Computational statistics & data analysis: The official journal of the International Association for Statistical Computing

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  Año 2006, Número 11

  • Confidence interval for a coefficient of quartile variation

    Douglas G. Bonett

    págs. 2953-2957

    

  • Exact maximum likelihood estimation of structured or unit root multivariate time series models

    Abdessamad Saidi, Roch Roy, Guy Mélard

    págs. 2958-2986

    

  • Implementing a class of structural change tests: An econometric computing approach

    Achim Zeileis

    págs. 2987-3008

    

  • A Bayesian approach to bandwidth selection for multivariate kernel density estimation

    Rob J. Hyndman, Maxwell L. King, Xibin Zhang

    págs. 3009-3031

    

  • The impact of general non-parametric volatility functions in multivariate GARCH models

    Francesco Audrino

    págs. 3032-3052

    

  • Longitudinal data model selection

    Lexin Li, Rahman Azari, Chih-Ling Tsai

    págs. 3053-3066

    

  • Nonparametric estimation of the regression function from quantized observations

    K. Benhenni, M. Rachdi

    págs. 3067-3085

    

  • A bridge between Tucker-1 and Carroll's generalized canonical analysis

    Tobias Dahl, Tormod Næs

    págs. 3086-3098

    

  • The design of optimum component test plans for system reliability

    ¿. Kuban Alt¿nel, Süleyman Özekici, Orhan Feyzio¿lu

    págs. 3099-3112

    

  • On optimum choice of k in nearest neighbor classification

    Anil K. Ghosh

    págs. 3113-3123

    

  • Robust weighted LAD regression

    Jeffrey S. Simonoff, Avi Giloni, Bhaskar Sengupta

    págs. 3124-3140

    

  • Statistical inference for the common mean of two log-normal distributions and some applications in reliability

    Xue Li, Ramesh C. Gupta

    págs. 3141-3164

    

  • Logrank-type tests for comparing survival curves with interval-censored data

    Jinheum Kim, Chung Mo Nam, Dae Ryong Kang

    págs. 3165-3178

    

  • Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models

    Jin-Guan Lin, Bo-cheng Wei

    págs. 3179-3198

    

  • Cressie and Read power-divergences as influence measures for logistic regression models

    Juan Manuel Muñoz Pichardo, J. Muñoz-García, L. Pardo

    págs. 3199-3221

    

  • Point and interval estimation for the two-parameter Birnbaum¿Saunders distribution based on Type-II censored samples

    N. Balakrishnan, D. Kundu, H.K.T. Ng

    págs. 3222-3242

    

  • Flexible distributions for triple-goal estimates in two-stage hierarchical models

    Susan M. Paddock, Thomas A. Louis, Rongheng Lin, Greg Ridgeway

    págs. 3243-3262

    

  • Mean estimation with calibration techniques in presence of missing data

    M. Rueda, S. Martínez, A. Arcos, H. Martínez

    págs. 3263-3277

    

  • Finding a causal ordering via independent component analysis

    Patrik O. Hoyer, Shohei Shimizu, Yutaka Kano, Aapo Hyvärinen

    págs. 3278-3293

    

  • Estimation in covariate-adjusted regression

    Danh V. Nguyen, Damla ¿entürk

    págs. 3294-3310

    

  • Estimating the linear regression model with categorical covariates subject to randomized response

    Ardo van den Hout, Peter Kooiman

    págs. 3311-3323

    

  • Multiple testing procedures for analyzing stratified comparative clinical trials using odds ratios

    M.L. Tang, K.H. Wu, K.M. Lee

    págs. 3324-3342

    

  • On simulating multivariate non-normal distributions from the generalized lambda distribution

    Todd C. Headrick, Abdel Mugdadi

    págs. 3343-3353

    

  • A latent variable model for estimating disease transmission rate from data on household outbreaks

    Ning Li, Richard Huggins, Guoqi Qian

    págs. 3354-3368