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Content
March 2006, Volume 97, Issue 3
- 586-605 Asymptotic results on a class of adaptive multi-treatment designs
by Li-Xin, Zhang
- 606-618 Special variance structures in the growth curve model
by Zezula, Ivan
- 619-632 Restricted expected multivariate least squares
by Fang, Kai-Tai & Wang, Song-Gui & von Rosen, Dietrich
- 633-654 Strong consistency of least-squares estimation in linear regression models with vague concepts
by Krätschmer, Volker
- 655-674 A trivariate chi-squared distribution derived from the complex Wishart distribution
by Hagedorn, M. & Smith, P.J. & Bones, P.J. & Millane, R.P. & Pairman, D.
- 675-697 Analysis of two-sample truncated data using generalized logistic models
by Li, Gang & Qin, Jing
- 698-719 Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
by Sun, Dongchu & Sun, Xiaoqian
- 720-732 Consistency of the generalized MLE of a joint distribution function with multivariate interval-censored data
by Yu, Shaohua & Yu, Qiqing & Wong, George Y.C.
- 733-758 Selecting mixed-effects models based on a generalized information criterion
by Pu, Wenji & Niu, Xu-Feng
- 759-764 Best affine unbiased representations of the fully restricted general Gauss-Markov model
by Haupt, Harry & Oberhofer, Walter
- 765-784 Measuring stochastic dependence using [phi]-divergence
by Micheas, Athanasios C. & Zografos, Konstantinos
- 785-795 The matrix-t distribution and its applications in predictive inference
by Kibria, B.M. Golam
February 2006, Volume 97, Issue 2
- 295-310 Sequences of elliptical distributions and mixtures of normal distributions
by Gómez-Sánchez-Manzano, E. & Gómez-Villegas, M.A. & Marín, J.M.
- 311-323 Rates of convergence for partitioning and nearest neighbor regression estimates with unbounded data
by Kohler, Michael & Krzyzak, Adam & Walk, Harro
- 324-341 Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
by You, Jinhong & Chen, Gemai
- 342-358 On the ratio X/Y for some elliptically symmetric distributions
by Nadarajah, Saralees
- 359-384 Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
by Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu
- 385-411 Conditional independence models for seemingly unrelated regressions with incomplete data
by Drton, Mathias & Andersson, Steen A. & Perlman, Michael D.
- 412-430 A statistical model for random rotations
by León, Carlos A. & Massé, Jean-Claude & Rivest, Louis-Paul
- 431-454 Estimation of two ordered bivariate mean residual life functions
by Rojo, Javier & Ghebremichael, Musie
- 455-473 Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
by Schneeweiss, Hans & Cheng, Chi-Lun
- 474-491 The likelihood ratio test for homogeneity in bivariate normal mixtures
by Song Qin, Yong & Smith, Bruce
- 492-513 An asymptotic expansion of the distribution of Rao's U-statistic under a general condition
by Gupta, Arjun K. & Xu, Jin & Fujikoshi, Yasunori
- 514-525 Estimation of location parameters for spherically symmetric distributions
by Xu, Jian-Lun & Izmirlian, Grant
- 526-547 Bounds for functions of multivariate risks
by Embrechts, Paul & Puccetti, Giovanni
- 548-562 Nonlinear least-squares estimation
by Pollard, David & Radchenko, Peter
- 563-573 Asymptotic properties of Bayes estimators for Gaussian Itô-processes with noisy observations
by Deck, T.
January 2006, Volume 97, Issue 1
- 1-18 Spatial design matrices and associated quadratic forms: structure and properties
by Hillier, Grant & Martellosio, Federico
- 19-45 Asymptotics for estimation and testing procedures under loss of identifiability
by Zhu, Hongtu & Zhang, Heping
- 46-78 Some positive dependence stochastic orders
by Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe
- 79-102 Latent models for cross-covariance
by Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S.
- 103-123 The Matsumoto-Yor property and the structure of the Wishart distribution
by Massam, Hélène & Wesolowski, Jacek
- 124-147 General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study
by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
- 148-178 Asymptotics for testing hypothesis in some multivariate variance components model under non-normality
by Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori
- 179-197 Bayesian inference in spherical linear models: robustness and conjugate analysis
by Arellano-Valle, R.B. & del Pino, G. & Iglesias, P.
