Probability and Statistical Inference

Inhaltsverzeichnis

• Discrete Approximation of Markovprocesses by Markovchains.
• An Autoregressive Representation of ARMA Processes.
• Characterization of a Type Multivariate Exponential Distributions.
• Multivariate Time Series Analysis and Forecast.
• Testing Approximate Validity of Hardy-Weinberg Law in Population Genetics.
• On an Optimization Problem Related to Statistical Investigations.
• A Construction of Extremal Processes.
• Monte Carlo Investigation of Robust Methods.
• Monte Carlo Methods for Solving Hyperbolic Equations.
• The Compounding of the Binomial and Generalized Beta Distributions.
• Empirical Bayes Estimation of Probability Density Function with Dirichlet Process Prior.
• On the Asymptotic Properties of Minimum Contrast Estimates.
• Contiguity in Some Nonregular Cases and its Applications.
• The Notion of Asymptotically Least Favorable Configuration in Selection and Ranking Problems.
• One Method of Stable Estimation of a Location Parameter.
• Stochastic Integral Representation of Functionals from a Sequence of Martingales.
• Comparison of Multisample Tests of Normality.
• Almost Everywhere Convergence of Recursive Kernel Regression Function Estimates.
• Estimation of a Multivariate Density by Orthogonal Series.
• Longest Runs in Markov Chains.
• Approximation and Smoothing of Surfaces in (P+1)-Dimensional Spaces.
• The Comparison of Two-Unit Standby Redundant System with Two and Three States of Units.
• A Probability Inequality of General Nature for the Maximum of Partial Sums.
• Parametric Deviations in Linear Models.
• Statistical Tests for Tausworthe Pseudo-Random Numbers.
• Polynomials of Parameters in the Regression Model — Estimation and Design.
• The Limiting Log-Likelihood Process for Discontinuous Multiparameter Density Families.
• Two Kinds of Pooling Information in Cross-SectionalRegression Model.
• Rate of Convergence for Simple Estimate in the Rejective Sampling.
• Minimal Metrics in the Random Variables Space.
• Robust Alternatives to the F-Fest for the Linear Model.
• Orthogonal Series Estimates of a Regression Function with Applications in System Identification.
• Generating Student’s T Variates by a Modified Rejection Method.
• Block Transmissibility and Quantization.
• Invariantly Optimal Curve Estimators with Respect to Integrated Mean Error Risk.