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On functionals of order statistics
Let g n be real functions, U ni , 1≤ i ≤ n , the ordered sample of n independent U (0,1) distributed random variables, and c ni (α), 1≤ i≤n , 0≤α≤1 be (known) real...
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Rate of convergence in the central limit theorem and in the strong law of large numbers for von mises statistics
This paper provides the rate of convergence in the central limit theorem and in the strong law of large numbers for von Mises statistics
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Minimal Metrics in the Random Variables Space
Let (U,d) be a separable metric space with metric d. Consider the space V=V(U,d) of all U-valued random variables X on certain probability space. For...
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Strong consistency of density estimation by orthogonal series methods for dependent variables with applications
Among several widely use methods of nonparametric density estimation is the technique of orthogonal series advocated by several authors. For such...
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A Bayesian analysis of classical hypothesis testing
The procedure of maximizing the missing information is applied to derive reference posterior probabilities for null hypotheses. The results shed...
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The roles of inductive modelling and coherence in Bayesian statistics
The role of the inductive modelling process (IMP) seems to be of practical importance in Bayesian statistics; it is recommended that the statistician...
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Loss Function and Benefit Measurement
The allocation of funds by formula is a major use of data collected by statistical agencies. As stated, the original General Revenue Sharing (GRS)...
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Consistency of minimum contrast estimators in non-standard cases
In this paper we investigate the convergence of minimum contrast estimators to certain subsets of a “parameter space”. By means of these results it...
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On Efficiency and Exponential Families in Stochastic Process Estimation
A general definition of efficiency for stochastic process estimation is proposed and some of its ramifications are explored. Of particular importance...
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OnL p-convergence ofU-statistics
For a kernel belonging to L p -space, p >1, the rate of convergence of Hoeffding's [5] U -statistic to its expectation is studied; this includes as a...
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On Kolmogorov-Smirnov-type tests for symmetry
For a set of independent but not necessarily identically distributed random variables, a simple Kolmogorov-Smirnov-type test is proposed for testing...
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A law of large numbers for abstract random variables
It was emphasized by Fréchet [8] that in many of the practical applications, we get, as a result of a random experiment, an abstract random variable X ...
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Estimation of the transition distributions of a Markov renewal process
The present paper is concerned with the estimation of the transition distributions of a Markov renewal process with finitely many states. A natural...
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On stochastic linear inequalities
The author, in this unorthodox paper, discusses come actual problems of theory and methods of linear programming. He defines a compound matrix as a...
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Three essays in econometrics
The first essay, ”A Discussion of Assumptions Made in Econometric Model Building“, after introductory remarks on the econometric approach, discusses...
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Article use as an indicator of style among English-language authors
Im Englischen ist der Artikel wohl diejenige Wortart, die sich am einfachsten untersuchen läßt. In dem vorliegenden Beitrag betrachten wir die...