- 198-210 Minimax and maximin efficient designs for estimating the location-shift parameter of parallel models with dual responses
by Lo Huang, Mong-Na & Lin, Chun-Sui
- 211-230 Prospective and retrospective analyses under logistic regression models
by Zhang, Biao
- 231-245 Adaptation under probabilistic error for estimating linear functionals
by Tony Cai, T. & Low, Mark G.
- 246-273 Bayesian multivariate spatial models for roadway traffic crash mapping
by Song, J.J. & Ghosh, M. & Miaou, S. & Mallick, B.
- 274-294 Local efficiency of a Cramer-von Mises test of independence
by Genest, Christian & Quessy, Jean-François & Rémillard, Bruno
October 2005, Volume 96, Issue 2
- 219-236 On the consistency properties of linear and quadratic discriminant analyses
by Velilla, Santiago & Hernández, Adolfo
- 237-264 The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
by Yanagihara, Hirokazu & Tonda, Tetsuji & Matsumoto, Chieko
- 265-281 Skew normal measurement error models
by Arellano-Valle, R.B. & Ozan, S. & Bolfarine, H. & Lachos, V.H.
- 282-294 Decomposition of search for v-structures in DAGs
by Geng, Zhi & Wang, Chi & Zhao, Qiang
- 295-310 When is the mean self-consistent?
by Davidov, Ori
- 311-331 Robust nonparametric estimators of monotone boundaries
by Daouia, Abdelaati & Simar, Léopold
- 332-351 Locally efficient estimation of regression parameters using current status data
by Andrews, Chris & van der Laan, Mark & Robins, James
- 352-373 Cycle-transitive comparison of independent random variables
by De Schuymer, B. & De Meyer, H. & De Baets, B.
- 374-383 A measure of independence for a multivariate normal distribution and some connections with factor analysis
by Knott, Martin
- 384-403 Influence of observations on the misclassification probability in quadratic discriminant analysis
by Croux, Christophe & Joossens, Kristel
- 404-424 Integral trimmed regions
by Cascos, Ignacio & López-Díaz, Miguel
- 425-438 Factorization of moving-average spectral densities by state-space representations and stacking
by Li, Lei M.
September 2005, Volume 96, Issue 1
- 1-19 L1-norm error bounds for asymptotic expansions of multivariate scale mixtures and their applications to Hotelling's generalized
by Fujikoshi, Y. & Ulyanov, V.V. & Shimizu, R.
- 20-29 Correlation in Lp-spaces
by Kowalski, Aleksander & Rudiuk, Edmund
- 30-54 A formal test for nonstationarity of spatial stochastic processes
by Fuentes, Montserrat
- 55-72 Estimation of the mean vector of a multivariate normal distribution: subspace hypothesis
by Srivastava, M.S. & Ehsanes Saleh, A.K.Md.
- 73-92 Practical tests for randomized complete block designs
by Mahfoud, Ziyad R. & Randles, Ronald H.
- 93-116 On fundamental skew distributions
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 117-135 Asymptotics for pooled marginal slicing estimator based on SIR[alpha] approach
by Saracco, Jérôme
- 136-171 Second-order accurate inference on eigenvalues of covariance and correlation matrices
by Boik, Robert J.
- 172-189 Measurement errors in multivariate measurement scales
by Tarkkonen, L. & Vehkalahti, K.
- 190-217 Robust semiparametric M-estimation and the weighted bootstrap
by Ma, Shuangge & Kosorok, Michael R.
August 2005, Volume 95, Issue 2
- 227-245 Asymptotic properties for estimates of nonparametric regression models based on negatively associated sequences
by Liang, Han-Ying & Jing, Bing-Yi
- 246-272 Rate optimal estimation with the integration method in the presence of many covariates
by Hengartner, Nicolas W. & Sperlich, Stefan
- 273-300 Improved estimation of regression parameters in measurement error models
by Kim, H.M. & Saleh, A.K.Md.Ehsanes
- 301-322 Testing goodness of fit for the distribution of errors in multivariate linear models
by Jiménez Gamero, M.D. & Muñoz García, J. & Pino Mejías, R.
