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Content
December 2006, Volume 21, Issue 3
- 621-637 Bayesian analysis of finite mixture models of distributions from exponential families
by M. Rufo & J. Martín & C. Pérez - 639-641 Stephen Senn: Dicing with Death: Chance, Risk, and Health
by V. Berger
June 2006, Volume 21, Issue 2
- 183-185 Editorial
by Francescco Palumbo - 187-210 Descriptive statistics for interval-valued observations in the presence of rules
by L. Billard & E. Diday - 211-229 New clustering methods for interval data
by Marie Chavent & Francisco Carvalho & Yves Lechevallier & Rosanna Verde - 231-250 Dynamic clustering for interval data based on L 2 distance
by Francisco Carvalho & Paula Brito & Hans-Hermann Bock - 251-269 A robust fuzzy k-means clustering model for interval valued data
by Pierpaolo D'Urso & Paolo Giordani - 271-288 Clustering reduced interval data using Hausdorff distance
by Antonio Irpino & Valentino Tontodonato - 289-308 Linear discriminant analysis for interval data
by António Silva & Paula Brito - 309-323 Interclass analysis in symbolic pattern classification problems
by Manabu Ichino & Shinya Ishikawa - 325-341 Extension of multivariate regression trees to interval data. Application to electricity load profiling
by Véronique Cariou - 343-363 Principal component analysis on interval data
by Federica Gioia & Carlo Lauro - 365-384 Interval linear systems: the state of the art
by Stefania Corsaro & Marina Marino
March 2006, Volume 21, Issue 1
- 9-31 Genetic algorithms for the selection of smoothing parameters in additive models
by Rüdiger Krause & Gerhard Tutz - 33-51 Online signal extraction by robust linear regression
by Ursula Gather & Karen Schettlinger & Roland Fried - 53-62 A fast algorithm for balanced sampling
by Guillaume Chauvet & Yves Tillé - 63-71 On the linear combination of normal and Laplace random variables
by Saralees Nadarajah - 73-89 On the structure of the stochastic process of mortgages in Spain
by P. Bouzas & A. Aguilera & M. Valderrama & N. Ruiz-Fuentes - 103-119 Generating multivariate correlated samples
by Arnab Chakraborty - 121-140 Quantifying expert opinion for modelling fauna habitat distributions
by Shafiqah Al-Awadhi & Paul Garthwaite - 141-149 A graphical method for assessing multivariate normality
by H. Holgersson - 151-182 Constraint-based inference algorithms for structural models with latent confounders— empirical application and simulations
by Dirk Temme
December 2004, Volume 19, Issue 4
- 525-534 Exact analysis of a paired sibling study
by I. Dinwoodie & Brenda MacGibbon - 535-550 Simple and efficient algorithms for computing exact cumulative discrete probabilities and its inverses
by Udo Krzensk - 551-567 Missing data and auxiliary information in surveys
by M. Rueda & S. González - 569-592 Estimation of heavy-tailed probability density function with application to Web data
by Rostislav Maiboroda & Natalia Markovich - 593-612 S-PLUS code for ordinal correspondence analysis
by Eric Beh - 613-633 Fuzzy Bayesian estimation on lifetime data
by Hsien-Chung Wu - 635-657 Investigating the competitive assumption of Multinomial Logit models of brand choice by nonparametric modeling
by Makoto Abe & Yasemin Boztug & Lutz Hildebrandt - 659-660 Automatic nonuniform random variate generation
by Mariano Espejo & Miguel Pineda - 661-664 R Version 2.0.0
by Kurt Hornik & Friedrich Leisch - 665-665 Correction: Function estimation with locally adaptive dynamic models
by Stefan Lang & Eva-Maria Fronk & Ludwig Fahrmeir
February 2004, Volume 19, Issue 1
- 5-8 Papers on data visualisation—What can we see in them?
