A combined estimator in the simple errors-in-variables model I. FusekL. Fusková Articles Pages: 1 - 15
The left-truncated Weibull distribution: theory and computation Dallas R. Wingo Articles Pages: 39 - 48
Measurement of disparity from grouped data with different degrees of information Eckart Bomsdorf Articles Pages: 49 - 60
Small sample properties of asymptotically equivalent tests for autoregressive conditional heteroskedasticity Francis X. DieboldPeter Pauly Articles Pages: 105 - 131
Estimating parameters in a simple errors-in-variables model: a new approach base on finite sample distribution theory H. -J. Mittag Notes Pages: 133 - 140
A relation for the covariances of order statistics from n independent and non-identically distributed random variables N. Balakrishnan Notes Pages: 141 - 146
Some characterizations of geometric tail distributions based on record values H. N. NagarajaPali SenR. C. Srivastava Notes Pages: 147 - 155
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations Terry E. DielmanRoger C. Pfaffenberger Articles Pages: 163 - 183
Koch, K.R.: Parameter estimation and hypothesis testing in linear models P. Schönfeld Book Review Pages: 212 - 212
Two notions of positive ageing based on stochastic dominance A. M. AbouammohA. N. Ahmed Articles Pages: 213 - 229
Gini’s concentration index and the measurement of the distance between relative price vectors Jacques Silber Articles Pages: 231 - 238
Hannan E.J. and M. Deistler: The statistical theory of linear systems A. Benveniste Book review Pages: 239 - 242
A general structural model for decomposing time series and its analysis as a generalized regression model Ralf Pauly Articles Pages: 245 - 261
Karatzas, I. und St. E. Shreve: Brownian motion and stochastic calculus. (Graduate Texts in Mathematics, 113) M. Schäl Book review Pages: 262 - 262
Hellinger distances and α-entropy in a one-parameter class of density functions U. Kamps Articles Pages: 263 - 269
Estimation of the location and scale of a symmetric hyperbolic distribution Hatem A. Howlader Articles Pages: 271 - 278
Prediction of temporally aggregated systems involving both stock and flow variables Helmut Lütkepohl Articles Pages: 279 - 293
On van Ijzeren’s approach to international comparisons and its properties Bert M. Balk Articles Pages: 295 - 315
Robertson, T., WrighT, F.T. and R.L. Dykstra: Order restricted statistical inference W. Härdle Book review Pages: 316 - 316
A note on the relationship between frequency-domain linear feedback measures of multivariate time series representations K. Gerhaeusser Notes Pages: 317 - 322
