学术论文rn一类隐函数及其在计量抽样检查中的应用汪仁官(1)rn带有不完全信息随机截尾试验下Weibull分布参数的MLE的相合性rn及渐近正态性杨纪龙叶尔骅(9)rn两个未知均值方差混合模型有限制下对数极大似然比的极限分布(英) 成平(20)rn矩阵损失下一类相依回归模型中的线性容许估计和Minimax估计李新民徐兴忠秦前清(25)rn关于一般马氏过程遍历性的一个注记董召巩馥洲(31)rn一类相依回归方程限定两步估计的有限样本结果陈永明(36)rn基于负相协样本的经验过程的弱收敛(英) 袁明苏淳(45)rn非时齐向量值马氏决策模型秦叔明张升(57)rn指数型产品失效率鉴定试验的Bayes方案张志华姜礼平(66)rn错误先验假定下回归系数Bayes估计的小样本性质韦来生(71)rn期权价格函数的局部多项式估计茆诗松刘忠(81)rn结构可靠性的精确置信下限郑忠国卜红军等(89)rn集值序上鞅的若干有关问题(英) 汪荣明吴伟志(98)rnL-统计量的Edgeworth展开和Bootstrap逼近任哲陈明华(113)rn更新理论积分方程的解析解康志荣闫玉斌(125)rn随机变量的负超可加相依及其应用(英) 胡太忠(133)rn增长曲线模型中向量函数的线性可容许性李俊海徐兴忠陈峥(145)rn超布朗运动关于区域的首中方式(英) 唐加山赵学雷(152)rn有限混合模型有限制Log极大似然比统计量的极限分布(英) 陈家骅成平(159)rn关于超过程的几个比较定理(英) 张新生(168)rn椭球等高分布的逆问题胡端平(177)rn股票价格过程方差函数的统计推断肖庆宪郑祖康(182)rn系统风险Beta系数的非参数估计顾娟茆诗松(191)rn基于负相协样本经验过程的加权弱收敛(英) 袁明苏淳(199)rn无RNP Banach空间中集值测度的Radon-Nikodym定理(英) 吴伟志张文修(208)rn关于测验等值几个问题的研究陈希镇(213)rn回归函数的投影寻踪逼近的Lp收敛性田铮肖华勇(225)rn未知方向密度估计的收敛率(英) 崔恒建(229)rn对数正态分布场合无失效的BAYES验证试验方案何基报茆诗松(239)rn受约束的组合投资模型研究—最终财富效用优化费为银(249)rn可变样本容量的质量控制图张维铭(255)rn污染数据回归分析中参数的最小一乘估计任哲陈明华(262)rn极限相对对数似然比与一类强偏差定理刘文(269)rn不完全椭球约束下多指标线性模型中的可容许线性估计杨国庆(277)rn倒向随机微分方程解的Malliavin微分林清泉(285)rn马氏环境中马氏链的Shannon-McMillan-Breiman定理方大凡(295)rn多元回归函数最大值点BRPA估计的相合性吴耀华王小明(299)rn有交易费时的欧式期权定价刘道百(303)rn一种多级评分模型及参数估计余军周纪芗(318)rn求参数置信限的一种方法孙万龙(337)rnIRT多级评分项目的参数估计及其在测验中的应用杜文久(350)rnSV模型下的期权定价和风险计量刘忠(365)rnLagrange方法和期权定价李小军(373)rn截尾样本下回归函数改良核估计的强相合性胡玉萍薛留根(379)rn上海市老年护理互助会会员会费交付平衡研究吴贤毅王静龙(391)rn几种基于CAPM的最优投资组合构造方案及其比较何基报茆诗松(398)rn拟正则保正型过份函数的积分表示及h-结合过程的轨道性质陈传钟(409)rn非对称广义自回归条件异方差的新模型吴硕思方兆本(416)rnHilbert-值半鞅序列的弱收敛(英) 李亮坤彭运佳谢颖超(423)rn线性等值公式的误差估计陈希镇(435)rn应用简报rn肥胖教职工患心血管病情况的调查和分析徐进李桂枝(220)rn多元统计分析在棉铃虫分级预报中的应用丁世飞325)rn我国农作物受灾及成灾面积的综合预测分析陈平达庆利(329)rn用回归分析比较两图书馆流通书库工作量李小梅陆俊陈恒芬(333)rn学术活动报道rn第十二届全国多指标随机过程学术讨论会 (223)rn江苏省概率统计分会学术活动报导 (336)rn上海财经大学召开统计学专业素质教育研讨会 (447)rn戴世光教授在京逝世 (224)rn第十五卷总目录 (109)rnrnContents of Vol. 16rnrnArticlesrnrnAn Implicit Functions and Its Applications for Variables Sampling Inspections Wang Renguan (1)rnConsistency and Asymptotic Normality of MLE of the Parameters of WeibullrnDistribution for Random Censoring Model with Incomplete Informationrn Yang Jilong and Ye Erhua (9)rnThe Limit Distribution of the Restricted Log Maximum Likelihood Ratio forrnMixturc Models of Two Normal Distributions with Unknown Mean and Variance Cheng Ping (20)rnThe Linear Admissible and Minimax Estimators in Seemingly UnrelatedrnRegression Model under Matrix Loss Li Xinmin, Xu Xingzhong and Qin Qianqing (25)rnA Note for Ergodicity of General Markov Processes Dong Zhao and Gong Fuzhou (31)rnSome Exact Finite Sample Results of Estimators Based on Restricted Residualsrnin A Class of Seemingly Unrelated Regressions Chen Yongming (36)rnWeak Convergence for Empirical Processes of Negatively Associated Sequencesrn Yuan Ming and Su Chun (45)rnA Non-stationa ry Discounted Vector-valued Markovian Decision Model withrnUnbounded Reward Qin Shuming and Zhang Sheng (57)rnA Bayesian Plan of Testing for Production Acceptence in Exponential Casern Zhang Zhihua and Jiang Liping (66)rnThe Small-sample Properties for the Bayes Estimator of Regression Coefficientsrnunder Misspecified Prior Assumption Wei Laisheng (71)rnLocal Polynominal Estimation of Option-trading Function Mao Shisong and Liu Zhong (81)rnThe Accurate Lower Confidence Limit for the Reliability of Structural Systemrn Zheng Zhongguo and Bu Hongjun et al. (89)rnSome Related Problems of SVO Supermartingales Wang Rongming and Wu Weizhi (98)rnOn the Edgeworth Expansion and the Bootstrap Approximation for a L-statisticrn Ren Zhe and Chen Minghua (113)rnThe Analytic