum likelihood estimator in a
                                  multi-phase random regression model  . . 363--381

Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 5, 2008

                   M. Burkschat   On optimal linear equivariant estimation
                                  under progressive censoring  . . . . . . 383--392
              Morteza Amini and   
                      J. Ahmadi   Comparing Fisher information in record
                                  values and their concomitants with
                                  random observations  . . . . . . . . . . 393--405
                      Kh. Fazli   Hypotheses testing for a
                                  multidimensional parameter of
                                  inhomogeneous Poisson processes  . . . . 407--428
                 J. B. Shah and   
                    M. N. Patel   Bayes estimation under exponentially
                                  weighted minimum expected loss function
                                  from multiply Type-II censored Rayleigh
                                  data . . . . . . . . . . . . . . . . . . 429--434
              Siu-Keung Tse and   
                 Chang Ding and   
                   Chunyan Yang   Optimal accelerated life tests under
                                  interval censoring with random removals:
                                  the case of Weibull failure distribution 435--451
               Kouji Tahata and   
           Toshiya Iwashita and   
                 Sadao Tomizawa   Measure of departure from conditional
                                  marginal homogeneity for square
                                  contingency tables with ordered
                                  categories . . . . . . . . . . . . . . . 453--466
             Saralees Nadarajah   On the generalized $ t(G T) $
                                  distribution . . . . . . . . . . . . . . 467--473

Statistics: a Journal of Theoretical and Applied Statistics
Volume 42, Number 6, 2008

         Ahmed Ait-Sa\"\idi and   
Frédéric Ferraty and   
                Rabah Kassa and   
                  Philippe Vieu   Cross-validated estimations in the
                                  single-functional index model  . . . . . 475--494
                A. K. Gupta and   
                  T. Nguyen and   
                       L. Pardo   Residuals for polytomous logistic
                                  regression models based on $ \phi
                                  $-divergences test statistics  . . . . . 495--514
                    Jaeyong Lee   Non-parametric Bayesian analysis of
                                  clustered survival data  . . . . . . . . 515--526
            Barry C. Arnold and   
           Enrique Castillo and   
José María Sarabia   Some characterizations involving uniform
                                  and powers of uniform random variables   527--534
             Saralees Nadarajah   The bivariate $F$ distribution with
                                  application to drought data  . . . . . . 535--546
            Alfred Akinsete and   
               Felix Famoye and   
                       Carl Lee   The beta-Pareto distribution . . . . . . 547--563


Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 1, 2009

         Aurea Grané and   
                 Josep Fortiana   A location- and scale-free
                                  goodness-of-fit statistic for the
                                  exponential distribution based on
                                  maximum correlations . . . . . . . . . . 1--12
                 Laurent Delsol   Advances on asymptotic normality in
                                  non-parametric functional time series
                                  analysis . . . . . . . . . . . . . . . . 13--33
                S. Y. Hwang and   
                     J. S. Baek   Asymptotic variance-covariance matrix of
                                  sample autocorrelations for
                                  threshold-asymmetric GARCH processes . . 35--51
                 Tomasz Rychlik   Non-positive upper bounds on
                                  expectations of low rank order
                                  statistics from DFR populations  . . . . 53--63
                    T. Pham-Gia   The multivariate Selberg beta
                                  distribution and applications  . . . . . 65--79
             S. M. R. Alavi and   
                 R. Chinipardaz   Form-invariance under weighted sampling  81--90
            N. Balakrishnan and   
        Víctor Leiva and   
           Antonio Sanhueza and   
                Enrique Cabrera   Mixture inverse Gaussian distributions
                                  and its transformations, moments and
                                  applications . . . . . . . . . . . . . . 91--104

Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 2, 2009

                   Jin-Guan Lin   Asymptotic properties of the score test
                                  for varying dispersion in exponential
                                  family nonlinear models  . . . . . . . . 105--119
                 Guohua Zou and   
                   Jie Zeng and   
             Alan T. K. Wan and   
                     Zhong Guan   Stein-type improved estimation of
                                  standard error under asymmetric LINEX
                                  loss function  . . . . . . . . . . . . . 121--129
        Christian H. Weiß   Properties of a class of binary ARMA
                                  models . . . . . . . . . . . . . . . . . 131--138
              Dong Wan Shin and   
                     Man-Suk Oh   Tests for seasonal unit roots in panels
                                  of cross-sectionally correlated time
                                  series . . . . . . . . . . . . . . . . . 139--152
                     Yingfu Xie   Consistency of maximum likelihood
                                  estimators for the regime-switching
                                  GARCH model  . . . . . . . . . . . . . . 153--165
         Jens Perch Nielsen and   
          Carsten Tanggaard and   
                    M. C. Jones   Local linear density estimation for
                                  filtered survival data, with bias
                                  correction . . . . . . . . . . . . . . . 167--186
             René Michel   Estimation of the angular density in
                                  bivariate generalized Pareto models  . . 187--202
              In Hong Chang and   
             Byung Hwee Kim and   
                 Rahul Mukerjee   Bayesian and frequentist confidence
                                  intervals via adjusted likelihoods under
                                  prior specification on the interest
                                  parameter  . . . . . . . . . . . . . . . 203--211

Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 3, 2009

              Albert Vexler and   
               Chengqing Wu and   
                   Aiyi Liu and   
          Brian W. Whitcomb and   
         Enrique F. Schisterman   An extension of a change-point problem   213--225
Alberto Contreras-Cristán and   
      Ramsés H. Mena and   
              Stephen G. Walker   On the construction of stationary AR(1)
                                  models via random distributions  . . . . 227--240
            Eva Fiserová   Confidence regions based on inefficient
                                  estimators . . . . . . . . . . . . . . . 241--251
       Agnieszka Kami\'nska and   
         Zdzis\law Porosi\'nski   On robust Bayesian estimation under some
                                  asymmetric and bounded loss function . . 253--265
           Abdelaati Daouia and   
                Cyrille Joutard   Large deviation properties for empirical
                                  quantile-type production functions . . . 267--277
            Barry C. Arnold and   
Héctor W. Gómez and   
                Hugo S. Salinas   On multiple constraint skewed models . . 279--293
        Ewaryst Rafajlowicz and   
                 Ansgar Steland   A binary control chart to detect small
                                  jumps  . . . . . . . . . . . . . . . . . 295--311
                   Moti L. Tiku   A note on the paper by Ahmed Hossain and
                                  Andrew R. Willan . . . . . . . . . . . . 313--314

Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 4, 2009

               Xinxin Jiang and   
               Marjorie G. Hahn   Testing serial non-independence by
                                  self-centring and self-normalizing . . . 315--328
               Florian Voss and   
             Luis M. Cruz-Orive   Second moment formulae for geometric
                                  sampling with test probes  . . . . . . . 329--365
         R. Martínez and   
                    M. Mota and   
                  I. del Puerto   On asymptotic posterior normality for
                                  controlled branching processes . . . . . 367--378
Miguel A. Gómez-Villegas and   
         Paloma Maín and   
                      Luis Sanz   A Bayesian analysis for the multivariate
                                  point null testing problem . . . . . . . 379--391
          Enkelejd Hashorva and   
                    Samuel Kotz   On the strong Kotz approximation of
                                  Dirichlet random vectors . . . . . . . . 393--408
                 Riccardo Gatto   Information theoretic results for
                                  circular distributions . . . . . . . . . 409--421

Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 5, 2009

          Lubomir Dechevsky and   
               Brenda MacGibbon   Asymptotically minimax non-parametric
                                  function estimation with positivity
                                  constraints I  . . . . . . . . . . . . . 423--442
                Yebin Cheng and   
              Jan G. De Gooijer   Bahadur representation for the
                                  nonparametric $M$-estimator under $
                                  \alpha $-mixing dependence . . . . . . . 443--462
               Sy-Mien Chen and   
               Yu-Sheng Hsu and   
                 Jian-Tong Liaw   On kernel estimators of density ratio    463--479
               Olcay Arslan and   
             Ali I. Genç   The skew generalized $t$ distribution as
                                  the scale mixture of a skew exponential
                                  power distribution and its applications
                                  in robust estimation . . . . . . . . . . 481--498
                Sarjinder Singh   A new method of imputation in survey
                                  sampling . . . . . . . . . . . . . . . . 499--511
             Hubert J. Chen and   
               Miin-Jye Wen and   
           Andrew Minglong Wang   On testing the bioequivalence of several
                                  treatments using the measure of distance 513--530

Statistics: a Journal of Theoretical and Applied Statistics
Volume 43, Number 6, 2009

             Sugata Sen Roy and   
               Sibnarayan Guria   Estimation of regression parameters in
                                  the presence of outliers in the response 531--539
           M. Revan Özkale   Principal components regression
                                  estimator and a test for the
                                  restrictions . . . . . . . . . . . . . . 541--551
       Amparo Baíllo and   
                  Isabel Molina   Mean-squared errors of small-area
                                  estimators under a unit-level
                                  multivariate model . . . . . . . . . . . 553--569
                      Y. Takagi   Second-order asymptotic comparison of
                                  estimators under $ \phi $-divergence
                                  loss . . . . . . . . . . . . . . . . . . 571--581
              Xue-Dong Chen and   
            Nian-Sheng Tang and   
                   Xue-Ren Wang   On confidence regions of semiparametric
                                  nonlinear reproductive dispersion models 583--595
           Serge B. Provost and   
               Hyung-Tae Ha and   
                  Deepak Sanjel   On approximating the distribution of
                                  indefinite quadratic forms . . . . . . . 597--609
              A. R. Soltani and   
                       H. Homei   A generalization for two-sided power
                                  distributions and adjusted method of
                                  moments  . . . . . . . . . . . . . . . . 611--620
         Rameshwar D. Gupta and   
                  Debasis Kundu   A new class of weighted exponential
                                  distributions  . . . . . . . . . . . . . 621--634


Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 1, 2010

               Taras Bodnar and   
              Taras Zabolotskyy   Sample efficient frontier in
                                  multivariate conditionally
                                  heteroscedastic elliptical models  . . . 1--15
             Apostolos Batsidis   Robustness of the likelihood ratio test
                                  for detection and estimation of a mean
                                  change point in a sequence of
                                  elliptically contoured observations  . . 17--24
                    S. Y. Novak   Impossibility of consistent estimation
                                  of the distribution function of a sample
                                  maximum  . . . . . . . . . . . . . . . . 25--30
             Mei Ling Huang and   
                  Wai Kong Yuen   A bivariate density estimation method
                                  based on level crossings . . . . . . . . 31--55
                R. Lombardo and   
               I. Camminatiello   CATANOVA for two-way cross classified
                                  categorical data . . . . . . . . . . . . 57--71
            Ajit Chaturvedi and   
                 Vandana Sharma   A note on the estimation of $ P(Y > X) $
                                  in two-parameter exponential
                                  distributions  . . . . . . . . . . . . . 73--75
                 Shu-Fei Wu and   
              Chin-Chuan Wu and   
              Yung-Lin Chen and   
                  Yuh-Ru Yu and   
                    Ying Po Lin   Interval estimation of a two-parameter
                                  Burr-XII distribution under progressive
                                  censoring  . . . . . . . . . . . . . . . 77--88
                   Hea-Jung Kim   A class of weighted multivariate
                                  distributions related to doubly
                                  truncated multivariate $t$-distribution  89--106

Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 2, 2010

     Marianne Frisén and   
              Eva Andersson and   
               Kjell Pettersson   Semiparametric estimation of outbreak
                                  regression . . . . . . . . . . . . . . . 107--117
Alexandre Galvão Patriota and   
               Heleno Bolfarine   Measurement error models with a general
                                  class of error distribution  . . . . . . 119--127
              Claudio Macci and   
                   Lea Petrella   Large deviation results on some
                                  estimators for stationary Gaussian
                                  processes  . . . . . . . . . . . . . . . 129--144
               D. H. Glueck and   
          A. Karimpour-Fard and   
                  J. Mandel and   
                   K. E. Muller   Probabilities for separating sets of
                                  order statistics . . . . . . . . . . . . 145--153
       N. Unnikrishnan Nair and   
                   Johny Scaria   General properties and concomitants of
                                  Morgenstern bivariate gamma distribution
                                  and their applications in estimation . . 155--167
           Wolfgang Stummer and   
                     Igor Vajda   On divergences of finite measures and
                                  their applicability in statistics and
                                  information theory . . . . . . . . . . . 169--187
             Saralees Nadarajah   Simple expressions for a bivariate
                                  chi-square distribution  . . . . . . . . 189--201
                  Filippo Domma   Some properties of the bivariate Burr
                                  type III distribution  . . . . . . . . . 203--215

Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 3, 2010

        M. A. Jácome and   
    M. C. Iglesias-Pérez   Presmoothed estimation of the density
                                  function with truncated and censored
                                  data . . . . . . . . . . . . . . . . . . 217--234
             Mirta Bensi\'c and   
                  Kristian Sabo   Estimating a uniform distribution when
                                  data are measured with a normal additive
                                  error with unknown variance  . . . . . . 235--246
               C. Andy Tsao and   
                  Yu-Ling Tseng   Power estimation for testing normal
                                  means  . . . . . . . . . . . . . . . . . 247--259
                   Jin Zhao and   
                     Jinde Wang   Asymptotic properties of an empirical
                                  $K$-function for inhomogeneous spatial
                                  point processes  . . . . . . . . . . . . 261--267
                  H. M. Barakat   Continuability of local weak limits for
                                  record values  . . . . . . . . . . . . . 269--274
               Moti L. Tiku and   
           M. Qamarul Islam and   
              Sahar B. Qumsiyeh   Mahalanobis distance under non-normality 275--290
                  S. H. Ong and   
                 Rahul Mukerjee   Data-dependent probability matching
                                  priors of the second order . . . . . . . 291--302
             Vasyl Golosnoy and   
               Iryna Okhrin and   
                Wolfgang Schmid   New characteristics for portfolio
                                  surveillance . . . . . . . . . . . . . . 303--321

Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 4, 2010

       Wolfgang Näther and   
                Dietrich Stoyan   Obituary: Hans-Walter Bandemer (1 April
                                  1932--15 November 2009)  . . . . . . . . 323--326
            Young Kyung Lee and   
                Enno Mammen and   
                 Byeong U. Park   Bandwidth selection for kernel
                                  regression with correlated errors  . . . 327--340
             Feng-Chang Xie and   
                   Bo-Cheng Wei   Influence analysis for count data based
                                  on generalized Poisson regression models 341--360
                Yongge Tian and   
                       Zhe Tian   On additive and block decompositions of
                                  WLSEs under a multiple partitioned
                                  regression model . . . . . . . . . . . . 361--379
           Alexander Kukush and   
             Andrii Malenko and   
           Hans Schneeweiss and   
                        Shalabh   Optimality of quasi-score in the
                                  multivariate mean-variance model with an
                                  application to the zero-inflated Poisson
                                  model with measurement errors  . . . . . 381--396
           Angela Montanari and   
                  Cinzia Viroli   The independent factor analysis approach
                                  to latent variable modelling . . . . . . 397--416
               Jafar Ahmadi and   
                N. Balakrishnan   Prediction of order statistics and
                                  record values from two independent
                                  sequences  . . . . . . . . . . . . . . . 417--430

Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 5, 2010

               Elvia Flores and   
     José R. León   Deviation of order $p$ for estimators of
                                  the variance in first-order stochastic
                                  differential equation (SDE)  . . . . . . 431--454
              Haimeng Zhang and   
                M. Bhaskara Rao   On Nelson--Aalen type estimation in the
                                  partial Koziol--Green model  . . . . . . 455--465
              Shuhong Zhang and   
                   Haitao Cheng   Testing for increasing mean inactivity
                                  time . . . . . . . . . . . . . . . . . . 467--476
                     Jianhua Hu   Properties of the explicit estimators in
                                  the extended growth curve model  . . . . 477--492
          Mohammad Z. Raqab and   
                    Majid Asadi   Some results on the mean residual
                                  waiting time of records  . . . . . . . . 493--504
            M. H. Poursaeed and   
              A. R. Nematollahi   Some aspects of the mean past lifetime
                                  of a parallel system under double
                                  regularly checking . . . . . . . . . . . 505--515
           Anna Dembi\'nska and   
                N. Balakrishnan   On the asymptotic independence of
                                  numbers of observations near order
                                  statistics . . . . . . . . . . . . . . . 517--528
                       Qi Zheng   A new discrete distribution induced by
                                  the Luria--Delbrück mutation model  . . . 529--540

Statistics: a Journal of Theoretical and Applied Statistics
Volume 44, Number 6, 2010

               V. H. Lachos and   
                F. V. Labra and   
               H. Bolfarine and   
                    Pulak Ghosh   Multivariate measurement error models
                                  based on scale mixtures of the
                                  skew-normal distribution . . . . . . . . 541--556
              Thomas Mathew and   
            Tatjana Nahtman and   
         Dietrich von Rosen and   
              Bimal Kumar Sinha   Non-negative estimation of variance
                                  components in heteroscedastic one-way
                                  random-effects ANOVA models  . . . . . . 557--569
            Athanasia Petsa and   
            Theofanis Sapatinas   Adaptive quadratic functional estimation
                                  of a weighted density by model selection 571--585
          Rosa M. Crujeiras and   
Rubén Fernández-Casal   On the estimation of the spectral
                                  density for continuous spatial processes 587--600
                T. Pham-Gia and   
                     N. Turkkan   Testing sphericity using small samples   601--616
               Holger Dette and   
       Viatcheslav B. Melas and   
              Andrey Pepelyshev   Optimal designs for estimating the slope
                                  of a regression  . . . . . . . . . . . . 617--628
             Takuya Kinkawa and   
                Nobuo Shinozaki   Estimation of the optimal portfolio
                                  weights by shrinking the mean vector
                                  towards a linear subspace  . . . . . . . 629--640
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 1, 2011

                   Paul Doukhan   Editorial  . . . . . . . . . . . . . . . 1--2
               Raluca Balan and   
                  Sana Louhichi   A cluster-limit theorem for infinitely
                                  divisible point processes  . . . . . . . 3--18
               O. I. Klesov and   
                 N. V. Kruglova   The distribution of a functional of the
                                  Wiener process and its application to
                                  the Brownian sheet . . . . . . . . . . . 19--26
                   F. Avram and   
             N. N. Leonenko and   
                       N. Suvak   Parameter estimation for
                                  Fisher--Snedecor diffusion . . . . . . . 27--42
                     F. Koukiou   An example of dependence in a physical
                                  model  . . . . . . . . . . . . . . . . . 43--47
          Konstantinos Fokianos   Some recent progress in count time
                                  series . . . . . . . . . . . . . . . . . 49--58
       C. Lévy-Leduc and   
                H. Boistard and   
                E. Moulines and   
                M. S. Taqqu and   
                   V. A. Reisen   Large sample behaviour of some
                                  well-known robust estimators under
                                  long-range dependence  . . . . . . . . . 59--71
               Wei-Lin Xiao and   
              Wei-Guo Zhang and   
                    Xi-Li Zhang   Maximum-likelihood estimators in the
                                  mixed fractional Brownian motion . . . . 73--85
                C. Hardouin and   
                    T. Crivelli   Mixed-state spatio-temporal auto-models  87--100
            Nathanaël Mayo   Estimation of dynamic models on the
                                  factors of marginal principal component
                                  analysis . . . . . . . . . . . . . . . . 101--120

Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 2, 2011

        M. Jabbari Nooghabi and   
            H. Jabbari Nooghabi   Statement of Retraction  . . . . . . . . 121--122
                  Yalian Li and   
                        Hu Yang   A new ridge-type estimator in stochastic
                                  restricted linear regression . . . . . . 123--130
               Taras Bodnar and   
                 Arjun K. Gupta   Estimation of the precision matrix of a
                                  multivariate elliptically contoured
                                  stable distribution  . . . . . . . . . . 131--142
Jesús López-Fidalgo and   
 Sandra Garcet-Rodríguez   Optimal experimental designs when an
                                  independent variable is potentially
                                  censored . . . . . . . . . . . . . . . . 143--154
                    Yu Miao and   
                   Guangyu Yang   The loglog law for LS estimator in
                                  simple linear EV regression models . . . 155--162
              Xiaorong Yang and   
                  Ke-Ang Fu and   
                   Li-Xin Zhang   Asymptotic of the $ L_r $-norm of
                                  density estimators in the autoregressive
                                  time series  . . . . . . . . . . . . . . 163--178
                    S. Sengupta   Unbiased estimation of $ P(X > Y) $ for
                                  two-parameter exponential populations
                                  using order statistics . . . . . . . . . 179--188
                Wenzhi Zhao and   
                Zhiming Xia and   
                     Zheng Tian   Ratio test to detect change in the
                                  variance of linear process . . . . . . . 189--198
                      H. Tanaka   Sufficient conditions for the
                                  admissibility under the LINEX loss
                                  function in non-regular case . . . . . . 199--208

Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 3, 2011

              Fentaw Abegaz and   
           U. V. Naik-Nimbalkar   Semiparametric score test for varying
                                  copula parameter in Markov time series   209--222
                Bruno Pelletier   Inference in $ \varphi $-families of
                                  distributions  . . . . . . . . . . . . . 223--236
             Mahdi Tavangar and   
                    Majid Asadi   Some results on conditional expectations
                                  of lower record values . . . . . . . . . 237--255
                   C. Y. Ka and   
                 P. S. Chan and   
                H. K. T. Ng and   
                N. Balakrishnan   Optimal sample size allocation for
                                  multi-level stress testing with Weibull
                                  regression under Type-II censoring . . . 257--279
              R. P. Kaushal and   
           B. V. S. Sisodia and   
                      U. C. Sud   Shrunken predictors in stratified
                                  sampling under super-population model    281--291
               Mausumi Bose and   
           Arijit Chaudhuri and   
              Kajal Dihidar and   
                    Shyamal Das   Model-cum-design-based estimation of the
                                  prevalence rate of a disease in a
                                  locality using spatial smoothing . . . . 293--305
Héctor W. Gómez and   
            Hugo S. Salinas and   
               Heleno Bolfarine   Erratum: Generalized skew-normal models:
                                  properties and inference [Statistics \bf
                                  40 (2006) 495--505]  . . . . . . . . . . 307--308

Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 4, 2011

             Kai-Sheng Song and   
                     Ta-Hsin Li   Asymptotics of least squares for
                                  nonlinear harmonic regression  . . . . . 309--318
        Sándor Baran and   
                  Gyula Pap and   
      Martien C. A. Van Zuijlen   Parameter estimation of a shifted Wiener
                                  sheet  . . . . . . . . . . . . . . . . . 319--335
         S. M. Roknossadati and   
                    M. Zarepour   $M$-estimation for near unit roots in
                                  spatial autoregression with infinite
                                  variance . . . . . . . . . . . . . . . . 337--348
     Alessandro De Gregorio and   
               Stefano M. Iacus   Least-squares change-point estimation
                                  for the telegraph process observed at
                                  discrete times . . . . . . . . . . . . . 349--359
              Karine Bertin and   
             Soledad Torres and   
               Ciprian A. Tudor   Maximum-likelihood estimators and random
                                  walks in long memory models  . . . . . . 361--374
               Jafar Ahmadi and   
   S. M. T. K. MirMostafaee and   
                N. Balakrishnan   Bayesian prediction of order statistics
                                  based on $k$-record values from
                                  exponential distribution . . . . . . . . 375--387
            Saieed F. Ateya and   
          Abd El-Baset A. Ahmad   Inferences based on generalized order
                                  statistics under truncated Type I
                                  generalized logistic distribution  . . . 389--402
                  S. H. Ong and   
                 Rahul Mukerjee   Probability matching priors for
                                  two-sided tolerance intervals in
                                  balanced one-way and two-way nested
                                  random effects models  . . . . . . . . . 403--411

Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 5, 2011

          Abd El-Baset A. Ahmad   On Bayesian interval prediction of
                                  future generalized-order statistics
                                  using doubly censoring . . . . . . . . . 413--425
        Majid Mojirsheibani and   
            Zahra Montazeri and   
           Abdolreza Rajaeefard   On classification with incomplete
                                  covariates . . . . . . . . . . . . . . . 427--450
               Gery Geenens and   
           Léopold Simar   Single-index modelling of conditional
                                  probabilities in two-way contingency
                                  tables . . . . . . . . . . . . . . . . . 451--478
                A. Berlinet and   
                       I. Vajda   Selection rules based on divergences . . 479--495
   Jan Ámos Vísek   Empirical distribution function under
                                  heteroscedasticity . . . . . . . . . . . 497--508
             Sergue\"\i Dachian   Estimation of the location of a $0$-type
                                  or $ \infty $-type singularity by
                                  Poisson observations . . . . . . . . . . 509--523

