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PRE-TEST ESTIMATOR OF PARAMETERS IN SEEMINGLY UNRELATED REGRESSION SYSTEM
SUN Xiaodong, YAO Qiwei
1993, 9(1): 1-10.
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UNIFORM STRONG CONVERGENCE AND RATES FOR THE KERNEL ESTIMATORS OF A DISTRIBUTION FUNCTION AN D A REGRESSION FUNCTION UNDER WEAKLY DEPENDENT ASSUMPTIONS
CAI Zongwu
1993, 9(1): 11-17.
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THE ASYMPTOTICS OF TWO EXPLORATCRY PROJECTION PURSUIT INDICES
ZHANG Jian
1993, 9(1): 18-26.
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THE EFFECT OF SHORT PRODUCTION RUNS ON CSP-2
FAN Yongliang
1993, 9(1): 27-32.
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THE SUFFICENT AND NECESSARY CODITION ABOUT DUAL EQURTION
YUAN Chenggui
1993, 9(1): 33-40.
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DOUBLE KERNEL ESTIMATORS OF CONDITION DENSITY OF STATIONARY PROCESSES
XUE Liugen
1993, 9(1): 41-50.
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CRITERIA FOR THE UNIQUENESS OF HONEST Q-PROCESSES WITH FINITELY MRNY INSTANTANEOUS STATES
FEI Zhiling
1993, 9(1): 51-57.
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A STATISTICAL METHOD FOR EXPERIMENTAL DRTA
CHEN Youhua
1993, 9(1): 58-65.
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A NOTE ON THE ITERATED LOGARITHM LAW
LI Deli, WANG Xiangchen
1993, 9(1): 66-69.
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USE THE METHODS OF CV AND GCV TO ESTIMATE NONPARAMETRIC REGRESSION FUNCTIONS
LU Xuewen
1993, 9(1): 70-81.
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THE MINIMUM VARIANCE UNBIASED ESTIMATOR AND BEST TEST OF THE PROCESS CAPABILITY LNDEX Cp
YANG Weiquan
1993, 9(1): 82-86.
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REGRESSION METHOD FOR TESTING GODNESS-OF-FIT ANDITSAPPTICATION TO PARAMETER ESTIMATIONO
YANG Zhenhai
1993, 9(1): 87-93.
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LIMIT THEOREMS FOR SUMS OF DEGENDHNT R ANDOM VARIABIES
LU Chuanrong
1993, 9(1): 94-103.
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