Issue contents

Volume 29 (1993)
Volume 30 (1994)
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2
3
4
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 Volume 31 (1995)

Special issue: Asymptotic statistics

Editorial
213 P. Mandl Special issue: Asymptotic statistics
Articles
214-222 N. Aguirre and M. Nikulin Chi-squared goodness-of-fit test for the family of logistic distributions
223-232 J. Beirlant and L. Györfi Pitman efficiencies of Lp-goodness-of-fit tests
233-244 P. Browne A comparison of algorithms to filter noisy observations of a linear differential system driven by Brownian motion and a simple Markov switching process
245-262 J. Chadœuf and V. Beneš On some estimation variances in spatial statistics
263-269 M. Hála Method of Ritz for random eigenvalue problems
271-278 J. Hanousek Generalized Bayesian-type estimators. Robust and sensitivity analysis
279-288 F. Hennecart Stirling distributions and Stirling numbers of the second kind. Computational problems in statistics
289-300 I. Mizera On consistent M-estimators: Tuning constants, unimodality and breakdown
301-306 R. Schwabe On Bather's stochastic approximation algorithm
307-318 J. Štěpán A general bounded continuous moment problem and its sets of uniqueness
319-330 T. Teräsvirta Testing linearity and modelling nonlinear time series
331-342 I. Vajda and F. Österreicher Statistical analysis and applications of log-optimal investments
343-358 V. Voinov and M. Nikulin On power series, Bell polynomials, Hardy-Ramanujan-Rademacher problem and its statistical applications
359-367 S. Zwanzig On adaptive estimation in nonlinear regression