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Statistics and Computing, Volume 12
Volume 12, Number 1, January 2002
- David J. Hand:
It's been great - and the future looks even better. 5 - R. Wayne Oldford:
Editorial. 7 - Ronald W. Butler, Marc S. Paolella:
Calculating the density and distribution function for the singly and doubly noncentral F. 9-16 - Piero Barone, Giovanni Sebastiani, Julian Stander:
Over-relaxation methods and coupled Markov chains for Monte Carlo simulation. 17-26 - Petros Dellaportas, Jonathan J. Forster, Ioannis Ntzoufras:
On Bayesian model and variable selection using MCMC. 27-36 - Francis Oliver Bunnin, Yike Guo, Yuhe Ren:
Option pricing under model and parameter uncertainty using predictive densities. 37-44 - Guy P. Nason, Theofanis Sapatinas:
Wavelet packet transfer function modelling of nonstationary time series. 45-56 - Glen D. Rayner, Helen L. MacGillivray:
Numerical maximum likelihood estimation for the g-and-k and generalized g-and-h distributions. 57-75 - Arnaud Doucet, Simon J. Godsill, Christian P. Robert:
Marginal maximum a posteriori estimation using Markov chain Monte Carlo. 77-84
Volume 12, Number 2, April 2002
- Enrique Alba, José M. Troya:
Improving flexibility and efficiency by adding parallelism to genetic algorithms. 91-114 - Ilya S. Molchanov, Sergei A. Zuyev:
Steepest descent algorithms in a space of measures. 115-123 - Xavier de Luna, Marc G. Genton:
Simulation-based inference for simultaneous processes on regular lattices. 125-134 - Nickolay T. Trendafilov:
GIPSCAL revisited. A projected gradient approach. 135-145 - Joseph B. Kadane, Pantelis K. Vlachos:
Hybrid methods for calculating optimal few-stage sequential strategies: Data monitoring for a clinical trial. 147-152 - Gillian Lancaster, Mick Green:
Latent variable techniques for categorical data. 153-161 - Murray Aitkin, Roberto Rocci:
A general maximum likelihood analysis of measurement error in generalized linear models. 163-174 - Hong-Tu Zhu, Sik-Yum Lee:
Analysis of generalized linear mixed models via a stochastic approximation algorithm with Markov chain Monte-Carlo method. 175-183
Volume 12, Number 3, July 2002
- Christophe Croux, Gentiane Haesbroeck, Peter J. Rousseeuw:
Location adjustment for the minimum volume ellipsoid estimator. 191-200 - Youngjo Lee:
Robust variance estimators for fixed-effect estimates with hierarchical-likelihood. 201-207 - Stephen M. S. Lee, Irene O. L. Wong:
A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation. 209-217 - Guy P. Nason:
Choice of wavelet smoothness, primary resolution and threshold in wavelet shrinkage. 219-227 - Yuzhi Cai, Wilfrid S. Kendall:
Perfect simulation for correlated Poisson random variables conditioned to be positive. 229-243 - Todd Mackenzie, Michal Abrahamowicz:
Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping. 245-252 - Tom Fearn, P. J. Brown, Panagiotis Besbeas:
A Bayesian decision theory approach to variable selection for discrimination. 253-260 - Valérie Ventura:
Non-parametric bootstrap recycling. 261-273 - Kian Guan Lim, Qin Xiao:
Computing maximum smoothness forward rate curves. 275-279 - Robert F. Phillips:
Least absolute deviations estimation via the EM algorithm. 281-285 - Darren J. Wilkinson, Stephen K. H. Yeung:
Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models. 287-300
Volume 12, Number 4, October 2002
- Ian H. Dinwoodie:
Algebraic Methods for Polynomial Statistical Models. 307-314 - Kert Viele, Barbara Tong:
Modeling with Mixtures of Linear Regressions. 315-330 - Alan David Hutson:
A Semi-Parametric Quantile Function Estimator for Use in Bootstrap Estimation Procedures. 331-338 - David H. Foster:
Automatic repeated-loess decomposition of data consisting of sums of oscillatory curves. 339-351 - Anthony N. Pettitt, I. S. Weir, A. G. Hart:
A Conditional Autoregressive Gaussian Process for Irregularly Spaced Multivariate Data with Application to Modelling Large Sets of Binary Data. 353-367 - David J. Allcroft, Chris A. Glasbey:
A Spectral Estimator of Arma Parameters from Thresholded Data. 369-376 - Mary Kathryn Cowles:
MCMC Sampler Convergence Rates for Hierarchical Normal Linear Models: A Simulation Approach. 377-389 - Robert G. Aykroyd:
Approximations for Gibbs Distribution Normalising Constants. 391-397
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