Statistics: a Journal of Theoretical and Applied Statistics
Volume 45, Number 6, 2011

                    Xu-Qing Liu   Best quadratic predictions in finite
                                  populations  . . . . . . . . . . . . . . 525--541
         Saralees Nadarajah and   
              Firoozeh Haghighi   An extension of the exponential
                                  distribution . . . . . . . . . . . . . . 543--558
            N. Balakrishnan and   
                  E. Cramer and   
                 A. Dembi\'nska   Characterizations of geometric
                                  distribution through progressively
                                  Type-II right-censored order statistics  559--573
               Z. Govindarajulu   Blinded sample size re-estimation in
                                  clinical trials comparing several
                                  treatments . . . . . . . . . . . . . . . 575--591
                  Peng Zhao and   
                N. Balakrishnan   Some characterization results for
                                  parallel systems with two heterogeneous
                                  exponential components . . . . . . . . . 593--604
       Nirian Martín and   
                  Leandro Pardo   Fitting DNA sequences through log-linear
                                  modelling with linear constraints  . . . 605--621
                Sangun Park and   
            N. Balakrishnan and   
                   Seong W. Kim   Fisher information in progressive hybrid
                                  censoring schemes  . . . . . . . . . . . 623--631
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 1, 2012

           Matthias Fischer and   
            Christian Köck   Constructing and generalizing given
                                  multivariate copulas: a unifying
                                  approach . . . . . . . . . . . . . . . . 1--12
     Christopher S. Withers and   
             Saralees Nadarajah   Repeated integrals of the univariate
                                  normal as a finite series with the
                                  remainder in terms of Moran's functions  13--22
              Morteza Amini and   
               Jafar Ahmadi and   
                N. Balakrishnan   Fisher information in bivariate record
                                  values from a sample of fixed size . . . 23--39
                S. M. Sunoj and   
                     M. N. Linu   Dynamic cumulative residual Rényi's
                                  entropy  . . . . . . . . . . . . . . . . 41--56
A. Castaño-Martínez and   
F. López-Blázquez and   
       B. Salamanca-Miño   Random translations, contractions and
                                  dilations of order statistics and
                                  records  . . . . . . . . . . . . . . . . 57--67
              Omar M. Bdair and   
              Mohammad Z. Raqab   Sharp upper bounds for the mean residual
                                  waiting time of records  . . . . . . . . 69--84
              G. Iliopoulos and   
             A. Dembi\'nska and   
                N. Balakrishnan   Asymptotic properties of numbers of
                                  observations near sample quantiles . . . 85--97
            Sanghamitra Pal and   
                Sarjinder Singh   A new unrelated question randomized
                                  response model . . . . . . . . . . . . . 99--109
                Yahia Abdel-Aty   Bayesian prediction of future number of
                                  failures based on finite mixture of
                                  general class of distributions . . . . . 111--122
           Alicja Jokiel-Rokita   Bayes sequential estimation for a
                                  time-transformed exponential model . . . 123--129
           Siegfried Gabler and   
                  Horst Stenger   Design effect of randomized systematic
                                  sampling . . . . . . . . . . . . . . . . 131--148

Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 2, 2012

             Nengxiang Ling and   
                      Yuehua Wu   Consistency of modified kernel
                                  regression estimation for functional
                                  data . . . . . . . . . . . . . . . . . . 149--158
              Stefan Bedbur and   
               Eric Beutner and   
                      Udo Kamps   Generalized order statistics: an
                                  exponential family in model parameters   159--166
             Saralees Nadarajah   The Kotz type ratio distribution . . . . 167--174
                 Shenghai Zhang   A GEE approach for estimating size of
                                  hard-to-reach population by using
                                  capture-recapture data . . . . . . . . . 175--183
             N. Balakrishna and   
                   Angel Mathew   Sequential interval estimation of the
                                  limiting interval availability for a
                                  bivariate stationary dependent sequence  185--196
           Arabin Kumar Dey and   
                  Debasis Kundu   Discriminating between the Weibull and
                                  log-normal distributions for Type-II
                                  censored data  . . . . . . . . . . . . . 197--214
          R. M. Mnatsakanov and   
                F. H. Ruymgaart   Moment density estimation for positive
                                  random variables . . . . . . . . . . . . 215--230
               Michel Harel and   
             Echarif Elharfaoui   The marked empirical process to test
                                  nonlinear time series against a large
                                  class of alternatives when the random
                                  vectors are nonstationary and absolutely
                                  regular  . . . . . . . . . . . . . . . . 231--247
                Roger J. Bowden   Information, measure shifts and
                                  distribution metrics . . . . . . . . . . 249--262
           Fabrizio Durante and   
                 Piotr Jaworski   Invariant dependence structure under
                                  univariate truncation  . . . . . . . . . 263--277
            Carlos N. Bouza and   
          Amer Ibrahim Al-Omari   Estimating the population mean in the
                                  case of missing data using simple random
                                  sampling . . . . . . . . . . . . . . . . 279--290

Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 3, 2012

              Xinfeng Chang and   
                        Hu Yang   Performance of the preliminary test
                                  two-parameter estimators based on the
                                  conflicting test statistics in a
                                  regression model with Student's $t$
                                  error  . . . . . . . . . . . . . . . . . 291--303
Sévérien Nkurunziza   The risk of pretest and shrinkage
                                  estimators . . . . . . . . . . . . . . . 305--312
             Salim Bouzebda and   
           Nour-Eddin El Faouzi   New two-sample tests based on the
                                  integrated empirical copula processes    313--324
                   Hea-Jung Kim   On conditional correlations defined by a
                                  class of nonlinearly truncated
                                  distributions and their applications . . 325--341
                 Jaerin Cho and   
                    Jung-Jo Lee   On the $G$-efficiency of the modified
                                  arcsin design  . . . . . . . . . . . . . 343--350
              Margaret Land and   
            Sarjinder Singh and   
              Stephen A. Sedory   Estimation of a rare sensitive attribute
                                  using Poisson distribution . . . . . . . 351--360
                   S. Zheng and   
               J. M. Hardin and   
                    A. K. Gupta   The inverse problem of multivariate and
                                  matrix-variate skew normal distributions 361--371
            Barry C. Arnold and   
             Jose A. Villasenor   Generalized order statistic processes
                                  and Pfeifer records  . . . . . . . . . . 373--385
           Fabrizio Durante and   
             Enrico Foscolo and   
José Antonio Rodríguez-Lallena and   
     Manuel Úbeda-Flores   A method for constructing
                                  higher-dimensional copulas . . . . . . . 387--404
                Majid Asadi and   
               Alexandre Berred   Properties and estimation of the mean
                                  past lifetime  . . . . . . . . . . . . . 405--417
         Saralees Nadarajah and   
     Tibor K. Pogány and   
                  Ram K. Saxena   On the characteristic function for Burr
                                  distributions  . . . . . . . . . . . . . 419--428

Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 4, 2012

            George P. Yanev and   
                  M. Ahsanullah   Characterizations of Student's
                                  $t$-distribution via regressions of
                                  order statistics . . . . . . . . . . . . 429--435
         Saralees Nadarajah and   
         Tibor K. Pogány   Characteristic function of the SGT
                                  distribution . . . . . . . . . . . . . . 437--439
                  A. Childs and   
            N. Balakrishnan and   
                B. Chandrasekar   Exact distribution of the MLEs of the
                                  parameters and of the quantiles of
                                  two-parameter exponential distribution
                                  under hybrid censoring . . . . . . . . . 441--458
             Samer A. Kharroubi   Approximate marginal densities of
                                  independent parameters . . . . . . . . . 459--471
                  Matthias Kohl   Bounded influence estimation for
                                  regression and scale . . . . . . . . . . 473--488
       Barbora Arendacká   A note on fiducial generalized pivots
                                  for in one-way heteroscedastic ANOVA
                                  with random effects  . . . . . . . . . . 489--504
                 L. Truquet and   
                         J. Yao   On the quasi-likelihood estimation for
                                  random coefficient autoregressions . . . 505--521
           Wojciech Niemiro and   
               Jacek Wesolowski   Linear estimation and prediction under
                                  model-design approach with small area
                                  effects  . . . . . . . . . . . . . . . . 523--547
                     Rade Kutil   Biased and unbiased estimation of the
                                  circular mean resultant length and its
                                  variance . . . . . . . . . . . . . . . . 549--561
                      Anonymous   Statement of retraction  . . . . . . . . 563--563

Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 5, 2012

               Jin-Guan Lin and   
                     Xiao-Yi Qu   A consistent test for heteroscedasticity
                                  in semi-parametric regression with
                                  nonparametric variance function based on
                                  the kernel method  . . . . . . . . . . . 565--576
           Anwar H. Joarder and   
                 A. Laradji and   
                 M. Hafidz Omar   On some characteristics of bivariate
                                  chi-square distribution  . . . . . . . . 577--586
     Alba M. Franco-Pereira and   
              Rosa E. Lillo and   
                   Moshe Shaked   The decreasing percentile residual life
                                  ageing notion  . . . . . . . . . . . . . 587--603
            N. Balakrishnan and   
                  S. H. Ong and   
                  M. Habibi and   
                 A. Jamalizadeh   Nonlinear regression in a trivariate
                                  elliptical distribution via a linear
                                  combination of order statistics  . . . . 605--619
                   Markus Pauly   Consistency of the Subsample Bootstrap
                                  empirical process  . . . . . . . . . . . 621--626
     Christopher S. Withers and   
             Saralees Nadarajah   Adjusting Cornish--Fisher expansions and
                                  confidence intervals for the effect of
                                  roundoff . . . . . . . . . . . . . . . . 627--644
        Uttam Bandyopadhyay and   
               Atanu Biswas and   
            Shirsendu Mukherjee   A response-adaptive design in crossover
                                  trial  . . . . . . . . . . . . . . . . . 645--661
                  Wenjun Li and   
       Edward J. Stanek III and   
                Julio M. Singer   Design-based random permutation models
                                  with auxiliary information . . . . . . . 663--671
                  M. Arashi and   
                 M. Roozbeh and   
                H. A. Niroumand   A note on Stein-type shrinkage estimator
                                  in partial linear models . . . . . . . . 673--685
                       Xia Chen   Asymptotic properties for estimates of
                                  nonparametric regression model with
                                  martingale difference errors . . . . . . 687--696

Statistics: a Journal of Theoretical and Applied Statistics
Volume 46, Number 6, 2012

              Gabriela Ciuperca   The $S$-estimator in the change-point
                                  random model with long memory  . . . . . 697--718
               M. Burkschat and   
                      E. Cramer   Fisher information in generalized order
                                  statistics . . . . . . . . . . . . . . . 719--743
                   Xia Chen and   
                   Hengjian Cui   Empirical likelihood inference for
                                  parameters in a partially linear
                                  errors-in-variables model  . . . . . . . 745--757
                    Hu Yang and   
                        Jibo Wu   A stochastic restricted $k$--$d$ class
                                  estimator  . . . . . . . . . . . . . . . 759--766
 Sudheesh Kumar Kattumannil and   
                Luisa Tibiletti   Moment identity for discrete random
                                  variable and its applications  . . . . . 767--775
                      Heng Lian   Stochastic adaptation of importance
                                  sampler  . . . . . . . . . . . . . . . . 777--785
                K. E. Ahmad and   
               Z. F. Jaheen and   
               Heba S. Mohammed   Bayesian prediction based on Type-I
                                  censored data from a mixture of Burr
                                  type XII distribution and its reciprocal 787--797
       N. Unnikrishnan Nair and   
             P. G. Sankaran and   
                B. Vinesh Kumar   Modelling lifetimes by quantile
                                  functions using Parzen's score function  799--811
        Riyadh R. Al-Mosawi and   
             A. Shanubhogue and   
                  P. Vellaisamy   Average worth estimation of the selected
                                  subset of Poisson populations  . . . . . 813--831
                Qi-Bing Gao and   
               Jin-Guan Lin and   
               Chun-Hua Zhu and   
                     Yao-Hua Wu   Asymptotic properties of maximum
                                  quasi-likelihood estimators in
                                  generalized linear models with adaptive
                                  designs  . . . . . . . . . . . . . . . . 833--846
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 1, 2013

Alena Cerníková and   
       Marie Husková and   
Zuzana Prásková and   
            Josef G. Steinebach   Delay time in monitoring jump changes in
                                  linear models  . . . . . . . . . . . . . 1--25
          Jacques Demongeot and   
                Ali Laksaci and   
               Fethi Madani and   
                Mustapha Rachdi   Functional data: local linear estimation
                                  of the conditional density and its
                                  application  . . . . . . . . . . . . . . 26--44
              Swagata Nandi and   
                  Debasis Kundu   Estimation of parameters of partially
                                  sinusoidal frequency model . . . . . . . 45--60
              Emeline Schmisser   Penalized nonparametric drift estimation
                                  for a multidimensional diffusion process 61--84
              Bovas Abraham and   
           N. Unnikrishnan Nair   A criterion to distinguish ageing
                                  patterns . . . . . . . . . . . . . . . . 85--92
             Mahdi Teimouri and   
           Seyed M. Hoseini and   
             Saralees Nadarajah   Comparison of estimation methods for the
                                  Weibull distribution . . . . . . . . . . 93--109
              Debasis Kundu and   
             Rameshwar D. Gupta   Power-normal distribution  . . . . . . . 110--125
               Asieh Abtahi and   
                   Mina Towhidi   The new unified representation of
                                  multivariate skewed distributions  . . . 126--140
            Saieed F. Ateya and   
          Abd El-Baset A. Ahmad   Inferences based on generalized order
                                  statistics under truncated Type-I
                                  generalized logistic distribution  . . . 141--155
              Kristi Kuljus and   
               Silvelyn Zwanzig   Asymptotic linearity of a linear rank
                                  statistic in the case of symmetric
                                  nonidentically distributed variables . . 156--171
               Yu-Ling Tsai and   
           Debbie J. Dupuis and   
              Duncan J. Murdoch   A robust test for asymptotic
                                  independence of bivariate extremes . . . 172--183
                 Nirpeksh Kumar   Test for multiple upper outliers in an
                                  exponential sample irrespective of
                                  origin . . . . . . . . . . . . . . . . . 184--190
                I. Bairamov and   
                    A. Stepanov   Number of observations near the maximum
                                  in an $ F^\alpha $-scheme  . . . . . . . 191--201
         Aurea Grané and   
               Anna V. Tchirina   Asymptotic properties of a
                                  goodness-of-fit test based on maximum
                                  correlations . . . . . . . . . . . . . . 202--215
  Kukatharmini Tharmaratnam and   
                Gerda Claeskens   A comparison of robust versions of the
                                  AIC based on $M$-, $S$- and $ M
                                  M$-estimators  . . . . . . . . . . . . . 216--235

Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 2, 2013

          Claudia Redenbach and   
           Christoph Thäle   Second-order comparison of three
                                  fundamental tessellation models  . . . . 237--257
                M. Herrador and   
              M. D. Esteban and   
                   T. Hobza and   
                     D. Morales   A modified nested-error regression model
                                  for small area estimation  . . . . . . . 258--273
         K. J. Kachiashvili and   
                       A. Mueed   Conditional Bayesian task of testing
                                  many hypotheses  . . . . . . . . . . . . 274--293
              In Hong Chang and   
                 Rahul Mukerjee   Data-dependent probability matching
                                  priors for likelihood ratio and adjusted
                                  likelihood ratio statistics  . . . . . . 294--305
                Chikara Uno and   
                  Eiichi Isogai   Higher than second order approximations
                                  for sequential point estimation by a
                                  two-stage procedure  . . . . . . . . . . 306--316
         Célia Nunes and   
        Manuela M. Oliveira and   
           João T. Mexia   Application domains for the Delta method 317--328
             Gülin Tabakan   Performance of the difference-based
                                  estimators in partially linear models    329--347
             Daniel Hohmann and   
                  Hajo Holzmann   Semiparametric location mixtures with
                                  distinct components  . . . . . . . . . . 348--362
                Xu-Qing Liu and   
                        Ping Hu   General ridge predictors in a mixed
                                  linear model . . . . . . . . . . . . . . 363--378
     Elizabeth M. Hashimoto and   
         Edwin M. M. Ortega and   
          Vicente G. Cancho and   
              Gauss M. Cordeiro   On estimation and diagnostics analysis
                                  in log-generalized gamma regression
                                  model for interval-censored data . . . . 379--398
     Christopher S. Withers and   
             Saralees Nadarajah   A reduction formula for the
                                  hypergeometric function using gamma
                                  random variables . . . . . . . . . . . . 399--404
              K. Chatterjee and   
            P. Angelopoulos and   
                 C. Koukouvinos   A lower bound to the measure of
                                  optimality for main effect plans in the
                                  general asymmetric factorial experiments 405--410
Héctor W. Gómez and   
       Héctor Varela and   
                  Ignacio Vidal   A new class of skew-symmetric
                                  distributions and related families . . . 411--421
       Krzysztof Jasi\'nski and   
                 Tomasz Rychlik   Maximum variance of order statistics
                                  from symmetric populations revisited . . 422--438
          William Volterman and   
        Katherine F. Davies and   
                N. Balakrishnan   Simultaneous Pitman closeness of
                                  progressively Type-II right-censored
                                  order statistics to population quantiles 439--452
                    P. Economou   Modelling survival data using mixtures
                                  of frailties . . . . . . . . . . . . . . 453--464
       Wagner Barreto-Souza and   
              Hassan S. Bakouch   A new lifetime model with decreasing
                                  failure rate . . . . . . . . . . . . . . 465--476

Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 3, 2013

      Ursula U. Müller and   
               Anton Schick and   
            Wolfgang Wefelmeyer   Variance bounds for estimators in
                                  autoregressive models with constraints   477--493
    Christian H. Weiß and   
                  Hee-Young Kim   Binomial AR(1) processes: moments,
                                  cumulants, and estimation  . . . . . . . 494--510
                  Ke-Ang Fu and   
            Andrew Cheuk-Yin Ng   A note on the strong approximation for
                                  long memory processes and its
                                  application  . . . . . . . . . . . . . . 511--520
              Xing-Cai Zhou and   
                   Jin-Guan Lin   Semiparametric regression estimation for
                                  longitudinal data in models with
                                  martingale difference error's structure  521--534
                    Jibo Wu and   
                        Hu Yang   Efficiency of an almost unbiased
                                  two-parameter estimator in linear
                                  regression model . . . . . . . . . . . . 535--545
              H. M. Barakat and   
                 E. M. Nigm and   
                 M. A. Al-Awady   Limit theorems for random maximum of
                                  independent and non-identically
                                  distributed random vectors . . . . . . . 546--557
Miguel A. Gómez-Villegas and   
Beatriz González-Pérez   Importance of the prior mass for
                                  agreement between frequentist and
                                  Bayesian approaches in the two-sided
                                  test . . . . . . . . . . . . . . . . . . 558--565
                Sarjinder Singh   A dual problem of calibration of design
                                  weights  . . . . . . . . . . . . . . . . 566--574
                Gi-Sung Lee and   
                  Daiho Uhm and   
                   Jong-Min Kim   Estimation of a rare sensitive attribute
                                  in a stratified sample using Poisson
                                  distribution . . . . . . . . . . . . . . 575--589
                    N. Ohyauchi   Comparison of risks of estimators under
                                  the LINEX loss for a family of truncated
                                  distributions  . . . . . . . . . . . . . 590--604
              M. E. Ghitany and   
          R. A. Al-Jarallah and   
                N. Balakrishnan   On the existence and uniqueness of the
                                  MLEs of the parameters of a general
                                  class of exponentiated distributions . . 605--612
             Ali I. Genç   The generalized $T$ Birnbaum--Saunders
                                  family . . . . . . . . . . . . . . . . . 613--625
          Gauss M. Cordeiro and   
           Artur J. Lemonte and   
             Edwin M. M. Ortega   An extended fatigue life distribution    626--653
             Changyong Feng and   
                   Hongyue Wang   Proportionality of hazards in competing
                                  risk analysis  . . . . . . . . . . . . . 654--661

Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 4, 2013

               Roy Cerqueti and   
               Mauro Costantini   New results on the convergence of random
                                  matrices . . . . . . . . . . . . . . . . 663--671
           Leng-Cheng Hwang and   
                 Cheng-Hung Lee   Bayes sequential estimation for a
                                  Poisson process under a LINEX loss
                                  function . . . . . . . . . . . . . . . . 672--687
Frédéric Ferraty and   
               Mariela Sued and   
                  Philippe Vieu   Mean estimation with data missing at
                                  random for functional covariables  . . . 688--706
  João Lita da Silva and   
        João Tiago Mexia   Strong consistency of least squares
                                  estimates with i.i.d. errors with mean
                                  values not necessarily defined . . . . . 707--714
           Ahmed A. Soliman and   
            A. H. Abd-Ellah and   
        N. A. Abou-Elheggag and   
                 Essam A. Ahmed   Reliability estimation in
                                  stress-strength models: an MCMC approach 715--728
               Jafar Ahmadi and   
              Mohammad Z. Raqab   Comparison of order statistics in
                                  two-sample problem in the sense of
                                  Pitman closeness . . . . . . . . . . . . 729--743
            Jiang-Feng Wang and   
             Han-Ying Liang and   
                  Guo-Liang Fan   Local polynomial quasi-likelihood
                                  regression with truncated and dependent
                                  data . . . . . . . . . . . . . . . . . . 744--761
          Peter Ruckdeschel and   
              Nataliya Horbenko   Optimally robust estimators in
                                  generalized Pareto models  . . . . . . . 762--791
                      Jin Zhang   Reducing bias of the maximum-likelihood
                                  estimation for the truncated Pareto
                                  distribution . . . . . . . . . . . . . . 792--799
           Artur J. Lemonte and   
              Gauss M. Cordeiro   An extended Lomax distribution . . . . . 800--816
          Gauss M. Cordeiro and   
           Giovana O. Silva and   
             Edwin M. M. Ortega   The beta-Weibull geometric distribution  817--834
              Sadegh Rezaei and   
         Saralees Nadarajah and   
              Nahid Tahghighnia   A new three-parameter lifetime
                                  distribution . . . . . . . . . . . . . . 835--860
                Naiju M. Thomas   Distribution of products of
                                  independently distributed pathway random
                                  variables  . . . . . . . . . . . . . . . 861--875
               V. Nekoukhou and   
            M. H. Alamatsaz and   
                      H. Bidram   Discrete generalized exponential
                                  distribution of a second type  . . . . . 876--887
          Gauss M. Cordeiro and   
          Fredy Castellares and   
      Lourdes C. Montenegro and   
         Mário de Castro   The beta generalized gamma distribution  888--900

Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 5, 2013

     Christopher S. Withers and   
             Saralees Nadarajah   Testing if a mixture is from a given
                                  location-scale family  . . . . . . . . . 901--916
           Ahad Jamalizadeh and   
                  Debasis Kundu   Weighted Marshall--Olkin bivariate
                                  exponential distribution . . . . . . . . 917--928
                Jimmy Reyes and   
Héctor W. Gómez and   
               Heleno Bolfarine   Modified slash distribution  . . . . . . 929--941
             Wen-Jang Huang and   
               Nan-Cheng Su and   
                 Arjun K. Gupta   A study of generalized skew-normal
                                  distribution . . . . . . . . . . . . . . 942--953
                Andrius Ciginas   Second-order approximations of finite
                                  population $L$-statistics  . . . . . . . 954--965
                   Michal Pesta   Total least squares and bootstrapping
                                  with applications in calibration . . . . 966--991
                   Hong Qin and   
       Kashinath Chatterjee and   
                       Zujun Ou   A lower bound for the centred $ L_2
                                  $-discrepancy on combined designs under
                                  the asymmetric factorials  . . . . . . . 992--1002
             M. L. Aggarwal and   
               Poonam Singh and   
              Vandana Sarin and   
                  Bushra Husain   Optimal orthogonal block designs for
                                  four-mixture components in two blocks
                                  based on $F$-squares for Becker's models
                                  and $K$-model  . . . . . . . . . . . . . 1003--1021
                   Mike Jacroux   Optimal blocked main effects plans . . . 1022--1029
         Biswabrata Pradhan and   
               Anup Dewanji and   
                   Alok Goswami   Nonparametric estimation of quality
                                  adjusted lifetime distribution in a
                                  simple illness-death model . . . . . . . 1030--1046
             Salim Bouzebda and   
                     Tarek Zari   Strong approximation of empirical copula
                                  processes by Gaussian processes  . . . . 1047--1063
                 Piotr Jaworski   Invariant dependence structure under
                                  univariate truncation: the
                                  high-dimensional case  . . . . . . . . . 1064--1074
          Mahdi Doostparast and   
     Narayanaswamy Balakrishnan   Pareto analysis based on records . . . . 1075--1089
                Saima Altaf and   
             Muhammad Aslam and   
                 Muhammad Aslam   Bayesian analysis of the amended
                                  Davidson model for paired comparison
                                  using noninformative and informative
                                  priors . . . . . . . . . . . . . . . . . 1090--1103
                   Min Wang and   
                   Xiaoqian Sun   Bayes factor consistency for unbalanced
                                  ANOVA models . . . . . . . . . . . . . . 1104--1115
     Subhadip Bandyopadhyay and   
          Shibdas Bandyopadhyay   Sampling strategy for optimal
                                  classification into one of two
                                  correlated normal populations  . . . . . 1116--1127
               Rongfang Yan and   
                 Gaofeng Da and   
                      Peng Zhao   Further results for parallel systems
                                  with two heterogeneous exponential
                                  components . . . . . . . . . . . . . . . 1128--1140

Statistics: a Journal of Theoretical and Applied Statistics
Volume 47, Number 6, 2013

            Nian-Sheng Tang and   
                   Pu-Ying Zhao   Empirical likelihood-based inference in
                                  nonlinear regression models with missing
                                  responses at random  . . . . . . . . . . 1141--1159
              Kristi Kuljus and   
               Silvelyn Zwanzig   Asymptotic properties of a rank estimate
                                  in linear regression with symmetric
                                  non-identically distributed errors . . . 1160--1183
     Gustavo H. M. A. Rocha and   
        Rosangela H. Loschi and   
     Reinaldo B. Arellano-Valle   Inference in flexible families of
                                  distributions with normal kernel . . . . 1184--1206
                Zhidong Bai and   
               Dandan Jiang and   
              Jian-feng Yao and   
                  Shurong Zheng   Testing linear hypotheses in
                                  high-dimensional regressions . . . . . . 1207--1223
     Mattheüs T. Loots and   
      Andriëtte Bekker and   
            Mohammad Arashi and   
             Jacobus J. J. Roux   On the real representation of quaternion
                                  random variables . . . . . . . . . . . . 1224--1240
Fernando López Blázquez and   
Antonia Castaño Martínez and   
Begoña Salamanca Miño   Random translation of discrete order
                                  statistics . . . . . . . . . . . . . . . 1241--1248
               Artur J. Lemonte   Nonnull asymptotic distributions of the
                                  LR, Wald, score and gradient statistics
                                  in generalized linear models with
                                  dispersion covariates  . . . . . . . . . 1249--1265
                  M. Arashi and   
         A. K. Md. E. Saleh and   
            S. M. M. Tabatabaey   Regression model with elliptically
                                  contoured errors . . . . . . . . . . . . 1266--1284
        Uttam Bandyopadhyay and   
                      Saurav De   Multi-treatment covariate-adjusted
                                  adaptive design under informative
                                  censoring  . . . . . . . . . . . . . . . 1285--1304
          William Volterman and   
        Katherine F. Davies and   
                N. Balakrishnan   Two-sample Pitman closeness comparison
                                  under progressive Type-II censoring  . . 1305--1320
       Wagner Barreto-Souza and   
               Artur J. Lemonte   Bivariate Kumaraswamy distribution:
                                  properties and a new method to generate
                                  bivariate classes  . . . . . . . . . . . 1321--1342
     Christopher S. Withers and   
             Saralees Nadarajah   Expressions for the distribution and
                                  percentiles of the sums and products of
                                  chi-squares  . . . . . . . . . . . . . . 1343--1362
     Tibor K. Pogány and   
             Saralees Nadarajah   On the convolution of normal and $t$
                                  random variables . . . . . . . . . . . . 1363--1369
          C. Satheesh Kumar and   
                  M. R. Anusree   A generalized two-piece skew normal
                                  distribution and some of its properties  1370--1380


Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 1, 2014

              Zhanshou Chen and   
                     Zheng Tian   Ratio tests for variance change in
                                  nonparametric regression . . . . . . . . 1--16
               Sungwan Bang and   
                Myoungshic Jhun   Adaptive sup-norm regularized
                                  simultaneous multiple quantiles
                                  regression . . . . . . . . . . . . . . . 17--33
               D. M. Sakate and   
                   D. N. Kashid   A deviance-based criterion for model
                                  selection in GLM . . . . . . . . . . . . 34--48
               Lingmin Zeng and   
                        Jun Xie   Group variable selection via SCAD-$ L_2
                                  $  . . . . . . . . . . . . . . . . . . . 49--66
              Shangli Zhang and   
                Lichun Wang and   
                      Heng Lian   Estimation by polynomial splines with
                                  variable selection in additive Cox
                                  models . . . . . . . . . . . . . . . . . 67--80
                  Jianbo Li and   
                 Minggao Gu and   
               Riquan Zhang and   
                      Heng Lian   Variable selection for general
                                  transformation models with ranking data  81--100
            Myoung Jin Jang and   
                  Dong Wan Shin   Tests for random time effects and
                                  spatial error correlation in panel
                                  regression models  . . . . . . . . . . . 101--120
                  Daniil Ryabko   Uniform hypothesis testing for
                                  finite-valued stationary processes . . . 121--128
                  Arup Bose and   
            Sreela Gangopadhyay   Pfeifer records process  . . . . . . . . 129--141
                Tim Fischer and   
                      Udo Kamps   Structure-preserving mappings of uniform
                                  order statistics . . . . . . . . . . . . 142--158
     Christopher S. Withers and   
             Saralees Nadarajah   A class of integral operators generated
                                  by random variables  . . . . . . . . . . 159--166
          Francisco Louzada and   
               Vitor Marchi and   
                     Mari Roman   The exponentiated exponential-geometric
                                  distribution: a distribution with
                                  decreasing, increasing and unimodal
                                  failure rate . . . . . . . . . . . . . . 167--181
          Gauss M. Cordeiro and   
               Artur J. Lemonte   The McDonald arcsine distribution: a new
                                  model to proportional data . . . . . . . 182--199
          Hassan S. Bakouch and   
         M. Aghababaei Jazi and   
             Saralees Nadarajah   A new discrete distribution  . . . . . . 200--240

Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 2, 2014

             P. G. Sankaran and   
                  Debasis Kundu   A bivariate Pareto model . . . . . . . . 241--255
          Gauss M. Cordeiro and   
     Elizabeth M. Hashimoto and   
             Edwin M. M. Ortega   The McDonald Weibull model . . . . . . . 256--278
               R. J. Cintra and   
           L. C. Rêgo and   
             G. M. Cordeiro and   
            A. D. C. Nascimento   Beta generalized normal distribution
                                  with an application for SAR image
                                  processing . . . . . . . . . . . . . . . 279--294
     Guadalupe Gómez and   
                  Carles Serrat   Correcting the bias due to dependent
                                  censoring of the survival estimator by
                                  conditioning . . . . . . . . . . . . . . 295--314
                 Pao-sheng Shen   Nonparametric estimation with
                                  left-truncated and right-censored data
                                  when the sample size before truncation
                                  is known . . . . . . . . . . . . . . . . 315--326
                  Hsiuying Wang   Confidence intervals for a bounded mean
                                  in exponential families  . . . . . . . . 327--343
                Xu-Qing Liu and   
                   Feng Gao and   
                    Xun-Qing Wu   New shrinkage-type estimators in a
                                  linear regression model when
                                  multicollinearity is severe  . . . . . . 344--358
              Mingxiang Cao and   
               Xingzhong Xu and   
                    Daojiang He   Linearly admissible estimators of
                                  stochastic regression coefficient under
                                  balanced loss function . . . . . . . . . 359--366
M. D. Jiménez-Gamero and   
   V. Alba-Fernández and   
       I. Barranco-Chamorro and   
  J. Muñoz-García   Two classes of divergence statistics for
                                  testing uniform association  . . . . . . 367--387
                   Qingguo Tang   Robust estimation for functional
                                  coefficient regression models with
                                  spatial data . . . . . . . . . . . . . . 388--404
              Ananya Lahiri and   
              Debasis Kundu and   
                     Amit Mitra   On least absolute deviation estimators
                                  for one-dimensional chirp model  . . . . 405--420
                  B. Khatib and   
               Jafar Ahmadi and   
                    M. Razmkhah   Reconstruction of the past lower record
                                  values in a proportional reversed hazard
                                  rate model . . . . . . . . . . . . . . . 421--435
            N. Balakrishnan and   
               H. R. Chareh and   
               Ahad Jamalizadeh   Regression via order statistics and
                                  their concomitants . . . . . . . . . . . 436--446
                  Peng Zhao and   
                N. Balakrishnan   On the right spread ordering of parallel
                                  systems with two heterogeneous
                                  components . . . . . . . . . . . . . . . 447--455
José A. Díaz-García and   
       Francisco J. Caro-Lopera   Statistical theory of shape under
                                  elliptical models via QR decomposition   456--472

Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 3, 2014

                      Kh. Fazli   Asymptotic deficiency of score test for
                                  inhomogeneous Poisson processes  . . . . 473--486
                S. Y. Hwang and   
               I. V. Basawa and   
                 M. S. Choi and   
                      S. D. Lee   Non-ergodic martingale estimating
                                  functions and related asymptotics  . . . 487--507
               Anna Dembi\'nska   Asymptotic normality of numbers of
                                  observations in random regions
                                  determined by order statistics . . . . . 508--523
       Dharini Pathmanathan and   
             Rahul Mukerjee and   
                      S. H. Ong   Two-sided Bayesian and frequentist
                                  tolerance intervals: general asymptotic
                                  results with applications  . . . . . . . 524--538
                  Piotr Sielski   On a new type of sufficiency in
                                  undominated models . . . . . . . . . . . 539--551
         Mohammad Jafari Jozani   A note on Pitman's measure of closeness
                                  with balanced loss function  . . . . . . 552--557
Antonia Castaño-Martínez and   
Fernando López-Blázquez and   
Begoña Salamanca-Miño   Random shifts and scalings of
                                  $m$-generalized order statistics . . . . 558--574
              G. Iliopoulos and   
       S. M. T. K. MirMostafaee   Exact prediction intervals for order
                                  statistics from the Laplace distribution
                                  based on the maximum-likelihood
                                  estimators . . . . . . . . . . . . . . . 575--592
              Agnieszka Goroncy   Bounds on expected generalized order
                                  statistics . . . . . . . . . . . . . . . 593--608
         Yuri V. Borovskikh and   
                    N. C. Weber   Non-Gaussian limit distributions for
                                  $U$-statistics based on trimmed and
                                  Winsorized samples . . . . . . . . . . . 609--632
                  M. Akbari and   
                    M. Fashandi   On characterization results based on the
                                  number of observations near the
                                  $k$-records  . . . . . . . . . . . . . . 633--640
               Konrad Nosek and   
              Zbigniew Szkutnik   Change-point detection in a
                                  shape-restricted regression model  . . . 641--656
      João Lita da Silva   On sufficient conditions for the strong
                                  consistency of least-squares estimates   657--667
              Xing-Cai Zhou and   
                   Jin-Guan Lin   Empirical likelihood inference in
                                  mixture of semiparametric
                                  varying-coefficient models for
                                  longitudinal data with non-ignorable
                                  dropout  . . . . . . . . . . . . . . . . 668--684
                Gi-Sung Lee and   
                  Daiho Uhm and   
                   Jong-Min Kim   Estimation of a rare sensitive attribute
                                  in probability proportional to size
                                  measures using Poisson distribution  . . 685--709
                      Anonymous   Erratum  . . . . . . . . . . . . . . . . 710--710

Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 4, 2014

                 Eero Liski and   
           Klaus Nordhausen and   
                      Hannu Oja   Supervised invariant coordinate
                                  selection  . . . . . . . . . . . . . . . 711--731
             Yuri Goegebeur and   
            Armelle Guillou and   
               Antoine Schorgen   Nonparametric regression estimation of
                                  conditional tails: the random covariate
                                  case . . . . . . . . . . . . . . . . . . 732--755
                Sangun Park and   
                    Minsuk Shin   Kullback--Leibler information of a
                                  censored variable and its applications   756--765
                    Yu Miao and   
                   Yanling Wang   Moderate deviation principle for
                                  maximum-likelihood estimator . . . . . . 766--777
                   Tian Xia and   
               Xue-Ren Wang and   
                  Xue-Jun Jiang   Asymptotic properties of maximum
                                  quasi-likelihood estimator in
                                  quasi-likelihood nonlinear models with
                                  misspecified variance function . . . . . 778--786
         Jean-Marc Aza\"\is and   
       Céline Delmas and   
            Charles-Elie Rabier   Likelihood ratio test process for
                                  quantitative trait locus detection . . . 787--801
            Bilgehan Güven   Testing for random effect in the
                                  Fuller--Battese model  . . . . . . . . . 802--814
        Stelios D. Georgiou and   
           Stella Stylianou and   
               Manohar Aggarwal   Efficient three-level screening designs
                                  using weighing matrices  . . . . . . . . 815--833
                Xuejun Wang and   
                   Xin Deng and   
                 Lulu Zheng and   
                       Shuhe Hu   Complete convergence for arrays of
                                  rowwise negatively
                                  superadditive-dependent random variables
                                  and its applications . . . . . . . . . . 834--850
                S. Izadkhah and   
     A. H. Rezaei Roknabadi and   
    G. R. Mohtashami Borzadaran   Aspects of the mean residual life order
                                  for weighted distributions . . . . . . . 851--861
              Salman Babayi and   
            Esmaile Khorram and   
                  Farzad Tondro   Inference of $ R = P[X < Y] $ for
                                  generalized logistic distribution  . . . 862--871
         Saralees Nadarajah and   
              Vahid Nassiri and   
              Adel Mohammadpour   Truncated-exponential skew-symmetric
                                  distributions  . . . . . . . . . . . . . 872--895
Guillermo Martínez-Flórez and   
           Heleno Bolfarine and   
  Héctor W. Gómez   An alpha-power extension for the
                                  Birnbaum--Saunders distribution  . . . . 896--912
              Morteza Amini and   
   S. M. T. K. MirMostafaee and   
                      J. Ahmadi   Log-gamma-generated families of
                                  distributions  . . . . . . . . . . . . . 913--932
               Li-Shya Chen and   
            I- Shiang Tzeng and   
                  Chien-Tai Lin   Bivariate generalized gamma
                                  distributions of Kibble's type . . . . . 933--949

Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 5, 2014

              Henryk Zähle   Marcinkiewicz--Zygmund and ordinary
                                  strong laws for empirical distribution
                                  functions and plug-in estimators . . . . 951--964
                  Qing-Pei Zang   A general result in almost sure central
                                  limit theory for random fields . . . . . 965--970
            Barry C. Arnold and   
Héctor W. Gómez and   
       Juan F. Olivares-Pacheco   Multiple constraint and truncated skew
                                  models . . . . . . . . . . . . . . . . . 971--982
  José R. Berrendero and   
      Alejandro Cholaquidis and   
             Antonio Cuevas and   
                Ricardo Fraiman   A geometrically motivated parametric
                                  model in manifold estimation . . . . . . 983--1004
              H. M. Barakat and   
                     E. M. Nigm   Asymptotic distributions of order
                                  statistics and record values arising
                                  from the class of beta-generated
                                  distributions  . . . . . . . . . . . . . 1005--1012
            N. Balakrishnan and   
                    Xiaojun Zhu   On the existence and uniqueness of the
                                  maximum likelihood estimates of the
                                  parameters of Birnbaum--Saunders
                                  distribution based on Type-I, Type-II
                                  and hybrid censored samples  . . . . . . 1013--1032
             Chun-Zheng Cao and   
               Jin-Guan Lin and   
                  Jian-Qing Shi   Diagnostics on nonlinear model with
                                  scale mixtures of skew-normal and
                                  first-order autoregressive errors  . . . 1033--1047
                  Jun Zhang and   
             Xiaoguang Wang and   
                     Yao Yu and   
                      Yujie Gai   Estimation and variable selection in
                                  partial linear single index models with
                                  error-prone linear covariates  . . . . . 1048--1070
                M. C. Pardo and   
                      R. Alonso   A more general methodology for fitting
                                  global cross-ratio models for discrete
                                  longitudinal responses . . . . . . . . . 1071--1091
     Christopher S. Withers and   
             Saralees Nadarajah   Accurate inference for scale and
                                  location families  . . . . . . . . . . . 1092--1105
           Andrzej S. Kozek and   
                   Brian Jersky   Does sequential augmenting of simple
                                  linear heteroscedastic regression reduce
                                  variances of ordinary least-squares
                                  estimators?  . . . . . . . . . . . . . . 1106--1121
        Antar Bandyopadhyay and   
               Sanjay Chaudhuri   Variance estimation for tree-order
                                  restricted models  . . . . . . . . . . . 1122--1137
      Shrijita Bhattacharya and   
         Biswabrata Pradhan and   
                  Debasis Kundu   Analysis of hybrid censored competing
                                  risks data . . . . . . . . . . . . . . . 1138--1154
          Enkelejd Hashorva and   
                   Zhichao Weng   Tail asymptotic of Weibull-type risks    1155--1165
              Himadri Ghosh and   
                  Prajneshu and   
               Sandipan Samanta   Fitting of self-exciting threshold
                                  autoregressive moving average nonlinear
                                  time-series model through genetic
                                  algorithm and development of
                                  out-of-sample forecasts  . . . . . . . . 1166--1184
                  A. Saboor and   
                   S. Nadarajah   Corrigendum to `Some gamma
                                  distributions' by Saralees Nadarajah . . 1185--1185

Statistics: a Journal of Theoretical and Applied Statistics
Volume 48, Number 6, 2014

              Claudia Kirch and   
      Joseph Tadjuidje Kamgaing   A uniform central limit theorem for
                                  neural network-based autoregressive
                                  processes with applications to
                                  change-point analysis  . . . . . . . . . 1187--1201
                Vassili Blandin   Asymptotic results for random
                                  coefficient bifurcating autoregressive
                                  processes  . . . . . . . . . . . . . . . 1202--1232
              Joakim Westerlund   On the asymptotic distribution of the
                                  Dickey Fuller--GLS test statistic  . . . 1233--1253
               Holger Dette and   
                 Joachim Kunert   Optimal designs for the
                                  Michaelis--Menten model with correlated
                                  observations . . . . . . . . . . . . . . 1254--1267
       Heiko Großmann and   
      Ulrike Graßhoff and   
                 Rainer Schwabe   A catalogue of designs for partial
                                  profiles in paired comparison
                                  experiments with three groups of factors 1268--1281
                   N. Henze and   
           Z. Hlávka and   
                S. G. Meintanis   Testing for spherical symmetry via the
                                  empirical characteristic function  . . . 1282--1296
              Stefan Bedbur and   
               Eric Beutner and   
                      Udo Kamps   Multivariate testing and model-checking
                                  for generalized order statistics with
                                  applications . . . . . . . . . . . . . . 1297--1310
                Weihua Zhao and   
               Riquan Zhang and   
                  Jicai Liu and   
            Zhensheng Huang and   
                      Yazhao Lv   Generalized varying-coefficient
                                  single-index model . . . . . . . . . . . 1311--1323
                  M. Arashi and   
            Anis Iranmanesh and   
              M. Norouzirad and   
   Hashem Salarzadeh Jenatabadi   Bayesian analysis in multivariate
                                  regression models with conjugate priors  1324--1334
                Haojin Zhou and   
                 Tapan K. Nayak   A note on existence and construction of
                                  invariant loss functions . . . . . . . . 1335--1343
               Benjamin Favetto   Parameter estimation by contrast
                                  minimization for noisy observations of a
                                  diffusion process  . . . . . . . . . . . 1344--1370
                    Aiting Shen   On asymptotic approximation of inverse
                                  moments for a class of nonnegative
                                  random variables . . . . . . . . . . . . 1371--1379
     Mohammad Jafari Jozani and   
            N. Balakrishnan and   
            Katherine F. Davies   Some Pitman closeness properties
                                  pertinent to symmetric populations . . . 1380--1393
     Elizabeth M. Hashimoto and   
         Edwin M. M. Ortega and   
          Gauss M. Cordeiro and   
              Vicente G. Cancho   The Poisson Birnbaum--Saunders model
                                  with long-term survivors . . . . . . . . 1394--1413
Guillermo Martínez-Flórez and   
           Heleno Bolfarine and   
  Héctor W. Gómez   Skew-normal alpha-power model  . . . . . 1414--1428


Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 1, 2015

                      Anonymous   Erratum  . . . . . . . . . . . . . . . . i--i
             Ehsan Azmoodeh and   
      José Igor Morlanes   Drift parameter estimation for
                                  fractional Ornstein--Uhlenbeck process
                                  of the second kind . . . . . . . . . . . 1--18
            Charles-Elie Rabier   On stochastic processes for quantitative
                                  trait locus mapping under selective
                                  genotyping . . . . . . . . . . . . . . . 19--34
              Y. Kozachenko and   
                A. Melnikov and   
                     Y. Mishura   On drift parameter estimation in models
                                  with fractional Brownian motion  . . . . 35--62
                Reiichiro Kawai   On the likelihood function of small time
                                  variance Gamma Lévy processes . . . . . . 63--83
            Hidekazu Tanaka and   
                Nabendu Pal and   
                    Wooi K. Lim   On improved estimation of a gamma shape
                                  parameter  . . . . . . . . . . . . . . . 84--97
                  Qing-Pei Zang   A general result of the almost sure
                                  central limit theorem of uniform
                                  empirical process  . . . . . . . . . . . 98--103
                    Yu Miao and   
               Yanling Wang and   
                 Haojiang Zheng   Consistency of LS estimators in the EV
                                  regression model with martingale
                                  difference errors  . . . . . . . . . . . 104--118
                  Shaochen Wang   MDP for estimators in EV regression
                                  models with $ \alpha $-mixing errors . . 119--127
                  Stefan Fremdt   Page's sequential procedure for
                                  change-point detection in time series
                                  regression . . . . . . . . . . . . . . . 128--155
               A. V. Ivanov and   
             N. N. Leonenko and   
          M. D. Ruiz-Medina and   
              B. M. Zhurakovsky   Estimation of harmonic component in
                                  regression with cyclically dependent
                                  errors . . . . . . . . . . . . . . . . . 156--186
                Hailin Sang and   
                        Yan Sun   Simultaneous sparse model selection and
                                  coefficient estimation for heavy-tailed
                                  autoregressive processes . . . . . . . . 187--208
                  Dong Wan Shin   Stationary bootstrapping for panel
                                  cointegration tests under
                                  cross-sectional dependence . . . . . . . 209--223
            N. Balakrishnan and   
                   R. Gouet and   
         F. J. López and   
                        G. Sanz   Sequential precedence tests  . . . . . . 224--238

Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 2, 2015

                    S. Huet and   
                        E. Kuhn   Goodness-of-fit test for Gaussian
                                  regression with block correlated errors  239--266
             Dang Duc Trong and   
               To Duc Khanh and   
            Nguyen Huy Tuan and   
               Nguyen Dang Minh   Nonparametric regression in a
                                  statistical modified Helmholtz equation
                                  using the Fourier spectral
                                  regularization . . . . . . . . . . . . . 267--290
              Hee-Young Kim and   
        Christian H. Weiß   Goodness-of-fit tests for binomial $
                                  {\rm AR}(1) $ processes  . . . . . . . . 291--315
Sárka Hudecová and   
       Marie Husková and   
             Simos G. Meintanis   Tests for time series of counts based on
                                  the probability-generating function  . . 316--337
          Enkelejd Hashorva and   
                  Zhongquan Tan   Piterbarg's max-discretization theorem
                                  for stationary vector Gaussian processes
                                  observed on different grids  . . . . . . 338--360
            Olivier Bouaziz and   
     Ségolen Geffray and   
                  Olivier Lopez   Semiparametric inference for the
                                  recurrent events process by means of a
                                  single-index model . . . . . . . . . . . 361--385
                 Tomasz Rychlik   Maximal dispersion of order statistics
                                  in dependent samples . . . . . . . . . . 386--395
                Xuejun Wang and   
                 Lulu Zheng and   
                    Chen Xu and   
                       Shuhe Hu   Complete consistency for the estimator
                                  of nonparametric regression models based
                                  on extended negatively dependent errors  396--407
               Xiaoqian Liu and   
                     Jianhua Hu   Estimation of patterned covariance in
                                  the multivariate linear models: an outer
                                  product least-squares approach . . . . . 408--426
          Thorsten Dickhaus and   
                   Thomas Royen   A survey on multivariate chi-square
                                  distributions and their applications in
                                  testing multiple hypotheses  . . . . . . 427--454
     Gopaldeb Chattopadhyay and   
          Indranil Mukhopadhyay   On a class of partially sequential
                                  two-sample test procedures for
                                  multivariate continuous data . . . . . . 455--473

Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 3, 2015

            Pierre Duchesne and   
               Christian Francq   Multivariate hypothesis testing using
                                  generalized and 2-inverses --- with
                                  applications . . . . . . . . . . . . . . 475--496
             Brahim Brahimi and   
              Fateh Chebana and   
               Abdelhakim Necir   Copula representation of bivariate
                                  $L$-moments: a new estimation method for
                                  multiparameter two-dimensional copula
                                  models . . . . . . . . . . . . . . . . . 497--521
           Arnab Kumar Laha and   
                   Mahesh K. C.   Robustness of tests for directional mean 522--536
                  Qing-pei Zang   Exact rates in complete moment
                                  convergence of self-normalized sums for
                                  multidimensionally indexed random
                                  variables  . . . . . . . . . . . . . . . 537--548
             Chia-Chen Yang and   
               Leng-Cheng Hwang   Optimal, nearly optimal and robust
                                  procedures for the exponential
                                  distribution with relative linear
                                  exponential loss . . . . . . . . . . . . 549--563
              Chia-Hao Chan and   
                 Huimei Liu and   
                    Mei-Mei Zen   More powerful tests for the sign testing
                                  problem about gamma scale parameters . . 564--577
             Wen-Jang Huang and   
                   Nan-Cheng Su   Characterizations based on regression
                                  assumptions of order statistics  . . . . 578--587
                     Xu Guo and   
                Cuizhen Niu and   
                Yiping Yang and   
                      Wangli Xu   Empirical likelihood for single index
                                  model with missing covariates at random  588--601
                 Pao-sheng Shen   Full likelihood inference in the Cox
                                  model with LTRC data when covariates are
                                  discrete . . . . . . . . . . . . . . . . 602--613
            Konrad Furma\'nczyk   On some stepdown procedures with
                                  application to consistent variable
                                  selection in linear regression . . . . . 614--628
            Hooshang Talebi and   
              Nabaz Esmailzadeh   Comparing search and estimation
                                  performances of designs based on a
                                  compound criterion . . . . . . . . . . . 629--637
        Yogendra P. Chaubey and   
        Christophe Chesneau and   
                  Hassan Doosti   Adaptive wavelet estimation of a density
                                  from mixtures under multiplicative
                                  censoring  . . . . . . . . . . . . . . . 638--659
              Bernard Bercu and   
       Thi Mong Ngoc Nguyen and   
                 Jerome Saracco   On the asymptotic behaviour of the
                                  recursive Nadaraya--Watson estimator
                                  associated with the recursive sliced
                                  inverse regression method  . . . . . . . 660--679
F. Palacios-González and   
R. M. García-Fernández   A flexible family of density functions   680--704
                  Rasul A. Khan   A remark on estimating the mean of a
                                  normal distribution with known
                                  coefficient of variation . . . . . . . . 705--710

Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 4, 2015

                Jingjing Wu and   
           Rohana J. Karunamuni   Profile Hellinger distance estimation    711--740
      Viktoria Öllerer and   
           Christophe Croux and   
                 Andreas Alfons   The influence function of penalized
                                  regression estimators  . . . . . . . . . 741--765
          Agnieszka Kulawik and   
                  Stefan Zontek   Robust estimation in the multivariate
                                  normal model with variance components    766--780
             Hidetoshi Murakami   The power of the modified Wilcoxon
                                  rank-sum test for the one-sided
                                  alternative  . . . . . . . . . . . . . . 781--794
              Ronnie Pingel and   
             Ingeborg Waernbaum   Effects of correlated covariates on the
                                  asymptotic efficiency of matching and
                                  inverse probability weighting estimators
                                  for causal inference . . . . . . . . . . 795--814
           Ghobad Barmalzan and   
             Abedin Haidari and   
    Amir T. Payandeh Najafabadi   Stochastic comparisons of sample
                                  spacings in single- and multiple-outlier
                                  exponential models . . . . . . . . . . . 815--830
              Nuria Torrado and   
                  Rosa E. Lillo   Likelihood ratio comparisons among
                                  spacings related to both one or two
                                  samples  . . . . . . . . . . . . . . . . 831--841
            Barry C. Arnold and   
Héctor W. Gómez and   
                Hugo S. Salinas   A doubly skewed normal distribution  . . 842--858
        Subrata Chakraborty and   
      Partha Jyoti Hazarika and   
                  M. Masoom Ali   A multimodal skewed extension of normal
                                  distribution: its properties and
                                  applications . . . . . . . . . . . . . . 859--877
               Hea-Jung Kim and   
                Hyoung-Moon Kim   A class of rectangle-screened
                                  multivariate normal distributions and
                                  its applications . . . . . . . . . . . . 878--899
                  Debasis Kundu   Bivariate log Birnbaum--Saunders
                                  distribution . . . . . . . . . . . . . . 900--917
         Tibor K. Pogány   The exponentiated exponential Poisson
                                  distribution revisited . . . . . . . . . 918--929
          Francisco Louzada and   
          Vicente G. Cancho and   
                       Bao Yiqi   The log-Weibull-negative-binomial
                                  regression model under latent failure
                                  causes and presence of randomized
                                  activation schemes . . . . . . . . . . . 930--949

Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 5, 2015

            N. Balakrishnan and   
           N. Martín and   
                       L. Pardo   Empirical phi-divergence test statistics
                                  for testing simple and composite null
                                  hypotheses . . . . . . . . . . . . . . . 951--977
                     Li Yan and   
                       Xia Chen   Empirical likelihood for generalized
                                  linear models with fixed and adaptive
                                  designs  . . . . . . . . . . . . . . . . 978--988
           S. Gallón and   
                  F. Gamboa and   
                   J. M. Loubes   Functional calibration estimation by the
                                  maximum entropy on the mean principle    989--1004
              Leyla Azarang and   
Jacobo de Uña-Álvarez and   
                 Winfried Stute   The Jackknife estimate of covariance of
                                  two Kaplan--Meier integrals with
                                  covariables  . . . . . . . . . . . . . . 1005--1025
          Marko Obradovi\'c and   
          Milan Jovanovi\'c and   
             Bojana Milosevi\'c   Goodness-of-fit tests for Pareto
                                  distribution based on a characterization
                                  and their asymptotics  . . . . . . . . . 1026--1041
            Miguel A. Sordo and   
        Marilia C. de Souza and   
  Alfonso Suárez-Llorens   A new variability order based on
                                  tail-heaviness . . . . . . . . . . . . . 1042--1061
        Steven B. Gillispie and   
           Christopher G. Green   Approximating the
                                  Conway--Maxwell--Poisson distribution
                                  normalization constant . . . . . . . . . 1062--1073
         Monique B. Massuia and   
Celso Rômulo Barbosa Cabral and   
           Larissa A. Matos and   
        Víctor H. Lachos   Influence diagnostics for Student-$t$
                                  censored linear regression models  . . . 1074--1094
              In Hong Chang and   
                 Rahul Mukerjee   Predictive sets with approximate
                                  frequentist and Bayesian validity for
                                  arbitrary priors . . . . . . . . . . . . 1095--1103
                A. Benavoli and   
                    M. Zaffalon   Prior near ignorance for inferences in
                                  the $k$-parameter exponential family . . 1104--1140
                    Ji Hwan Cha   Variables acceptance reliability
                                  sampling plan for repairable items . . . 1141--1156
        C. Rodríguez and   
                   I. Ortiz and   
             I. Martínez   Locally and maximin optimal designs for
                                  multi-factor nonlinear models  . . . . . 1157--1168
      Gaëtan M. Kabera and   
            Linda M. Haines and   
               Principal Ndlovu   The analytic construction of $D$-optimal
                                  designs for the two-variable binary
                                  logistic regression model without
                                  interaction  . . . . . . . . . . . . . . 1169--1186

Statistics: a Journal of Theoretical and Applied Statistics
Volume 49, Number 6, 2015

           Johannes Gladitz and   
           Michael Nussbaum and   
               Zwanzig Silvelyn   Obituary for Helga Bunke (13 July
                                  1938--4 May 2014)  . . . . . . . . . . . 1187--1188
             Seongyoung Kim and   
                   Yousung Park   Power-linear models for incomplete
                                  contingency tables with nonignorable
                                  non-responses  . . . . . . . . . . . . . 1189--1203
    Luis Ernesto B. Salasar and   
José Galvão Leite and   
              Francisco Louzada   On the integrated maximum likelihood
                                  estimators for a closed population
                                  capture-recapture model with unequal
                                  capture probabilities  . . . . . . . . . 1204--1220
           Danijel Grahovac and   
                  Mofei Jia and   
           Nikolai Leonenko and   
                Emanuele Taufer   Asymptotic properties of the partition
                                  function and applications in tail index
                                  inference of heavy-tailed data . . . . . 1221--1242
               Markus Pauly and   
          David Ellenberger and   
                  Edgar Brunner   Analysis of high-dimensional one group
                                  repeated measures designs  . . . . . . . 1243--1261
                   Tang Qingguo   Estimation for semi-functional linear
                                  regression . . . . . . . . . . . . . . . 1262--1278
               Maik Döring   Asymmetric cusp estimation in regression
                                  models . . . . . . . . . . . . . . . . . 1279--1297
                  E. Brunel and   
                       A. Roche   Penalized contrast estimation in
                                  functional linear models with circular
                                  data . . . . . . . . . . . . . . . . . . 1298--1321
                 G. Aneiros and   
                 F. Ferraty and   
                        P. Vieu   Variable selection in partial linear
                                  regression with functional covariate . . 1322--1347
             Yuan Ying Zhao and   
                Nian Sheng Tang   Maximum-likelihood estimation and
                                  influence analysis in multivariate
                                  skew-normal reproductive dispersion
                                  mixed models for longitudinal data . . . 1348--1365
             Marius Schmidt and   
                 Rainer Schwabe   Optimal cutpoints for random
                                  observations . . . . . . . . . . . . . . 1366--1381
                Mariusz Bieniek   Optimal bounds on the bias of
                                  quasimidranges . . . . . . . . . . . . . 1382--1399
         Apostolos Batsidis and   
               Artur J. Lemonte   On the Harris extended family of
                                  distributions  . . . . . . . . . . . . . 1400--1421
                      Anonymous   Corrigendum  . . . . . . . . . . . . . . 1422--1422
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 1, 2016

                    A. Basu and   
                  A. Mandal and   
                  N. Martin and   
                       L. Pardo   Generalized Wald-type tests based on
                                  minimum density power divergence
                                  estimators . . . . . . . . . . . . . . . 1--26
               Y. Marhuenda and   
                 D. Morales and   
                    M. C. Pardo   Tests for the variance parameter in the
                                  Fay--Herriot model . . . . . . . . . . . 27--42
                Yiping Yang and   
                 Gaorong Li and   
                      Heng Lian   Nonconcave penalized estimation for
                                  partially linear models with
                                  longitudinal data  . . . . . . . . . . . 43--59
               Hongxia Wang and   
                Jinguan Lin and   
                     Jinde Wang   Nonparametric spatial regression with
                                  spatial autoregressive error structure   60--75
             Tamae Kawasaki and   
                    Takashi Seo   Bias correction for $ T^2 $ type
                                  statistic with two-step monotone missing
                                  data . . . . . . . . . . . . . . . . . . 76--88
               Tianqing Liu and   
                   Xiaohui Yuan   Weighted quantile regression with
                                  missing covariates using empirical
                                  likelihood . . . . . . . . . . . . . . . 89--113
                Siyang Wang and   
                     Tao Hu and   
               Liming Xiang and   
                   Hengjian Cui   Generalized M-estimation for the
                                  accelerated failure time model . . . . . 114--138
               Hamid Bidram and   
             Saralees Nadarajah   A new lifetime model with decreasing,
                                  increasing, bathtub-shaped, and
                                  upside-down bathtub-shaped hazard rate
                                  function . . . . . . . . . . . . . . . . 139--156
       Marina M. de Queiroz and   
        Rosangela H. Loschi and   
              Roger W. C. Silva   Multivariate log-skewed distributions
                                  with normal kernel and their
                                  applications . . . . . . . . . . . . . . 157--175
 Narayanaswamy Balakrishnan and   
                  Nuria Torrado   Comparisons between largest order
                                  statistics from multiple-outlier models  176--189
      Ebrahim Amini-Seresht and   
         Baha-Eldin Khaledi and   
                   Moshe Shaked   Order statistics with multivariate
                                  concomitants: stochastic comparisons . . 190--205
                  Peng Zhao and   
               Jianfei Qiao and   
                N. Balakrishnan   Likelihood ratio order of the second
                                  spacing in multiple-outlier exponential
                                  models . . . . . . . . . . . . . . . . . 206--218
                A. Zaigraev and   
                   I. Kaniovska   A note on comparison and improvement of
                                  estimators based on likelihood . . . . . 219--232

Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 2, 2016

       M. Revan Özkale and   
                   Engin Arican   A new biased estimator in logistic
                                  regression model . . . . . . . . . . . . 233--253
            Kofi P. Adragni and   
                      Mingyu Xi   Pruning a sufficient dimension reduction
                                  with a $p$-value guided
                                  hard-thresholding  . . . . . . . . . . . 254--270
                  Ping Peng and   
                      Guikai Hu   The admissible minimax estimator in
                                  Gauss--Markov model under a balanced
                                  loss function  . . . . . . . . . . . . . 271--277
               Xiaochao Xia and   
                        Hu Yang   Variable selection for partially
                                  time-varying coefficient
                                  error-in-variables models  . . . . . . . 278--297
                 Mor Ndongo and   
     Abdou Kâ Diongue and   
                 Aliou Diop and   
Simplice Dossou-Gbété   Estimation for seasonal fractional ARIMA
                                  with stable innovations via the
                                  empirical characteristic function method 298--311
           Artur J. Lemonte and   
          Gauss M. Cordeiro and   
    Germán Moreno-Arenas   A new useful three-parameter extension
                                  of the exponential distribution  . . . . 312--337
             Sobhan Shafiei and   
          Mahdi Doostparast and   
               Ahad Jamalizadeh   The alpha--beta skew normal
                                  distribution: properties and
                                  applications . . . . . . . . . . . . . . 338--349
               Hea-Jung Kim and   
               Taeryon Choi and   
                     Suyeon Lee   A hierarchical Bayesian regression model
                                  for the uncertain functional constraint
                                  using screened scale mixtures of
                                  Gaussian distributions . . . . . . . . . 350--376
                Aiting Shen and   
                   Xinghui Wang   Kaplan--Meier estimator and hazard
                                  estimator for censored negatively
                                  superadditive dependent data . . . . . . 377--388
Mátyás Barczy and   
                      Gyula Pap   Asymptotic properties of
                                  maximum-likelihood estimators for Heston
                                  models based on continuous time
                                  observations . . . . . . . . . . . . . . 389--417
                 A. Galbete and   
                J. A. Moler and   
                         F. Plo   Randomization tests in recursive
                                  response-adaptive randomization
                                  procedures . . . . . . . . . . . . . . . 418--434
                 Jihnhee Yu and   
                  Luge Yang and   
              Albert Vexler and   
                 Alan D. Hutson   A generalized empirical likelihood
                                  approach for two-group comparisons given
                                  a $U$-statistic constraint . . . . . . . 435--453
           Serge B. Provost and   
                   Hyung-Tae Ha   Distribution approximation and modelling
                                  via orthogonal polynomial sequences  . . 454--470

Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 3, 2016

                      Anonymous   Corrigendum  . . . . . . . . . . . . . . i
      Christopher Nowzohour and   
            Peter Bühlmann   Score-based causal learning in additive
                                  noise models . . . . . . . . . . . . . . 471--485
              M. Dumitrescu and   
         M. L. Gámiz and   
                     N. Limnios   Minimum divergence estimators for the
                                  Radon--Nikodym derivatives of the
                                  semi-Markov kernel . . . . . . . . . . . 486--504
   Christine H. Müller and   
           Sebastian Szugat and   
                 Nuri Celik and   
              Brenton R. Clarke   Trimmed likelihood estimators for
                                  lifetime experiments and their influence
                                  functions  . . . . . . . . . . . . . . . 505--524
               Xing-De Duan and   
                Nian-Sheng Tang   Bayesian estimation and influence
                                  diagnostics of generalized partially
                                  linear mixed-effects models for
                                  longitudinal data  . . . . . . . . . . . 525--539
               Sangyeol Lee and   
                Youngmi Lee and   
               Cathy W. S. Chen   Parameter change test for zero-inflated
                                  generalized Poisson autoregressive
                                  models . . . . . . . . . . . . . . . . . 540--557
 Esmeralda Gonçalves and   
 Nazaré Mendes-Lopes and   
                   Filipa Silva   Zero-inflated compound Poisson
                                  distributions in integer-valued GARCH
                                  models . . . . . . . . . . . . . . . . . 558--578
              Chengxiu Ling and   
                  Zhongquan Tan   On maxima of chi-processes over
                                  threshold dependent grids  . . . . . . . 579--595
               Nickos Papadatos   Maximizing the expected range from
                                  dependent observations under
                                  mean-variance information  . . . . . . . 596--629
      Félix Belzunce and   
Carolina Martínez-Riquelme and   
            Franco Pellerey and   
                 Saeed Zalzadeh   Comparison of hazard rates for dependent
                                  random variables . . . . . . . . . . . . 630--648
J. M. Fernández-Ponce and   
                F. Pellerey and   
M. R. Rodríguez-Griñolo   Some stochastic properties of
                                  conditionally dependent frailty models   649--666
               Shibin Zhang and   
                      Xuming He   Inference based on adaptive grid
                                  selection of probability transforms  . . 667--688
              M. D. Ruiz-Medina   Functional analysis of variance for
                                  Hilbert-valued multivariate fixed effect
                                  models . . . . . . . . . . . . . . . . . 689--715

Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 4, 2016

               Sanying Feng and   
                     Liugen Xue   Partially functional linear varying
                                  coefficient model  . . . . . . . . . . . 717--732
                    Feng Hu and   
              Zengjing Chen and   
                       Panyu Wu   A general strong law of large numbers
                                  for non-additive probabilities and its
                                  applications . . . . . . . . . . . . . . 733--749
                Taeyoon Kim and   
             Cheolyong Park and   
              Jeongcheol Ha and   
               Zhi-Ming Luo and   
                Sun Young Hwang   Using the dependent wild bootstrap for
                                  the nonparametric goodness-of-fit test
                                  for density functions  . . . . . . . . . 750--774
              Stefan Bedbur and   
         Norman Müller and   
                      Udo Kamps   Hypotheses testing for generalized order
                                  statistics with simple order
                                  restrictions on model parameters under
                                  the alternative  . . . . . . . . . . . . 775--790
                   Hea-Jung Kim   A class of ratio distributions of
                                  dependent folded normals and its
                                  applications . . . . . . . . . . . . . . 791--811
    Martina Benesová and   
                Bert van Es and   
                 Peter Tegelaar   Bivariate uniform deconvolution  . . . . 812--840
     Gustavo H. M. A. Rocha and   
        Rosangela H. Loschi and   
     Reinaldo B. Arellano-Valle   Bayesian mismeasurement $t$-models for
                                  censored responses . . . . . . . . . . . 841--869
   Francisco J. Caro-Lopera and   
José A. Díaz-García   Diagonalization matrix and its
                                  application in distribution theory . . . 870--880
                  F. Gamboa and   
                   A. Janon and   
                   T. Klein and   
                 A. Lagnoux and   
                      C. Prieur   Statistical inference for Sobol
                                  pick-freeze Monte Carlo method . . . . . 881--902
                   A. Okolewski   Bounds on expectations of $L$-estimates
                                  for maximally and minimally stable
                                  samples  . . . . . . . . . . . . . . . . 903--916
                 E. Perrone and   
              W. G. Müller   Optimal designs for copula models  . . . 917--929
                   Rui Fang and   
                    Chen Li and   
                      Xiaohu Li   Stochastic comparisons on sample
                                  extremes of dependent and heterogeneous
                                  observations . . . . . . . . . . . . . . 930--955

Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 5, 2016

             Piotr Kokoszka and   
                  Gabriel Young   KPSS test for functional time series . . 957
             Omid Khademnoe and   
  S. Mohammad E. Hosseini-Nasab   On asymptotic distribution of prediction
                                  in functional linear regression  . . . . 974
             Nengxiang Ling and   
                   Yang Liu and   
                  Philippe Vieu   Conditional mode estimation for
                                  functional stationary ergodic data with
                                  responses missing at random  . . . . . . 991
           V. Genon-Catalot and   
               C. Larédo   Estimation for stochastic differential
                                  equations with mixed effects . . . . . . 1014
           Candida Geerdens and   
               Paul Janssen and   
          Noël Veraverbeke   Large sample properties of nonparametric
                                  copula estimators under bivariate
                                  censoring  . . . . . . . . . . . . . . . 1036
          Solomon W. Harrar and   
                John Z. Hossler   Methods for high-dimensional
                                  multivariate and multi-group repeated
                                  measures data under non-normality  . . . 1056
            Ir\`ene Gijbels and   
                 Stanislav Nagy   On smoothness of Tukey depth contours    1075
                   Jae Keun Yoo   Sufficient dimension reduction through
                                  informative predictor subspace . . . . . 1086
              Gabriela Ciuperca   Adaptive LASSO model selection in a
                                  multiphase quantile regression . . . . . 1100
         P. Kynclová and   
               P. Filzmoser and   
                        K. Hron   Compositional biplots including external
                                  non-compositional variables  . . . . . . 1132
    Sudheesh K. Kattumannil and   
                     Isha Dewan   On generalized moment identity and its
                                  applications: a unified approach . . . . 1149
             Lucio Barabesi and   
            Giancarlo Diana and   
           Pier Francesco Perri   Linearization of inequality indices in
                                  the design-based framework . . . . . . . 1161
                     Biao Zhang   Doubly robust empirical likelihood
                                  inference in covariate-missing data
                                  problems . . . . . . . . . . . . . . . . 1173

Statistics: a Journal of Theoretical and Applied Statistics
Volume 50, Number 6, 2016

             Longxiang Fang and   
                N. Balakrishnan   Ordering results for the smallest and
                                  largest order statistics from
                                  independent heterogeneous
                                  exponential-Weibull random variables . . 1195--1205
                Mariusz Bieniek   Optimal bounds for the mean of the total
                                  time on test for distributions with
                                  decreasing generalized failure rate  . . 1206--1220
               Paul Doukhan and   
                   Gabriel Lang   Weak dependence of point processes and
                                  application to second-order statistics   1221--1235
                   Olcay Arslan   Penalized MM regression estimation with
                                  $ L_\gamma $ penalty: a robust version
                                  of bridge regression . . . . . . . . . . 1236--1260
          K. Hruzová and   
                 V. Todorov and   
                    K. Hron and   
                   P. Filzmoser   Classical and robust orthogonal
                                  regression between parts of
                                  compositional data . . . . . . . . . . . 1261--1275
               Kaifeng Zhao and   
                      Heng Lian   Variable selection in additive quantile
                                  regression using nonconcave penalty  . . 1276--1289
           Abdelouahab Bibi and   
                   Ahmed Ghezal   Minimum distance estimation of
                                  Markov-switching bilinear processes  . . 1290--1309
               Caren Hasler and   
              Yves Tillé   Balanced $k$-nearest neighbour
                                  imputation . . . . . . . . . . . . . . . 1310--1331
                     Lucy Kerns   Construction of simultaneous confidence
                                  bands for multiple logistic regression
                                  models over restricted regions . . . . . 1332--1345
     Mohammed K. Shakhatreh and   
            Abdullahi Yusuf and   
           Abdel-Razzaq Mugdadi   The beta generalized linear exponential
                                  distribution . . . . . . . . . . . . . . 1346--1362
                        Jibo Wu   A jackknifed difference-based ridge
                                  estimator in the partial linear model
                                  with correlated errors . . . . . . . . . 1363--1375
                  Peng Zhao and   
               Yiying Zhang and   
                   Jianfei Qiao   On extreme order statistics from
                                  heterogeneous Weibull variables  . . . . 1376--1386
               Sahar Nazari and   
     Mohammad Jafari Jozani and   
        Mahmood Kharrati-Kopaei   On distribution function estimation with
                                  partially rank-ordered set samples:
                                  estimating mercury level in fish using
                                  length frequency data  . . . . . . . . . 1387--1410
                   Daniel Lazar   Conditional $ \Gamma $-minimax
                                  prediction with a precautionary loss
                                  function in a marked point process model 1411--1420
         Maryam Esna-Ashari and   
                    Majid Asadi   On additive-multiplicative hazards model 1421--1433
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 1, 2017