by Antony Unwin & Martin Theus - 9-28 Cumulative curves for exploration of demographic data: a case study of Northwest England
by Natalia Andrienko & Gennady Andrienko - 29-54 The forward search and data visualisation
by Anthony Atkinson & Marco Riani - 55-73 Explorative and dynamic visualization of data in virtual reality
by Henrik Nagel & Erik Granum - 75-94 Methods for the visualization of clustered climate data
by Thomas Nocke & Heidrun Schumann & Uwe Böhm - 95-111 Visualizing non-hierarchical and hierarchical cluster analyses with clustergrams
by Matthias Schonlau - 113-135 Visualizing parameters from loglinear models
by Pedro Valero-Mora & María Rodrigo & Forrest Young - 137-146 Adding visualization functions of DAVIS to Jasp: Mixing two Java-based statistical systems
by Junji Nakano & Moon Huh & Yoshikazu Yamamoto & Takeshi Fujiwara & Ikunori Kobayashi - 147-158 Hierarchical visual data mining for large-scale data
by Matthew Ward & Wei Peng & Xiaoning Wang
September 2003, Volume 18, Issue 3
- 317-338 Portfolio Optimization Under Credit Risk
by Rudi Zagst & Jan Kehrbaum & Bernd Schmid - 339-353 Simple approximations for option pricing under mean reversion and stochastic volatility
by Christian Hafner - 355-373 A Structure for General and Specific Market Risk
by Eckhard Platen & Gerhard Stahl - 375-386 Detecting periods in which a time series model fails to predict the observed volatility
by Andreas Stadie - 387-400 Likelihood inference in BL-GARCH models
by Giuseppe Storti & Cosimo Vitale - 401-415 Multiscale estimation of processes related to the fractional Black-Scholes equation
by R. Fernández-Pascual & M. Ruiz-Medina & J. Angulo - 417-434 A PDE based Implementation of the Hull&White Model for Cashflow Derivatives
by Sascha Meyer & Willi Schwarz - 435-448 Implied Trinomial Trees and Their Implementation with XploRe
by Karel Komorád - 449-462 Online Prediction of Berlin Single-Family House Prices
by Rainer Schulz & Hizir Sofyan & Axel Werwatz & Rodrigo Witzel - 463-475 Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias
by Rosa Papalia - 477-491 Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data
by Suria Ellis & Faans Steyn & Hennie Venter - 493-504 Finite-sample distributions of self-normalised sums
by Jeong-Ryeol Kim - 505-520 Stability and scalability in decision trees
by Tomàs Aluja-Banet & Eduard Nafria - 521-531 Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area
by Rahmatullah Imon - 533-546 Derivation of a State-Space Model by Functional Data Analysis
by Mariano Valderrama & Mónica Ortega-Moreno & Pedro González & Ana Aguilera - 547-563 Combined X-bar and CRL Charts for the Gamma Process
by C. Sim - 565-583 BITE: A Bayesian Intensity Estimator
by Tommi Härkänen - 585-603 Two Cross Validation Criteria for SIR α and PSIR α methods in view of prediction
by Ali Gannoun & Jérôme Saracco - 605-626 A Projection Pursuit Method on the multidimensional squared Contingency Table
by Ju Ahn & Heike Hofmann & Dianne Cook
July 2003, Volume 18, Issue 2
- 167-183 Non-Linear and Nonparametric Modelling of Seasonal Environmental Data
by A. McMullan & A. W. Bowman & E. M. Scott - 185-203 Multivariate Local Fitting with General Basis Functions
by Jochen Einbeck - 205-221 Estimation and Inference in Nonparametric Cox-models: Time Transformation Methods
by Jan Terje Kvaløy & Bo Henry Lindqvist - 223-249 Smoothing and mixed models
by M. P. Wand - 251-262 A note on P-spline additive models with correlated errors
by Maria Durbán & Iain D. Currie - 263-292 Bayesian Geoadditive Seemingly Unrelated Regression
by Stefan Lang & Samson B. Adebayo & Ludwig Fahrmeir & Winfried J. Steiner - 293-315 Principal Curves of Oriented Points: theoretical and computational improvements
by Pedro Delicado & Mario Huerta
March 2003, Volume 18, Issue 1
- 1-17 Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors
by Markus Thamerus - 19-37 A Comparison of Estimation Methods for Multilevel Logistic Models
by Mirjam Moerbeek & Gerard J. P. Breukelen & Martijn P. F. Berger - 39-55 Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions
by Jorge Alberto Achcar & Vanderly Janeiro & Josmar Mazucheli - 57-78 Gauss-Hermite Quadrature Approximation for Estimation in Generalised Linear Mixed Models
