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Content
June 2006, Volume 33, Issue 2
- 239-246 On the Relationship between Directional and Omnibus Statistical Tests
by Qian H. Li & Stephen W. Lagakos - 247-257 Maximum Likelihood Estimation in Gaussian Chain Graph Models under the Alternative Markov Property
by Mathias Drton & Michael Eichler - 259-278 Estimation of Integrated Volatility in Continuous‐Time Financial Models with Applications to Goodness‐of‐Fit Testing
by Holger Dette & Mark Podolskij & Mathias Vetter - 279-291 On the Distance Between Cumulative Sum Diagram and Its Greatest Convex Minorant for Unequally Spaced Design Points
by Jayanta Kumar Pal & Michael Woodroofe - 293-306 Simultaneous Wavelet Deconvolution in Periodic Setting
by Daniela De Canditiis & Marianna Pensky - 307-335 Non‐parametric Estimation of Tail Dependence
by Rafael Schmidt & Ulrich Stadtmüller - 337-366 Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
by Christian Genest & Jean‐François Quessy & Bruno Rémillard - 367-378 Consistency of the Semi‐parametric MLE in Linear Regression Models with Interval‐censored Data
by Qiqing Yu & George Y. C. Wong & Fanhui Kong - 379-390 Quadratic Artificial Likelihood Functions Using Estimating Functions
by Jinfang Wang - 391-408 Hypotheses Testing: Poisson Versus Self‐exciting
by Sergueï Dachian & Yury A. Kutoyants
March 2006, Volume 33, Issue 1
- 1-23 Rank Regression Analysis of Multivariate Failure Time Data Based on Marginal Linear Models
by Z. Jin & D. Y. Lin & Z. Ying - 25-36 Bayesian Inference from Case–cohort Data with Multiple End‐points
by Sangita Kulathinal & Elja Arjas - 37-51 Using a Markov Chain to Construct a Tractable Approximation of an Intractable Probability Distribution
by James P. Hobert & Galin L. Jones & Christian P. Robert - 53-64 Bayesian Geostatistical Design
by Peter Diggle & Søren Lophaven - 65-81 On Block Ordering of Variables in Graphical Modelling
by Alberto Roverato & Luca La Rocca - 83-104 Parameter Estimation for a Discretely Observed Integrated Diffusion Process
by Arnaud Gloter - 105-120 Conjugacy as a Distinctive Feature of the Dirichlet Process
by Lancelot F. James & Antonio Lijoi & Igor Prünster - 121-138 Residuals in the Extended Growth Curve Model
by Jemila Seid Hamid & Dietrich Von Rosen - 139-151 Large Sample Approximation of the Distribution for Convex‐Hull Estimators of Boundaries
by S.‐O. Jeong & B. U. Park - 153-168 Empirical Likelihood Confidence Region for Parameters in Semi‐linear Errors‐in‐Variables Models
by Hengjian Cui & Efang Kong
December 2005, Volume 32, Issue 4
- 507-525 Likelihood Ratio Tests Under Local and Fixed Alternatives in Monotone Function Problems
by Moulinath Banerjee - 527-550 Non‐parametric Quantile Regression with Censored Data
by Ali Gannoun & Jérôme Saracco & Ao Yuan & George E. Bonney - 551-562 A New Kernel Distribution Function Estimator Based on a Non‐parametric Transformation of the Data
by Jan W. H. Swanepoel & Francois C. Van Graan - 563-581 Uniform Representation of Product‐Limit Integrals with Applications
by César Sánchez Sellero & Wenceslao González Manteiga & Ingrid Van Keilegom - 583-597 Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes
by Henghsiu Tsai & K. S. Chan - 599-616 Goodness‐of‐fit Tests Based on the Kernel Density Estimator
by Ricardo Cao & Gábor Lugosi - 617-637 Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes
by Ole Eiler Barndorff‐Nielsen & Robert Stelzer - 639-660 Rates of Convergence for a Bayesian Level Set Estimation
by Ghislaine Gayraud & Judith Rousseau
September 2005, Volume 32, Issue 3
