Strong consistency of MLE for finite uniform mixtures when the scale parameters are exponentially small Kentaro TanakaAkimichi Takemura Mixture Model Pages: 1 - 19
A martingale approach to scan statistics Vladimir PozdnyakovJoseph GlazJ. Michael Steele Scan Statistics Pages: 21 - 37
A generalized Pólya urn model and related multivariate distributions Kiyoshi InoueSigeo Aki Distribution Pages: 49 - 59
Optimisation of linear unbiased intensity estimators for point processes Tomáš MrkvičkaIlya Molchanov Point Process Pages: 71 - 81
Joint modeling of cointegration and conditional heteroscedasticity with applications Heung WongW. K. LiShiqing Ling Time Series Pages: 83 - 103
A test for independence of two stationary infinite order autoregressive processes Eunhee KimSangyeol Lee Time Series Pages: 105 - 127
Improving on the minimum risk equivariant estimator of a location parameter which is constrained to an interval or a half-interval Éric MarchandWilliam E. Strawderman Estimation Pages: 129 - 143
Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean Yuzo MaruyamaKatsunori Iwasaki Estimation Pages: 145 - 156
Necessary conditions for dominating the James-Stein estimator Yuzo MaruyamaWilliam E. Strawderman Estimation Pages: 157 - 165
Minimax confidence bound of the normal mean under an asymmetric loss function Yushan XiaoYoshikazu TakadaNingzhong Shi Estimation Pages: 167 - 182
Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE Muneya MatsuiAkimichi Takemura Test Pages: 183 - 199