- 323-344 A new construction for skew multivariate distributions
by Dey, Dipak K. & Liu, Junfeng
- 345-369 A multivariate empirical characteristic function test of independence with normal marginals
by Bilodeau, M. & Lafaye de Micheaux, P.
- 370-384 Mixtures of factor analyzers: an extension with covariates
by Fokoué, Ernest
- 385-409 Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
by Peng, Hanxiang & Schick, Anton
- 410-430 Noncentral quadratic forms of the skew elliptical variables
by Fang, B.Q.
- 431-448 A two-way analysis of variance model with positive definite interaction for homologous factors
by Causeur, David & Dhorne, Thierry & Antoni, Arlette
July 2005, Volume 95, Issue 1
- 1-22 Item response theory for longitudinal data: population parameter estimation
by Andrade, Dalton F. & Tavares, Heliton R.
- 23-36 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
by Yang, Zhenhai & Pang, W.K. & Hou, S.H. & Leung, P.K.
- 37-49 Asymptotically optimal tests for parametric functions against ordered functional alternatives
by Tsai, Ming-Tien & Sen, Pranab Kumar
- 50-65 Asymptotics in Bayesian decision theory with applications to global robustness
by Abraham, Christophe
- 66-75 Stochastic response restrictions
by Haupt, Harry & Oberhofer, Walter
- 76-106 Block thresholding for density estimation: local and global adaptivity
by Chicken, Eric & Cai, T. Tony
- 107-118 Efficiency of test for independence after Box-Cox transformation
by Freeman, Jade & Modarres, Reza
- 119-152 Goodness-of-fit tests for copulas
by Fermanian, Jean-David
- 153-181 Depth estimators and tests based on the likelihood principle with application to regression
by Müller, Christine H.
- 182-205 Censored multiple regression by the method of average derivatives
by Lu, Xuewen & Burke, M.D.
- 206-226 High breakdown estimators for principal components: the projection-pursuit approach revisited
by Croux, Christophe & Ruiz-Gazen, Anne
June 2005, Volume 94, Issue 2
- 227-249 Estimation of regression contour clusters--an application of the excess mass approach to regression
by Polonik, Wolfgang & Wang, Zailong
- 250-270 A comparison of asymptotic covariance matrices of three consistent estimators in the Poisson regression model with measurement errors
by Shklyar, S. & Schneeweiss, H.
- 271-299 Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
by Takemura, Akimichi & Sheena, Yo
- 300-312 Monte Carlo approximation through Gibbs output in generalized linear mixed models
by Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K.
- 313-327 A class of stationary random fields with a simple correlation structure
by Ma, Chunsheng
- 328-343 Asymptotic robustness of the normal theory likelihood ratio statistic for two-level covariance structure models
by Yuan, Ke-Hai & Bentler, Peter M.
- 344-365 Nonlinearity effects in multidimensional scaling
by Gower, John C. & Ngouenet, Roger F.
- 366-381 Covariance estimation under spatial dependence
by Furrer, Reinhard
- 382-400 A skewed Kalman filter
by Naveau, Philippe & Genton, Marc G. & Shen, Xilin
- 401-419 Asymptotic efficiency of the two-stage estimation method for copula-based models
by Joe, Harry
- 420-449 Asymptotic distribution of inequality-restricted canonical correlation with application to tests for independence in ordered contingency tables
by Kuriki, Satoshi
May 2005, Volume 94, Issue 1
- 1-18 Laplace approximations to hypergeometric functions of two matrix arguments
by Butler, Ronald W. & Wood, Andrew T.A.
- 19-69 Adequateness and interpretability of objective functions in ordinal data analysis
by Herden, Gerhard & Pallack, Andreas
- 70-108 On the minimization of multinomial tails and the Gupta-Nagel conjecture
by Gastaldi, Tommaso
- 109-122 Singular random matrix decompositions: distributions
by Díaz-García, José A. & González-Farías, Graciela
- 123-158 On Hadamard differentiability in k-sample semiparametric models--with applications to the assessment of structural relationships
by Freitag, Gudrun & Munk, Axel
- 159-171 On the dependence structure of order statistics
by Avérous, Jean & Genest, Christian & C. Kochar, Subhash
- 172-195 Dependence structures of multivariate Bernoulli random vectors
by Hu, Taizhong & Xie, Chaode & Ruan, Lingyan
- 196-208 Density estimation by the penalized combinatorial method
by Biau, Gérard & Devroye, Luc
- 209-221 Some results on the multivariate truncated normal distribution
by Horrace, William C.
