Geodesic

Tome 32 (1985)

Sommaire

Kostenoptimale Prüfpläne bei einem Problem mit drei möglichen Entscheidungen.
p. 1-14
On the Optimality of Differentiated SPR Tests of Composite Hypotheses.
p. 15-33
Frontiers in Statistical Quality Control 2 - Lenz, H.J.; Wetherill, G.B.; Wilrich, P.Th.
p. 34
On the Nonnegativity of XX* and its Relevance in Econometrics.
p. 35-47
Amarts and Set Function Processes - Gut, A.; Schmidt, K.D.
p. 48
Large Sample Estimation of Pareto Quantiles Using Selected Order Statistics.
p. 49-56
U-Optimum Row-Columns Designs for the Comparison of Two Treatments.
p. 57-63
Metrika Vol. 31, page 1-4 - A Note on Necessary Best Estimator of Order Two, by Prabhu-Ajgaonkar, Aurangabad
p. 64
Some Characterizations of Distributions by Regression Models for Ordinal Response Data.
p. 65-72
A Remark on Lehmann-Unbiased Estimators for Scale Resp. Location Parameters.
p. 73-84
On Three and Five Parameter Bivariate Beta Distributions.
p. 85-92
A Remark on the Recursive Estimation of ARMA Order.
p. 93-96
The Occurrence of Outliers in the Explanatory Variable Considered in an Errors-in-Variables Framework.
p. 97-108
One-Sided and Multi-Sided Rank Tests Against Trend in the Case of Concordant Observers.
p. 109-123
Coping with Complexity: Perspectives for Economics, Management and Social Sciences - Gottinger, H.W.
p. 124
Statistik für Wirtschafts- und Sozialwissenschaftler I - Maaß, S.
p. 125-126
Introduction to Stochastic Integration - Chung, K.L.; Williams, R.J.
p. 126-127
Asymptotic Optimal Inference for Non-ergodic Models - Basava, I. V.; Scott, D.J.
p. 127-128
The Behaviour of the Lagrangian Multiplier Test in Testing the Orders of an ARMA-Model.
p. 129-150
Asymptotische Verteilungen einiger Schätzverfahren bei Trend und Fehlern in den Variablen.
p. 151-162
Einfache Begründung für die Irrtumswahrscheinlichkeitsschranke der HOMMEL'schen Mehrheitstestkombination.
p. 163-164
Cramer Type Large Deviations for Studentized U-Statistics.
p. 165-180
On a Criterion for the Selection of Models for Stationary Time Series.
p. 181-196
A Note Invariance Principles for v. Mises'-Statistics.
p. 197-214
Some Characterizations of the Bivariate Normal Distribution.
p. 215-218
Kostenoptimale Prüfpläne für die Laufende Kontrolle eines Qualitativen Merkmales.
p. 219-252
Zur Bestimmung kostenoptimaler einfacher Stichprobenpläne bei abgebrochener Kontrolle.
p. 253-264
Regular Estimators for Subclasses of Linear Estimators.
p. 265-274
A Dual Approach for Matrix-Derivatives.
p. 275-292
Approximately Optimum Two-Stage Sampling Plans.
p. 293-314
On Expectation of the Maximum for Sums of Independent Random Variables.
p. 315-326
An Application of the Renewal Theoretic Selection Principle: The First Divisible Sum.
p. 327-338
Estimation Under Two Stage Random Permutation Models.
p. 339-350
Rate of Convergence to Normality for U-Statistics with Kernel of Arbitrary Degree.
p. 351-362
Asymptotic Considerations for Selecting the Best Component of a Multivariate Normal Population.
p. 363-374
On the Convergence of the Critical Values of Uniformly Most Powerful Unbiased Tests for Two-Sided Hypotheses.
p. 375-382
Moment Inequalities for Order Statistics from Ordered Families of Distributions.
p. 383-390
Reproducibility in the One-Parameter Exponential Family.
p. 391-394
On Monotone Optimal Decision Rules and the Stay-on-a- Winner Rule for the Two-Armed Bandit.
p. 395-407
Introduction to Probability Theory - Ito, K.
p. 408
Operations Research - Ellinger, Th.
p. 409
Introduction to Robust and Quasi-Robust Statistical Methods - Rey, W.J.J.
p. 410
Statistik-Übungen im Wirtschaftswissenschaftlichen Grundstudium - Deutler, T.; Schaffranek, M.; Steinmetz, D.
p. 411
Robustness of Statistical Methods and Nonparametric Statistics - Rasch, D.; Tiku, M.L.
p. 412
Brownian Motion and Martingales in Analysis - Durrett, R.
p. 413-414
Die Statistik - Zwölf Stationen des statistischen Arbeitens - Menges, G.
p. 413