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Table of contents of journal: *Statistics (Berlin)

Results: 1-25/168
CHEBYSHEV-EXPERIMENTS
Authors: MUNK A
Citation: A. Munk, CHEBYSHEV-EXPERIMENTS, Statistics (Berlin), 31(4), 1998, pp. 289-324
STATISTICAL-INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSEGAUSSIAN DISTRIBUTION
Authors: GUPTA RC AKMAN O
Citation: Rc. Gupta et O. Akman, STATISTICAL-INFERENCE BASED ON THE LENGTH-BIASED DATA FOR THE INVERSEGAUSSIAN DISTRIBUTION, Statistics (Berlin), 31(4), 1998, pp. 325-337
A BOUND FOR THE RENEWAL FUNCTION OF A PROCESS DRIVEN BY A NONMONOTONIC LIFE DISTRIBUTION FUNCTION
Authors: MITRA M BASU SK
Citation: M. Mitra et Sk. Basu, A BOUND FOR THE RENEWAL FUNCTION OF A PROCESS DRIVEN BY A NONMONOTONIC LIFE DISTRIBUTION FUNCTION, Statistics (Berlin), 31(4), 1998, pp. 339-345
NOTE ON THE CONTINUATION OF INFINITELY DIVISIBLE DISTRIBUTIONS AND CANONICAL MEASURES
Authors: SATO KI STEUTEL FW
Citation: Ki. Sato et Fw. Steutel, NOTE ON THE CONTINUATION OF INFINITELY DIVISIBLE DISTRIBUTIONS AND CANONICAL MEASURES, Statistics (Berlin), 31(4), 1998, pp. 347-357
STRONG APPROXIMATIONS FOR K-RECORDS AND RECORDS IN THE F-ALPHA-SCHEME- A DUALITY
Authors: ENNADIFI G
Citation: G. Ennadifi, STRONG APPROXIMATIONS FOR K-RECORDS AND RECORDS IN THE F-ALPHA-SCHEME- A DUALITY, Statistics (Berlin), 31(4), 1998, pp. 359-382
CONVERGENCE OF HERMITE SERIES DENSITY ESTIMATORS UNDER CONDITIONS OF WEAK DEPENDENCE
Authors: LIEBSCHER E
Citation: E. Liebscher, CONVERGENCE OF HERMITE SERIES DENSITY ESTIMATORS UNDER CONDITIONS OF WEAK DEPENDENCE, Statistics, 31(3), 1998, pp. 191-214
MINIMUM NORM ESTIMATION UNDER PARAMETER CONSTRAINTS WITH AN APPLICATION TO INSURANCE
Authors: KLEFFE J NORBERG R
Citation: J. Kleffe et R. Norberg, MINIMUM NORM ESTIMATION UNDER PARAMETER CONSTRAINTS WITH AN APPLICATION TO INSURANCE, Statistics, 31(3), 1998, pp. 215-234
NUMERICAL AND ANALYTICAL COMPUTATION OF SOME 2ND-ORDER CHARACTERISTICS OF SPATIAL POISSON-VORONOI TESSELLATIONS
Authors: HEINRICH L KORNER R MEHLHORN N MUCHE L
Citation: L. Heinrich et al., NUMERICAL AND ANALYTICAL COMPUTATION OF SOME 2ND-ORDER CHARACTERISTICS OF SPATIAL POISSON-VORONOI TESSELLATIONS, Statistics, 31(3), 1998, pp. 235-259
ASYMPTOTIC-DISTRIBUTION OF THE MAXIMUM-LIKELIHOOD RATIO TEST FOR GENEDETECTION
Authors: CIERCO C
Citation: C. Cierco, ASYMPTOTIC-DISTRIBUTION OF THE MAXIMUM-LIKELIHOOD RATIO TEST FOR GENEDETECTION, Statistics, 31(3), 1998, pp. 261-285
SMOOTHING ERRORS
Authors: VANDERLINDE A
Citation: A. Vanderlinde, SMOOTHING ERRORS, Statistics, 31(2), 1998, pp. 91-114
NONPARAMETRIC VERSUS PARAMETRIC GOODNESS-OF-FIT
Authors: LIERO H LAUTER H KONAKOV V
Citation: H. Liero et al., NONPARAMETRIC VERSUS PARAMETRIC GOODNESS-OF-FIT, Statistics, 31(2), 1998, pp. 115-149
A BERRY-ESSEEN BOUND FOR LINEAR-COMBINATIONS OF ORDER-STATISTICS
Authors: PAP G VANZUIJLEN MCA
Citation: G. Pap et Mca. Vanzuijlen, A BERRY-ESSEEN BOUND FOR LINEAR-COMBINATIONS OF ORDER-STATISTICS, Statistics, 31(2), 1998, pp. 151-186