April 2005, Volume 93, Issue 2
- 223-237 Similar tests for covariance structures in multivariate linear models
by Forchini, G.
- 238-256 Checking the adequacy of the multivariate semiparametric location shift model
by Henze, N. & Klar, B. & Zhu, L. X.
- 257-266 The general common Hermitian nonnegative-definite solution to the matrix equations AXA*=BB* and CXC*=DD* with applications in statistics
by Zhang, Xian
- 267-295 On the distribution of Pickands coordinates in bivariate EV and GP models
by Falk, Michael & Reiss, Rolf-Dieter
- 296-312 Singular random matrix decompositions: Jacobians
by Díaz-García, José A. & González-Farías, Graciela
- 313-339 Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
by Bassan, Bruno & Spizzichino, Fabio
- 340-357 Normative selection of Bayesian networks
by Sebastiani, Paola & Ramoni, Marco
- 358-374 Regularized classification for mixed continuous and categorical variables under across-location heteroscedasticity
by Leung, Chi-Ying
- 375-393 Test for parameter change in stochastic processes based on conditional least-squares estimator
by Lee, Sangyeol & Na, Okyoung
- 394-416 Minimax multivariate empirical Bayes estimators under multicollinearity
by Srivastava, M. S. & Kubokawa, T.
- 417-433 Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
by Duong, Tarn & Hazelton, Martin L.
- 434-445 Archimedean copulæ and positive dependence
by Müller, Alfred & Scarsini, Marco
March 2005, Volume 93, Issue 1
- 1-20 Estimation of the eigenvalues of noncentrality parameter matrix in noncentral Wishart distribution
by Gupta, A. K. & Sheena, Y. & Fujikoshi, Y.
- 21-39 Auto-associative models and generalized principal component analysis
by Girard, Stéphane & Iovleff, Serge
- 40-57 Constraints on concordance measures in bivariate discrete data
by Denuit, Michel & Lambert, Philippe
- 58-80 A new test for multivariate normality
by Szekely, Gábor J. & Rizzo, Maria L.
- 81-101 Evaluation of reproducibility for paired functional data
by Li, Runze & Chow, Mosuk
- 102-111 High breakdown mixture discriminant analysis
by Bashir, Shaheena & Carter, E. M.
- 112-121 Stochastic comparisons of order statistics from gamma distributions
by Lihong, Sun & Xinsheng, Zhang
- 122-163 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors
by Hallin, Marc & Paindaveine, Davy
- 164-179 Testing multivariate normality in incomplete data of small sample size
by Tan, Ming & Fang, Hong-Bin & Tian, Guo-Liang & Wei, Gang
- 180-197 Angular Gaussian and Cauchy estimation
by Auderset, Claude & Mazza, Christian & Ruh, Ernst A.
- 198-221 B-splines and discretization in an inverse problem for Poisson processes
by Szkutnik, Zbigniew
February 2005, Volume 92, Issue 2
- 227-238 Improving on the mle of a bounded location parameter for spherical distributions
by Marchand, Éric & Perron, François
- 239-256 Extension of the variance function of a steep exponential family
by Hassairi, A. & Masmoudi, A.
- 257-280 Modeling shape distributions and inferences for assessing differences in shapes
by Micheas, Athanasios C. & Dey, Dipak K.
- 281-297 Matrix shrinkage of high-dimensional expectation vectors
by Serdobolskii, V. I.