- 351-363 A Shot‐Noise Model for Paper Fibres with Non‐uniform Random Orientations
by Jan‐Olof Johansson & Ola Hössjer - 365-383 Covariate Adjusted Correlation Analysis via Varying Coefficient Models
by Damla Şentürk & Hans‐Georg Müller - 385-404 Influence Functions for Sliced Inverse Regression
by L. A. Prendergast - 405-424 Confidence Intervals for Current Status Data
by Moulinath Banerjee & Jon A. Wellner - 425-445 On Goodness‐of‐Fit Tests for Aalen's Additive Risk Model
by Axel Gandy & Uwe Jensen - 447-466 Bayesian Survival Analysis Using Bernstein Polynomials
by I‐Shou Chang & Chao A. Hsiung & Yuh‐Jenn Wu & Che‐Chi Yang - 467-483 Asymptotic Normality of Kernel‐Type Deconvolution Estimators
by Bert Van Es & Hae‐Won Uh - 485-506 Cross‐validation Bandwidth Matrices for Multivariate Kernel Density Estimation
by Tarn Duong & Martin L. Hazelton
June 2005, Volume 32, Issue 2
- 159-188 The Skew‐normal Distribution and Related Multivariate Families
by Adelchi Azzalini - 189-198 Discussion of ‘‘The Skew‐normal’’
by Marc G. Genton - 199-200 Rejoinder
by Adelchi Azzalini - 201-215 Teletraffic as a Stochastic Playground
by Ilkka Norros - 217-218 Discussion of ‘‘Teletraffic’’
by Armand M. Makowski - 219-221 Discussion of ‘‘Teletraffic’’
by Ryszard Szekli - 223-240 Functional Modelling and Classification of Longitudinal Data
by Hans‐Georg Müller - 241-241 Discussion of ‘‘Functional Modelling’’
by Ivar Heuch - 241-242 Discussion of ‘‘Functional Modelling’’
by Rima Izem - 243-243 Discussion of ‘‘Functional Modelling’’
by James O. Ramsay - 245-246 Rejoinder
by Hans‐Georg Müller - 247-264 On the Breakdown Properties of Some Multivariate M‐Functionals
by Lutz Dümbgen & David E. Tyler - 265-280 Bayesian inference for epidemics with two levels of mixing
by Nikolaos Demiris & Philip D. O'Neill - 281-294 Linear Discriminant Analysis of Multivariate Spatial–Temporal Regressions
by Jūratė Šaltytė‐Benth & Kȩstutis Dučinskas - 295-312 A Unified Approach to the Characterization of Equivalence Classes of DAGs, Chain Graphs with no Flags and Chain Graphs
by Alberto Roverato - 313-326 Subsample distribution distance and McMC convergence
by Urban Hjorth & Anna Vadeby - 327-350 On Maximum Depth and Related Classifiers
by Anil K. Ghosh & Probal Chaudhuri
March 2005, Volume 32, Issue 1
- 1-20 Pseudo Self‐Consistent Estimation of a Copula Model with Informative Censoring
by Hongyu Jiang & Jason P. Fine & Michael R. Kosorok & Rick Chappell - 21-47 Semiparametric Time‐Varying Coefficients Regression Model for Longitudinal Data
by Yanqing Sun & Hulin Wu - 49-57 Generalized Log‐Rank Tests for Interval‐Censored Failure Time Data
by Jianguo Sun & Qiang Zhao & Xingqiu Zhao - 59-75 Maximum Likelihood Estimation in a Semiparametric Logistic/Proportional‐Hazards Mixture Model
by Hong‐Bin Fang & Gang Li & Jianguo Sun - 77-91 Kernel Estimation of Rate Function for Recurrent Event Data
by Chin‐Tsang Chiang & Mei‐Cheng Wang & Chiung‐Yu Huang - 93-113 Marginal Regression for Binary Longitudinal Data in Adaptive Clinical Trials
by Brajendra C. Sutradhar & Atanu Biswas & Wasimul Bari - 115-131 Asymptotic Normality in Mixtures of Power Series Distributions
by Dankmar Böhning & Valentin Patilea - 133-158 A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function
by Sam Efromovich
December 2004, Volume 31, Issue 4
- 487-513 Goodness of Fit via Non‐parametric Likelihood Ratios
by Gerda Claeskens & Nils Lid Hjort - 515-534 Functional Coefficient Regression Models for Non‐linear Time Series: A Polynomial Spline Approach
by Jianhua Z. Huang & Haipeng Shen - 535-551 Collapsibility of Graphical CG‐Regression Models
