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Sat Oct 12 05:47:47 MDT 2024
Olaf Bunke Geleitwort. (German) [Foreword] . . . . 1--4
Franti\vsek No\vzi\vcka Über die Eindeutigkeit der Lösung von
linearen Optimierungsproblemen. (German)
[On the uniqueness of the solution of
linear programming problems] . . . . . . 5--20
Horst Weinert Probleme der linearen Optimierung mit
nichtlinear-einparametrischen
Koeffizienten in der Zielfunktion.
(German) [Linear optimization problem
with nonlinear one-parameter
coefficients in the objective function] 21--43
N. N. Borobev Pozitsionniye igri i prinyatie
statisticheskich reshennije. (Russian)
[Positional games and statistical
decisions] . . . . . . . . . . . . . . . 45--53
Ingeborg Beier-Küchler and
Peter Neumann Über die Klassenwahl beim $
\chi^2$-Anpassungstest. (German) [On the
class choice in the $ \chi^2 $ fit test] 55--68
Helge Toutenburg Optimale Vorhersage von endogenen
Variablen in einem linearen System von
strukturellen Gleichungen. (German)
[Optimal forecasts of endogenous
variables in a linear system of
structural equations] . . . . . . . . . 69--75
H. Hollatz and
K. Lommatzsch Rezensionen. (German) [Book Reviews] . . 77--78
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