- 298-323 Operator geometric stable laws
by Kozubowski, Tomasz J. & Meerschaert, Mark M. & Panorska, Anna K. & Scheffler, Hans-Peter
- 324-342 Estimation of the entropy of a multivariate normal distribution
by Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene
- 343-358 Characterization of rankings generated by linear discriminant analysis
by Kamiya, Hidehiko & Takemura, Akimichi
- 359-385 Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
by Müller, Christine H. & Garlipp, Tim
- 386-404 Jackknifing in partially linear regression models with serially correlated errors
by You, Jinhong & Zhou, Xian & Chen, Gemai
- 405-425 Some laws of the iterated logarithm in Hilbertian autoregressive models
by Menneteau, Ludovic
- 426-453 On Pickands coordinates in arbitrary dimensions
by Falk, Michael & Reiss, Rolf-Dieter
- 454-464 The admissibility of the empirical mean location for the matrix von Mises-Fisher family
by Hendriks, Harrie
January 2005, Volume 92, Issue 1
- 1-23 Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
by Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas
- 24-41 Estimation in generalized linear models for functional data via penalized likelihood
by Cardot, Hervé & Sarda, Pacal
- 42-52 On the asymptotic properties of multivariate sample autocovariances
by Boshnakov, Georgi N.
- 53-76 The restricted EM algorithm under inequality restrictions on the parameters
by Shi, Ning-Zhong & Zheng, Shu-Rong & Guo, Jianhua
- 77-96 Robustness of one-sided cross-validation to autocorrelation
by Hart, Jeffrey D. & Lee, Cherng-Luen
- 97-115 Rao distances
by A. Micchelli, Charles & Noakes, Lyle
- 116-133 Extensions of the conjugate prior through the Kullback-Leibler separators
by Yanagimoto, Takemi & Ohnishi, Toshio
- 134-144 A decomposition for a stochastic matrix with an application to MANOVA
by Mortarino, Cinzia
- 145-173 Dependence orderings for some functionals of multivariate point processes
by Kulik, Rafal & Szekli, Ryszard
- 174-185 A generalized Mahalanobis distance for mixed data
by de Leon, A. R. & Carrière, K. C.
- 186-204 Covariate selection for semiparametric hazard function regression models
by Bunea, Florentina & McKeague, Ian W.
- 205-225 A semiparametric density estimator based on elliptical distributions
by Liebscher, Eckhard
November 2004, Volume 91, Issue 2
- 119-142 On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(p)
by Galtchouk, L. & Konev, V.
- 143-160 Multivariate Lukacs theorem
by Bobecka, Konstancja & Wesolowski, Jacek
- 161-176 Canonical correlation analysis based on information theory
by Yin, Xiangrong
- 177-198 Weighted bootstrap for U-statistics
by Wang, Qiying & Jing, Bing-Yi
- 199-223 Improvement of approximations for the distributions of multinomial goodness-of-fit statistics under nonlocal alternatives
by Sekiya, Yuri & Taneichi, Nobuhiro
- 224-239 Limit theorems for random permanents with exchangeable structure
by Rempala, Grzegorz A. & Wesolowski, Jacek
- 240-261 Bandwidth choice for local polynomial estimation of smooth boundaries
by Hall, Peter & Park, Byeong U.
- 262-281 Multivariate spatial regression models
by Gamerman, Dani & Moreira, Ajax R. B.
- 282-304 Local influence in multilevel regression for growth curves
by Shi, Lei & Ojeda, Mario Miguel
October 2004, Volume 91, Issue 1
- 1-17 Linear mixed models and penalized least squares
by Bates, Douglas M. & DebRoy, Saikat
- 18-34 A new joint model for longitudinal and survival data with a cure fraction
by Chen, Ming-Hui & Ibrahim, Joseph G. & Sinha, Debajyoti
- 35-52 Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
by Crainiceanu, Ciprian M. & Ruppert, David
- 53-73 Estimation in mixed effects model with errors in variables
by Cui, Hengjian & Ng, Kai W. & Zhu, Lixing
- 74-89 Quantile regression for longitudinal data
by Koenker, Roger
- 90-106 Likelihood and conditional likelihood inference for generalized additive mixed models for clustered data
by Zhang, Daowen & Davidian, Marie
- 107-118 Variance component testing in semiparametric mixed models
by Zhu, Zhongyi & Fung, Wing K.