by Jianxin Pan & Robin Thompson - 79-106 Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing
by Hermann Singer - 107-122 Assessing the reliability of web-based statistical software
by A. M. Kitchen & R. Drachenberg & J. Symanzik - 123-141 Studentized Autoregressive Time Series Residuals
by Jeffrey T. Terpstra & Joseph W. McKean & Kirk Anderson - 143-162 Standardizing the Comparison of Partitions
by Ursula Garczarek & Glaus Weihs
December 2002, Volume 17, Issue 4
- 453-464 Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion
by Marian Hristache - 465-477 Influence Contours in Linear Regression
by Zsolt Lengvárszky & R. Webster West - 479-499 Function estimation with locally adaptive dynamic models
by Stefan Lang & Eva-Maria Pronk & Ludwig Fahrmeir - 501-506 Bootstrapping heteroskedasticity consistent covariance matrix estimator
by Emmanuel Flachaire - 507-515 Computing Relations between Moments and Cumulants
by Qi Zheng - 517-524 On Single Versus Multiple Imputation for a Class of Stochastic Algorithms Estimating Maximum Likelihood
by Edward H. Ip - 525-544 Adjusted R2 Measures for the Inverse Gaussian Regression Model
by Harald Heinzl & Martina Mittlböck - 545-564 The Functional Nonparametric Model and Application to Spectrometric Data
by Frédéric Ferraty & Philippe Vieu - 565-568 A simple approximation to the percentiles of the t distribution
by Douglas G. Bonett - 569-571 “VBA for Modelers: Developing Decision Support Systems Using Microsoft Excel” by S. Christian Albright Duxbury Press, 2001
by Jerry R. Nedelman
July 2002, Volume 17, Issue 2
- 147-163 Extensions of Classical Multidimensional Scaling via Variable Reduction
by Michael W. Trosset - 165-184 Multivariate permutation tests for the k-sample problem with clustered data
by Jörg Rahnenführer - 185-202 The Use of a Distance Measure in Regularised Discriminant Analysis
by J. P. Koolaard & S. Ganesalingam & C. R. O. Lawoko - 203-213 An object-based graphical user interface for time series analysis
by Yoshikazu Yamamoto & Junji Nakano - 215-232 Linear Regression Models with Incomplete Categorical Covariates
by Helge Toutenburg & Thomas Nittner - 233-249 Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures
by Joachim Grammig & Reinhard Hujer & Stefan Kokot - 251-271 Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons
by António Pedro Duarte Silva - 273-287 Comparison between various regression depth methods and the support vector machine to approximate the minimum number of misclassifications
by Andreas Christmann & Paul Fischer & Thorsten Joachims - 289-296 Estimating the Locations of Multiple Change Points in the Mean
by Joe H. Sullivan - 297-313 An adaptive distribution-free test for the general two-sample problem
by Herbert Büning
March 2002, Volume 17, Issue 1
- 1-16 Finite sample behavior of two step estimators in selection models
by Ana Fernandez Sainz & Juan Rodriguez-Poo & Inmaculada Villanua Martin - 17-28 An Improved Saddlepoint Approximation Based on the Negative Binomial Distribution for the General Birth Process
by Gordon K. Smyth & Heather M. Podlich - 29-46 Direct Minimization of Error Rates in Multivariate Classification
by Michael C. Röhl & Claus Weihs & Winfried Theis - 47-58 The log F: A Distribution for All Seasons
by Barry W. Brown & Floyd M. Spears & Lawrence B. Levy - 59-64 Levinson-Durbin algorithm as a Szegö polynomial recursion
by Seongbaek Yi & ByoungSeon Choi - 65-88 Keeping Statistics Alive in Documents
by Günther Sawitzki - 89-102 Local roughness penalties for regression splines
by Hervé Cardot - 103-116 A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data
by Neil H. Spencer & Antony Fielding - 117-122 Estimating p-values for Mardia’s coefficients of multivariate skewness and kurtosis
by Douglas G. Bonett & J. Arthur Woodward & Robert L. Randall - 123-140 An Expansion of the Probability Mass Function that may be used to Improve Poisson Approximations
by Steven J. Kathman
December 2001, Volume 16, Issue 4
- 481-504 Influence on Smoothness in Penalized Likelihood Regression for Binary Data
by Robert Jernigan & Julie O’Connell - 505-517 On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach
by Cathy W. S. Chen & Tsai-Hung Cherng & Berlin Wu - 519-538 The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics
by Mark van de Wiel - 539-558 Computing the Standards Errors of Mixture Model Parameters with EM when Classes are Well Separated
by Michel Wedel - 559-575 Posterior Analysis of Stochastic Frontier Models with Truncated Normal Errors
by Efthymios G. Tsionas
September 2001, Volume 16, Issue 3
- 317-321 Data Mining and Statistics — Introduction
by Heike Hofmann & Antony Unwin & Adalbert Wilhem - 323-339 Partitioning Algorithms and Combined Model Integration for Data Mining
by Claudio Conversano & Francesco Mola & Roberta Siciliano - 341-359 Combining statistical and reinforcement learning in rule-based classification
by Jorge Muruzábal - 361-372 Linguistic Rule Extraction From a Simplified RBF Neural Network
by Xiuju Fu & Lipo Wang - 373-386 Bump Hunting for Risk: a New Data Mining Tool and its Applications
by Ursula Becker & Ludwig Fahrmeir - 387-398 Statistical Pruning of Discovered Association Rules
by Dario Bruzzese & Cristina Davino - 399-415 Visual Comparison of Association Rules
by Heike Hofmann & Adalbert Wilhelm - 417-433 Exploring Changes in Census Time Series with Interactive Dynamic Maps and Graphics
by Natalia Andrienko & Gennady Andrienko & Peter Gatalsky - 435-450 Data Visualization through Graph Drawing
by George Michailidis & Jan Leeuw - 451-463 Neural Network Model Selection for Financial Time Series Prediction
by Francesco Virili & Bernd Freisleben - 465-479 Analyzing XploRe Download Profiles with Intelligent Miner
by Hizir Sofyan & Axel Werwatz
July 2001, Volume 16, Issue 2
- 221-231 Bootstrapping Error Component Models
by Michael K. Andersson & Sune Karlsson - 233-242 Fourier transformation can improve quadrature efficiency of Laplace distribution
by Jinhyo Kim & Sangwon Seo - 243-254 Bayesian Analysis for Hazard Models with Non-constant Shape Parameter
by Francisco Louzada-Neto - 255-270 A homogeneity test based on empirical characteristic functions
by M. V. Alba & D. Barrera & M. D. Jiménez - 271-298 Numerical results concerning a sharp adaptive density estimator
by Cristina Butucea - 299-312 A Bayesian Analysis of Reliability in Accelerated Life Tests Using Gibbs Sampler
by Néli Maria Costa Mattos & Hélio Santos Migon
March 2001, Volume 16, Issue 1
- 1-23 Sampling algorithms for estimating the mean of bounded random variables
by Jian Cheng - 25-41 Prediciton regions for the visualization of incomplete datasets
by Richard Dybowski & Peter R. Weller - 43-71 Estimating the smoothing parameter in generalized spline-based regression
by Angelika Linde - 73-95 Estimating the smoothing parameter in generalized spline-based regression
by Angelika Linde - 97-107 Goodness-of-fit tests for the Cauchy distribution
by Bora H. Onen & Dennis C. Dietz & Vincent C. Yen & Albert H. Moore - 109-130 A study of sensitivity analysis on the method of Principal Hessian Directions
by Lue Heng-Hui - 131-152 Pseudo random numbers for the Landau and Vavilov distributions
by J.-F. Chamayou - 153-164 Symmetrizing and unitizing transformations for linear smoother weights
by Oliver Linton - 165-171 An algorithm for construction of multiple hypothesis testing
by Koon-Shing Kwong - 173-194 Selecting dynamic graphical models with hidden variables from data
by Beatriz Lacruz & Pilar Lasala & Alberto Lekuona - 195-207 Presentation of smoothers: the family approach
by J. S. Marron & S. S. Chung - 209-219 Software Review
by Cihat Polat
December 2000, Volume 15, Issue 4
- 443-462 A Comparison of Regression Spline Smoothing Procedures
by M. P. Wand - 463-484 Parallel MARS Algorithm Based on B-splines
by Sergey Bakin & Markus Hegland & Michael R. Osborne - 485-510 Weighted Derivative Estimation of Quantal Response Models: Simulations and Applications to Choice of Truck Freight Carrier
by Erik Bergkvist & Per Johansson - 511-529 Are Regression Series Estimators Efficient in Practice? A Computational Comparison Study
by Michel Delecroix & Camelia Protopopescu - 531-540 A Multivariate and Asymmetric Generalization of Laplace Distribution
by Tomasz J. Kozubowski & Krzysztof Podgórski - 541-565 Estimating the Inverse Autocorrelation Function from Outlier Contaminated Data
by R. H. Glendinning