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Content
April 1999, Volume 30, Issue 2
March 1999, Volume 30, Issue 1
- 1-11 Improved feasible solution algorithms for high breakdown estimation
by Hawkins, Douglas M. & Olive, David J.
- 13-17 The lower bound method in probit regression
by Bohning, Dankmar
- 19-30 A semi-Bayesian method for nonparametric density estimation
by de Bruin, R. & Salome, D. & Schaafsma, W.
- 31-44 A t-distribution plot to detect non-multinormality
by Liang, Jia-Juan & Bentler, Peter M.
- 45-55 A test for a difference between spectral peak frequencies
by Timmer, J. & Lauk, M. & Vach, W. & Lucking, C. H.
- 57-66 Power family of transformation for Cox's regression with random effects
by Yau, Kelvin K. W. & McGilchrist, C. A.
- 67-86 Reducing bias in curve estimation by use of weights
by Hall, Peter & Turlach, Berwin A.
- 87-102 A comparison between neural networks and chaotic models for exchange rate prediction
by Lisi, Francesco & Schiavo, Rosa A.
February 1999, Volume 29, Issue 4
- 387-410 Hyperparameter estimation in forecast models
by Lopes, Hedibert Freitas & Moreira, Ajax R. Bello & Schmidt, Alexandra Mello
- 411-427 Estimation of posterior density functions from a posterior sample
by Oh, Man-Suk
- 429-444 Monte Carlo EM with importance reweighting and its applications in random effects models
by Quintana, Fernando A. & Liu, Jun S. & Pino, Guido E. del
- 445-469 Diagnostics for nonlinearity in generalized linear models
by Cai, Zongwu & Tsai, Chih-Ling
- 471-483 Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors
by Meng, Xiangyi & Schenker, Nathaniel
- 485-499 On least-squares estimation of the residual variance in the first-order moving average model
by Mentz, R. P. & Morettin, P. A. & Toloi, C. M. C.
January 1999, Volume 29, Issue 3
- 253-259 An efficient algorithm for computing quantiles of the noncentral chi-squared distribution
by Ding, Cherng G.
- 261-273 Identifying multiple discordant observations: a computer intensive approach
by Venter, J. H. & Viljoen, H.
- 275-284 Rank-based tests for interactions in a two-way design
by Wilcox, Rand R.
- 285-294 Automatic aggregation of categories in multivariate contingency tables using information theory
by Ocerin, J. M. Caridad & Mohedano, R. Espejo & Segador, A. Gallego
- 295-312 Kriging by local polynomials
by Host, Gudmund
- 313-324 Estimating binary multilevel models through indirect inference
by Mealli, Fabrizia & Rampichini, Carla
- 325-343 Reparameterisation Issues in Mixture Modelling and their bearing on MCMC algorithms
by Robert, Christian P. & Mengersen, Kerrie L.
- 345-368 A numerical study of large sparse matrix exponentials arising in Markov chains
by Sidje, Roger B. & Stewart, William J.
December 1998, Volume 29, Issue 2
- 129-144 A rank test for equality of two multivariate populations vs a particular ordered alternative
by Chen, Yi-Ju & Hewett, John & Wang, Yazhen & Johnson, Jane
- 145-161 A procedure for the detection of multivariate outliers
by Kosinski, Andrzej S.
- 163-176 Resampled quantile functions for error estimation and a relationship to density estimation
by LeBlanc, Michael
- 177-189 Multifactor analysis of variance based on the aligned rank transform technique
by Mansouri, H.
- 191-211 Nonparametric tail estimation using a double bootstrap method
by Caers, Jef & Dyck, Jozef Van
- 213-216 A corrected normal approximation for the Student's t distribution
by Li, Baibing & Moor, Bart De
- 217-229 Design keys, pseudo-factors and general balance
by Payne, Roger W.
- 231-238 Alternative equations for combining the results of Kalman filters
by Taplin, Ross H.
November 1998, Volume 29, Issue 1
- 1-26 Image analysis with partially ordered markov models
by Cressie, Noel & Davidson, Jennifer L.
- 27-34 Estimation in partially linear models
by Eubank, R. L. & Kambour, E. L. & Kim, J. T. & Klipple, K. & Reese, C. S. & Schimek, M.
