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Volume 1, Number 1, 1970Olaf 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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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