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Table of contents of journal: *Statistics (Berlin)

Results: 76-100/237
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
An estimator of the exponent of regular variation based on k-record values
Authors: Berred, AM
Citation: Am. Berred, An estimator of the exponent of regular variation based on k-record values, STATISTICS, 32(2), 1998, pp. 93-109
About regression estimators with high breakdown point
Authors: Vandev, DL Neykov, NM
Citation: Dl. Vandev et Nm. Neykov, About regression estimators with high breakdown point, STATISTICS, 32(2), 1998, pp. 111-129
On score tests in structural regression models
Authors: Arellano-Valle, RB Bolfarine, H
Citation: Rb. Arellano-valle et H. Bolfarine, On score tests in structural regression models, STATISTICS, 32(2), 1998, pp. 131-149
Ergodicity of autoregressive processes with Markov-switching and consistency of the maximum-likelihood estimator
Authors: Francq, C Roussignol, M
Citation: C. Francq et M. Roussignol, Ergodicity of autoregressive processes with Markov-switching and consistency of the maximum-likelihood estimator, STATISTICS, 32(2), 1998, pp. 151-173
On the proportional mean residual life model and its implications
Authors: Gupta, RC Kirmani, SNUA
Citation: Rc. Gupta et Snua. Kirmani, On the proportional mean residual life model and its implications, STATISTICS, 32(2), 1998, pp. 175-187
Inequalities between the second and fourth moments
Authors: Dreier, I
Citation: I. Dreier, Inequalities between the second and fourth moments, STATISTICS, 32(2), 1998, pp. 189-198
Linear affine estimation in misspecified linear regression models using fuzzy prior information
Authors: Arnold, BF Stahlecker, P
Citation: Bf. Arnold et P. Stahlecker, Linear affine estimation in misspecified linear regression models using fuzzy prior information, STATISTICS, 32(1), 1998, pp. 1-12
Hoeffding identity, multivariance and multicorrelation
Authors: Rao, BLSP
Citation: Blsp. Rao, Hoeffding identity, multivariance and multicorrelation, STATISTICS, 32(1), 1998, pp. 13-29
Distribution estimates consistent in chi(2)-divergence
Authors: Gyorfi, L Liese, F Vajda, I Van der Meulen, EC
Citation: L. Gyorfi et al., Distribution estimates consistent in chi(2)-divergence, STATISTICS, 32(1), 1998, pp. 31-57
Estimation of the reliability function of a series system: Some decision theoretic results
Authors: Chaudhuri, G Pal, N Sarkar, J
Citation: G. Chaudhuri et al., Estimation of the reliability function of a series system: Some decision theoretic results, STATISTICS, 32(1), 1998, pp. 59-74
A law of the iterated logarithm for discrete discrepancies and its applications to pseudorandom vector sequences
Authors: Emmerich, F Muller-Gronbach, T
Citation: F. Emmerich et T. Muller-gronbach, A law of the iterated logarithm for discrete discrepancies and its applications to pseudorandom vector sequences, STATISTICS, 32(1), 1998, pp. 75-85
CHANGE-POINT ESTIMATION AS A NONLINEAR-REGRESSION PROBLEM
Authors: RUKHIN AL VAJDA I
Citation: Al. Rukhin et I. Vajda, CHANGE-POINT ESTIMATION AS A NONLINEAR-REGRESSION PROBLEM, Statistics, 30(3), 1997, pp. 181-200
A ROBUST HETEROSKEDASTICITY CONSISTENT COVARIANCE-MATRIX ESTIMATOR
Authors: FURNO M
Citation: M. Furno, A ROBUST HETEROSKEDASTICITY CONSISTENT COVARIANCE-MATRIX ESTIMATOR, Statistics, 30(3), 1997, pp. 201-219
ASYMPTOTIC THEORY OF THE LEAST-SQUARES ESTIMATORS OF SINUSOIDAL SIGNAL
Authors: KUNDU D
Citation: D. Kundu, ASYMPTOTIC THEORY OF THE LEAST-SQUARES ESTIMATORS OF SINUSOIDAL SIGNAL, Statistics, 30(3), 1997, pp. 221-238
IMPROVEMENTS IN THE BIAS AND PRECISION OF SAMPLE QUARTILES
Authors: MUDHOLKAR GS HUTSON AD
Citation: Gs. Mudholkar et Ad. Hutson, IMPROVEMENTS IN THE BIAS AND PRECISION OF SAMPLE QUARTILES, Statistics, 30(3), 1997, pp. 239-257
ON MOMENTS OF THE INVERTED WISHART DISTRIBUTION
Authors: VONROSEN D
Citation: D. Vonrosen, ON MOMENTS OF THE INVERTED WISHART DISTRIBUTION, Statistics, 30(3), 1997, pp. 259-278
AN EMPIRICAL BAYES STEIN-TYPE ESTIMATOR FOR REGRESSION PARAMETERS UNDER LINEAR CONSTRAINTS
Authors: HOFFMANN K
Citation: K. Hoffmann, AN EMPIRICAL BAYES STEIN-TYPE ESTIMATOR FOR REGRESSION PARAMETERS UNDER LINEAR CONSTRAINTS, Statistics, 30(2), 1997, pp. 91-98
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