Journal: Metrika

Found 192 papers in total
Do components of smooth tests of fit have diagnostic properties?
Do components of smooth tests of fit have diagnostic properties?
1997,
Smooth goodness of fit tests were introduced by Neyman. They can be regarded as a...
Tests of significance for the average square deviation from target in a finite lot
Tests of significance for the average square deviation from target in a finite lot
1997,
Consider lots of discrete items 1, 2, …, N with quality characteristics x 1 , x...
Variance estimation using auxiliary information: An almost unbiased multivariate ratio estimator
Variance estimation using auxiliary information: An almost unbiased multivariate ratio estimator
1997,
The goal of this paper is to investigate the repeated substitution method estimating...
On limits of uniquely best linear estimators
On limits of uniquely best linear estimators
1997,
In a general linear model, it is shown that all admissible linear estimators are...
A new process capability index
A new process capability index
1997,
In this paper a new process capability index ( C pq ) has been introduced, which is...
Remarks on the strong law of large numbers for a triangular array of associated random variables
Remarks on the strong law of large numbers for a triangular array of associated random variables
1997,
A strong law of large numbers for a triangular array of strictly stationary associated...
On estimating the reliability after sequentially estimating the mean: The exponential case
On estimating the reliability after sequentially estimating the mean: The exponential case
1997,
Sequential estimation problems for the mean parameter of an exponential distribution...
Change point tests based on U-statistics with applications in reliability
Change point tests based on U-statistics with applications in reliability
1997,
We consider the problem of testing the null hypothesis of no change against the...
Estimation of the scale matrix of a multivariate t-model under entropy loss
Estimation of the scale matrix of a multivariate t-model under entropy loss
1997,
This paper deals with the estimation of the scale matrix of a multivariate t -model...
Nonparametric maximum likelihood estimation in a non locally compact setting
Nonparametric maximum likelihood estimation in a non locally compact setting
1997,
Maximum likelihood estimation is considered in the context of infinite dimensional...
Estimation procedures for a family of density functions representing various life-testing models
Estimation procedures for a family of density functions representing various life-testing models
1997,
A family of density functions is considered which contains several life-testing models...
Estimating a distribution function in the presence of auxiliary information
Estimating a distribution function in the presence of auxiliary information
1997,
For estimating the distribution function F of a population, the empirical or sample...
Accurate test limits under nonnormal measurement error
Accurate test limits under nonnormal measurement error
1998,
When screening a production process for nonconforming items the objective is to...
Large-sample estimation strategies for eigenvalues of a Wishart matrix
Large-sample estimation strategies for eigenvalues of a Wishart matrix
1998,
The problem of simultaneous asymptotic estimation of eigenvalues of covariance matrix...
Testing conditional symmetry against one-sided alternatives in square contingency tables
Testing conditional symmetry against one-sided alternatives in square contingency tables
1998,
For a ( k × k ) square contingency table with ordered categories, let X ( Y )...
Detecting changes in a multivariate renewal process
Detecting changes in a multivariate renewal process
1997,
Some recent extreme value asymptotics for multivariate renewal processes are used to...
Selecting the best regression equation via the P-value of F-test
Selecting the best regression equation via the P-value of F-test
1997,
In this article, we establish a method of selecting the best regression equation on...
The UMVUE of P(X < Y) Based on Type-II censored samples from Weinman multivariate exponential distributions
The UMVUE of P(X < Y) Based on Type-II censored samples from Weinman multivariate exponential distributions
1997,
Based on two independent samples from Weinman multivariate exponential distributions...
On characterizations of distributions by expected values of order statistics and record values with Gap
On characterizations of distributions by expected values of order statistics and record values with Gap
1997,
In this paper, we obtain some recurrence relationships for conditional expectations of...
Distributions characterized through conditional expectations
Distributions characterized through conditional expectations
1997,
Using conditional expectations, we present results that lead to the characterization...
A note on the uniform distribution on the arcsin points
A note on the uniform distribution on the arcsin points
1997,
In his book Pukelsheim pointed out that designs supported at the arcsin points are...
Convergence of a branching type recursion with non-stationary immigration
Convergence of a branching type recursion with non-stationary immigration
1997,
The asymptotic distribution of a branching type recursion with non-stationary...
Limit theorems for multivariate discrete distributions
Limit theorems for multivariate discrete distributions
1998,
According to the usual law of small numbers a multivariate Poisson distribution is...
A relationship between efficiencies of marginal designs and the product design
A relationship between efficiencies of marginal designs and the product design
1997,
We derive the D - and G -efficiencies of product designs in a multifactor experiment...
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