           Jean-Marc Bardet and   
      Konstantinos Fokianos and   
             Michael H. Neumann   Editorial for the special issue in
                                  honour of Paul Doukhan . . . . . . . . . 1--2
           István Berkes   Strong approximation of the St.
                                  Petersburg game  . . . . . . . . . . . . 3--10
                P. Cattiaux and   
          J. R. León and   
       A. A. Pineda Centeno and   
                      C. Prieur   An overlook on statistical inference
                                  issues for stochastic damping
                                  Hamiltonian systems under the
                                  fluctuation--dissipation condition . . . 11--29
Stephan Clémençon and   
            Patrice Bertail and   
                 Emilie Chautru   Sampling and empirical risk minimization 30--42
                Matthieu Cornec   Concentration inequalities of the
                                  cross-validation estimator for empirical
                                  risk minimizer . . . . . . . . . . . . . 43--60
            Rainer Dahlhaus and   
             Thierry Dumont and   
           Sylvain Le Corff and   
             Jan C. Neddermeyer   Statistical inference for oscillation
                                  processes  . . . . . . . . . . . . . . . 61--83
                 H. Dehling and   
                   A. Rooch and   
                     M. Wendler   Two-sample $U$-statistic processes for
                                  long-range dependent data  . . . . . . . 84--104
                     X. Fan and   
                   I. Grama and   
                         Q. Liu   Non-uniform Berry--Esseen bounds for
                                  martingales with applications to
                                  statistical estimation . . . . . . . . . 105--122
              Ieva Grublyte and   
              Andrius Skarnulis   A generalized nonlinear model for long
                                  memory conditional heteroscedasticity    123--140
                 Weiming Li and   
                 Jiaqi Chen and   
                   Jianfeng Yao   Testing the independence of two random
                                  vectors where only one dimension is
                                  large  . . . . . . . . . . . . . . . . . 141--153
                 Xiaoyin Li and   
               Paul Doukhan and   
              Jean-Paul Feugeas   Statistical inference for DNA sequences
                                  of promoters: a non-stationary
                                  qualitative model  . . . . . . . . . . . 154--166
              Sana Louhichi and   
                Ryozo Miura and   
           Dalibor Volný   On the asymptotic normality of the
                                  $R$-estimators of the slope parameters
                                  of simple linear regression models with
                                  associated errors  . . . . . . . . . . . 167--187
      Abdallah Ben Sa\"\ida and   
               Jean-luc Prigent   On the diversity score: a copula
                                  approach . . . . . . . . . . . . . . . . 188--204
                Yahia Salhi and   
         Stéphane Loisel   Basis risk modelling: a
                                  cointegration-based approach . . . . . . 205--221
           Olivier Wintenberger   Exponential inequalities for unbounded
                                  functions of geometrically ergodic
                                  Markov chains: applications to
                                  quantitative error bounds for
                                  regenerative Metropolis algorithms . . . 222--234

Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 2, 2017

              K. Chatterjee and   
             S. D. Georgiou and   
                 C. Koukouvinos   $ A_2 $-optimal designs: the
                                  nearly-balanced case . . . . . . . . . . 235--246
         Eugenia Stoimenova and   
                N. Balakrishnan   Sidák-type tests for the two-sample
                                  problem based on precedence and
                                  exceedance statistics  . . . . . . . . . 247--264
                Manisha Pal and   
               N. K. Mandal and   
                 M. L. Aggarwal   $A$-optimal designs for optimum mixture
                                  in an additive quadratic mixture model   265--276
                 Zhuqing Yu and   
              Stephen M. S. Lee   A recentred bootstrap procedure for
                                  constructing uniformly correct
                                  confidence sets under smooth function
                                  models . . . . . . . . . . . . . . . . . 277--293
            Alice L. Morais and   
           Silvia L. P. Ferrari   A class of regression models for
                                  parallel and series systems with a
                                  random number of components  . . . . . . 294--313
                Ruibing Qin and   
                  Weiqi Liu and   
                     Zheng Tian   A strong convergence rate of estimator
                                  of variance change in linear processes
                                  and its applications . . . . . . . . . . 314--330
        Christophe Chesneau and   
                 Isha Dewan and   
                  Hassan Doosti   On a deconvolution problem under
                                  competing risks  . . . . . . . . . . . . 331--346
            Céline Duval   A note on a fixed-point method for
                                  deconvolution  . . . . . . . . . . . . . 347--362
               Pu-Ying Zhao and   
            Nian-Sheng Tang and   
                  De-Peng Jiang   Efficient inverse probability weighting
                                  method for quantile regression with
                                  nonignorable missing data  . . . . . . . 363--386
Jacobo de Uña-Álvarez and   
          Noël Veraverbeke   Copula-graphic estimation with
                                  left-truncated and right-censored data   387--403
             Pao-sheng Shen and   
                     Yi Liu and   
               Der-Pyng Maa and   
                     Yeunjyr Ju   Analysis of transformation models with
                                  right-truncated data . . . . . . . . . . 404--418
        Arturo Kohatsu-Higa and   
            Eulalia Nualart and   
                 Ngoc Khue Tran   LAN property for an ergodic diffusion
                                  with jumps . . . . . . . . . . . . . . . 419--454
         Saralees Nadarajah and   
            Shou Hsing Shih and   
                  Daya K. Nagar   A new bivariate beta distribution  . . . 455--474

Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 3, 2017

            Ir\`ene Gijbels and   
               Marek Omelka and   
          Noël Veraverbeke   Nonparametric testing for no covariate
                                  effects in conditional copulas . . . . . 475--509
 János Marcell Benke and   
                      Gyula Pap   One-parameter statistical model for
                                  linear stochastic differential equation
                                  with time delay  . . . . . . . . . . . . 510--531
                  A. M. Elsawah   A closer look at de-aliasing effects
                                  using an efficient foldover technique    532--557
                  J. Watson and   
           L. Nieto-Barajas and   
                      C. Holmes   Characterizing variation of
                                  nonparametric random probability
                                  measures using the Kullback--Leibler
                                  divergence . . . . . . . . . . . . . . . 558--571
          M. A. Abd Elgawad and   
              H. M. Barakat and   
                   Hong Qin and   
                       Ting Yan   Limit theory of bivariate dual
                                  generalized order statistics with random
                                  index  . . . . . . . . . . . . . . . . . 572--590
           Anna Dembi\'nska and   
           Krzysztof Jasi\'nski   Asymptotic behaviour of proportions of
                                  observations in random regions
                                  determined by central order statistics
                                  from stationary processes  . . . . . . . 591--608
                Guimei Zhao and   
                   Xingzhong Xu   Uniformly most powerful unbiased test in
                                  univariate linear calibration  . . . . . 609--614
                  Xiong Cai and   
               Yiying Zhang and   
                      Peng Zhao   Hazard rate ordering of the second-order
                                  statistics from multiple-outlier PHR
                                  samples  . . . . . . . . . . . . . . . . 615--626
               Rolf Larsson and   
              Johan Lyhagen and   
              Joakim Westerlund   Likelihood ratio tests for a unit root
                                  in panels with random effects  . . . . . 627--654
             Xiangshun Kong and   
                 Mingyao Ai and   
                 Rahul Mukerjee   Central limit theorems for four new
                                  types of $U$-designs . . . . . . . . . . 655--667
            Christoph Gietl and   
               Fabian P. Reffel   Continuity of $f$-projections and
                                  applications to the iterative
                                  proportional fitting procedure . . . . . 668--684
               Monique Graf and   
           Desislava Nedyalkova   Discretizing a compound distribution
                                  with application to categorical
                                  modelling  . . . . . . . . . . . . . . . 685--710

Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 4, 2017

               Amir Sepehri and   
                 Naftali Harris   The accessible lasso models  . . . . . . 711--721
                Olha Bodnar and   
                Wolfgang Schmid   CUSUM control schemes for monitoring the
                                  covariance matrix of multivariate time
                                  series . . . . . . . . . . . . . . . . . 722--744
                     Lu Lin and   
                Yongxin Liu and   
                       Chen Lin   Mini-max-risk and mini-mean-risk
                                  inferences for a partially piecewise
                                  regression . . . . . . . . . . . . . . . 745--765
                  P. Bhuyan and   
                     A. Dewanji   Estimation of reliability with
                                  cumulative stress and strength
                                  degradation  . . . . . . . . . . . . . . 766--781
              Robert G. Staudte   The shapes of things to come:
                                  probability density quantiles  . . . . . 782--800
                Abhik Ghosh and   
             Ayanendranath Basu   Robust and efficient parameter
                                  estimation based on censored data with
                                  stochastic covariates  . . . . . . . . . 801--823
             Pedro L. Ramos and   
            Jorge A. Achcar and   
          Fernando A. Moala and   
              Eduardo Ramos and   
              Francisco Louzada   Bayesian analysis of the generalized
                                  gamma distribution using non-informative
                                  priors . . . . . . . . . . . . . . . . . 824--843
                Eunju Hwang and   
                  Dong Wan Shin   Stationary bootstrapping for realized
                                  covariations of high frequency financial
                                  data . . . . . . . . . . . . . . . . . . 844--861
                     P. Miziula   Comparison of dispersions of mixtures of
                                  ordered distributions  . . . . . . . . . 862--877
           Rafal Karczewski and   
               Jacek Wesolowski   Linearity of regression for weak
                                  records, revisited . . . . . . . . . . . 878--887
     Jean-François Dupuy   Inference in a generalized
                                  endpoint-inflated binomial regression
                                  model  . . . . . . . . . . . . . . . . . 888--903
                Eunju Hwang and   
                  Dong Wan Shin   Estimation of structural mean breaks for
                                  long-memory data sets  . . . . . . . . . 904--920
                 I. Gijbels and   
              A. Verhasselt and   
                    I. Vrinssen   Consistency and robustness properties of
                                  the $S$-nonnegative garrote estimator    921--947

Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 5, 2017

                 Junbum Lee and   
             Suhasini Subba Rao   A note on general quadratic forms of
                                  nonstationary stochastic processes . . . 949--968
                   A. Okolewski   Distribution bounds for order statistics
                                  when each $k$-tuple has the same
                                  piecewise uniform copula . . . . . . . . 969--987
                Ruiqin Tian and   
                     Liugen Xue   Generalized empirical likelihood
                                  inference in partial linear regression
                                  model for longitudinal data  . . . . . . 988--1005
                Zhouping Li and   
                 Yiming Liu and   
                        Zhi Liu   Empirical likelihood and general
                                  relative error criterion with divergent
                                  dimension  . . . . . . . . . . . . . . . 1006--1022
               M. Kubkowski and   
                  J. Mielniczuk   Active sets of predictors for
                                  misspecified logistic regression . . . . 1023--1045
         T. Senga Kiessé   On finite sample properties of
                                  nonparametric discrete asymmetric kernel
                                  estimators . . . . . . . . . . . . . . . 1046--1060
              K. Pericleous and   
        St. A. Chatzopoulos and   
          F. Kolyva-Machera and   
                     S. Kounias   Optimal designs for estimating linear
                                  and quadratic contrasts with three level
                                  factors, the case $ N \equiv 0 m o d 3 $ 1061--1081
                S. Zinodiny and   
                  S. Rezaei and   
      O. Naghshineh Arjmand and   
                   S. Nadarajah   A new class of Bayes minimax estimators
                                  of the normal mean matrix for the case
                                  of common unknown variances  . . . . . . 1082--1094
           Yuan-Tsung Chang and   
            Kazufumi Fukuda and   
                Nobuo Shinozaki   Estimation of two ordered normal means
                                  when a covariance matrix is known  . . . 1095--1104
              Jianwen Huang and   
               Jianjun Wang and   
                    Guowang Luo   On the rate of convergence of maxima for
                                  the generalized Maxwell distribution . . 1105--1117
                 Tobias Niebuhr   Irregularly observed time series ---
                                  some asymptotics and the block bootstrap 1118--1131
                  S. Bedbur and   
                       U. Kamps   Inference in a two-parameter generalized
                                  order statistics model . . . . . . . . . 1132--1142
            Vahid Nekoukhou and   
                  Debasis Kundu   Bivariate discrete generalized
                                  exponential distribution . . . . . . . . 1143--1158
                 Hyunju Lee and   
                    Ji Hwan Cha   Reliability sampling plan for repairable
                                  items following general failure process
                                  and its statistical analysis . . . . . . 1159--1178

Statistics: a Journal of Theoretical and Applied Statistics
Volume 51, Number 6, 2017

                  Jing Yang and   
                    Fang Lu and   
                        Hu Yang   Quantile regression for robust
                                  estimation and variable selection in
                                  partially linear varying-coefficient
                                  models . . . . . . . . . . . . . . . . . 1179--1199
                Xiequan Fan and   
                  Ion Grama and   
                  Quansheng Liu   Martingale inequalities of type
                                  Dzhaparidze and van Zanten . . . . . . . 1200--1213
                  Yu-Ye Zou and   
                 Han-Ying Liang   Wavelet estimation of density for
                                  censored data with censoring indicator
                                  missing at random  . . . . . . . . . . . 1214--1237
              Dennis Dobler and   
                   Markus Pauly   Approximate tests for the equality of
                                  two cumulative incidence functions of a
                                  competing risk . . . . . . . . . . . . . 1238--1258
 Tonguç Çagin and   
         Paulo Eduardo Oliveira   Strong laws for associated random
                                  variables  . . . . . . . . . . . . . . . 1259--1279
                 Qunfang Xu and   
                       Yang Bai   Semiparametric statistical inferences
                                  for longitudinal data with nonparametric
                                  covariance modelling . . . . . . . . . . 1280--1303
                Arnab Koley and   
              Debasis Kundu and   
                   Ayon Ganguly   Analysis of Type-II hybrid censored
                                  competing risks data . . . . . . . . . . 1304--1325
             H. Evangelaras and   
                   C. Peveretos   Efficient arrangements of two-level
                                  orthogonal arrays in two and four blocks 1326--1341
               Tang Qingguo and   
                  Linglong Kong   Quantile regression in functional linear
                                  semiparametric model . . . . . . . . . . 1342--1358
                  Nuria Torrado   Stochastic comparisons between extreme
                                  order statistics from scale models . . . 1359--1376
                  Debasis Kundu   Multivariate geometric skew-normal
                                  distribution . . . . . . . . . . . . . . 1377--1397
                 Amit Ghosh and   
                 Chanchal Kundu   On some dynamic generalized measures of
                                  information for conditionally specified
                                  models in past life  . . . . . . . . . . 1398--1418
                      Anonymous   Editorial Board  . . . . . . . . . . . . ebi--ebi


Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 1, 2017

                S. M. Sunoj and   
             P. G. Sankaran and   
           N. Unnikrishnan Nair   Quantile-based cumulative
                                  Kullback--Leibler divergence . . . . . . 1--17
             Yannis G. Yatracos   Distributional divergence, statistical
                                  experiments and consequences in option
                                  pricing  . . . . . . . . . . . . . . . . 18--33
              Taeyoung Park and   
                Seonghyun Jeong   Analysis of Poisson varying-coefficient
                                  models with autoregression . . . . . . . 34--49
             Maryam Sohrabi and   
               Mahmoud Zarepour   Bootstrapping the mean vector for the
                                  observations in the domain of attraction
                                  of a multivariate stable law . . . . . . 50--63
                    Jing Lv and   
                Chaohui Guo and   
                Tingting Li and   
               Yuanyuan Hao and   
                    Xiaolin Pan   Adaptive robust estimation in joint
                                  mean-covariance regression model for
                                  bivariate longitudinal data  . . . . . . 64--83
                Huiming Lin and   
                 Guoyou Qin and   
               Jiajia Zhang and   
                   Wing K. Fung   Doubly robust estimation of partially
                                  linear models for longitudinal data with
                                  dropouts and measurement error in
                                  covariates . . . . . . . . . . . . . . . 84--98
       Yogesh Mani Tripathi and   
   Constantinos Petropoulos and   
              Farha Sultana and   
            Manoj Kumar Rastogi   Estimating a linear parametric function
                                  of a doubly censored exponential
                                  distribution . . . . . . . . . . . . . . 99--114
          Leela Subramanian and   
            Vaijayanti U. Dixit   Tests for the skewness parameter of
                                  two-piece double exponential
                                  distribution in the presence of nuisance
                                  parameters . . . . . . . . . . . . . . . 115--132
              Amarjit Kundu and   
               Shovan Chowdhury   Ordering properties of sample minimum
                                  from Kumaraswamy-$G$ random variables    133--146
             Longxiang Fang and   
                Xiaojun Zhu and   
                N. Balakrishnan   Stochastic ordering of minima and maxima
                                  from heterogeneous bivariate
                                  Birnbaum--Saunders random vectors  . . . 147--155
           Sreenivasan Ravi and   
Mandagere Chandrashekhar Manohar   On tail behaviour of $k$-th upper order
                                  statistics under fixed and random sample
                                  sizes via tail equivalence . . . . . . . 156--176
        Pawel Marcin Kozyra and   
                 Tomasz Rychlik   Upper and lower bounds on the variances
                                  of linear combinations of the $k$-th
                                  records  . . . . . . . . . . . . . . . . 177--204
                   Rong Zhu and   
                 Guohua Zou and   
                    Xinyu Zhang   Model averaging for multivariate
                                  multiple regression models . . . . . . . 205--227
                Lynn R. LaMotte   Proportional subclass numbers in
                                  two-factor ANOVA . . . . . . . . . . . . 228--238

Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 2, 2018

                 Miljenko Huzak   Estimating a class of diffusions from
                                  discrete observations via approximate
                                  maximum likelihood method  . . . . . . . 239--272
                Kacem Manel and   
Maume-Deschamps Véronique   Estimation of the limit variance for
                                  sums under a new weak dependence
                                  condition  . . . . . . . . . . . . . . . 273--287
             N. Balakrishna and   
                     G. Hareesh   Analysis of autoregressive models with
                                  symmetric stable innovations . . . . . . 288--302
       Miroslav M. Risti\'c and   
       Bozidar V. Popovi\'c and   
      Konstantinos Zografos and   
     Narayanaswamy Balakrishnan   Discrimination among bivariate
                                  beta-generated distributions . . . . . . 303--320
          Renata G. Romeiro and   
              Filidor Vilca and   
                N. Balakrishnan   A robust multivariate Birnbaum--Saunders
                                  distribution: EM estimation  . . . . . . 321--344
               Suparna Basu and   
            Sanjay K. Singh and   
                    Umesh Singh   Bayesian inference using product of
                                  spacings function for Progressive hybrid
                                  Type-I censoring scheme  . . . . . . . . 345--363
          Georgios Afendras and   
 Narayanaswamy Balakrishnan and   
               Nickos Papadatos   Orthogonal polynomials in the cumulative
                                  Ord family and its application to
                                  variance bounds  . . . . . . . . . . . . 364--392
                     A. Roy and   
                K. Filipiak and   
                       D. Klein   Testing a block exchangeable covariance
                                  matrix . . . . . . . . . . . . . . . . . 393--408
                   Jae Keun Yoo   Response dimension reduction:
                                  model-based approach . . . . . . . . . . 409--425
                 Raju Maiti and   
                   Atanu Biswas   Time series analysis of categorical data
                                  using auto-odds ratio function . . . . . 426--444
                 Luai Al-Labadi   On metrizing vague convergence of random
                                  measures with applications on Bayesian
                                  nonparametric models . . . . . . . . . . 445--457
                   Rui Fang and   
                    Chen Li and   
                      Xiaohu Li   Ordering results on extremes of scaled
                                  random variables with dependence and
                                  proportional hazards . . . . . . . . . . 458--478

Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 3, 2018

             Beatriz Sinova and   
               Stefan Van Aelst   A spatial-type interval-valued median
                                  for random intervals . . . . . . . . . . 479--502
                Xuejun Wang and   
                      Yi Wu and   
                       Shuhe Hu   Complete moment convergence for
                                  double-indexed randomly weighted sums
                                  and its applications . . . . . . . . . . 503--518
     Sergio Alvarez-Andrade and   
                 Salim Bouzebda   Almost sure central limit theorem for
                                  the hybrid process . . . . . . . . . . . 519--532
            Mariusz Bieniek and   
                Krystyna Maciag   On the problem of the unique
                                  characterization of discrete
                                  distributions by single regression of
                                  weak records . . . . . . . . . . . . . . 533--551
                David R. Bickel   Bayesian revision of a prior given
                                  prior-data conflict, expert opinion, or
                                  a similar insight: a large-deviation
                                  approach . . . . . . . . . . . . . . . . 552--570
           Denis Belomestny and   
                 Vladimir Panov   Semiparametric estimation in the normal
                                  variance-mean mixture model  . . . . . . 571--589
                 Lionel Truquet   Efficient semiparametric estimation in
                                  time-varying regression models . . . . . 590--618
 Esmeralda Gonçalves and   
     Nazaré Mendes-Lopes   Zero-truncated compound Poisson
                                  integer-valued GARCH models for time
                                  series . . . . . . . . . . . . . . . . . 619--642
            Amanda S. Gomes and   
          Pedro A. Morettin and   
          Gauss M. Cordeiro and   
              Marcelo M. Taddeo   Transformed symmetric generalized
                                  autoregressive moving average models . . 643--664
              F. A. Fajardo and   
               V. A. Reisen and   
       C. Lévy-Leduc and   
                    M. S. Taqqu   $M$-periodogram for the analysis of
                                  long-range-dependent time series . . . . 665--683
    Tau Raphael Rasethuntsa and   
                  Mustafa Nadar   Stress-strength reliability of a
                                  non-identical-component-strengths system
                                  based on upper record values from the
                                  family of Kumaraswamy generalized
                                  distributions  . . . . . . . . . . . . . 684--716

Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 4, 2018

                   C. Comas and   
                   J. Conde and   
                       J. Mateu   A second-order test to detect
                                  spatio-temporal anisotropic effects in
                                  point patterns . . . . . . . . . . . . . 717--733
                     Yi Liu and   
                 Qihua Wang and   
                    Xiaohui Liu   Testing conditional independence via
                                  integrating-up transform . . . . . . . . 734--749
              M. Mahdizadeh and   
                Ehsan Zamanzade   Smooth estimation of a reliability
                                  function in ranked set sampling  . . . . 750--768
                 Changli Lu and   
                  Yuqin Sun and   
                    Yongge Tian   A comparison between two competing fixed
                                  parameter constrained general linear
                                  models with new regressors . . . . . . . 769--781
                 Yanfang Li and   
                       Jing Lei   Sparse subspace linear discriminant
                                  analysis . . . . . . . . . . . . . . . . 782--800
              Shun Matsuura and   
           Haruka Yamashita and   
       Kimberly K. J. Kinateder   A statistical test for the hypothesis of
                                  Gaussian random function . . . . . . . . 801--817
            Mariusz Bieniek and   
                    Maria Szpak   Sharp bounds for the mean of the total
                                  time on test for distributions with
                                  increasing generalized failure rate  . . 818--828
                    L. Heinrich   Asymptotic goodness-of-fit tests for
                                  point processes based on scaled
                                  empirical $K$-functions  . . . . . . . . 829--851
 Hassan Sharghi Ghale-Joogh and   
  S. Mohammad E. Hosseini-Nasab   A two-sample test for mean functions
                                  with increasing number of projections    852--873
                      Jin Zhang   Minimum-volume confidence sets for
                                  normal linear regression models  . . . . 874--884
      Huybrechts F. Bindele and   
              Asheber Abebe and   
                Nicole K. Meyer   Robust confidence regions for the
                                  semi-parametric regression model with
                                  responses missing at random  . . . . . . 885--900
                G. N. Singh and   
                 Amod Kumar and   
        Gajendra K. Vishwakarma   Estimation of a rare sensitive attribute
                                  in a stratified two-stage unrelated
                                  randomized response model by using
                                  Poisson probability distribution . . . . 901--918
        M. Shafaei Noughabi and   
           A. M. Franco-Pereira   Estimation of monotone bivariate
                                  quantile residual life . . . . . . . . . 919--933
             Nengxiang Ling and   
                  Philippe Vieu   Nonparametric modelling for functional
                                  data: selected survey and tracks for
                                  future . . . . . . . . . . . . . . . . . 934--949
            Hugo S. Salinas and   
Héctor W. Gómez and   
Guillermo Martínez-Flórez and   
               Heleno Bolfarine   Corrigendum: Skew-normal alpha-power
                                  model [Statistics \bf 48(2014)
                                  1414--1428]  . . . . . . . . . . . . . . 950--953

Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 5, 2018

    José G. Gómez   Dependent Lindeberg central limit
                                  theorem for the fidis of empirical
                                  processes of cluster functionals . . . . 955--979
                 Rong Jiang and   
                 Xueping Hu and   
                  Keming Yu and   
                    Weimin Qian   Composite quantile regression for
                                  massive datasets . . . . . . . . . . . . 980--1004
                    E. Bura and   
                  S. Duarte and   
                 L. Forzani and   
                 E. Smucler and   
                        M. Sued   Asymptotic theory for maximum likelihood
                                  estimates in reduced-rank multivariate
                                  generalized linear models  . . . . . . . 1005--1024
                 Tanmay Sen and   
         Biswabrata Pradhan and   
       Yogesh Mani Tripathi and   
            Ritwik Bhattacharya   Fisher information in generalized
                                  progressive hybrid-censored data . . . . 1025--1039
        Lakshmi Kanta Patra and   
                   Somesh Kumar   Estimating the common hazard rate of two
                                  exponential distributions with ordered
                                  location parameters  . . . . . . . . . . 1040--1059
              Rhythm Grover and   
              Debasis Kundu and   
                     Amit Mitra   On approximate least squares estimators
                                  of parameters of one-dimensional chirp
                                  signal . . . . . . . . . . . . . . . . . 1060--1085
                    Guogen Shan   Exact confidence limits for the
                                  probability of response in two-stage
                                  designs  . . . . . . . . . . . . . . . . 1086--1095
              Taku Moriyama and   
              Yoshihiko Maesono   Smoothed alternatives of the two-sample
                                  median and Wilcoxon's rank sum tests . . 1096--1115
           Krzysztof Jasi\'nski   Characterizations of geometric
                                  distributions based on $k$-th record
                                  values . . . . . . . . . . . . . . . . . 1116--1127
                Zhouping Li and   
                       Yang Wei   Statistical inference for the difference
                                  of two Lorenz curves . . . . . . . . . . 1128--1155
              Guangying Liu and   
                Lixin Zhang and   
                       Min Wang   Estimation of the Hurst parameter in the
                                  simultaneous presence of jumps and noise 1156--1192

Statistics: a Journal of Theoretical and Applied Statistics
Volume 52, Number 6, 2018

                  Jing Yang and   
                    Fang Lu and   
                        Hu Yang   Statistical inference on asymptotic
                                  properties of two estimators for the
                                  partially linear single-index models . . 1193--1211
                Anchao Song and   
                 Tiefeng Ma and   
                 Shaogao Lv and   
                 Changsheng Lin   A model-free variable selection method
                                  for reducing the number of redundant
                                  variables  . . . . . . . . . . . . . . . 1212--1248
             Han-Ying Liang and   
María del Carmen Iglesias-Pérez   Weighted estimation of conditional mean
                                  function with truncated, censored and
                                  dependent data . . . . . . . . . . . . . 1249--1269
           Johannes T. N. Krebs   Non-parametric regression for spatially
                                  dependent data with wavelets . . . . . . 1270--1308
               Esra Akdeniz and   
              Fikri Akdeniz and   
                  Mahdi Roozbeh   A new difference-based weighted mixed
                                  Liu estimator in partially linear models 1309--1327
             Pao-Sheng Shen and   
                Chyong-Mei Chen   Aalen's linear model for doubly censored
                                  data . . . . . . . . . . . . . . . . . . 1328--1343
             Takuya Nishino and   
             Hidetoshi Murakami   The null and non-null limiting
                                  distributions of the modified
                                  multisample Cucconi test . . . . . . . . 1344--1358
          Kirsten Schorning and   
               Holger Dette and   
          Katrin Kettelhake and   
             Tilman Möller   Optimal designs for non-competitive
                                  enzyme inhibition kinetic models . . . . 1359--1378
                     Yi Wan and   
                    Zhi Liu and   
                       Min Deng   Empirical likelihood test for equality
                                  of two distributions using distance of
                                  characteristic functions . . . . . . . . 1379--1394
           Larissa A. Matos and   
             Luis M. Castro and   
         Celso R. B. Cabral and   
        Víctor H. Lachos   Multivariate measurement error models
                                  based on Student-$t$ distribution under
                                  censored responses . . . . . . . . . . . 1395--1416
                   Jiang Du and   
            Zhongzhan Zhang and   
                     Tianfa Xie   Model averaging for $M$-estimation . . . 1417--1432


Statistics: a Journal of Theoretical and Applied Statistics
Volume 53, Number 1, 2019

                 Mengya Liu and   
                      Qi Li and   
                     Fukang Zhu   Threshold negative binomial
                                  autoregressive model . . . . . . . . . . 1--25
                   Q. F. Xu and   
                     C. Cai and   
                C. X. Jiang and   
                       X. Huang   Quantile regression for large-scale data
                                  via sparse exponential transform method  26--42
         Bojana Milosevi\'c and   
              Marko Obradovi\'c   Comparison of efficiencies of some
                                  symmetry tests around an unknown centre  43--57
                Marinela Capanu   A unified approach to proving parametric
                                  bootstrap consistency for some
                                  goodness-of-fit tests  . . . . . . . . . 58--80

Statistics: a Journal of Theoretical and Applied Statistics
Volume 53, Number 3, 2019

                   Wanbo Lu and   
                  Dong Yang and   
                     Kris Boudt   A misspecification test for the higher
                                  order co-moments of the factor model . . 471--488
                 I. Gijbels and   
                    I. Vrinssen   Robust estimation and variable selection
                                  in heteroscedastic linear regression . . 489--532
Mátyás Barczy and   
          Mohamed Ben Alaya and   
              Ahmed Kebaier and   
                      Gyula Pap   Asymptotic properties of maximum
                                  likelihood estimator for the growth rate
                                  of a stable CIR process based on
                                  continuous time observations . . . . . . 533--568
            Benjamin Laumen and   
                  Erhard Cramer   Progressive censoring with fixed
                                  censoring times  . . . . . . . . . . . . 569--600
                     Kanika and   
                   Somesh Kumar   On efficiency and robustness of
                                  estimators for a spherical location  . . 601--629
              M. Matilainen and   
                   C. Croux and   
              K. Nordhausen and   
                         H. Oja   Sliced average variance estimation for
                                  multivariate time series . . . . . . . . 630--655
                  Patrick Marsh   The role of information in nonstationary
                                  regression . . . . . . . . . . . . . . . 656--672
               Jia-Han Shih and   
            Yoshihiko Konno and   
           Yuan-Tsung Chang and   
                  Takeshi Emura   Estimation of a common mean vector in
                                  bivariate meta-analysis under the FGM
                                  copula . . . . . . . . . . . . . . . . . 673--695
                      Anonymous   Corrigenda to ``Proportional subclass
                                  numbers in two-factor ANOVA''  . . . . . 696--698

Statistics: a Journal of Theoretical and Applied Statistics
Volume 53, Number 4, 2019

                 Mihyun Kim and   
                 Piotr Kokoszka   Hill estimator of projections of
                                  functional data on principal components  699--720
                   Till Massing   Local asymptotic normality for
                                  Student--Lévy processes under
                                  high-frequency sampling  . . . . . . . . 721--752
           Mohamed El Omari and   
           Hamid El Maroufy and   
               Christiane Fuchs   Non parametric estimation for fractional
                                  diffusion processes with random effects  753--769
         Francesco Giordano and   
           Maria Lucia Parrella   Efficient nonparametric estimation and
                                  inference for the volatility function    770--791
                Omer Ozturk and   
     Narayanaswamy Balakrishnan   Constructing quantile confidence
                                  intervals using extended simple random
                                  sample in finite populations . . . . . . 792--806
                  Ion Grama and   
    Kévin Jaunâtre   Estimation of extreme survival
                                  probabilities with Cox model . . . . . . 807--838
         Alpha Oumar Diallo and   
                 Aliou Diop and   
     Jean-François Dupuy   Estimation in zero-inflated binomial
                                  regression with missing covariates . . . 839--865
           Santiago Velilla and   
                   Huong Nguyen   A new diagnostic tool for $ {\rm
                                  VARMA}(p, q) $ models  . . . . . . . . . 866--884
                 Emmanuel Caron   Asymptotic distribution of least square
                                  estimators for linear models with
                                  dependent errors . . . . . . . . . . . . 885--902
                   Xin Deng and   
                Xuejun Wang and   
                   Shuhe Hu and   
                        Ming Hu   A general result on complete convergence
                                  for weighted sums of linear processes
                                  and its statistical applications . . . . 903--920
                    Yu Song and   
                  Reza Modarres   Unified multivariate hypergeometric
                                  interpoint distances . . . . . . . . . . 921--942

Statistics: a Journal of Theoretical and Applied Statistics
Volume 53, Number 5, 2019

                      Yi Wu and   
                Xuejun Wang and   
                Yongming Li and   
                       Shuhe Hu   Berry--Esseen type bounds of the
                                  estimators in a semiparametric model
                                  under linear process errors with $
                                  \alpha $-mixing dependent innovations    943--967
            Hidekazu Tanaka and   
                Nabendu Pal and   
                    Wooi K. Lim   On second-order improved estimation of a
                                  gamma scale parameter  . . . . . . . . . 968--989
               Jianbin Chen and   
               Yiying Zhang and   
                      Peng Zhao   Comparisons of order statistics from
                                  heterogeneous negative binomial
                                  variables with applications  . . . . . . 990--1011
              Agnieszka Goroncy   Optimal upper bounds on expected $k$-th
                                  record values from IGFR distributions    1012--1036
               Andreas Artemiou   Using adaptively weighted large margin
                                  classifiers for robust sufficient
                                  dimension reduction  . . . . . . . . . . 1037--1051
F. López-Blázquez and   
               Nan-Cheng Su and   
              Jacek Weso\lowski   Order statistics from overlapping
                                  samples: bivariate densities and
                                  regression properties  . . . . . . . . . 1052--1081
               Hea-Jung Kim and   
               Taeyoung Roh and   
                   Taeryon Choi   Bayesian analysis of semiparametric
                                  Bernstein polynomial regression models
                                  for data with sample selection . . . . . 1082--1111
                Arrigo Coen and   
      Luis Gutiérrez and   
          Ramsés H. Mena   Modelling failures times with dependent
                                  renewal type models via exchangeability  1112--1130
                     Vo Anh and   
              Andriy Olenko and   
            Volodymyr Vaskovych   On LSE in regression model for
                                  long-range dependent random fields on
                                  spheres  . . . . . . . . . . . . . . . . 1131--1151
             Pao-sheng Shen and   
                   Li Ning Weng   The Cox--Aalen model for left-truncated
                                  and mixed interval-censored data . . . . 1152--1167
           Edouard Fournier and   
     Stéphane Grihon and   
                  Thierry Klein   Semiparametric estimation of plane
                                  similarities: application to fast
                                  computation of aeronautic loads  . . . . 1168--1186

Statistics: a Journal of Theoretical and Applied Statistics
Volume 53, Number 6, 2019

            David R. Bickel and   
                    Abbas Rahal   Model fusion and multiple testing in the
                                  likelihood paradigm: shrinkage and
                                  evidence supporting a point null
                                  hypothesis . . . . . . . . . . . . . . . 1187--1209
                    Ray Bai and   
                    Malay Ghosh   Large-scale multiple hypothesis testing
                                  with the normal-beta prime prior . . . . 1210--1233
                Weihua Zhao and   
                 Fode Zhang and   
                Xuejun Wang and   
                     Rui Li and   
                      Heng Lian   Principal varying coefficient estimator
                                  for high-dimensional models  . . . . . . 1234--1250
             Yannis G. Yatracos   Plug-in $ L_2 $-upper error bounds in
                                  deconvolution, for a mixing density
                                  estimate in $ R^d $ and for its
                                  derivatives, via the $ L_1 $-error for
                                  the mixture  . . . . . . . . . . . . . . 1251--1268
                  Biyi Shen and   
              Fabian Dunker and   
                  Chixiang Chen   Simultaneous confidence bands for growth
                                  incidence curves in weighted sup-norm
                                  metrics  . . . . . . . . . . . . . . . . 1269--1288
      Emmanuel de Dieu Nkou and   
              Guy Martial Nkiet   Strong consistency of kernel estimator
                                  in a semiparametric regression model . . 1289--1305
               Junyong Park and   
                Iris Ivy Gauran   Testing the homogeneity of risk
                                  differences with sparse count data . . . 1306--1328
          Shuvashree Mondal and   
                  Debasis Kundu   Exact inference on multiple exponential
                                  populations under a joint type-II
                                  progressive censoring scheme . . . . . . 1329--1356
              A. M. Elsawah and   
                    Yu Tang and   
                   Kai-Tai Fang   Constructing optimal projection designs  1357--1385
                  A. R. Soltani   A pivot function and its limiting
                                  distribution: applications in goodness
                                  of fit and testing hypothesis  . . . . . 1386--1395
          Ludwig Baringhaus and   
                 Daniel Gaigall   On an asymptotic relative efficiency
                                  concept based on expected volumes of
                                  confidence regions . . . . . . . . . . . 1396--1436


Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 1, 2020

               Tianqing Liu and   
                   Xiaohui Yuan   Adaptive empirical likelihood estimation
                                  with nonignorable nonresponse data . . . 1--22
         Jeremie Houssineau and   
                Daniel E. Clark   On a representation of partially
                                  distinguishable populations  . . . . . . 23--45
         Taoufik Bouezmarni and   
               Yassir Rabhi and   
               Charles Fontaine   A semiparametric copula-based estimation
                                  of the regression function for
                                  right-censored data  . . . . . . . . . . 46--58
             D. Benelmadani and   
                K. Benhenni and   
                    S. Louhichi   Trapezoidal rule and sampling designs
                                  for the nonparametric estimation of the
                                  regression function in models with
                                  correlated errors  . . . . . . . . . . . 59--96
            Daniel R. Jeske and   
                     Weixin Yao   Sample size calculations for mixture
                                  alternatives in a control group vs.
                                  treatment group design . . . . . . . . . 97--113
                Gaoming Sun and   
                    Junshan Xie   Asymptotic normality and moderate
                                  deviation principle for high-dimensional
                                  likelihood ratio statistic on block
                                  compound symmetry covariance structure   114--134
              Maleki Jebeli and   
                       E. Deiri   Estimation methods for the probability
                                  density function and the cumulative
                                  distribution function of the
                                  Pareto--Rayleigh distribution  . . . . . 135--151
        Konrad Furma\'nczyk and   
               Wojciech Rejchel   High-dimensional linear model selection
                                  motivated by multiple testing  . . . . . 152--166
                 Fode Zhang and   
              Weiping Zhang and   
                     Rui Li and   
                      Heng Lian   Faster convergence rate for functional
                                  linear regression in reproducing kernel
                                  Hilbert spaces . . . . . . . . . . . . . 167--181
              Sami Helander and   
          Germain Van Bever and   
              Sakke Rantala and   
               Pauliina Ilmonen   Pareto depth for functional data . . . . 182--204
                    Chao Lu and   
                 Xiaoqin Li and   
                   Rui Wang and   
                    Xuejun Wang   Complete and complete moment convergence
                                  for randomly weighted sums of $ \rho
                                  *$-mixing random variables and its
                                  applications . . . . . . . . . . . . . . 205--237

Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 2, 2020

                  A. G. Nogales   Conditional expectation of a Markov
                                  kernel given another with some
                                  applications in statistical inference
                                  and disease diagnosis  . . . . . . . . . 239--256
                  Gaku Igarashi   Nonparametric direct density ratio
                                  estimation using beta kernel . . . . . . 257--280
             Raheleh Zamini and   
               Vahid Fakoor and   
               Mahboubeh Akbari   Asymptotic properties of the estimator
                                  of cumulative residual entropy . . . . . 281--290
                A. Zaigraev and   
                        M. Wilk   Optimal designs for heteroscedastic
                                  regression models with two parameters    291--309
                   Elvan Ceyhan   Domination number of an interval catch
                                  digraph family and its use for testing
                                  uniformity . . . . . . . . . . . . . . . 310--339
     Patrick J. C. Tardivel and   
        Rémi Servien and   
               Didier Concordet   Simple expressions of the LASSO and
                                  SLOPE estimators in low-dimension  . . . 340--352
                    Yanqing Yin   On the singular value distribution of
                                  large-dimensional data matrices whose
                                  columns have different correlations  . . 353--374
               Pradip Kundu and   
            Nil Kamal Hazra and   
                  Asok K. Nanda   Reliability study of series and parallel
                                  systems of heterogeneous component
                                  lifetimes following proportional odds
                                  model  . . . . . . . . . . . . . . . . . 375--401
              Agnieszka Goroncy   On upper bounds on expectations of gOSs
                                  based on DFR and DFRA distributions  . . 402--414
          Serguey Khovansky and   
          Oleksandr Zhylyevskyy   A note on a cross-sectional GMM
                                  estimator in the presence of an
                                  observable common shock  . . . . . . . . 415--423
         Ibrahim Abdelrazeq and   
             Luai Al-Labadi and   
                Ayman Alzaatreh   On one-sample Bayesian tests for the
                                  mean . . . . . . . . . . . . . . . . . . 424--440

Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 3, 2020

               Weibin Zhong and   
          Kepher H. Makambi and   
                        Ao Yuan   Semiparametric regression using
                                  empirical likelihood with shape
                                  information  . . . . . . . . . . . . . . 441--468
               Roberto Vila and   
    Letícia Ferreira and   
               Helton Saulo and   
    Fábio Prataviera and   
                   Edwin Ortega   A bimodal gamma distribution:
                                  properties, regression model and
                                  applications . . . . . . . . . . . . . . 469--493
              Mahdi Roozbeh and   
              Nor Aishah Hamzah   Uncertain stochastic ridge estimation in
                                  partially linear regression models with
                                  elliptically distributed errors  . . . . 494--523
              Elham Tabrizi and   
       Ehsan Bahrami Samani and   
                Mojtaba Ganjali   Identifiability of parameters in
                                  longitudinal correlated Poisson and
                                  inflated beta regression model with
                                  non-ignorable missing mechanism  . . . . 524--543
             Nadiyeh Darabi and   
  S. Mohammad E. Hosseini-Nasab   Projection-based classification for
                                  functional data  . . . . . . . . . . . . 544--558
                Samrat Hore and   
               Anup Dewanji and   
              Aditya Chatterjee   Ensuring balance through optimal
                                  allocation of experimental units with
                                  known categorical covariates into two
                                  treatments . . . . . . . . . . . . . . . 559--576
       Björn Böttcher   Copula versions of distance
                                  multivariance and dHSIC via the
                                  distributional transform --- a general
                                  approach to construct invariant
                                  dependence measures  . . . . . . . . . . 577--594
          Priyanka Majumder and   
              Shyamal Ghosh and   
                   Murari Mitra   Ordering results of extreme order
                                  statistics from heterogeneous
                                  Gompertz--Makeham random variables . . . 595--617
  Antoine Godichon-Baggioni and   
                Sofiane Saadane   On the rates of convergence of
                                  parallelized averaged stochastic
                                  gradient algorithms  . . . . . . . . . . 618--635
                Xiaojun Zhu and   
            N. Balakrishnan and   
              Chengzhu Feng and   
                Jiacheng Ni and   
                   Nanxi Yu and   
                    Weilin Zhou   Exact likelihood-ratio tests for joint
                                  type-II censored exponential data  . . . 636--648

Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 4, 2020

                 Pao-sheng Shen   Quantile regression for doubly truncated
                                  data . . . . . . . . . . . . . . . . . . 649--666
                 Yasin Asar and   
          Kadriye Kilinç   A jackknifed ridge estimator in probit
                                  regression model . . . . . . . . . . . . 667--685
                   Sinda Ammous   Testing Kendall's $ \tau $ for a large
                                  class of dependent sequences . . . . . . 686--713
M. D. Jiménez-Gamero and   
         Bojana Milosevi\'c and   
              Marko Obradovi\'c   Exponentiality tests based on Basu
                                  characterization . . . . . . . . . . . . 714--736
              H. M. Barakat and   
                 E. M. Nigm and   
                    M. H. Harpy   Limit theorems for univariate and
                                  bivariate order statistics with variable
                                  ranks  . . . . . . . . . . . . . . . . . 737--755
             Xiaoguang Wang and   
                         Bo Han   Efficient estimation for the non-mixture
                                  cure model with current status data  . . 756--777
         F. G. Badía and   
             Sophie Mercier and   
               C. Sangüesa   Trend-transformed independent vectors:
                                  construction and stochastic comparison
                                  results  . . . . . . . . . . . . . . . . 778--804
           Anna Dembi\'nska and   
            Masoumeh Akbari and   
                   Jafar Ahmadi   On numbers of observations in random
                                  regions determined by records  . . . . . 805--829
        Jacob Peter Schmidt and   
                      Udo Kamps   Almost sure limit behaviour of Pfeifer
                                  record values  . . . . . . . . . . . . . 830--840
                   Rui Fang and   
                    Boyang Wang   Stochastic comparisons on sample
                                  extremes from independent or dependent
                                  gamma samples  . . . . . . . . . . . . . 841--855
          Mehdi Basikhasteh and   
              Fazlollah Lak and   
                Saeid Tahmasebi   Ordered maximum ranked set sampling with
                                  unequal sample . . . . . . . . . . . . . 856--870
              Masato Kitani and   
             Hidetoshi Murakami   The limiting distribution of combining
                                  the $t$ and Wilcoxon rank sum tests  . . 871--884
       Polychronis Economou and   
         Georgios Psarrakos and   
              Abdolsaeed Toomaj   Recruitment and survival time under mean
                                  residual lifetime bias sampling  . . . . 885--907

Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 5, 2020

                   Guangbao Guo   A block bootstrap for quasi-likelihood
                                  in sparse functional data  . . . . . . . 909--925
                 Kyungchul Song   A uniform-in-$P$ Edgeworth expansion
                                  under weak Cramér conditions  . . . . . . 926--950
         Grigoriy Volovskiy and   
                      Udo Kamps   Optimal equivariant prediction regions
                                  based on multiply type-II censored
                                  generalized order statistics from
                                  exponential distributions  . . . . . . . 951--968
                      Xu He and   
                    Hongmei Xie   Relative stochastic orders of weighted
                                  frailty models . . . . . . . . . . . . . 989--1004
              Hyejeong Choi and   
                  Johan Lim and   
                Xinlei Wang and   
                   Minjung Kwak   A self-consistent estimator for
                                  interval-valued data . . . . . . . . . . 1005--1029
            Pierre Duchesne and   
  Pierre Lafaye de Micheaux and   
Joseph François Tagne Tatsinkou   On strong consistency and asymptotic
                                  normality of one-step Gauss--Newton
                                  estimators in ARMA time series models    1030--1057
             Michael Messer and   
           Hendrik Backhaus and   
                    Ting Fu and   
             Albrecht Stroh and   
                 Gaby Schneider   A multi-scale approach for testing and
                                  detecting peaks in time series . . . . . 1058--1080
           Ery Arias-Castro and   
                     Rong Huang   The sparse variance contamination model  1081--1093
          Renata G. Romeiro and   
              Filidor Vilca and   
            N. Balakrishnan and   
          Camila Borelli Zeller   A robust multivariate Birnbaum-Saunders
                                  regression model . . . . . . . . . . . . 1094--1123
              Gabriela Ciuperca   Adaptive elastic-net selection in a
                                  quantile model with diverging number of
                                  variable groups  . . . . . . . . . . . . 1147--1170

