Sommaire

Estimation of the hazard rate function with a reduction of bias and variance at the boundary

Bożena Janiszewska ; Roman Różański

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p. 5-37

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Extensions of the Frisch-Waugh-Lovell Theorem

Jürgen Groß ; Simo Puntanen

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p. 39-49

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Optimal trend estimation in geometric asset price models

Michael Weba

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p. 51-70

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Bayesian estimation of AR(1) models with uniform innovations

Hocine Fellag ; Karima Nouali

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p. 71-75

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Combining multivariate estimators of the mean vector

Iwona Janicka

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p. 77-89

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On SαS density function

Grażyna Mazurkiewicz

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p. 91-101

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Stacked regression with restrictions

Tomasz Górecki

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p. 103-113

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Weakly nonlinear regression model with constraints I: nonlinear hypothesis

Lubomír Kubácek ; Eva Tesaríková

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p. 115-133

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Kriging and masurement errors

István Fazekas ; Alexander G. Kukush

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p. 139-159

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Approximation by Poisson law

Aldona Aleškevičienė ; Vytautas Statulevičius

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p. 161-179

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Recurrence relations for conditional moment generating functions of order statistics and record values

Essam K. AL-Hussaini ; Abd EL-Baset A. Ahmad ; Hanan H. El-Boghdady

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p. 181-205

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Estimation of the Kronecker and products of two mean vectors in multivariate analysis

Heinz Neudecker ; Götz Trenkler

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p. 207-215

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Effect of choice of dissimilarity measure on classification efficiency with nearest neighbor method

Tomasz Górecki

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p. 217-239

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Stable hypothesis for mixed models with balanced cross-nesting

Dário Ferreira ; João Tiago Mexia ; Sandra Saraiva Ferreira

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p. 241-249

The Polish Digital Mathematics Library