Fitting a Normal Distribution When the Model is Wrong J.B. CopasC.B. Stride OriginalPaper Pages: 601 - 614
Local Asymptotic Normality in Extreme Value Index Estimation Frank Marohn OriginalPaper Pages: 645 - 666
Estimating Diffusion Coefficients From Count Data: Einstein-Smoluchowski Theory Revisited N.H. BinghamBruce Dunham OriginalPaper Pages: 667 - 679
Controlling Type II Error While Constructing Triple Sampling Fixed Precision Confidence Intervals for the Normal Mean M. S. SonL. D. HaughM. C. Costanza OriginalPaper Pages: 681 - 692
Testing Hypotheses About the Power Law Process Under Failure Truncation Using Intrinsic Bayes Factors Rama T. LinghamS. Sivaganesan OriginalPaper Pages: 693 - 710
Relationships Between Post-Data Accuracy Measures Constantinos GoutisGeorge Casella OriginalPaper Pages: 711 - 726
Exact Bounds for the Expectations of Order Statistics from Non-Negative Populations Nickos Papadatos OriginalPaper Pages: 727 - 736
Moments of Limits of Lightly Trimmed Sums of Random Vectors in the Generalized Domain of Normal Attraction of Non-Gaussian Operator-Stable Laws Makoto Maejima OriginalPaper Pages: 737 - 747
Choosing a Linear Model with a Random Number of Change-Points and Outliers Henri CaussinusFaouzi Lyazrhi OriginalPaper Pages: 761 - 775
A Berry-Esséen Theorem for Serial Rank Statistics Marc HallinKhalid Rifi OriginalPaper Pages: 777 - 799