- 35-53 Best- and worst-case variances when bounds are available for the distribution function
by Fishman, George S. & Rubin, David S.
- 55-68 Parameter and quantile estimation for a fatigue model
by Dupuis, D. J.
- 69-79 Unmasking outliers in two-way contingency tables
by Yick, John S. & Lee, Andy H.
- 81-103 Minimum Hellinger distance estimation for Poisson mixtures
by Karlis, Dimitris & Xekalaki, Evdokia
- 107-115 Fisher's Mid-P-value arrangement in 2x2 Comparative trials
by Martin Andres, A. & Sanchez Quevedo, M. J. & Silva Mato, A.
- 116-115 Feelings from last COMPSTAT
by Aluja-Banet, Tomas
- 117-115 Compstat'98 -- a bridge between statistical theory and computational applied statistics
by Kaarik, Ene
- 118-119 Participants' views of meetings : Compstat 98 - one person's view
by Nash, John C.
October 1998, Volume 28, Issue 4
- 339-351 Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size
by Pardo, M. C.
- 353-369 Wavelet regression for random or irregular design
by Antoniadis, Anestis & Dinh Tuan Pham
- 371-386 A multivariate version of Ghosh's T3-plot to detect non-multinormality
by Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan
- 387-411 Models for the association between ordinal variables
by Lapp, Krista & Molenberghs, Geert & Lesaffre, Emmanuel
- 413-431 A unified framework for significance testing in fractional factorials
by Langsrud, Oyvind & Naes, Tormod
- 435-431 IASC Elections 1999 Call for CANDIDATES
by Edler, Lutz
- 435-431 5th Summer School of ERS IASC 3rd Millennium Challenge for Industrial Statistics
by Kitsos, Christos P. & Antoch, Jaromir
September 1998, Volume 28, Issue 3
- 243-256 Alternative Gee estimation procedures for discrete longitudinal data
by Park, Taesung & Davis, Charles S. & Li, Ning
- 257-270 Robust bivariate boxplots and multiple outlier detection
by Zani, Sergio & Riani, Marco & Corbellini, Aldo
- 271-281 On the relative efficiency of estimators of population total in unequal probability sampling when study variable has weak relationship with size variable
by Agarwal, S. K. & Kumar, P.
- 283-296 Lattices and dual lattices in optimal experimental design for Fourier models
by Bates, R. A. & Riccomagno, E. & Schwabe, R. & Wynn, H. P.
- 297-306 Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study
by Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan
- 307-324 Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure
by Kiers, Henk A. L.
- 327-324 Telegram
by Pesarin, Fortunato & Salmaso, Luigi
- 327-330 IASC news
by Asano, Chooichiro
August 1998, Volume 28, Issue 2
- 131-137 On the use of random walks to estimate correlation in fitness landscapes
by Greenwood, Garrison W. & Hu, Xiaobo (Sharon)
- 139-155 Order-restricted inference for monotone trend alternatives in contingency tables
by Agresti, Alan & Coull, Brent A.
- 157-169 Nearest-neighbor classification with categorical variables
by Buttrey, Samuel E.
- 171-191 Smoothing non-Gaussian time series with autoregressive structure
by Grunwald, Gary K. & Hyndman, Rob J.
- 193-209 Direct generalized additive modeling with penalized likelihood
by Marx, Brian D. & Eilers, Paul H. C.
- 211-215 Operational equations for data in rectangular array
by Silver, G. L.
- 217-223 Small-sample comparison of McCullagh and Nair analyses for nominal-ordinal categorical data
by Best, D. J. & Rayner, J. C. W. & Stephens, L. G.
- 225-232 A method for calculating probability convolution using "ternary" numbers with application in the determination of twin zygosity
by Zhao, J. H. & Sham, P. C.
July 1998, Volume 28, Issue 1
- 1-32 Some practical estimation procedures for variance components
by Khattree, Ravindra
- 33-50 Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model
by Pan, Wei & Chappell, Rick
- 51-76 Informational complexity criteria for regression models
by Bozdogan, Hamparsum & Haughton, Dominique M. A.
