Journal of the Japan Statistical Society

• Material Type: 雑誌
• ISSN: 1882-2754
• ISSN-L: 1348-6365
• Title: Journal of the Japan Statistical Society
• Volume: 36(1)-37(2):2006.6-2007.12
• Author Heading: 日本統計学会 ニホン トウケイ ガッカイ ( 00268079 )Authorities
• Publication, Distribution, etc.: Tokyo : Japan Statistical Society
• Publication Date: 2006-2007
• Publication Date (W3CDTF): 2006-2007
• Year and volume of publication: v. 34, no. 1 (June 2004)-v. 47, no. 2 (Dec. 2017)
• Size: 26cm
• Place of Publication (Country Code): JP
• Text Language Code: eng
• NDLC: ZD43
• Note (General): Description based on the latest issue
• Holding library: 国立国会図書館
• Call No.: Z76-A259
• Related Material: 関連資料; https://ndlsearch.ndl.go.jp/books/R100000002-I029209856
• Replaces: 派生前; https://ndlsearch.ndl.go.jp/books/R100000002-I000000018757
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000007544698; http://id.ndl.go.jp/bib/000007544698
• National Bibliography No. (JPNO): 01007205
• Cataloging Rule: Nippon Cataloguing Rules 1987 Revised Edition
• Bibliographic Record Category (NDL): 132

Table of Contents

Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method

Simultaneous Estimation of the Means in Some Poisson Log Linear Models

Density Estimation of Levy Measures for Discretely Observed Diffusion Processes with Jumps

Improvement on the Best Equivariant Predictors under the Ordered Parameters

A Convex Combination of Two-Sample U-Statistics

Bayesian Estimation of Soft-Core Potential Models for Spatial Point Patterns

Inference on the Cointegration Rank and a Procedure for VARMA Root-Modification

Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect

Comparison of MCMC Methods for Estimating GARCH Models

On Bivariate Reversed Hazard Rates

Multiple comparisons based on R-estimators in the one-way layout

Theoretical justification of decision rules for the number of factors: principal component analysis as a substitute for factor analysis in one-factor cases

The Wald-type test of a normalization of cointegrating vectors

Characterization of priors in the Stein problem

Distributions and the bootstrap method of some statistics in principal canonical correlation analysis

A modified Box-Cox transformation in the multivariate ARMA model

Multiple decision problem on signs of mean vector in three-variate normal case

Multivariate theory for analyzing high dimensional data

Game-theoretic derivation of discrete distributions and discrete pricing formulas

Maximization of correlation under a quadratic constraint