ON ESTIMATION OF THE MEAN AND COVARIANCE PARAMETER FOR GAUSSIAN RANDOM-FIELDS
Authors: IBARROLA P ROZANSKI R VELEZ R
Citation: P. Ibarrola et al., ON ESTIMATION OF THE MEAN AND COVARIANCE PARAMETER FOR GAUSSIAN RANDOM-FIELDS, Statistics, 31(1), 1998, pp. 1-20
NOTE ON A FUNDAMENTAL RELATIONSHIP BETWEEN ADMISSIBLE AND BAYESIAN DECISION RULES
Authors: ASGHARIAN M NOORBALOOCHI S
Citation: M. Asgharian et S. Noorbaloochi, NOTE ON A FUNDAMENTAL RELATIONSHIP BETWEEN ADMISSIBLE AND BAYESIAN DECISION RULES, Statistics, 31(1), 1998, pp. 21-34
A NOTE ON BAYESIAN-ANALYSIS IN M M/1 QUEUES DERIVED FROM CONFIDENCE-INTERVALS/
Authors: RODRIGUES J LEITE JG
Citation: J. Rodrigues et Jg. Leite, A NOTE ON BAYESIAN-ANALYSIS IN M M/1 QUEUES DERIVED FROM CONFIDENCE-INTERVALS/, Statistics, 31(1), 1998, pp. 35-42
FAMILIES OF CAPABILITY INDEXES FOR ONE-SIDED SPECIFICATION LIMITS
Authors: VANNMAN K
Citation: K. Vannman, FAMILIES OF CAPABILITY INDEXES FOR ONE-SIDED SPECIFICATION LIMITS, Statistics, 31(1), 1998, pp. 43-66
THE PARADOXICAL NATURE OF THE PROPORTIONAL HAZARDS MODEL OF RANDOM CENSORSHIP
Authors: CSORGO S FARAWAY JJ
Citation: S. Csorgo et Jj. Faraway, THE PARADOXICAL NATURE OF THE PROPORTIONAL HAZARDS MODEL OF RANDOM CENSORSHIP, Statistics, 31(1), 1998, pp. 67-78
CORRECTION TO A RECURRENCE RELATION BETWEEN MOMENTS OF ORDER-STATISTICS
Authors: SARAN J PUSHKARNA N
Citation: J. Saran et N. Pushkarna, CORRECTION TO A RECURRENCE RELATION BETWEEN MOMENTS OF ORDER-STATISTICS, Statistics, 31(1), 1998, pp. 79-81
ON THE UNCERTAINTY RELATION FOR POSITIVE-DEFINITE PROBABILITY DENSITIES
Authors: GNEITING T
Citation: T. Gneiting, ON THE UNCERTAINTY RELATION FOR POSITIVE-DEFINITE PROBABILITY DENSITIES, Statistics, 31(1), 1998, pp. 83-88
COMPARING NORMAL LINEAR EXPERIMENTS AND TRANSFORMATION OF OBSERVATIONS
Authors: STEPNIAK C
Citation: C. Stepniak, COMPARING NORMAL LINEAR EXPERIMENTS AND TRANSFORMATION OF OBSERVATIONS, Statistics, 30(4), 1998, pp. 279-289
ESTIMATING A STABILITY PARAMETER - ASYMPTOTICS AND SIMULATIONS
Authors: HOPFNER R
Citation: R. Hopfner, ESTIMATING A STABILITY PARAMETER - ASYMPTOTICS AND SIMULATIONS, Statistics, 30(4), 1998, pp. 291-305
TEST LIMITS USING CORRELATED MEASUREMENTS
Authors: ALBERS W ARTS GRJ KALLENBERG WCM
Citation: W. Albers et al., TEST LIMITS USING CORRELATED MEASUREMENTS, Statistics, 30(4), 1998, pp. 307-330
A NOTE ON WEAK-CONVERGENCE OF DENSITY ESTIMATORS IN HILBERT-SPACES
Authors: RUYMGAART FH
Citation: Fh. Ruymgaart, A NOTE ON WEAK-CONVERGENCE OF DENSITY ESTIMATORS IN HILBERT-SPACES, Statistics, 30(4), 1998, pp. 331-343
SOME NEW IDENTITIES FOR SINGLE MOMENTS OF ORDER-STATISTICS
Authors: SARAN J PUSHKARNA N
Citation: J. Saran et N. Pushkarna, SOME NEW IDENTITIES FOR SINGLE MOMENTS OF ORDER-STATISTICS, Statistics, 30(4), 1998, pp. 345-355
QUADRATIC-FORMS IN DISGUISED MATRIX T-VARIATE
Authors: GUPTA AK NAGAR DK
Citation: Ak. Gupta et Dk. Nagar, QUADRATIC-FORMS IN DISGUISED MATRIX T-VARIATE, Statistics, 30(4), 1998, pp. 357-374
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