- 77-85 A Bayesian bivariate failure time regression model
by Damien, Paul & Muller, Peter
- 87-103 Bayesian predictive simultaneous variable and transformation selection in the linear model
by Hoeting, Jennifer A. & Ibrahim, Joseph G.
- 105-113 Detecting influential covariates in a growth curve model
by Liu, Aiyi
- 118-121 Net news
by Thomas, Shannon
- 122-123 IASC News
by Soofi, Ehsan S.
June 1998, Volume 27, Issue 4
- 371-388 Parameter estimation in latent profile models
by Dunmur, A. P. & Titterington, D. M.
- 389-399 Exact calculations for the repeated many-one test
by Qin Wang
- 401-419 Treatment comparisons with screenable endpoints
by Chan, I. S. F. & Hillman, D. & Louis, T. A.
- 421-431 On the Lagrange gamma distribution
by Famoye, Felix & Govindarajulu, Z.
- 433-443 A graphical approach for evaluating and comparing designs for nonlinear models
by Khuri, AndreI. & Lee, Juneyoung
- 445-459 Estimating correlation matrices that have common eigenvectors
by Schott, James R.
- 461-484 A clustering algorithm for identifying multiple outliers in linear regression
by Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A.
- 487-495 Revisiting the pseudorandom number generator ran1 from the NUMERICAL RECIPES
by Antoch, Jaromir & Deshouillers, Jean-Marc & Purnaba, Gusti Putu
May 1998, Volume 27, Issue 3
April 1998, Volume 27, Issue 2
- 125-139 The use of conditionally conjugate priors in the study of ratios of gamma scale parameters
by Arnold, Barry C. & Castillo, Enrique & Sarabia, JoseMaria
- 141-150 Asymmetric quadratic loss adjustments for a predictive t variable
by Cain, Michael
- 151-170 Overdispersion: Models and estimation
by Hinde, John & Demetrio, Clarice G. B.
- 171-194 A Gibbs sampling approach to estimation and prediction of time-varying-parameter models
by Min, Chung-ki
- 195-208 Bayesian analysis of a change-point in exponential families with applications
by Lee, Chung-Bow
- 209-227 Statistical methods in surveying by trilateration
by Navidi, William & Murphy, William S. & Hereman, Willy
- 229-235 Fisher consistency of GEE models under link misspecification
by Park, Chongsun & Weisberg, Sanford
- 239-245 Using covariates in loglinear models with sampling zeros; A cautionary note
by Dessens, Jos & Jansen, Wim & van der Heijden, Peter G. M.
March 1998, Volume 27, Issue 1
- 1-9 Assessing fast Fourier transform algorithms
by Hirji, Karim F.
- 11-26 Estimating the variance of the LAD regression coefficients
by Furno, Marilena
- 27-31 Weighing experiments with n [identical to] 2 (mod 4) observations
by Koukouvinos, Christos
- 33-46 Analysis of structural equation models with censored or truncated data via EM algorithm
by Tang, Man-Lai & Lee, Sik-Yum
- 47-60 A comparison between rosenblatt's estimator and parametric density estimators for determining test limits
by Albers, W. & Kallenberg, W. C. M. & Otten, G. D.
- 61-81 A comparison of techniques of estimation in long-memory processes
by Bisaglia, Luisa & Guegan, Dominique
- 83-97 An experimental comparison of gradient methods in econometric duration analysis
by Carling, Kenneth & Soderberg, Hans
- 99-112 Statistical inference for geometric processes with lognormal distribution
by Lam Yeh & So Kuen Chan
- 113-112 Erratum to "Maximum likelihood parameter estimation in the three-parameter gamma distribution" : [Computational Statistics & Data Analysis 20, 343-354 (1995)]
by Hirose, H.
February 1998, Volume 26, Issue 4
- 393-410 Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise
by Hudson, H. Malcolm & Lee, Thomas C. M.
- 411-424 Ordinal principal component analysis theory and an application
by Korhonen, Pekka & Siljamaki, Aapo
- 425-436 A quantitative method for identifying active contrasts in unreplicated factorial designs based on the half-normal plot
by Lawson, John & Grimshaw, Scott & Burt, Jason
- 437-443 Diagnostic check for monotone spread
by McLeod, A. Ian
- 445-460 An alternative way to compute Fourier amplitude sensitivity test (FAST)
by Saltelli, Andrea & Bolado, Ricardo
- 461-484 Multiple comparison procedures with the average for exponential location parameters
by Wu, Shu-Fei & Chen, Hubert J.
