Asymptotic distribution of bandwidth selectors in kernel regression estimation E. Herrmann Articles Pages: 17 - 26
Simultaneous confidence regions for the parameters of damage processes W. Kahle Articles Pages: 27 - 41
A note on the correlation betweenS 2 and the least squares estimator in the linear regression model Henning KnautzGötz Trenkler Erratum Pages: 42 - 42
Gamma-minimax results for the class of unimodal priors J. Eichenauer-HerrmannK. IckstadtE. Weiß Articles Pages: 43 - 56
Comparison of location parameters of two exponential distributions when scale parameters are different and unknown B. NassrallahA. K. Md. Ehsanes Saleh Articles Pages: 57 - 69
A note on optimal vector unbiased predictor B. ChandrasekarT. Edwin Prabakaran Articles Pages: 71 - 80
Estimation for 3-parameter lognormal distribution with unknown shifted origin K. IwaseK. Kanefuji Articles Pages: 81 - 90
A simple recursive estimation method for linear regression models with AR(p) disturbances Badi H. BaltagiQi Li Articles Pages: 93 - 100
Application of Stein-type estimation in combining regression estimates from replicated experiments V. K. SrivastavaH. Toutenburg Articles Pages: 101 - 112
Effects of non-normality on the power function in a one-way random model R. A. SinghalH. Sahai Articles Pages: 113 - 125
ß-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-t error S. Khan Articles Pages: 127 - 138
On the existence and uniqueness of maximizers of two likelihood functions K. A. Ariyawansa Articles Pages: 139 - 150
On characterizations and variance bounds of discrete α-unimodality A. M. AbouammohA. M. AliA. F. Mashhour Articles Pages: 151 - 161
Risk behavior of a pre-test estimator for normal variance with the Stein-type estimator K. Ohtani Articles Pages: 163 - 168
Bayesian look ahead one stage sampling allocations for selecting the largest normal mean S. S. GuptaK. J. Miescke Articles Pages: 169 - 177
The efficiency of price income situations, the real average income — a characterization Ch. Weinhardt Articles Pages: 179 - 186
Analysis of longitudinal data using a finite mixture model E. DietzD. Böhning Articles Pages: 203 - 210
Estimating and testing generalized linear models under inequality restrictions L. FahrmeirJ. Klinger Articles Pages: 211 - 229
Monte Carlo integration: An application to labour market states and transitions M. MühleisenK. F. Zimmermann Articles Pages: 243 - 253
Jackknife variances and confidence intervals of the Mantel-Haenszel estimator I. PigeotH. Strugholtz Articles Pages: 255 - 272
Partial residuals in cumulative regression models for ordinal data H. Pruscha Articles Pages: 273 - 284
Heteroscedasticity in non-stationary time series, some Monte Carlo evidence N. Haldrup Articles Pages: 287 - 307
Schäl, M.: Markoffsche Entscheidungsprozesse. Teubner Skripten zur Mathematischen Stochastik H. Schmidbauer Book Review Pages: 308 - 308
Consistency, asymptotic unbiasedness and bounds on the bias of s2 in the linear regression model with error component disturbances B. H. BaltagiW. Krämer Articles Pages: 323 - 328
Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables H. SchneeweissV. K. Srivastava Articles Pages: 329 - 335
Acceptance sampling by variables when the remainder of rejected lots is inspected J. Klufa Articles Pages: 337 - 349
On indices of marginal and total production cost S. R. ChakravartyN. Chattopadhyay Articles Pages: 351 - 360
A useful transformation for the multinomial logit-model (a short note) J. Frohn Articles Pages: 361 - 363
A critique of recent methods for computing the distribution of the Durbin-Watson and other invariant test statistics R. W. Farebrother Articles Pages: 365 - 369