by Vanessa Didelez & David Edwards - 553-566 Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
by Masayuki Uchida - 567-584 On Non‐parametric Testing, the Uniform Behaviour of the t‐test, and Related Problems
by Joseph P. Romano - 585-601 A Dimensional CLT for Non‐Central Wilks’ Lambda in Multivariate Analysis
by Ronald W. Butler & Andrew T. A. Wood - 603-612 Comparison of Within‐Subject Covariance Matrices in 2 × 2 Crossover Trials with Multivariate Response
by Niclas Sjögren & Olivier Guilbaud - 613-628 Minimum Contrast Estimation for Fractional Diffusions
by Carenne Ludeña - 629-637 Efficiency of a Linear Combination of the Median and the Sample Mean: The Double Truncated Normal Distribution
by Gabriela Damilano & Pedro Puig
September 2004, Volume 31, Issue 3
- 319-331 On Robust and Efficient Designs for Risk Estimation in Epidemiological Studies
by Holger Dette - 333-346 Local Linear Additive Quantile Regression
by Keming Yu & Zudi Lu - 347-366 Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
by Tina Herberts & Uwe Jensen - 367-386 Quasi‐Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions
by Jeng‐Min Chiou & Hans‐Georg Müller - 387-401 Variance Estimation in Spatial Regression Using a Non‐parametric Semivariogram Based on Residuals
by Hyon‐Jung Kim & Dennis D. Boos - 403-416 On Parametric Bootstrapping and Bayesian Prediction
by Tadayoshi Fushiki & Fumiyasu Komaki & Kazuyuki Aihara - 417-429 Inference for Observations of Integrated Diffusion Processes
by Susanne Ditlevsen & Michael Sørensen - 431-442 Outlier Identification Procedures for Contingency Tables using Maximum Likelihood and L1 Estimates
by Sonja Kuhnt - 443-458 Goodness‐of‐fit Tests for Mixed Models
by Christian Ritz - 459-468 Flexible Class of Skew‐Symmetric Distributions
by Yanyuan Ma & Marc G. Genton - 469-486 Mean‐Based Iterative Procedures in Linear Models with General Errors and Grouped Data
by Carlos Rivero & Teófilo Valdés
June 2004, Volume 31, Issue 2
- 159-160 Introduction to Causal Modelling and Inference
by Juni Palmgren - 161-170 Direct and Indirect Causal Effects via Potential Outcomes
by Donald B. Rubin - 171-187 Causal Reasoning from Longitudinal Data
by Elja Arjas & Jan Parner - 189-193 Discussion on Causality
by Steffen L. Lauritzen - 193-195 Discussion of Causality
by Odd O. Aalen - 196-201 Reply to Discussion
by Donald B. Rubin & Elja Arjas - 198-201 Reply to Discussion
by Elja Arjas - 203-216 Statistical and Combinatorial Aspects of Comparative Genomics
by Kimmo Eriksson - 217-234 On Optimality of Bayesian Wavelet Estimators
by Felix Abramovich & Umberto Amato & Claudia Angelini - 235-246 Conjugate Priors Represent Strong Pre‐Experimental Assumptions
by Eduardo Gutiérrez‐Peña & Pietro Muliere - 247-264 Statistical Modelling and Deconvolution of Yield Meter Data
by Frede Aakmann Tøgersen & Rasmus Waagepetersen - 265-281 Exact Non‐Parametric Confidence, Prediction and Tolerance Intervals with Progressive Type‐II Censoring
by Olivier Guilbaud - 283-293 Maximum Likelihood Estimation for Cox's Regression Model Under Case–Cohort Sampling
by Thomas H. Scheike & Torben Martinussen - 295-318 All Invariant Moments of the Wishart Distribution
by Gérard Letac & Hélène Massam
March 2004, Volume 31, Issue 1
- 1-1 Editorial
by Thomas Scheike - 3-19 Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates
by Hulin Wu & Hua Liang - 21-41 Consistency of the NPML Estimator in the Right‐Censored Transformation Model
by E. V. Slud & F. Vonta - 43-50 An Exact Corrected Log‐Likelihood Function for Cox's Proportional Hazards Model under Measurement Error and Some Extensions