August 2004, Volume 90, Issue 2
- 229-256 Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function
by Chaturvedi, Anoop & Shalabh
- 257-268 Covariance kernel and the central limit theorem in the total variation distance
by Mikami, Toshio
- 269-281 Improved estimation of accuracy in simple hypothesis versus simple alternative testing
by Wang, Hsiuying
- 282-300 Discriminant analysis for locally stationary processes
by Sakiyama, Kenji & Taniguchi, Masanobu
- 301-326 Higher order representations of the Robbins-Monro process
by Dippon, Jürgen
- 327-347 Asymptotic properties of some subset vector autoregressive process estimators
by Brockwell, Peter J. & Davis, Richard A. & Trindade, A. Alexandre
- 348-358 Best-possible bounds on sets of bivariate distribution functions
by Nelsen, Roger B. & Molina, José Juan Quesada & Lallena, José Antonio Rodríguez & Flores, Manuel Úbeda
- 359-383 Correlation and spectral theory for periodically correlated random fields indexed on Z2
by Hurd, H. & Kallianpur, G. & Farshidi, J.
- 384-392 Sharp minimaxity and spherical deconvolution for super-smooth error distributions
by Kim, Peter T. & Koo, Ja-Yong & Park, Heon Jin
- 393-406 One-sided tests for independence of seemingly unrelated regression equations
by Kurata, Hiroshi
- 407-425 The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
by Ando, Masakazu & Kimura, Miyoshi
July 2004, Volume 90, Issue 1
- 1-18 Determining and analyzing differentially expressed genes from cDNA microarray experiments with complementary designs
by Conlon, Erin M. & Eichenberger, Patrick & Liu, J.S.Jun S.
- 19-43 Analyzing factorial designed microarray experiments
by Scholtens, Denise & Miron, Alexander & M. Merchant, Faisal & Miller, Arden & L. Miron, Penelope & Dirk Iglehart, J. & Gentleman, Robert
- 44-66 Problems in gene clustering based on gene expression data
by Bryan, Jenny
- 67-89 Clustering and classification based on the L1 data depth
by Jörnsten, Rebecka
- 90-105 On a resampling approach for tests on the number of clusters with mixture model-based clustering of tissue samples
by McLachlan, G. J. & Khan, N.
- 106-131 Finding predictive gene groups from microarray data
by Dettling, Marcel & Bühlmann, Peter
- 132-153 Hidden Markov models approach to the analysis of array CGH data
by Fridlyand, Jane & Snijders, Antoine M. & Pinkel, Dan & Albertson, Donna G. & Jain, A.N.Ajay N.
- 154-177 Tree-based multivariate regression and density estimation with right-censored data
by Molinaro, Annette M. & Dudoit, Sandrine & van der Laan, M.J.Mark J.
- 178-195 Exploring interactions in high-dimensional genomic data: an overview of Logic Regression, with applications
by Ruczinski, Ingo & Kooperberg, Charles & L. LeBlanc, Michael
- 196-212 Sparse graphical models for exploring gene expression data
by Dobra, Adrian & Hans, Chris & Jones, Beatrix & Nevins, J.R.Joseph R. & Yao, Guang & West, Mike
- 213-228 Ontology concepts and tools for statistical genomics
by Carey, V.J.Vincent J.
May 2004, Volume 89, Issue 2
- 191-218 The generalized near-integer Gamma distribution: a basis for 'near-exact' approximations to the distribution of statistics which are the product of an odd number of independent Beta random variables
by Coelho, Carlos A.
- 219-242 Construction of conservative test for change-point problem in two-dimensional random fields
by Ninomiya, Yoshiyuki
- 243-260 The limiting behavior of least absolute deviation estimators for threshold autoregressive models
by Wang, Lihong & Wang, Jinde
- 261-291 Tail probabilities of the limiting null distributions of the Anderson-Stephens statistics
by Kuriki, Satoshi & Takemura, Akimichi
- 292-303 Maximum likelihood estimation of covariance matrices under simple tree ordering
by Tsai, Ming-Tien
- 304-328 Regression quantiles for unstable autoregressive models
by Ling, Shiqing & McAleer, Michael
- 329-337 Family of multivariate generalized t distributions
by Arslan, Olcay
- 338-350 Wavelet modeling of priors on triangles
by Dey, Dipak K. & Wang, Yazhen
- 351-370 Multidimensional dependency measures
by Fernández, Begoña Fernández & González-Barrios, José M.
- 371-383 A lower bound on the performance of the quadratic discriminant function
by Cooke, Tristrom
April 2004, Volume 89, Issue 1
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