Simultaneous equivariant estimation of the parameters of linear models S. Kalpana BaiT. M. Durairajan Articles Pages: 125 - 134
Joint estimation for the parameters of the extreme value distributions Zhenmin Chen Articles Pages: 135 - 146
Sequential estimation for a family of counting processes in the nuisance parameter case Jürgen FranzRyszard Magiera Articles Pages: 147 - 162
The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables Hiroko KurumaiKazuhiro Ohtani Articles Pages: 163 - 177
Locally most powerful two-sample rank tests for Lévy distributions Ralf Runde Articles Pages: 179 - 188
Approximate studentization for Pareto distribution with application to censored data A. Wong Articles Pages: 189 - 201
Testing whether the survival function is multivariate new better than used David D. Hanagal Notes Pages: 203 - 211
A note on a Bayesian order determination procedure for vectorautoregressive processes Markus Heintel Notes Pages: 213 - 221
Some useful Wishart expectations based on the multivariatet-model Anwar H. Joarder Notes Pages: 223 - 229
A characterization of the geometric distribution Fernando López-BlázquezBegoña Salamanca Miño Notes Pages: 231 - 236
Unbiased prediction in linear regression models with equi-correlated responses Shalabh Notes Pages: 237 - 244