by Thomas Augustin - 51-62 On Estimation and Tests of Time‐Varying Effects in the Proportional Hazards Model
by Thomas H. Scheike & Torben Martinussen - 63-78 Root n consistent and optimal density estimators for moving average processes
by Anton Schick & Wolfgang Wefelmeyer - 79-91 On Testing Dependence between Time to Failure and Cause of Failure via Conditional Probabilities
by Isha Dewan & J. V. Deshpande & S. B. Kulathinal - 93-114 Parameter Orthogonality and Bias Adjustment for Estimating Functions
by Bent Jørgensen & Sven Jesper Knudsen - 115-130 Interpreting DNA Mixtures with Related Contributors in Subdivided Populations
by Wing K. Fung & Yue‐Qing Hu - 131-142 Statistical Inference for Transformation Inhomogeneous Point Processes
by Linda Stougaard Nielsen & Eva B. Vedel Jensen - 143-158 Statistical Inference in Context Specific Interaction Models for Contingency Tables
by Søren Højsgaard
December 2003, Volume 30, Issue 4
- 651-665 Bayesian Semiparametric Regression for Median Residual Life
by Alan E. Gelfand & Athanasios Kottas - 667-676 A Semiparametric Model for Recapture Experiments
by Yan Wang & Paul S. F. Yip - 677-698 Joint Modelling of Recurrent Infections and Antibody Response by Bayesian Data Augmentation
by Mervi Eerola & Dario Gasbarra & P. Helena Mäkelä & Henri Linden & Andrei Andreev - 699-718 Density Estimation for the Metropolis–Hastings Algorithm
by M. Sköld & G. O. Roberts - 719-737 Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling
by Øivind Skare & Erik Bølviken & Lars Holden - 739-756 A Wavelet Method for Confidence Intervals in the Density Model
by Karine Tribouley - 757-766 On Expected Lengths of Predictive Intervals
by Rahul Mukerjee & Zehua Chen - 767-780 Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models
by Zhong‐Yi Zhu & Xuming He & Wing‐Kam Fung - 781-796 The Cusum Test for Parameter Change in Time Series Models
by Sangyeol Lee & Jeongcheol Ha & Okyoung Na & Seongryong Na - 797-816 Mean and Variance of Vacancy for Hard‐Core Disc Processes and Applications
by Lennart Bondesson & Jessica Fahlén - 817-820 On a Dualization of Graphical Gaussian Models: A Correction Note
by Moulinath Banerjee & Thomas Richardson
September 2003, Volume 30, Issue 3
- 443-458 On Empirical Processes for Ergodic Diffusions and Rates of Convergence of M‐estimators
by Harry van Zanten - 459-480 Estimation of General Stationary Processes by Variable Length Markov Chains
by Fiorenzo Ferrari & Abraham Wyner - 481-491 A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation
by Holger Dette & Ingrid Spreckelsen - 493-508 Labelled Graphical Models
by Jukka Corander - 509-521 A Likelihood Based Estimating Equation for the Clayton–Oakes Model with Marginal Proportional Hazards
by Christian Bressen Pipper & Torben Martinussen - 523-533 A Non‐parametric Frailty Model for Temporally Clustered Multivariate Failure Times
by Tommi Härkänen & Hannu Hausen & Jorma I. Virtanen & Elja Arjas - 535-547 On the Posterior Consistency of Mixtures of Dirichlet Process Priors with Censored Data
by Yongdai Kim - 549-564 Likelihood and Non‐parametric Bayesian MCMC Inference for Spatial Point Processes Based on Perfect Simulation and Path Sampling
by Kasper K. Berthelsen & Jesper Møller - 565-580 Bayesian Inference Under Partial Prior Information
by Elias Moreno & Francesco Bertolino & Walter Racugno - 581-595 Unsupervised Curve Clustering using B‐Splines
by C. Abraham & P. A. Cornillon & E. Matzner‐Løber & N. Molinari - 597-608 On Unbiased Estimation of Positive Integral Powers of the Natural Parameter in Exponential Families
by Ludwig Baringhaus - 609-616 Bartlett's Test Applied to Variance Component Models
