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Banach Center Publications

Volume 6

Warszawa 1980

Contents

. Foreword5-5
M. Arató
A. Benczúr
A. Krámli		On the solution of optimal performance of page storage hierarchies with an independent reference string9-15
J. Baksalary
R. Kala		A note on Ahlers and Lewis' representation of the best linear unbiases estimator in the general Gauss-Markoff model17-21
R. Bartoszyński
Z. Govindarajlu		A note on the secretary problem23-28
R. Bartoszyński
E. Pleszczyńska		Reducibility of statistical structures and decision problems29-38
B. Bednarek-Kozek
A. Kozek		Stability, sensitivity and sensitivity of characterizations39-64
H. BergströmOn weak convergence of sequences of measures65-72
L. BonevaSeriation with applications in philology73-82
L. CorstenUse of matrix approximation in statistics83-84
N. ČencovOn basic concepts of mathematical statistics85-94
H. DrygasHsu's theorem in variance component modesl95-107
V. DupačOn the dynamic stochastic approximation (Abstract)109-110
A. Engelbert
H. Engelbert		On a generalization of a theorem of W. Sudderth and some applications111-120
H. Engelbert
A. Shiryaev		On absolute continuity and singularity of probability measures121-132
H. GirlichOn Markovian decision processes with ungounded rewards133-139
B. GyiresWeak convergence of linear rank statistics141-149
H. HeckendorffSequential statistical structures151-158
S. HolmOn multiple test procedures159-168
J. JurečkováRobust estimation in a linear regression model169-174
A. KłopotowskiA remark on the conditioning in limit theorems for dependent random vector in Rd175-177
E. Khmaladze
E. Parsadanishvily		Rank tests for the hypotheses concerning unidentifiable objects179-182
J. KoronackiA note on confidence intervals for the Kiefer-Wolfowitz problem183-187
E. Pleszczyńska
T. Kowalczyk
A. Matuszewski
A. Nalbach-Leniewska		On concepts and measures of bivariate stochastic dependence189-195
K. KrickebergStatistical problems on point processes197-223
T. LedwinaOn the admissibility of tests for discrete exponential families225-228
J. Lee
P. Krishnalah		On the asymptotic distributions of certain functional of eigenvalues of correlation matrices229-237
E. LyttkensThe conditional distribution of randon errors for given observed values with applicatin to factor analysis239-243
A. NovikovRecursive interpolation of partially observable random fields245-247
R. PincusMonotonicity properties of statistical procedures for an increasing number of observations or a decreasing number of parameters, especially Anova procedures249-255
E. PlatenAbout secretary problems257-266
M. Puri
N. Rajaram		Asymptotic normality and convergence rates of linear rank statistics under alternatives267-277
G. RoussasOn some asymptotic results in statistics by way of contiguity279-280
K. SarkadiTesting for normality281-287
J. SolerSome results for the quadratic analysis of Gaussian processes and applications289-302
E. SpiøtvollA simple technique for proving unbiasedness of tests and confidence regions303-308
J. SrivastavaSome basic results on search linear models with nuisance parameters309-314
E. TorgersenDeviations from total information and from total ignorance as measures of information315-322
I. VinczeOn the Cramér-Rao inequality and on a new version of the chi-square statistic323-324
W. WinklerSequential estimation in processes with independent increments325-332
H. WoldSoft modelling: intermediate between traditional model building and data analysis333-346
W. WolfSome remarks on large deviations for weighted sums if Cramér's condition is not satisfied347-352
R. ZielińskiRobustness: a quantitative approach353-354
R. ZmyślonyCompleteness for a family of normal distributions355-357
V. ZolotarevStatistical estimates of the parameters of stable laws359-376

 
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