- 491-492 COMPSTAT'98 registration form (please print in a fixed-width font)
by Lane, Peter
- 494-495 Current IASC officers IASC executives 1997-1999
by Hudson, Malcolm
January 1998, Volume 26, Issue 3
- 259-277 Bootstrap confidence intervals for tail indices
by Caers, Jef & Beirlant, Jan & Vynckier, Petra
- 279-302 Modeling publication bias using weighted distributions in a Bayesian framework
by Larose, Daniel T. & Dey, Dipak K.
- 303-311 A supremum version of logrank test for detecting late occurring survival differences
by Lee, Jae Won & Sather, Harland N.
- 313-326 Multiple outliers detection through reweighted least deviances
by Luceno, Alberto
- 327-349 Misspecifying the likelihood for clustered binary data
by Molenberghs, Geert & Declerck, Lieven & Aerts, Marc
- 351-371 A simulation program for adaptive two stage designs
by Bauer, M. & Bauer, P. & Budde, M.
- 375-377 On the accuracy of statistical distributions in Microsoft Excel 97
by Knusel, Leo
- 377-378 Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00
by Kramer, Walter
- 378-379 Methods and Applications of Linear Models -- Regression and the Analysis of Variance : Ronald R. Hocking (1996): Wiley Series in Probability and Statistics, ISBN 0-471-59282-X, pp. 731, [pound sign] 55.00
by Trenkler, Gotz
- 379-379 Information : Call for Papers 10th International Conference on Scienctific and Statistical Database Management (SSDBM) Capri, Italy -- July 1-3, 1998
by Galway, Lionel
December 1997, Volume 26, Issue 2
- 117-132 Computing the exact distribution of the extremes of sums of consecutive spacings
by Huffer, Fred W. & Chien-Tai Lin
- 133-148 Some simple methods for generating correlated categorical variates
by Lee, A. J.
- 149-161 Quadrature methods for computing distributions
by Routledge, Rick & Tsao, Min
- 163-176 Smoothed bootstrap confidence intervals with discrete data
by Guerra, Rudy & Polansky, Alan M. & Schucany, William R.
- 177-198 Improving parameter tests in covariance structure analysis
by Yuan, Ke-Hai & Bentler, Peter M.
- 199-218 A combined adaptive-mixtures/plug-in estimator of multivariate probability densities
by Cwik, J. & Koronacki, J.
- 219-233 Design and analysis for a two-level factorial experiment in the presence of variance heterogeneity
by Mays, Darcy P. & Myers, Raymond H.
- 235-233 Erratum
by Martin Andres, A. & Silva Mato, A.
- 239-250 A SASR macro for the multivariate extension of the Kruskal-Wallis test including multiple comparisons: Randomization and [varkappa]2 criteria
by May, Warren L. & Johnson, William D.
November 1997, Volume 26, Issue 1
- 1-15 Sparse matrix tools for Gaussian models on lattices
by Smith, S. P.
- 17-37 Integrating robust clustering techniques in S-PLUS
by Struyf, Anja & Hubert, Mia & Rousseeuw, Peter J.
- 39-52 Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression
by Barrett, Bruce E. & Gray, J. Brian
- 53-69 The size and power of the exact bivariate symmetry test
by Hilton, Joan F. & Gee, Lauren
- 71-82 Multivariate regression splines
by Chen, Lin-An
- 83-99 The permutation distribution of the Friedman test
by Rohmel, Joachim
- 101-199 Erratum
by McCulloch, J. Huston & Panton, Don B.