Statistics: a Journal of Theoretical and Applied Statistics
Volume 54, Number 6, 2020

    A. K. Md. Ehsanes Saleh and   
                        Shalabh   On Liu-type biased estimators in
                                  measurement error models . . . . . . . . 1171--1213
              He Bang-Qiang and   
                    Lv Sheng-Ri   Penalized empirical likelihood for
                                  high-dimensional partially linear
                                  errors-in-function model with martingale
                                  difference errors  . . . . . . . . . . . 1214--1231
                 Mengmei Xi and   
                   Rui Wang and   
                     Wei Yu and   
                   Yan Shen and   
                    Xuejun Wang   Asymptotic properties for the estimators
                                  in heteroscedastic semiparametric EV
                                  models with $ \alpha $-mixing errors . . 1232--1254
                   Yan Wang and   
                        Rui Tuo   Semi-parametric adjustment to computer
                                  models . . . . . . . . . . . . . . . . . 1255--1275
                  Xiong Cai and   
                 Liugen Xue and   
                 Zhaoliang Wang   Robust estimation with modified Huber's
                                  function for functional linear models    1276--1286
                  R. G. Staudte   Evidence for goodness of fit in Karl
                                  Pearson chi-squared statistics . . . . . 1287--1310
           Zahra Mansourvar and   
                    Majid Asadi   An extension of the Cox--Czanner
                                  divergence measure to residual lifetime
                                  distributions with applications  . . . . 1311--1328
       Hadi Safari-Katesari and   
            S. Yaser Samadi and   
                 Samira Zaroudi   Modelling count data via copulas . . . . 1329--1355


Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 1, 2021

             Han-Ying Liang and   
               Bao-Hua Wang and   
                        Yu Shen   Quantile regression of partially linear
                                  single-index model with missing
                                  observations . . . . . . . . . . . . . . 1--17
        Charles-Elie Rabier and   
           Céline Delmas   The SgenoLasso and its cousins for
                                  selective genotyping and extreme
                                  sampling: application to association
                                  studies and genomic selection  . . . . . 18--44
         Senay Özdemir and   
                   Olcay Arslan   Empirical likelihood-MM (EL-MM)
                                  estimation for the parameters of a
                                  linear regression model  . . . . . . . . 45--67
                Pierre Courrieu   On the convergence of rank-one
                                  multi-target linear regression . . . . . 68--89
                  Mei Zhang and   
                  Feng Yang and   
                  Yong-Dao Zhou   Uniformity criterion for designs with
                                  both qualitative and quantitative
                                  factors  . . . . . . . . . . . . . . . . 90--109
                    Fuxia Cheng   The strong uniform consistency of kernel
                                  estimator of a smooth distribution
                                  function in censored linear regression   110--119
    Sabyasachi Mukhopadhyay and   
           Sourabh Bhattacharya   Bayesian MISE convergence rates of Polya
                                  urn based density estimators: asymptotic
                                  comparisons and choice of prior
                                  parameters . . . . . . . . . . . . . . . 120--151
                Sergey V. Malov   Uniform convergence rate of the
                                  nonparametric maximum likelihood
                                  estimator for current status data with
                                  competing risks  . . . . . . . . . . . . 152--172
      Ulrike Graßhoff and   
       Heiko Großmann and   
              Heinz Holling and   
                 Rainer Schwabe   Optimal design for probit choice models
                                  with dependent utilities . . . . . . . . 173--194
        Frantisek Rublík   On jackknifing the symmetrized Tyler
                                  matrix . . . . . . . . . . . . . . . . . 195--230
               Freddy Palma and   
          Ramsés H. Mena   Duality for a class of continuous-time
                                  reversible Markov models . . . . . . . . 231--242

Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 2, 2021

                Roger J. Bowden   The entropic log odds as a measure of
                                  distribution asymmetry . . . . . . . . . 243--249
Çagatay Çetinkaya   Reliability estimation of a
                                  stress-strength model with non-identical
                                  component strengths under generalized
                                  progressive hybrid censoring scheme  . . 250--275
              Debasis Kundu and   
              Shuvashree Mondal   Analyzing competing risks data using
                                  bivariate Weibull-geometric distribution 276--295
                Samaneh Tat and   
      Mohammad Reza Faridrohani   A new type of multivariate records:
                                  depth-based records  . . . . . . . . . . 296--320
                Xiaoli Kong and   
              Solomon W. Harrar   High-dimensional MANOVA under weak
                                  conditions . . . . . . . . . . . . . . . 321--349
                Eliana Christou   Transformed central quantile subspace    350--366
               Gwo Dong Lin and   
                   Xiaoling Dou   An identity for two integral transforms
                                  applied to the uniqueness of a
                                  distribution via its Laplace--Stieltjes
                                  transform  . . . . . . . . . . . . . . . 367--385
                 L. V. Dung and   
                  T. C. Son and   
                       T. T. Tu   Convergence in mean and central limit
                                  theorems for weighted sums of martingale
                                  difference random vectors with infinite
                                  $r$-th moments . . . . . . . . . . . . . 386--408
         Saralees Nadarajah and   
            Hok Shing Kwong and   
                     Fatih Tank   Compound sum distributions with
                                  dependence . . . . . . . . . . . . . . . 409--425
                      Yi Wu and   
                     Wei Yu and   
                    Xuejun Wang   The Bahadur representation of sample
                                  quantiles for $ \phi $-mixing random
                                  variables and its application  . . . . . 426--444
         Mohamed Abdelghani and   
         Alexander Melnikov and   
                     Andrey Pak   On statistical estimation and inferences
                                  in optional regression models  . . . . . 445--457
       Kashinath Chatterjee and   
                   Zujun Ou and   
                       Hong Qin   $R$-optimal two-level supersaturated
                                  designs  . . . . . . . . . . . . . . . . 458--473

Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 3, 2021

             Vasyl Golosnoy and   
          Miriam Isabel Seifert   Monitoring mean changes in persistent
                                  multivariate time series . . . . . . . . 475--488
                Ruibing Qin and   
                 Xinxin Luo and   
                       Wei Yang   Wilcoxon rank test for change in
                                  persistence  . . . . . . . . . . . . . . 514--531
              Sune Karlsson and   
               Stepan Mazur and   
            Stanislas Muhinyuza   Statistical inference for the tangency
                                  portfolio in high dimension  . . . . . . 532--560
              Tommaso Lando and   
                  Idir Arab and   
         Paulo Eduardo Oliveira   Second-order stochastic comparisons of
                                  order statistics . . . . . . . . . . . . 561--579
          Brijesh Kumar Jha and   
      Ajaya Kumar Mahapatra and   
                Suchandan Kayal   Inadmissibility results for the selected
                                  hazard rates . . . . . . . . . . . . . . 580--594
        Lakshmi Kanta Patra and   
               Somesh Kumar and   
       Constantinos Petropoulos   Componentwise estimation of ordered
                                  scale parameters of two exponential
                                  distributions under a general class of
                                  loss function  . . . . . . . . . . . . . 595--617
       Alicja Jokiel-Rokita and   
              Rafa\l Topolnicki   Minimum distance estimation of the
                                  Lehmann receiver operating
                                  characteristic curve . . . . . . . . . . 618--634
             Xiao-Dong Zhou and   
              Rong-Xian Yue and   
                  Yun-Juan Wang   Optimal designs for the prediction of
                                  mixed effects in linear mixed models . . 635--659
                  Qing Wang and   
                     Xizhen Cai   An efficient variance estimator for
                                  cross-validation under partition
                                  sampling . . . . . . . . . . . . . . . . 660--681
                 Tomasz Rychlik   Variation of the expectation and
                                  quantiles of the mixture of ordered
                                  distributions under imprecise choice of
                                  prior  . . . . . . . . . . . . . . . . . 682--710
          Reyhaneh Hosseini and   
               Mahmoud Zarepour   Bayesian bootstrapping for symmetric
                                  distributions  . . . . . . . . . . . . . 711--732

Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 4, 2021

                 Reza Azimi and   
                Mahdy Esmailian   Corrigendum to: A bimodal gamma
                                  distribution: properties, regression
                                  model and applications (Statistics, \bf
                                  54, 469--493)  . . . . . . . . . . . . . 733--735
J. Lévy Véhel and   
                A. Philippe and   
                       C. Robet   Explicit and combined estimators for
                                  parameters of stable distributions . . . 736--764
           Tullia Padellini and   
               Pierpaolo Brutti   Supervised learning with indefinite
                                  topological Kernels  . . . . . . . . . . 765--786
                     I. Axt and   
       Alexander Dürre and   
                   Roland Fried   Robust scale estimation under shifts in
                                  the mean . . . . . . . . . . . . . . . . 787--830
                 M. Taavoni and   
                      M. Arashi   High-dimensional generalized
                                  semiparametric model for longitudinal
                                  data . . . . . . . . . . . . . . . . . . 831--850
            Zhensheng Huang and   
                    Wen Lou and   
                     Shuyu Meng   Statistical estimation for single-index
                                  varying-coefficient models with
                                  multiplicative distortion measurement
                                  errors . . . . . . . . . . . . . . . . . 851--874
                  Xiaoyu Ma and   
                         Lu Lin   Univariate measurement error selection
                                  likelihood for variable selection of
                                  additive model . . . . . . . . . . . . . 875--893
                P. Economou and   
                A. Batsidis and   
                G. Tzavelas and   
                    D. Bagkavos   Hypothesis testing for the population
                                  mean and variance based on $r$-size
                                  biased samples . . . . . . . . . . . . . 894--924
             Akram Kohansal and   
 Arturo J. Fernández and   
Carlos J. Pérez-González   Multi-component stress-strength
                                  parameter estimation of a
                                  non-identical-component strengths system
                                  under the adaptive hybrid progressive
                                  censoring samples  . . . . . . . . . . . 925--962
          Valentino Scalera and   
             Maria Iannario and   
               Anna Clara Monti   Robust link functions  . . . . . . . . . 963--977

Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 5, 2021

               Julien Worms and   
                      Rym Worms   Estimation of extremes for heavy-tailed
                                  and light-tailed distributions in the
                                  presence of random censoring . . . . . . 979--1017
              Karine Bertin and   
             Soledad Torres and   
               Lauri Viitasaari   Least-square estimators in linear
                                  regression models under negatively
                                  superadditive dependent random
                                  observations . . . . . . . . . . . . . . 1018--1034
               Marija Cupari\'c   Asymptotic properties of inverse
                                  probability of censored weighted
                                  $U$-empirical process for right-censored
                                  data with applications . . . . . . . . . 1035--1057
                 Kexin Wang and   
                     Wenhao Gui   Statistical inference of generalized
                                  progressive hybrid censored step-stress
                                  accelerated dependent competing risks
                                  model for Marshall--Olkin bivariate
                                  Weibull distribution . . . . . . . . . . 1058--1093
           Alexandre Berred and   
                Alexei Stepanov   Asymptotic properties of the uppermost
                                  and the lowest $m$ th exponential
                                  spacings based on records  . . . . . . . 1094--1106
             E. P. Sreedevi and   
    Sudheesh K. Kattumannil and   
                     Isha Dewan   A non-parametric test for independence
                                  of time to failure and cause of failure
                                  for discrete competing risks data  . . . 1107--1122
          Amitava Mukherjee and   
      Wolfgang Kössler and   
             Hidetoshi Murakami   Two new distribution-free two-sample
                                  tests for versatile alternative  . . . . 1123--1153
               Sang Kyu Lee and   
               Jae Ho Chang and   
                Hyoung-Moon Kim   Further sharpening of Jensen's
                                  inequality . . . . . . . . . . . . . . . 1154--1168
          Luis E. Nieto-Barajas   A class of dependent Dirichlet processes
                                  via latent multinomial processes . . . . 1169--1179
         Nastaran Sharifian and   
           Ehsan Bahrami Samani   A joint model for mixed longitudinal
                                  $k$-category inflation ordinal and
                                  continuous responses . . . . . . . . . . 1180--1205

Statistics: a Journal of Theoretical and Applied Statistics
Volume 55, Number 6, 2021

        Mamadou Lamine Diop and   
                 William Kengne   Consistent model selection procedure for
                                  general integer-valued time series . . . 1207--1230
                  Wenpeng Shang   Robust estimation for generalized
                                  case-cohort design under the
                                  proportional hazards model . . . . . . . 1231--1270
                  S. Abrams and   
                 P. Janssen and   
                 N. Veraverbeke   Quantiles of the conditional residual
                                  lifetime . . . . . . . . . . . . . . . . 1271--1290
                Ji Hwan Cha and   
              Maxim Finkelstein   Acceptance reliability sampling plan for
                                  discrete lifetime models . . . . . . . . 1291--1309
             Shivangi Singh and   
                 Chanchal Kundu   On cumulative residual Renyi's entropy
                                  for double truncated distribution  . . . 1310--1327
              Farha Sultana and   
                Arnab Koley and   
                   Ayan Pal and   
                  Debasis Kundu   On two exponential populations under a
                                  joint adaptive type-II progressive
                                  censoring  . . . . . . . . . . . . . . . 1328--1355
                    Dirk Tasche   Calibrating sufficiently . . . . . . . . 1356--1386
                  Zheng Wei and   
                Xiaonan Zhu and   
                   Tonghui Wang   The extended skew-normal-based
                                  stochastic frontier model with a
                                  solution to `wrong skewness' problem . . 1387--1406
                 Masihuddin and   
                   Neeraj Misra   Equivariant estimation following
                                  selection from two normal populations
                                  having common unknown variance . . . . . 1407--1438


Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 1, 2022

              Jan G. De Gooijer   The marginal distribution function of
                                  threshold-type processes with central
                                  symmetric innovations  . . . . . . . . . 1--33
           Christof Schötz   Strong laws of large numbers for
                                  generalizations of Fréchet mean sets  . . 34--52
Jérôme Dedecker and   
           Florence Merlev\`ede   Central limit theorem and almost sure
                                  results for the empirical estimator of
                                  superquantiles/CVaR in the stationary
                                  case . . . . . . . . . . . . . . . . . . 53--72
  João Lita da Silva and   
          Vanda Lourenço   Convergence of series of moments on
                                  general exponential inequality . . . . . 73--96
                   Yan Wang and   
                     Wei Yu and   
                 Xiaoqin Li and   
                    Xuejun Wang   The Berry--Esseen-type bound for the
                                  $G$-$M$ estimator in a nonparametric
                                  regression model with $ \alpha $-mixing
                                  errors . . . . . . . . . . . . . . . . . 97--120
                  Kang Wang and   
                   Hong Qin and   
                       Zujun Ou   Uniformity pattern of mixed two- and
                                  three-level factorials under average
                                  projection mixture discrepancy . . . . . 121--133
             Longxiang Fang and   
                Shuai Zhang and   
                 Jinling Lu and   
                N. Balakrishnan   Orderings of extremes from dependent
                                  Gaussian variables with Archimedean
                                  copula under simple tree order
                                  restrictions . . . . . . . . . . . . . . 134--146
               Zahra Mansourvar   A dynamic measure of divergence between
                                  two inactivity lifetime distributions    147--163
            N. Balakrishnan and   
           Deemat C. Mathew and   
        Sudheesh K. Kattumannil   An exact test for exponentiality against
                                  renewal increasing mean residual life
                                  class  . . . . . . . . . . . . . . . . . 164--181
Guillermo Martínez-Flórez and   
   Roger Tovar-Falón and   
             David Elal-Olivero   Some new flexible classes of normal
                                  distribution for fitting multimodal data 182--205
               Angel Mathew and   
                    K. R. Deepa   Stress-strength reliability: a quantile
                                  approach . . . . . . . . . . . . . . . . 206--221
                    Kare Kamila   General Hannan and Quinn criterion for
                                  common time series . . . . . . . . . . . 222--241

Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 2, 2022

                 Siying Sun and   
               Yaohong Yang and   
                       Lei Wang   Dimension-reduced empirical likelihood
                                  estimation and inference for
                                  M-estimators with nonignorable
                                  nonresponse  . . . . . . . . . . . . . . 243--270
                   Yuye Zou and   
                Chengxin Wu and   
               Guoliang Fan and   
                   Riquan Zhang   Estimation for a hybrid model of
                                  functional and linear measurement errors
                                  regression with missing response . . . . 271--296
      Sergio Brenner Miguel and   
           Nathawut Phandoidaen   Multiplicative deconvolution in survival
                                  analysis under dependency  . . . . . . . 297--328
                 Edem Defor and   
                   Yichuan Zhao   Empirical likelihood inference for the
                                  mean past lifetime function  . . . . . . 329--346
                 Liang Wang and   
                Yuhlong Lio and   
       Yogesh Mani Tripathi and   
                  Sanku Dey and   
                     Fode Zhang   Inference of dependent left-truncated
                                  and right-censored competing risks data
                                  from a general bivariate class of
                                  inverse exponentiated distributions  . . 347--374
                     J. Jha and   
               Atanu Biswas and   
                Tsung-Chi Cheng   Trimmed estimator for circular-circular
                                  regression: breakdown properties and an
                                  exact algorithm for computation  . . . . 375--395
       Bahadir Yüzbasi and   
                 Yasin Asar and   
                  S. Ejaz Ahmed   Liu-type shrinkage estimations in linear
                                  models . . . . . . . . . . . . . . . . . 396--420
                Mai Ghannam and   
Sévérien Nkurunziza   The risk of tensor Stein-rules in
                                  elliptically contoured distributions . . 421--454
                 Erlis Ruli and   
              Laura Ventura and   
                   Monica Musio   Robust confidence distributions from
                                  proper scoring rules . . . . . . . . . . 455--478

Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 3, 2022

                  Shuang Hu and   
              Zuoxiang Peng and   
             Saralees Nadarajah   Location invariant heavy tail index
                                  estimation with block method . . . . . . 479--497
               Hanzhong Liu and   
                     Jinzhu Jia   On estimation error bounds of the
                                  Elastic Net when $ p \gg n $ . . . . . . 498--517
                  Xiaohu Li and   
                       Rui Fang   A count-based nonparametric test on
                                  strict bivariate stochastic arrangement
                                  increasing property  . . . . . . . . . . 518--536
                   Wanbo Lu and   
                 Guanglin Huang   Estimating the higher-order co-moment
                                  with non-Gaussian components and its
                                  application in portfolio selection . . . 537--564
                  Yuncai Yu and   
                   Ling Liu and   
                    Peng Wu and   
                   Xinsheng Liu   Optimal convergence rates of Bayesian
                                  wavelet estimation with a novel
                                  empirical prior in nonparametric
                                  regression model . . . . . . . . . . . . 565--577
               Narjes Amiri and   
               Vahid Fakoor and   
               Majid Sarmad and   
                   Ali Shariati   Empirical likelihood analysis for
                                  accelerated failure time model using
                                  length-biased data . . . . . . . . . . . 578--597
               Pravash Jena and   
          Manas Ranjan Tripathy   Estimating positive powers of the scale
                                  parameters under order restriction for
                                  two normal populations with a common
                                  mean . . . . . . . . . . . . . . . . . . 598--630
           Ghobad Barmalzan and   
               Sajad Kosari and   
     Ali Akbar Hosseinzadeh and   
     Narayanaswamy Balakrishnan   Ordering fail-safe systems having
                                  dependent components with Archimedean
                                  copula and exponentiated location-scale
                                  distributions  . . . . . . . . . . . . . 631--661
                 Jitto Jose and   
             E. I. Abdul Sathar   Rényi entropy on $k$-records and its
                                  applications in characterizing
                                  distributions  . . . . . . . . . . . . . 662--680
              M. Hashempour and   
               M. R. Kazemi and   
                   S. Tahmasebi   On weighted cumulative residual extropy:
                                  characterization, estimation and testing 681--698
            Sancharee Basak and   
             Ayanendranath Basu   The extended Bregman divergence and
                                  parametric estimation  . . . . . . . . . 699--718

Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 4, 2022

      Huybrechts F. Bindele and   
             Melody Denhere and   
                        Wei Sun   Generalized signed-rank estimation and
                                  selection for the functional linear
                                  model  . . . . . . . . . . . . . . . . . 719--738
                    Jibo Wu and   
                     Yasin Asar   A two-parameter estimator in linear
                                  measurement error model  . . . . . . . . 739--754
            Marina Gomtsyan and   
Céline Lévy-Leduc and   
               Sarah Ouadah and   
            Laure Sansonnet and   
                   Thomas Blein   Variable selection in sparse GLARMA
                                  models . . . . . . . . . . . . . . . . . 755--784
               Xinyang Wang and   
                     Dehui Wang   Penalized empirical likelihood inference
                                  for the GINAR($p$) model . . . . . . . . 785--804
                   Tao Wang and   
               Yunlong Wang and   
                   Qingpei Zang   Outlier detection in non-parametric
                                  profile monitoring . . . . . . . . . . . 805--822
Chénangnon Frédéric Tovissodé and   
      Romain Gl\`el\`e Kaka\"\i   A generalized stochastic condensation
                                  mechanism for inducing underdispersion
                                  in count models  . . . . . . . . . . . . 823--843
      Rafael Weißbach and   
               Achim Dörre   Retrospective sampling of survival data
                                  based on a Poisson birth process:
                                  conditional maximum likelihood . . . . . 844--866
             Nabakumar Jana and   
              Ankur Chakraborty   Estimation of order restricted standard
                                  deviations of normal populations with a
                                  common mean  . . . . . . . . . . . . . . 867--890
            Yusuf Can Sevil and   
             Tugba Ozkal Yildiz   Design-based estimators of the
                                  distribution function in ranked set
                                  sampling with an application . . . . . . 891--918
            Shohei Nakajima and   
               Yasutaka Shimizu   Parameter estimation of stochastic
                                  differential equation driven by small
                                  fractional noise . . . . . . . . . . . . 919--934
  Frédéric Ouimet   Refined normal approximations for the
                                  central and noncentral chi-square
                                  distributions and some applications  . . 935--956

Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 5, 2022

          Boris Aleksandrov and   
    Christian H. Weiß and   
            Carsten Jentsch and   
             Maxime Faymonville   Novel goodness-of-fit tests for binomial
                                  count time series  . . . . . . . . . . . 957--990
                   Rui Wang and   
                    Aiting Shen   Consistency properties for the nearest
                                  neighbour estimator of the density
                                  function and applications based on $
                                  \alpha $-mixing samples  . . . . . . . . 991--1011
    Sudheesh K. Kattumannil and   
                 Isha Dewan and   
                   Litty Mathew   Jackknife empirical likelihood ratio
                                  test for testing mean residual life and
                                  mean past life ordering  . . . . . . . . 1012--1028
          Morteza Mohammadi and   
               Majid Hashempour   On interval weighted cumulative residual
                                  and past extropies . . . . . . . . . . . 1029--1047
                  Hui Jiang and   
                   Jin Shao and   
                  Shaochen Wang   Asymptotic behaviours for maximum
                                  likelihood estimator of drift parameter
                                  in $ \alpha $-Wiener bridge process  . . 1048--1071
                Yujing Shao and   
                     Wei Ma and   
                       Lei Wang   Robust statistical inference for
                                  longitudinal data with nonignorable
                                  dropouts . . . . . . . . . . . . . . . . 1072--1094
            Fariba Janamiri and   
         Abdolrahman Rasekh and   
              Alireza Chaji and   
                   Babak Babadi   Ridge estimation in linear mixed
                                  measurement error models using
                                  generalized maximum entropy  . . . . . . 1095--1112
               Zahra Mansourvar   The $ \varphi $-divergence family of
                                  measures based on quantile function  . . 1113--1132
                  A. M. Elsawah   Novel techniques for performing
                                  successful follow-up experiments based
                                  on prior information from initial-stage
                                  experiments  . . . . . . . . . . . . . . 1133--1165
              Mulati Tuerde and   
                 Niansheng Tang   Bayesian semiparametric approach to
                                  quantile nonlinear dynamic factor
                                  analysis models with mixed ordered and
                                  nonignorable missing data  . . . . . . . 1166--1192

Statistics: a Journal of Theoretical and Applied Statistics
Volume 56, Number 6, 2022