by Jesper Madsen & René Tabanera - 617-624 Confidence Intervals for Intraclass Correlation in Inter‐Rater Reliability
by Valentin Rousson & Theo Gasser & Burkhardt Seifert - 625-636 The Use of Replicates in Logistic Measurement Error Modelling
by Magne Thoresen & Petter Laake - 637-650 Linear Regression Models under Conditional Independence Restrictions
by David Causeur & Thierry Dhorne
June 2003, Volume 30, Issue 2
- 257-276 Simulated Likelihood Approximations for Stochastic Volatility Models
by Helle Sørensen - 277-295 Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
by Ole E. Barndorff‐Nielsen & Neil Shephard - 297-316 Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
by Valentine Genon‐Catalot & Thierry Jeantheau & Catherine Laredo - 317-337 Local Likelihood Estimation in Generalized Additive Models
by Göran Kauermann & J. D. Opsomer - 339-353 Likelihood Methods for Controlled Calibration
by Ruggero Bellio - 355-368 A Non‐Gaussian Spatial Process Model for Opacity of Flocculated Paper
by Patrick E. Brown & Peter J. Diggle & Robin Henderson - 369-384 Extreme Values and Haar Series Estimates of Point Process Boundaries
by Stéphane Girard & Pierre Jacob - 385-397 Algebraic Markov Bases and MCMC for Two‐Way Contingency Tables
by Fabio Rapallo - 399-414 Quasi Most Powerful Invariant Goodness‐of‐fit Tests
by Gilles R. Ducharme & Benoît Frichot - 415-427 Correction of Density Estimators that are not Densities
by Ingrid K. Glad & Nils Lid Hjort & Nikolai G. Ushakov - 429-442 A Semi‐parametric Regression Model with Errors in Variables
by Lixing Zhu & Hengjian Cui
March 2003, Volume 30, Issue 1
- 1-24 Sieve Empirical Likelihood and Extensions of the Generalized Least Squares
by Jian Zhang & Irène Gijbels - 25-43 Regression Parameter Estimation from Panel Counts
by X. Joan Hu & Jianguo Sun & Lee‐Jen Wei - 45-59 Penalized Maximum Likelihood Estimator for Normal Mixtures
by Gabriela Ciuperca & Andrea Ridolfi & Jérôme Idier - 61-73 Estimation in a General Repair Model Based on Left‐truncated Data
by Matthias Gärtner - 75-92 Efficient Bandwidth Selection in Non‐parametric Regression
by Kathryn A. Prewitt - 93-111 Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models
by Zongwu Cai & Yanqing Sun - 113-128 Choosing a Model Selection Strategy
by Xavier De Luna & Kostas Skouras - 129-144 Graphical models for skew‐normal variates
by A. Capitanio & A. Azzalini & E. Stanghellini - 145-157 Markov Properties for Acyclic Directed Mixed Graphs
by Thomas Richardson - 159-173 On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution
by Jørund Gåsemyr - 175-192 The Bootstrap and Kriging Prediction Intervals
by Sara Sjöstedt‐de Luna & Alastair Young - 193-210 Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses
by Sarat C. Dass & James O. Berger - 211-226 Goodness of fit tests with interval censored data
by Jian‐Jian Ren - 227-239 Testing Homogeneity in Gamma Mixture Models
by Xin Liu & Cristian Pasarica & Yongzhao Shao - 241-255 Testing Hypotheses in the Functional Linear Model
by Hervé Cardot & Frédéric Ferraty & André Mas & Pascal Sarda
December 2002, Volume 29, Issue 4
- 577-595 Probabilistic Expert Systems for Forensic Inference from Genetic Markers
by A. P. Dawid & J. Mortera & V. L. Pascali & D. Van Boxel - 597-614 On Block Updating in Markov Random Field Models for Disease Mapping
by Leonhard Knorr‐Held & Håvard Rue - 615-635 On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models
by Olivier Cappé & Randal Douc & Eric Moulines & Christian Robert - 637-655 Cox Regression with Covariate Measurement Error
