Vol. 35 No. 2&3 (2006)

Articles

• Change in the Mean in the Domain of Attraction of the Normal Law

  Miklós Csörgő, Barbara Szyszkowicz, Qiying Wang

  93–103

  • PDF

• Uniform in Bandwidth Consistency of Local Polynomial Regression Function Estimators

  Julia Dony, Uwe Einmahl, David M. Mason

  105–120

  • PDF

• Profile Sufficiency

  Abram Kagan

  121–130

  • PDF

• Student’s t-Statistic under Unimodal Densities

  Harrie Hendriks, Pieta C. IJzerman-Boon, Chris A.J. Klaassen

  131–141

  • PDF

• Regression Model Fitting for the Interval Censored 1 Responses

  Hira L. Koul, Tingting Yi

  143–155

  • PDF

• Robust Cluster Analysis via Mixture Models

  Geoffrey J. McLachlan, Shu-Kay Ng, Richard Bean

  157–174

  • PDF

• Scatter Matrices and Independent Component Analysis

  Hannu Oja, Seija Sirkiä, Jan Eriksson

  175–189

  • PDF

• Empirical Likelihood Methods for Sample Survey Data: An Overview

  J.N.K. Rao

  191–196

  • PDF

• Robust Statistical Inference for High-Dimensional Data Models with Application to Genomics

  Pranab Kumar Sen

  197–214

  • PDF

• Logarithmic-Normal Model of Income Distribution in the Czech Republic

  Jitka Bartošová

  215–221

  • PDF

• Trimmed Likelihood-based Estimation in Binary Regression Models

  Pavel Čížek

  223–232

  • PDF

• A Note on NPML Estimation for Exponential Family Regression Models with Unspecified Dispersion Parameter

  Jochen Einbeck, John Hinde

  233–243

  • PDF

• Insensitivity Regions and Outliers in Mixed Models with Constraints

  Eva Fišerová, Lubomír Kubáček

  245–252

  • PDF

• Estimation in the Koziol-Green Model Using a Gamma Process Prior

  Michal Friesl

  253–260

  • PDF

• Simultaneous Fiducial Generalized Confidence Intervals for Ratios of Means of Lognormal Distributions

  Jan Hannig, Lidong E, Amany Abdel-Karim, Hari Iyer

  261–269

  • PDF

• Dependent Samples in Empirical Estimation of Stochastic Programming Problems

  Vlasta Kaňková, Michal Houda

  271–279

  • PDF

• A Comparative Study of Boundary Effects for Kernel Smoothing

  Jan Koláček, Jitka Poměnková

  281–288

  • PDF

• Estimator Consistency in a General Setup

  Petr Lachout

  289–298

  • PDF

• On Formulating Pearson’s Chi-Squared Statistic in Two-Way Frequency Tables

  Lynn Roy LaMotte

  299–306

  • PDF

• Modelling of Economic Time Series and the Method of Cointegration

  Jiri Neubauer

  307–313

  • PDF

• Permutation Tests for Univariate and Multivariate Ordered Categorical Data

  Fortunato Pesarin, Luigi Salmaso

  315–324

  • PDF

• Web-Bootstrap Estimate of Area Under ROC Curve

  Hana Skalská, Václav Freylich

  325–330

  • PDF

• Tests Using Spatial Median

  Ján Somorčík

  331–338

  • PDF

• A Bootstrap View on Dickey-Fuller Control Charts for AR(1) Series

  Ansgar Steland

  339–346

  • PDF

• Fuzzy Probability Spaces and Their Applications in Decision Making

  Jana Talašová, Ondřej Pavlačka

  347–356

  • PDF

• On Estimation and Decrease of the Dispersion in GPS Data Processing

  Pavel Tuček, Jaroslav Marek

  357–364

  • PDF

• Discrete Kernels

  František Vávra, Pavel Nový, Lucie Reismüllerová, Kateřina Vokáčová, Martina Neumanová

  365–370

  • PDF

• Sparse Parameter Estimation in Overcomplete Time Series Models

  Vítězslav Veselý, Jaromír Tonner

  371–378

  • PDF

• Instrumental Weighted Variables

  Jan Ámos Víšek

  379–387

  • PDF

• On Statistical Analysis of Compound Point Process

  Petr Volf

  389–396

  • PDF

• Scheffé-type Confidence Region for the Calibration Line

  Gejza Wimmer, Viktor Witkovský

  397–406

  • PDF