               Kaushik Jana and   
               Debasis Sengupta   Improving linear quantile regression for
                                  replicated data  . . . . . . . . . . . . 1193--1206
Fernando Ferraz do Nascimento and   
            Marcelo Bourguignon   Bayesian time-varying quantile
                                  regression on exceedance . . . . . . . . 1207--1224
       Steven N. MacEachern and   
                  Koji Miyawaki   A regression approach to the two-dataset
                                  problem  . . . . . . . . . . . . . . . . 1225--1241
                Paulo Teles and   
                   Wai Sum Chan   The use of aggregate time series for
                                  testing conditional heteroscedasticity   1242--1269
                      Yi Wu and   
                    Xuejun Wang   Uniformly complete consistency of
                                  frequency polygon estimation for
                                  dependent samples and an application . . 1270--1289
           Sanjay Chaudhuri and   
           Tatsuya Kubokawa and   
             Shonosuke Sugasawa   Covariance based moment equations for
                                  improved variance component estimation   1290--1318
           Debashis Samanta and   
          Shuvashree Mondal and   
                  Debasis Kundu   Optimal plan for ordered step-stress
                                  stage life testing . . . . . . . . . . . 1319--1344
                Ji Hwan Cha and   
              Maxim Finkelstein   Acceptance reliability sampling plan for
                                  items with two failure modes . . . . . . 1345--1363
                   B. Ebner and   
           S. C. Liebenberg and   
               I. J. H. Visagie   A new omnibus test of fit based on a
                                  characterization of the uniform
                                  distribution . . . . . . . . . . . . . . 1364--1384
            Özge Kuran and   
             Seçil Yalaz   Kernel Liu prediction approach in
                                  partially linear mixed measurement error
                                  models . . . . . . . . . . . . . . . . . 1385--1408
 Narayanaswamy Balakrishnan and   
            Ritwik Bhattacharya   Simultaneous best linear invariant
                                  prediction of future order statistics
                                  for location-scale and scale families
                                  and associated optimality properties . . 1409--1426


Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 1, 2022

             S. C. Pandhare and   
               T. V. Ramanathan   The robust desparsified lasso and the
                                  focused information criterion for
                                  high-dimensional generalized linear
                                  models . . . . . . . . . . . . . . . . . 1--25
                Weili Cheng and   
                 Xiaorui Li and   
                 Xiaoxia Li and   
                   Xiaodong Yan   Model averaging for generalized linear
                                  models with missing at random covariates 26--52
                     Na Zou and   
                   Hong Qin and   
           Kashinath Chatterjee   A study on average Lee discrepancy
                                  measure  . . . . . . . . . . . . . . . . 53--70
              Cui-Juan Kong and   
             Han-Ying Liang and   
                  Guo-Liang Fan   Local likelihood of quantile difference
                                  under left-truncated, right-censored and
                                  dependent assumptions  . . . . . . . . . 71--93
      Alain Desgagné and   
  Pierre Lafaye de Micheaux and   
  Frédéric Ouimet   Goodness-of-fit tests for Laplace,
                                  Gaussian and exponential power
                                  distributions based on $ \lambda $-th
                                  power skewness and kurtosis  . . . . . . 94--122
             Jakob Peterlin and   
                Janez Stare and   
                     Rok Blagus   A permutation approach to
                                  goodness-of-fit testing in regression
                                  models . . . . . . . . . . . . . . . . . 123--149
          Victor Mooto Nawa and   
             Saralees Nadarajah   New closed form estimators for a
                                  bivariate gamma distribution . . . . . . 150--160
     Siddhartha Chakraborty and   
        Ritwik Bhattacharya and   
             Biswabrata Pradhan   Cumulative entropy of progressively
                                  type-II censored order statistics and
                                  associated optimal life testing-plans    161--174
           Krzysztof Jasi\'nski   On the status of component failures in a
                                  working coherent system when the
                                  lifetimes are DNID random variables  . . 175--194
               Sotirios Losidis   Recurrence times and the expected number
                                  of renewal epochs over a finite interval 195--212
             Chiara Amorino and   
                  Arnaud Gloter   Estimation of the invariant density for
                                  discretely observed diffusion processes:
                                  impact of the sampling and of the
                                  asynchronicity . . . . . . . . . . . . . 213--259

Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 2, 2023

         Célia Nunes and   
      Dário Ferreira and   
         Sandra S. Ferreira and   
             Miguel Fonseca and   
        Manuela M. Oliveira and   
           João T. Mexia   Noncentral Wishart matrices, asymptotic
                                  normality of vec and smooth statistics   261--281
               Hongyan Fang and   
                 Chunyu Yao and   
                Wenzhi Yang and   
                Xuejun Wang and   
                       Huang Xu   A $p$-value based dimensionality
                                  reduction test for high dimensional
                                  means  . . . . . . . . . . . . . . . . . 282--299
                 Daniel Gaigall   On the applicability of several tests to
                                  models with not identically distributed
                                  random effects . . . . . . . . . . . . . 300--327
               Rongfang Yan and   
                      Jiale Niu   Stochastic comparisons of second-order
                                  statistics from dependent and
                                  heterogeneous modified proportional
                                  hazard rate observations . . . . . . . . 328--353
             Abedin Haidari and   
            Mostafa Sattari and   
Ghobad Saadat Kia (Barmalzan) and   
     Narayanaswamy Balakrishnan   MRL ordering of largest order statistics
                                  from heterogeneous scale variables . . . 354--374
                 Shuli Geng and   
                    Lixin Zhang   Bayesian estimation for longitudinal
                                  data in a joint model with HPCs  . . . . 375--387
             Eftychia Solea and   
                  Rayan Al Hajj   High-dimensional rank-based graphical
                                  models for non-Gaussian functional data  388--422
               Olcay Arslan and   
             Senay Özdemir   Robust penalized empirical likelihood
                                  estimation method for linear regression  423--443
                      Ping Zhao   Robust high-dimensional alpha test for
                                  conditional time-varying factor models   444--457
               Remy Garnier and   
  Raphaël Langhendries and   
              Joseph Rynkiewicz   Hold-out estimates of prediction models
                                  for Markov processes . . . . . . . . . . 458--481
          Victor Mooto Nawa and   
             Saralees Nadarajah   Closed form estimators for a
                                  multivariate gamma distribution  . . . . 482--495
                  Ignacio Vidal   Unforced errors in the matching problem  496--514

Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 3, 2023

                  Kang Wang and   
                   Hong Qin and   
                       Zujun Ou   Uniformity and projection uniformity of
                                  combined designs . . . . . . . . . . . . 515--533
                   Yao Xiao and   
                 Shiqi Wang and   
                   Hong Qin and   
                   Jianhui Ning   Sequentially weighted uniform designs    534--553
        Niladri Chakraborty and   
 Narayanaswamy Balakrishnan and   
              Maxim Finkelstein   On precedence tests with double sampling 554--576
     Stavros Nikolakopoulos and   
                 Eric Cator and   
                Mart P. Janssen   Extending the Mann--Kendall test to
                                  allow for measurement uncertainty  . . . 577--596
                Yuping Song and   
                     Hangyan Li   Bias reduction estimation for drift
                                  coefficient in diffusion models with
                                  jumps  . . . . . . . . . . . . . . . . . 597--616
               Xudong Zhang and   
                 Ting Zhang and   
                       Lei Wang   Two-stage communication-efficient
                                  distributed sparse $M$-estimation with
                                  missing data . . . . . . . . . . . . . . 617--636
      Antoine Godichon-Baggioni   Convergence in quadratic mean of
                                  averaged stochastic gradient algorithms
                                  without strong convexity nor bounded
                                  gradient . . . . . . . . . . . . . . . . 637--668
         Tulika Rudra Gupta and   
               Markus Pauly and   
                   Somesh Kumar   Estimating a new stress-strength index
                                  for several exponential populations with
                                  a common location  . . . . . . . . . . . 669--693
            Biplab Hawlader and   
               Pradip Kundu and   
                  Amarjit Kundu   Stochastic comparisons of lifetimes of
                                  fail-safe systems with dependent and
                                  heterogeneous components under random
                                  shocks . . . . . . . . . . . . . . . . . 694--709
      Mojammel Haque Sarkar and   
          Manas Ranjan Tripathy   Estimating reciprocals of scale
                                  parameters of two exponential
                                  populations with common location and
                                  ordered scales using censored samples    710--739
                      Yi Wu and   
              Tien-Chung Hu and   
             Andrei Volodin and   
                    Xuejun Wang   Some improved results on Berry--Esséen
                                  bounds for strong mixing random
                                  variables and applications . . . . . . . 740--760

Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 4, 2023

Sévérien Nkurunziza   Corrigendum: A note on Liu-type
                                  shrinkage estimations in linear models
                                  (Statistics \bf 56, 396--420)  . . . . . 761--763
 Esmeralda Gonçalves and   
     Nazaré Mendes-Lopes   Zero-inflated binomial integer-valued
                                  ARCH models for time series  . . . . . . 764--784
                Y. Y. Linke and   
              I. S. Borisov and   
                 P. S. Ruzankin   Universal kernel-type estimation of
                                  random fields  . . . . . . . . . . . . . 785--810
                    Jun Jin and   
              Shuangzhe Liu and   
                     Tiefeng Ma   Optimal subsampling algorithms for
                                  composite quantile regression in massive
                                  data . . . . . . . . . . . . . . . . . . 811--843
                    Chao Lu and   
                Houlin Zhou and   
                    Xuejun Wang   A Berry--Esseen theorem for sample
                                  quantiles under martingale difference
                                  sequences  . . . . . . . . . . . . . . . 844--866
             Shunping Zheng and   
                  Fei Zhang and   
               Chunhua Wang and   
                    Xuejun Wang   Weak convergence for weighted sums of a
                                  class of random variables with related
                                  statistical applications . . . . . . . . 867--899
             K. K. Sudheesh and   
                  S. Anjana and   
                         M. Xie   U-Statistics for left truncated and
                                  right censored data  . . . . . . . . . . 900--917
               Yongcheng Qi and   
                 Mengzi Xie and   
                  Jingping Yang   Inference of high quantiles of a
                                  heavy-tailed distribution from block
                                  data . . . . . . . . . . . . . . . . . . 918--940
                David R. Bickel   Fiducialize statistical significance:
                                  transforming $p$-values into
                                  conservative posterior probabilities and
                                  Bayes factors  . . . . . . . . . . . . . 941--959
                Eliana Christou   Dimension reduction techniques for
                                  conditional expectiles . . . . . . . . . 960--985

Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 5, 2023

                   Lei Yang and   
                  Yongzhao Shao   Integrated partially linear model for
                                  multi-centre studies with heterogeneity
                                  and batch effect in covariates . . . . . 987--1009
             Shashi Bhushan and   
                Anoop Kumar and   
                  Shivam Shukla   Impact assessment of correlated
                                  measurement errors using
                                  logarithmic-type estimators  . . . . . . 1010--1036
              Umberto Amato and   
         Anestis Antoniadis and   
             Italia De Feis and   
                Ir\`ene Gijbels   Penalized wavelet nonparametric
                                  univariate logistic regression for
                                  irregular spaced data  . . . . . . . . . 1037--1060
            N. Balakrishnan and   
                    E. Castilla   Robust estimation based on one-shot
                                  device test data under log-normal
                                  lifetimes  . . . . . . . . . . . . . . . 1061--1086
             Zikica Luki\'c and   
             Bojana Milosevi\'c   Characterization-based approach for
                                  construction of goodness-of-fit test for
                                  Lévy distribution . . . . . . . . . . . . 1087--1116
    Santosh Kumar Chaudhary and   
                Nitin Gupta and   
             Pradeep Kumar Sahu   On general weighted cumulative residual
                                  extropy and general weighted negative
                                  cumulative extropy . . . . . . . . . . . 1117--1141
              Swagata Nandi and   
                  Debasis Kundu   Estimating parameters in multichannel
                                  fundamental frequency with harmonics
                                  model  . . . . . . . . . . . . . . . . . 1142--1164
         Alexander Melnikov and   
                     Andrey Pak   Parameter estimation in optional
                                  semimartingale regression models . . . . 1165--1201
             Angelo Alcaraz and   
              Gabriela Ciuperca   Automatic selection by penalized
                                  asymmetric $ L_q $-norm in a
                                  high-dimensional model with grouped
                                  variables  . . . . . . . . . . . . . . . 1202--1238
            N. Balakrishnan and   
                 Rahul Mukerjee   On optimal joint prediction of order
                                  statistics . . . . . . . . . . . . . . . 1239--1250
                   Dong Han and   
                Fugee Tsung and   
                    Jinguo Xian   An optimization method for change-point
                                  monitoring in finite samples sequence    1251--1266
           Alexandre Berred and   
                Alexei Stepanov   On asymptotic properties of spacings . . 1267--1283

Statistics: a Journal of Theoretical and Applied Statistics
Volume 57, Number 6, 2023

                Hengrui Luo and   
       Steven N. MacEachern and   
                 Mario Peruggia   Asymptotics of lower dimensional
                                  zero-density regions . . . . . . . . . . 1285--1316
                  Hui Jiang and   
               Guangyu Yang and   
                    Mingming Yu   Moderate deviations for the mildly
                                  stationary autoregressive model with
                                  dependent errors . . . . . . . . . . . . 1317--1351
              Marco Oesting and   
                Albert Rapp and   
                Evgeny Spodarev   Detection of long range dependence in
                                  the time domain for (in)finite-variance
                                  time series  . . . . . . . . . . . . . . 1352--1379
            M. Mohammadpour and   
                  S. Rezaee and   
                  A. R. Soltani   A new approach for time domain analysis
                                  of multivariate and functional time
                                  series . . . . . . . . . . . . . . . . . 1380--1391
             Rahul Mukerjee and   
           Víctor Elvira   Variance analysis of multiple importance
                                  sampling schemes . . . . . . . . . . . . 1392--1401
                Sisheng Liu and   
               Richard Charnigo   Tuning parameter selection for
                                  nonparametric derivative estimation in
                                  random design  . . . . . . . . . . . . . 1402--1425
     Akram Fakhari-Esferizi and   
                Saeid Pooladsaz   Universally optimal designs for three
                                  interference models under circulant
                                  correlation  . . . . . . . . . . . . . . 1426--1443
                 Mengmei Xi and   
               Chunhua Wang and   
                    Xuejun Wang   Uniformly strong consistency and the
                                  rates of asymptotic normality for the
                                  edge frequency polygons  . . . . . . . . 1444--1468
                  Ling Peng and   
              Xiangyong Tan and   
                Peiwen Xiao and   
                Zeinab Rizk and   
                    Xiaohui Liu   Expectile trace regression via low-rank
                                  and group sparsity regularization  . . . 1469--1489
          Morteza Mohammadi and   
               Majid Hashempour   Extropy based inaccuracy measure in
                                  order statistics . . . . . . . . . . . . 1490--1510
              Quinn Forzley and   
          Shakhawat Hossain and   
               Shahedul A. Khan   Generalized log-logistic proportional
                                  hazard model: a non-penalty shrinkage
                                  approach . . . . . . . . . . . . . . . . 1511--1528
                Ramon Oller and   
   Guadalupe Gómez Melis   Survival analysis with censored data: a
                                  further twist on ignorability conditions 1529--1550


Statistics: a Journal of Theoretical and Applied Statistics
Volume 58, Number 1, 2024

                        G. Siva   Matrix variate receiver operating
                                  characteristic curve for binary
                                  classification . . . . . . . . . . . . . 1--8
                  Jiaqi Liu and   
                  Kang Wang and   
                Xiaoqing Li and   
                       Zujun Ou   A lower bound of average mixture
                                  discrepancy for row augmented designs    9--25
                   Juan Baz and   
            Franco Pellerey and   
          Irene Díaz and   
                  Susana Montes   Stochastic ordering of variability
                                  measure estimators . . . . . . . . . . . 26--43
              Sven Serneels and   
               Luca Insolia and   
                   Tim Verdonck   Elegant robustification of sparse
                                  partial least squares by
                                  robustness-inducing transformations  . . 44--64
                Caner Tanis and   
                     Yasin Asar   Liu-type estimator in
                                  Conway--Maxwell--Poisson regression
                                  model: theory, simulation and
                                  application  . . . . . . . . . . . . . . 65--86
              Shanchao Yang and   
                Yanzhe Wang and   
                Lanjiao Qin and   
                       Xin Yang   Asymptotic normality of Nadaraya-Waton
                                  kernel regression estimation for mixing
                                  high-frequency data  . . . . . . . . . . 87--108
                     Liugen Xue   Empirical likelihood and estimation in a
                                  partially linear varying coefficient
                                  model with right censored data . . . . . 109--141
                Rani Kumari and   
       Yogesh Mani Tripathi and   
                 Liang Wang and   
             Rajesh Kumar Sinha   Reliability estimation for Kumaraswamy
                                  distribution under block progressive
                                  type-II censoring  . . . . . . . . . . . 142--175
               Sotirios Losidis   Refinement bounds for the expected
                                  number of renewal epochs over a finite
                                  interval . . . . . . . . . . . . . . . . 176--193
           Zhengcheng Zhang and   
            N. Balakrishnan and   
                    Ziying Zhao   On conditional spacings and their
                                  properties under coherent system setting 194--208
           Denis Belomestny and   
         Ekaterina Morozova and   
                 Vladimir Panov   Statistical inference for scale mixture
                                  models via Mellin transform approach . . 209--229
              Steven Abrams and   
           Ömer Sercik and   
          Noël Veraverbeke   Bernstein-based estimation of the cross
                                  ratio function . . . . . . . . . . . . . 230--246

Statistics: a Journal of Theoretical and Applied Statistics
Volume 58, Number 2, 2024

         Ramajeyam Tharshan and   
         Pushpakanthie Wijekoon   Poisson-modification of the Quasi
                                  Lindley optimal generalized regression
                                  estimator  . . . . . . . . . . . . . . . 247--276
              Hongyan Jiang and   
                   Yichuan Zhao   Bayesian empirical likelihood inference
                                  for the mean absolute deviation  . . . . 277--301
                 Shuli Geng and   
                    Lixin Zhang   Bayesian estimation in generalized
                                  linear models for longitudinal data with
                                  hyperspherical coordinates . . . . . . . 302--315
                     Han Li and   
               Xiaoman Chen and   
                  Xiaogang Dong   Self-exciting threshold -valued
                                  autoregressive processes for
                                  non-stationary time series of counts . . 316--335
            Patrice Bertail and   
              Aldo M. Garay and   
       Francyelle L. Medina and   
              Isaac C. S. Jales   A maximum likelihood and regenerative
                                  bootstrap approach for estimation and
                                  forecasting of $ {\rm INAR}(p) $
                                  processes with zero-inflated innovations 336--363
                    Yipeng Yang   Long-range dependence and rational
                                  Gaussian noise . . . . . . . . . . . . . 364--382
                    Minjung Lee   Augmented inverse probability weighted
                                  estimation and prediction for
                                  cause-specific proportional hazards
                                  regression with missing covariates . . . 383--406
                Guanjie Lyu and   
                Mohamed Belalia   Smooth estimation of conditional
                                  quantile function with mixed covariates
                                  using Bernstein polynomials  . . . . . . 407--421
             Arianna Agosto and   
               Paola Cerchiello   A data-driven test approach to identify
                                  COVID-19 surge phases: an alert-warning
                                  tool . . . . . . . . . . . . . . . . . . 422--436
                 Hyunju Lee and   
                    Ji Hwan Cha   New continuous bivariate distributions
                                  generated from shock models  . . . . . . 437--449
             Muhammad Ameeq and   
                  Sidra Naz and   
             Muhammad Tahir and   
     Muhammad Muneeb Hassan and   
              Farrukh Jamal and   
              Laraib Fatima and   
                Rabeea Shahzadi   A new Marshall--Olkin Lomax distribution
                                  with application using failure and
                                  insurance data . . . . . . . . . . . . . 450--472

Statistics: a Journal of Theoretical and Applied Statistics
Volume 58, Number 3, 2024

                  Paolo Giudici   Safe machine learning  . . . . . . . . . 473--477
              Alexander Meister   On the relation between data science and
                                  statistics . . . . . . . . . . . . . . . 478--480
                Arijit Pyne and   
            Subhrajyoty Roy and   
                Abhik Ghosh and   
             Ayanendranath Basu   Robust and efficient estimation in
                                  ordinal response models using the
                                  density power divergence . . . . . . . . 481--520
     Joseph Ngatchou-Wandji and   
            Thobeka Nombebe and   
            Leonard Santana and   
                  James Allison   On classes of consistent tests for the
                                  Type I Pareto distribution based on a
                                  characterization involving order
                                  statistics . . . . . . . . . . . . . . . 521--551
                Raju Bhakta and   
 Narayanaswamy Balakrishnan and   
            Suchandan Kayal and   
                 Subrat Pradhan   Stochastic comparison results between
                                  two finite mixture models with
                                  generalized Weibull distributed
                                  components . . . . . . . . . . . . . . . 552--575
                     Ziwen Geng   Modelling additive extremile regression
                                  by iteratively penalized least
                                  asymmetric weighted squares and gradient
                                  descent boosting . . . . . . . . . . . . 576--595
      Huybrechts F. Bindele and   
               Masego Otlaadisa   Robust confidence regions for the index
                                  and functional coefficients in the
                                  single-index varying coefficients
                                  regression model . . . . . . . . . . . . 596--620
               Mehmet Karahasan   A new approach to estimate parameters of
                                  the two-parameter Weibull distribution   621--664
               Jafar Ahmadi and   
                N. Balakrishnan   Characterizations of continuous
                                  log-symmetric distributions based on
                                  properties of order statistics . . . . . 665--689
                Zhaolei Liu and   
                         Lu Lin   Weighted likelihood transfer learning
                                  for high-dimensional generalized linear
                                  models . . . . . . . . . . . . . . . . . 690--722
         Seçil Yalaz and   
                Özge Kuran   A new kernel two-parameter prediction
                                  under multicollinearity in partially
                                  linear mixed measurement error model . . 723--748
               Jong-Min Kim and   
                   Il Do Ha and   
                    Sangjin Kim   Copula deep learning control chart for
                                  multivariate zero inflated count
                                  response variables . . . . . . . . . . . 749--769
                   Yajie Mi and   
                       Lei Wang   Two-step online estimation and inference
                                  for expected shortfall regression with
                                  streaming data . . . . . . . . . . . . . 770--794

Statistics: a Journal of Theoretical and Applied Statistics
Volume 58, Number 4, 2024

                  Limin Wen and   
                   Ruyi Cao and   
                       Yi Zhang   Novel credibility approaches for Lorenz
                                  curve and Gini coefficient estimation    795--826
     Hadi Alizadeh Noughabi and   
      Mohammad Shafaei Noughabi   On the estimation of varextropy  . . . . 827--841
                 Atin Gayen and   
               Sayantan Roy and   
         Aditi Kar Gangopadhyay   A unified approach to the Pythagorean
                                  identity and projection theorem for a
                                  class of divergences based on
                                  M-estimations  . . . . . . . . . . . . . 842--880
               Artur J. Lemonte   On local power of likelihood-based tests
                                  in von Mises regressions . . . . . . . . 881--891
            Graciela Boente and   
Juan Carlos Pardo-Fernández   Robust tests for equality of regression
                                  curves based on characteristic functions 892--917
            Francesco Buono and   
              Erhard Cramer and   
                  Jorge Navarro   Predicting future failures in
                                  generalized order statistics and related
                                  models . . . . . . . . . . . . . . . . . 918--942
           Denis Belomestny and   
         Ekaterina Morozova and   
                 Vladimir Panov   Nonparametric statistical inference for
                                  compound models  . . . . . . . . . . . . 943--960
               Zameer Abbas and   
          Hafiz Zafar Nazir and   
                  Muhammad Riaz   A distribution-free adaptive CUSUM-sign
                                  chart for monitoring shifts in the
                                  location of unknown industrial process   961--982
                     Tai Vo-Van   Building forecasting model for time
                                  series based on improvements in
                                  establishing fuzzy relationships and
                                  clustering algorithm . . . . . . . . . . 983--1003
              Danijel Aleksi\'c   A novel test of missing completely at
                                  random: $U$-statistics-based approach    1004--1023
                      Jin Zhang   Uniformly most accurate confidence
                                  intervals under weak restrictions  . . . 1024--1030