by Chengcheng Hu & D. Y. Lin - 657-663 Constructing First Order Stationary Autoregressive Models via Latent Processes
by Michael K. Pitt & Chris Chatfield & Stephen G. Walker - 665-692 Non‐parametric Estimation of the Death Rate in Branching Diffusions
by R. Höpfner & M. Hoffmann & E. Löcherbach - 693-719 Truncated Sequential Change‐point Detection based on Renewal Counting Processes
by Allan Gut & Josef Steinebach - 721-731 Partial Saddlepoint Approximations for Transformed Means
by Bing‐Yi Jing & John E. Kolassa & John Robinson
September 2002, Volume 29, Issue 3
- 333-353 A Stochastic Geometry Model for Functional Magnetic Resonance Images
by Niels Væver Hartvig - 355-374 On the Relation between Edge and Vertex Modelling in Shape Analysis
by Asger Hobolth & John T. Kent & Ian L. Dryden - 375-390 Bayesian Inference for Stochastic Epidemics in Populations with Random Social Structure
by Tom Britton & Philip D. O'Neill - 391-411 Hyper Inverse Wishart Distribution for Non‐decomposable Graphs and its Application to Bayesian Inference for Gaussian Graphical Models
by Alberto Roverato - 413-424 Markov Beta and Gamma Processes for Modelling Hazard Rates
by Luis E. Nieto‐Barajas & Stephen G. Walker - 425-440 Computational Aspects Related to Martingale Estimating Functions for a Discretely Observed Diffusion
by Mathieu Kessler & Silvestre Paredes - 441-460 Zero‐Bias Locally Adaptive Density Estimators
by Stephan R. Sain & David W. Scott - 461-483 Abelian and Tauberian Theorems on the Bias of the Hill Estimator
by Johan Segers - 485-500 A Problem of Dimensionality in Normal Mixture Analysis
by Marco Bee & Bernard Flury - 501-533 Testing the Goodness of Fit of Parametric Regression Models with Random Toeplitz Forms
by Axel Munk - 535-545 Model Checks for Generalized Linear Models
by Winfried Stute & Li‐Xing Zhu - 547-562 Likelihood Ratio Confidence Bands in Non–parametric Regression with Censored Data
by Gang Li & Ingrid Van Keilegom - 563-576 Empirical Likelihood‐based Inference in Linear Models with Missing Data
by Qihua Wang & J. N. K. Rao
June 2002, Volume 29, Issue 2
- 189-191 Large Structured Models in Applied Sciences; Challenges for Statistics
by Tore Schweder - 193-213 Statistical Issues in Macroeconomic Modelling
by Eilev S. Jansen - 213-216 Discussion
by Søren Johansen - 216-217 Reply to Discussion
by Eilev S Jansen - 219-239 Statistical Issues in Weather Forecasting
by Nils Gustafsson - 239-241 Discussion
by Gudmund Høst - 242-243 Reply to Discussion
by Nils Gustafsson - 245-267 Statistical Issues in Fisheries' Stock Assessments
by Stratis Gavaris & James N. Ianelli - 268-269 Discussion
by Elja Arjas - 270-271 Reply to Discussion
by Stratis Gavaris & James N. Ianelli - 273-295 The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance
by Murad S. Taqqu - 297-307 Statistical Genetics and Genetical Statistics: a Forensic Perspective
by Thore Egeland & Petter F. Mostad - 309-332 Confidence and Likelihood
by Tore Schweder & Nils Lid Hjort
March 2002, Volume 29, Issue 1
- 1-12 Efficiency and Convergence Properties of Slice Samplers
by Antonietta Mira & Luke Tierney - 13-29 Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal
by Didier Chauveau & Pierre Vandekerkhove - 31-49 Fitting Gaussian Markov Random Fields to Gaussian Fields
by Hååvard Rue & Hååkon Tjelmeland - 51-56 A Bayesian Non‐parametric Comparison of Two Treatments
by Paul Damien & Stephen Walker - 57-74 Efficient Estimation of Fixed and Time‐varying Covariate Effects in Multiplicative Intensity Models
by Torben Martinussen & Thomas H. Scheike & Ib M. Skovgaard - 75-88 An Additive–Multiplicative Cox–Aalen Regression Model
by Thomas H. Scheike & Mei‐Jie Zhang