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Content
1997, Volume 59, Issue 4
- 793-797 On Bayesian D‐optimum Design Criteria and the Equivalence Theorem in Non‐linear Models
by D. Firth & J. P. Hinde - 799-811 Parameter Neutral Optimum Design for Non‐linear Models
by D. Firth & J. P. Hinde - 813-819 Optimal Bayesian Randomization
by Scott M. Berry & Joseph B. Kadane - 821-838 Kernel Smoothing to Improve Bootstrap Confidence Intervals
by Alan M. Polansky & William. R. Schucany - 839-843 A Note on Local Influence Based on Normal Curvature
by Wing K. Fung & C. W. Kwan - 845-860 Hierarchical Generalized Linear Models and Frailty Models with Bayesian Nonparametric Mixing
by Stephen G. Walker & Bani K. Mallick - 861-863 Unbiased Estimation of Central Moments by using U‐statistics
by Peter M. Heffernan
1997, Volume 59, Issue 3
- 511-567 The EM Algorithm—an Old Folk‐song Sung to a Fast New Tune
by Xiao‐Li Meng & David Van Dyk - 569-587 Acceleration of the EM Algorithm by using Quasi‐Newton Methods
by Mortaza Jamshidian & Robert I. Jennrich - 589-602 Multistage Sampling Designs and Estimating Equations
by Alice S. Whittemore - 603-613 Fractal Function Estimation via Wavelet Shrinkage
by Y. Wang - 615-626 Some Properties and Generalizations of Non‐negative Bayesian Time Series Models
by Gary K. Grunwald & Kais Hamza & Rob J. Hyndman - 627-637 Approximate Likelihoods for Generalized Linear Errors‐in‐variables Models
by John J. Hanfelt & Kung‐Yee Liang - 639-652 Balanced Confidence Regions Based on Tukey’s Depth and the Bootstrap
by Arthur B. Yeh & Kesar Singh - 653-665 A Second‐order Adjustment to the Profile Likelihood in the Case of a Multidimensional Parameter of Interest
by Steven E. Stern - 667-678 Latent Variable Models for Mixed Discrete and Continuous Outcomes
by Mary Dupuis Sammel & Louise M. Ryan & Julie M. Legler - 701-714 Likelihood Ratio Tests for Fixed Model Terms using Residual Maximum Likelihood
by S. J. Welham & R. Thompson - 715-727 A Robust Test for Non‐nested Hypotheses
by Maria‐Pia Victoria‐Feser - 729-729 Acknowledgement of Priority: A Continuous Representation of the Family of Stable Law Distributions
by R. C. H. Cheng & W. B. Liu
1997, Volume 59, Issue 2
- 291-317 Updating Schemes, Correlation Structure, Blocking and Parameterization for the Gibbs Sampler
by G. O. Roberts & S. K. Sahu - 319-351 Wavelet Threshold Estimators for Data with Correlated Noise
by Iain M. Johnstone & Bernard W. Silverman - 353-374 Procrustes Shape Analysis of Planar Point Subsets
by Ian L. Dryden & Mohammad Reza Faghihi & Charles C. Taylor - 375-381 Ignorability, Sufficiency and Ancillarity
by Daniel F. Heitjan - 383-400 Estimation of the Distribution Function of a Standardized Statistic
by Stephen M. S. Lee & G. Alastair Young - 401-414 Simple Fitting Algorithms for Incomplete Categorical Data
by Geert Molenberghs & Els Goetghebeur - 415-429 Estimation in Epidemics with Incomplete Observations
by Niels G. Becker & Abraham M. Hasofer - 431-446 Random Effect Threshold Models for Dose–Response Relationships with Repeated Measurements
by Per M. Brockhoff & Hans‐Georg Müller - 447-461 Maximum Likelihood Estimation of Logistic Regression Parameters under Two‐phase, Outcome‐dependent Sampling
by Norman E. Breslow & Richard Holubkov - 463-474 On Robust Analysis of a Normal Location Parameter
by S. T. Boris Choy & Adrian F. M. Smith - 475-499 Modelling Dependence within Joint Tail Regions
by Anthony W. Ledford & Jonathan A. Tawn - 501-510 Bayesian Multivariate Spatial Interpolation with Data Missing by Design
by Nhu D. Le & Weimin Sun & James V. Zidek
1997, Volume 59, Issue 1
- 1-2 Report of the Editors—1996
by M.C. Jones & G.A. Young - 3-54 Predicting Multivariate Responses in Multiple Linear Regression
by Leo Breiman & Jerome H. Friedman - 55-95 Inference for Non‐random Samples
by J. B. Copas & H. G. Li - 97-110 Designing Experiments with Respect to ‘Standardized’ Optimality Criteria
by Holger Dette - 111-124 Designing for a Response Transformation Parameter
by Anthony C. Atkinson & R. Dennis Cook - 125-136 Parameter Orthogonality in Mixed Regression Models for Survival Data
by J. L. Hutton & P. J. Solomon - 137-145 A Continuous Representation of the Family of Stable Law Distributions
by R. C. H. Cheng & W. B. Liu - 147-156 Iterated Partial Sum Sequences of Regression Residuals and Tests for Changepoints with Continuity Constraints
by V. K. Jandhyala & I. B. MacNeill - 157-171 Generalized Score Test of Homogeneity Based on Correlated Random Effects Models
by D. Commenges & H. Jacqmin‐Gadda - 173-189 Transformations for Smooth Regression Models with Multiplicative Errors
by G. K. Eagleson & H. G. Müller - 191-203 Boundary Aware Estimators of Integrated Density Derivative Products
by Ming‐Yen Cheng - 205-216 On the Optimality of Prediction‐based Selection Criteria and the Convergence Rates of Estimators
by Naomi Altman & Christian Léger - 217-235 Prior Distributions on Measure Space
by Sibusiso Sibisi & John Skilling - 237-254 Fitting Time Series Models by Minimizing Multistep‐ahead Errors: a Frequency Domain Approach
by J. Haywood & G. Tunnicliffe Wilson - 255-268 Semiparametric Bayesian Inference for Time Series with Mixed Spectra
by C. K. Carter & R. Kohn - 269-280 Weighted Mean Survival Test Statistics: a Class of Distance Tests for Censored Survival Data
by Yu Shen & Thomas R. Fleming - 281-290 Consistency of Procrustes Estimators
by John T. Kent & Kanti V. Mardia