- 105-106 ISI satellite conference on industrial statistics: Aims and computational aspects, Athens, Greece, 16-17 August 1997
by Salmaso, Luigi
- 105-199 Satellite meeting on industrial statistics: Aims and computational aspects August 16-17, 1997, Athens, Greece
by Antoch, Jaromir
- 107-106 Probability -- A survey of the mathematical theory : John W. Lamperti (1996): 2nd ed. New York: Wiley, ISBN 0-471-15407-5, pp. 189, [pound sign] 32.50
by Ugarte, M. Dolores
- 107-108 Probability and statistical inference : Robert Bartoszynski and Magdalena Niewiadomska-Bugaj (1996): Wiley, New York, pp. 826, ISBN 0-471-31073-5, [pound sign] 50.00
by Ugarte, M. Dolores
- 108-109 Ordinal and symbolic data analysis : E. Diday, Y. Lechevallier, O. Opitz (eds.) (1996): Springer, ISBN 3-540-61081-2; pp. 372, DM 135.00
by Lenz, Hans-Joachim
September 1997, Volume 25, Issue 4
- 377-398 Length modified ridge regression
by Aldrin, Magne
- 399-415 Estimating the square root of a density via compactly supported wavelets
by Pinheiro, Aluisio & Vidakovic, Brani
- 417-439 Nonlinear and nonnormal filters using Monte Carlo methods
by Tanizaki, Hisashi
- 441-452 An adaptive test against ordered alternatives
by Beier, F. & Buning, H.
- 453-464 Stayers in mixed Markov renewal models
by Oskrochi, G. R. & Davies, R. B.
- 465-490 Two Taylor-series approximation methods for nonlinear mixed models
by Wolfinger, Russell D. & Xihong Lin
- 493-494 Methodological Knowledge: Notation and Implementation in Expert Systems : H. J. Ader (1995): Universiteit van Amsterdam, ISBN 909009022-3, pp. 227
by Lenz, Hans-Joachim
- 494-494 Programmer's Guide to Fortran 90, 3rd ed. : Walter S. Brainerd, Jeanne C. Adams, Charles H. Goldberg (1995): Springer, ISBN 0-387-94570-9, pp. 460, DM 58.00
by Lenz, Hans-Joachim
- 494-495 ERS of IASC call for nominations
by Falguerolles, Antonie de
- 495-495 Report on ERC Activities for the use of money
by Antoch, Jaromir
August 1997, Volume 25, Issue 3
- 251-272 Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
by Hadi, Ali S. & Luceno, Alberto
- 273-285 An efficient algorithm for the exact test on unordered 2 x J contingency tables with equal column sums
by Shao, Xuesi M.
- 287-304 Methodology for nonparametric regression from independent sources
by Gerard, Patrick D. & Schucany, William R.
- 305-320 Locating a maximum using isotonic regression
by Turner, T. R. & Wollan, P. C.
- 321-336 A review and a synthesis of the fast Fourier transform algorithms for exact analysis of discrete data
by Hirji, Karim F.
- 337-360 An application of mathematical programming to sample allocation
by Valliant, Richard & Gentle, James E.
- 363-369 Binning of kernel-based projection pursuit indices in XGobi
by Klinke, Sigbert & Cook, Dianne
July 1997, Volume 25, Issue 2
- 125-141 An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
by Croux, Christophe & Haesbroeck, Gentiane
- 143-157 On restricted hypotheses in extreme value regression models
by Paula, Gilberto A. & Rojas, Oscar V.
- 159-166 A comparison of local constant and local linear regression quantile estimators
by Yu, Keming & Jones, M. C.
- 167-179 A Monte Carlo study of Type I error rates for the two-sample Behrens-Fisher problem with and without rank transformation
by Bradstreet, Thomas E.
- 181-206 T-distribution modeling using the available statistical software
by Jamshidian, Mortaza
- 207-216 A possible way out of the pitfall of acceptance sampling by variables: Treating variances as unknown
by Seidel, Wilfried
- 217-233 Multiple testing and simultaneous confidence intervals: calculation of constants
by Somerville, Paul N.
- 237-239 A note on the proper use of the RAN1 random number generator
by Baker, Frank B.
