Geodesic

Sommaire du Fascicule no. 3

Quasi-Maximum Likelihood Estimation of Parameters in a Multivariate Poisson Process.
p. 1-16
Shrinkage Estimation of the Proportion in Randomized Response.
p. 17-30
An Outlier Test for Linear Processes - II. Large Contamination.
p. 31-42
A Less Sensitive Linear Detector for the Change Point Based on Kernel Smoothing Method.
p. 43-56
Least Squares Estimator for Regression Models with some Deterministic Time Varying Parameters.
p. 57-68
Consistency and Asymptotic Normality of Maximum Likelihood Estimation for Gaussian Markov Processes from Discrete Obersvations.
p. 69-90
Repeated Substitution Method: The Ratio Estimator for the Population Variance.
p. 101-106
Generalized Gauss-Chebyshev Inequalities for Unimodal Distributions.
p. 107-122
Estimating Regression Coefficients from Survey Data by Asymptotic Desingn-Cum-Model Based Approach.
p. 123-134
On Characterizing Distributions by Conditional Expectations of Functions of Order Statistics.
p. 135-148
Modelling of Repairable Systems with Various Degrees of Repair.
p. 149-164
A Simple and Effective Scanning Rule for a Multi-Channel System.
p. 165-182
Run Length Distributions and Economic Design of X Charts with Unknown Process Variance.
p. 189-202
Orthogonal Main Effect Plans for Two and Three Factors in Small Blocks.
p. 203-212
A Minimax Property of Lahiri-Midzuno-Sen's Sampling Scheme.
p. 213-220
On a Class of Discrete Distributions Arising from the Birth-Death-with-Immigration Process.
p. 221-236
Minimum Kolmogorov Distance Estimates of Parameters an Parametrized Distributions.
p. 237-256
Bartlett Corrections for the Weibull Distribution.
p. 257-263