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ORCIDStatistics and Computing, Volume 6
Volume 6, Number 1, March 1996
- David J. Hand:
Editorial. 1 - Ralf Östermark:
Separating trend and cyclical dynamics in state space models with exogenous inputs. 3-10 - Karl Anton Froeschl:
A metadata approach to statistical query processing. 11-29 - Jürgen Eichenauer-Herrmann:
Modified explicit inversive congruential pseudorandom numbers with power of 2 modulus. 31-36 - Niall M. Adams, S. P. J. Kirby, P. Harris, D. B. Clegg:
A review of parallel processing for statistical computation. 37-49 - Wojtek J. Krzanowski:
A stopping rule for structure-preserving variable selection. 51-56 - Robert A. Rigby, D. M. Stasinopoulos:
A semi-parametric additive model for variance heterogeneity. 57-65 - Russell J. Bradford, Alun Thomas:
Markov chain Monte Carlo methods for family trees using a parallel processor. 67-75 - Purushottam W. Laud, A. F. M. Smith, Paul Damien:
Monte Carlo methods for approximating a posterior hazard rate process. 77-83 - C. J. Lawrence, Wojtek J. Krzanowski:
Mixture separation for mixed-mode data. 85-92
Volume 6, Number 2, June 1996
- Todd Ogden, Emanuel Parzen:
Change-point approach to data analytic wavelet thresholding. 93-99 - Mary Kathryn Cowles:
Accelerating Monte Carlo Markov chain convergence for cumulative-link generalized linear models. 101-111 - Jun S. Liu
:
Metropolized independent sampling with comparisons to rejection sampling and importance sampling. 113-119 - Murray Aitkin, Steve Finch, Nancy Mendell, Henry C. Thode:
A new test for the presence of a normal mixture distribution based on the posterior Bayes factor. 121-125 - Murray Aitkin, Irit Aitkin:
A hybrid EM/Gauss-Newton algorithm for maximum likelihood in mixture distributions. 127-130 - Bruce E. Barrett, J. Brian Gray:
Computation of determinantal subset influence in regression. 131-138 - Reza Modarres:
Bootstrap power of the generalized correlation coefficient. 139-145 - Tim Hesterberg:
Control variates and importance sampling for efficient bootstrap simulations. 147-157 - Andrew R. Webb:
An approach to non-linear principal components analysis using radially symmetric kernel functions. 159-168 - Francesco M. Malvestuto:
Testing implication of hierarchical log-linear models for probability distributions. 169-176 - Wojtek J. Krzanowski:
Efficient cross-validation of principal components. 177 - Bart J. A. Mertens, Tom Fearn, Michael Thompson:
Efficient cross-validation of principal components applied to principal component regression. 178 - M. C. Jones, Catherine B. Hurley, Telba Z. Irony:
Book reviews. 179-184
Volume 6, Number 3, September 1996
- Stephen Rowe:
An algorithm for computing principal points with respect to a loss function in the unidimensional case. 187-190 - Daniel Zelterman, Chap T. Le, Thomas A. Louis:
Bootstrap techniques for proportional hazards models with censored observations. 191-199 - Gordon K. Smyth:
Partitioned algorithms for maximum likelihood and other non-linear estimation. 201-216 - Boris G. Mirkin:
Clustering for contingency tables: boxes and partitions. 217-229 - Stanislav Keprta:
Non-binary classification trees. 231-243 - Ronald Cools, Petros Dellaportas:
The role of embedded integration rules in Bayesian statistics. 245-250 - Murray Aitkin:
A general maximum likelihood analysis of overdispersion in generalized linear models. 251-262 - Aipore R. Moraes, Ian R. Dunsmore:
Influential data points in predictive logistic models. 263-268 - Jeffrey S. Rosenthal:
Analysis of the Gibbs sampler for a model related to James-Stein estimators. 269-275 - P. Vounatsou, A. F. M. Smith:
Bayesian analysis of contingency tables: a simulation and graphics-based approach. 277-287 - José C. Pinheiro, Douglas M. Bates:
Unconstrained parametrizations for variance-covariance matrices. 289-296 - Alberto Roverato, Joe Whittaker:
Standard errors for the parameters of graphical Gaussian models. 297-302 - Peter S. Craig, Allan H. Seheult:
Pseudo-likelihood estimation for a class of spatial Markov chains. 303-311
Volume 6, Number 4, December 1996
- Dag Wedelin:
Efficient estimation and model selection in large graphical models. 313-323 - Xun-Guo Lin, Alun Pope:
Coverage plots for assessing the variability of estimated contours of a density. 325-336 - S. K. Vines, W. R. Gilks, Pascal Wild:
Fitting Bayesian multiple random effects models. 337-346 - Ramón Doallo Biempica, B. B. Fraguela-Rodríguez, Alejandro Quintela-del-Río:
Evaluation of vectorization/parallelization techniques: application to nonparametric curve estimation. 347-351 - Radford M. Neal:
Sampling from multimodal distributions using tempered transitions. 353-366 - Karen Chan, Alison J. Gray:
Robustness of automated data choices of smoothing parameter in image regularization. 367-377 - J. N. R. Jeffers:
Software review. 379-386 - Nozer D. Singpurwalla, Robert Gentleman, Willem J. Heiser, Dibyen Majumdar:
Book reviews. 387-391
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