- 240-241 Practical handbook of spatial statistics : Arlinghaus, Sandra Lach (1996): CRC Press, ISBN: 0-8493-0132-7, pp. 336, $ 49.95
by Tilke, Clemens
- 241-243 Multiple Comparisons Theory and Methods : Hsu, Jason C. (1996): London: Chapman & Hall, pp. 277, ISBN 0-412-98281-1, [pound sign] 35.00
by Pigeot-Kubler, Iris
- 243-243 Handbook of Matrices : Lutkepohl, H. (1996): New York: John wiley & Sons, xvi + 304 pp., ISBN 0-471-96688-6; [pound sign] 50.00
by Trenkler, Gotz
- 243-244 VARIOWIN - Software for Spatial Data Analysis in 2D : Pannatier, Yvan (1996): Springer Verlag, 91p., ISBN: 0-387-94679-9, Hardcover DM 78.00
by Tilke, Clemens
- 244-244 Introduction to Disjunctive Kriging and Non-Linear Geostatistics : Rivoirard, Jacques (1994): Clarendon Press, 182p., ISBN: 0-19-874180-4, Hardcover [pound sign] 27,50
by Tilke, Clemens
July 1997, Volume 25, Issue 1
- 1-15 On the computation and efficiency of a HBP-GM estimator some simulation results
by Hinloopen, Jeroen & Wagenvoort, Rien
- 17-24 AR parameter estimation by a feedback neural network
by Tian, Jilei & Juhola, Martti & Gronfors, Tapio
- 25-42 Robust multiple confidence intervals for contrasts
by Bachmaier, Martin & Precht, Manfred
- 43-53 A resampling method for regression models with serially correlated errors
by Christoffersson, Jan
- 55-65 Confirmation of multiple outliers in generalized linear and nonlinear regressions
by Lee, Andy H. & Fung, Wing K.
- 67-90 Prediction and classification when the diagnostic classes are related
by Lesaffre, Emmanuel & Molenberghs, Geert & Scheys, Ilse
- 91-106 Modified maximum likelihood predictors of future order statistics from normal samples
by Raqab, Mohammad Z.
- 109-106 Rapid communications section
by Koch, Armin & Hormann, Allmut.
- 109-112 Issues, Challenges, and Opportunities in Computational statistics and data analysis: IASC 2nd world conference, Pasadena, USA, February 16-21, 1997
by Fouladi, Rachel Tanya
- 112-112 The 2nd world conference of the IASC from the point of view of a student (February 19 to 22, 1997, Pasadena, CA, Doubletree Hotel)
by Grassmann, Janet
- 113-114 IASC 2nd world congress, Pasadena, USA, February 19-22, 1997
by Hudson, Malcolm
June 1997, Volume 24, Issue 4
- 379-386 P-values from permutation and F-tests
by Routledge, R. D.
- 387-400 A useful reparameterization for the reliability in the Weibull case
by Achcar, Jorge Alberto & Fogo, JoseCarlos
- 401-409 Bayesian approximations in randomized response model
by Migon, Helio S. & Tachibana, Vilma M.
- 411-416 A statistical information theory approach to compare the homogeneity of several variances
by Pardo, J. A. & Pardo, M. C. & Vicente, M. L. & Esteban, M. D.
- 417-432 Log-linear models for a binary response with nonignorable nonresponse
by Park, Taesung & Brown, Morton B.
- 433-441 Generalization of the Kolmogorov-Smirnov test
by Reschenhofer, Erhard
- 443-454 Symbolic operators for multiple sums
by Bellhouse, David R. & Philips, Robert & Stafford, James E.
- 455-466 The historical development of the linear minimax absolute residual estimation procedure 1786-1960
by Farebrother, Richard William
- 467-482 Bayesian estimation of effective half-life in dosimetric applications
by Hermanska, Jindriska & Karny, Miroslav
- 483-491 Local influence in maximum likelihood factor analysis
by Jung, Kang-Mo & Kim, Myung Geun & Kim, Byung Chun
- 495-503 The utility of a consultation facility in a program for statistical computing
by Popping, Roel
- 504-503 A handbook of statistical analyses using SAS : B. S. Everitt and G. Der (1996) London: Chapman & Hall, ISBN 0-412-71050-1, pp. 158, [pound sign] 19.99
by Lenz, Hans J.
- 504-505 Robust statistical procedures, asymptotics and interrelations : Jana jureckova and pranab kumar sen (1996) New York: Wiley, pp. 466, ISBN 0-471-82221-3, [pound sign] 50.00
by Militino, Ana Fernandez
May 1997, Volume 24, Issue 3
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