Solution of the Integral Equation of the Renewal Theoryrn Kang Zhirong and Yan Yubin (125)rnNegatively Superadditive Dependence of Random Variables with Applications TaiZhong Hu (133)rnLinear Admissibility of Vector Function in Growth Curve Modelrn Li Junhai , Xu Xingzhong and Chen Zheng (145)rnThe First Hitting Manner of Super-Brownian Motions Tang Jiashan and Zhao Xuelei (152)rnThe Limiting Distribution of the Restricted Likelihood Ratio Statisticrnfor Finite Mixture Models Chen Jiahua and Cheng Ping (159)rnOn Comparison Theorems for Dawson-Watanabe Superprocesses Zhang Xinsheng (168)rnThe Inverse Question of Elliptically Contoured Distribution Duanping Hu (177)rnThe Ifference of the Variance Function of a Stock Price Processrn Xiao Qingxian and Zheng Zukang (182)rnThe Nonparametric Estimation of the Systemetic Risk (Beta Coefficient)rn Gu Juan and Mao Shisong (191)rnWeighted Weak Convergence for Empirical Processes of NegativelyrnAssociated Sequences Yuan Ming and Su Chun (199)rnrnRadon-Nikodym Theorems for Set-valued Measures in Banach Space without RNPrn Wu Weizhi and Zhang Wenxiu (208)rnReseaches on Several Problems about Test Equating Chen Xizhen (213)rnThe Lp Convergence for Projection Pursuit Regression Tian Zheng and Xiao Huayong (225)rnRate of Convergence of the Density Estimator on an Unknown Orientation Cui Hengjian (229)rnA Bayesian Zero-Failure Reliability Demonstraion Testing Procedurernfor Lognormal Distribution Jibao He and Shisong Mao (239)rnStudy of Constrained Portfolio Model on Optimization of Utilityrnfrom Terminal Wealth Fei Weiyin (249)rnQuality Control Charts with Variable Sample Size Zhang Weiming (255)rnLeast Absolute Deviation Estimator of Parameter in Regression Analysisrnfor Contamination Data Ren Zhe and Chen Minghua (262)rnLimit Relative Log-likelihood Ratio and a Class of Strong Deviation Theorems Liu Wen (269)rnAdmissible Linear Estimation in a Multivariate Linear Modelrnwith Respect to an Incomplete Ellipsoidal Restriction Yang Guoqing (277)rnMalliavin Derivatives of Solutions for BSDE Lin Qingquan (285)rnShannon-McMillan-Breiman Theorem for Markov Chainsrnin Markovian Environments Da fan Fang (295)rnThe Consistency of BRPA Estimator for the Maximizer of a MultivariablernRegression Function Wu Yaohua and Wang Xiaoming (299)rnEuropean Option Pricing with Transaction Costs Liu Daobai (303)rnA Polychotomously-Scored Responses Model and Parameter Estimation Yu Jun and Zhou Jixiang (318)rnA General Way for Obtaining Confidence Limits Sun Wanlong (337)rnParameters Estimation of IRT Multicategory Scoring Item Du Wenjiu (350)rnUsing SV Model to Price Option and Measure its Risk Liu Zhong (365)rnThe Lagrange Method and Option Pricing Li Xiaojun (373)rnStrong Consistency of Improved Kernel Estimate of Regression Functionrnwith Censored Data Hu Yuping and Xue LiugenLiu Zhong (379)rnCalculating the Membership Due of the Aged-Care Fraternity Wu Xianyi and Wang Jinglong (391)rnSeveral Procedures for Determining Optimal Portfolio Based on CAPMrnwith Comparision He Jibao and Mao Shisong (398)rnRepresentation of Excessive Functions and Some Path Properties of h-associatedrnProcesses of Quasi-regular Positivity Preserving Coercive Forms Chen Chuanzhong (409)rnA New Model for Asymmetric General Autoregressive Conditionalrnheteroscedasticity Wu Shuosi and Fang Zhaoben (416)rnWeak Convergence of Hilbert-valued Semimartingale Sequence Leong-kwan Li and Wan-Kai Pang and Yingchao Xie (423)rnEstimation of Standard Errors about Linear Equating Chen Xizhen (435)