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December 2003, Volume 12, Issue 2
- 413-426 Bayesian prediction under a mixture of two-component Gompertz lifetime model
by Zeinhum Jaheen - 427-444 Reliability of systems subject to shocks with a stochastic dependence for the damages
by Fermín Mallor & Javier Santos - 445-457 Robust trend parameters in a multivariate spatial linear model
by Ana Militino & M. Palacios & M. Ugarte - 459-480 On discrete multivariate distributions symmetric in frequencies
by J. Rodríguez & A. Conde & A. Sáez & M. Olmo - 481-496 Difference estimators of quantiles in finite populations
by M. Mar Rueda & Antonio Arcos & M. Dolores Martínez - 497-521 Some new formulae for posterior expectations and Bartlett corrections
by Trevor Sweeting & Samer Kharroubi
June 2003, Volume 12, Issue 1
- 1-77 Resampling-based multiple testing for microarray data analysis
by Youngchao Ge & Sandrine Dudoit & Terence Speed - 79-99 On Bayesian interval prediction of future records
by Essam Al-Hussaini & Abd Ahmad - 101-113 A common conjugate prior structure for several randomized response models
by Shaul Bar-Lev & Elizabeta Bobovich & Benzion Boukai - 115-123 Posterior distributions for functions of variance components
by Irwin Guttman & Ulrich Menzefricke - 125-139 First-passage problems for degenerate two-dimensional diffusion processes
by Mario Lefebvre - 141-152 Power and sample size calculation for 2×2 tables under multinomial sampling with random loss
by Kung-Jong Lui & William Cumberland - 153-172 Predicting the number of accidents at a road junction
by Fernando Magalhães & Iran Dunsmore - 173-194 Joint sensitivity in bayesian decision theory
by Jacinto Martín & David Insua & Fabrizio Ruggeri - 195-213 Testing for stationarity in series with a shift in the mean. A fredholm approach
by María Presno & Anna López - 215-239 Statistical inference for a finite optimal stopping problem with unknown transition probabilities
by Tomás Rumeau - 241-258 Differentiating random upper semicontinuous functions under the integral sign
by Luis Rodríguez-Muñiz & Miguel López-Díaz & M. Ángeles Gil - 259-277 Bayesian approach to parameter estimation of the generalized pareto distribution
by P. Zea Bermudez & M. Turkman
December 2002, Volume 11, Issue 2
- 249-302 Spatial-temporal nonlinear filtering based on hierarchical statistical models
by Mark Irwin & Noel Cressie & Gardar Johannesson - 303-315 A semiparametric model for compositional data analysis in presence of covariates on the simplex
by Malini Iyengar & Dipak Dey - 317-344 Functional nonparametric model for time series: a fractal approach for dimension reduction
by Frédéric Ferraty & Aldo Goia & Philippe Vieu - 345-364 A class of asymptotically unbiased semi-parametric estimators of the tail index
by Frederico Caeiro & M. Ivette Gomes - 365-383 Conditioning on uncertain event: Extensions to bayesian inference
by Rosangela Loschi & Pilar Iglesias & Rinaldo Arellano-Valle - 385-404 Robust estimation in time series
by Raúl Mentz & Carlos Martínez - 405-411 Exhaustivity, completeness and almost invariance
by J. Montanero & A. Nogales & J. Oyola & P. Pérez - 413-438 On the probability of a model
by Cesareo Villegas & Tim Swartz & Carmillo Martínez - 439-464 Local polynomial regression smoothers with AR-error structure
by Juan Vilar Fernández & Mario Francisco Fernández - 465-500 Moderate deviations for M-estimators
by Miguel Arcones
June 2002, Volume 11, Issue 1
- 7-54 Skewed multivariate models related to hidden truncation and/or selective reporting
by Barry Arnold & Robert Beaver & A. Azzalini & N. Balakrishnan & A. Bhaumik & D. Dey & C. Cuadras & J. Sarabia & Barry Arnold & Robert Beaver - 55-71 On inference for threshold autoregressive models
by Osnat Stramer & Yu-Jau Lin - 73-88 Optimal cluster selection probabilities to estimate the finite population distribution function under PPS cluster sampling
by José Mayor - 89-107 Goodnes-of-fit tests for location and scale families based on a weighted L 2 -Wasserstein distance measure
by T. Wet - 109-125 Product-limit estimation for length-biased censored data
by Jacobo Uña-Álvarez - 127-141 Optimal confidence sets for testing average bioequivalence
by Yu-Ling Tseng - 143-165 A biplot method for multivariate normal populations with unequal covariance matrices
by Miquel Calvo & Angel Villarroya & Josep Oller - 167-189 Incentive contrats and strictly proper scoring rules
by Robert Clemen - 191-217 Divergence-type errors of smooth Barron-type density estimators
by Jan Beirlant & Alain Berlinet & Gérard Biau & Igor Vajda - 219-248 Weighted correlation tests for scale families
by Sándor Csörgö
December 2001, Volume 10, Issue 2
- 225-240 Noninformative bayesian estimation for the optimum in a single factor quadratic response model
by Tsai-Hung Fan - 241-248 On robustness and efficiency of minimum divergence estimators
by Raúl Jiménz & Yongzhao Shao - 249-269 Some approximations to power functions of ϕ-divergence tests in parametric models
by Domingo Morales & Leandro Pardo - 271-290 Goodness-of-fit tests for the inverse Gaussian and related distributions
by Gilles Ducharme - 291-299 On the bayesianity of pereira-stern tests
by M. Madruga & Luis Esteves & Sergio Wechsler - 301-308 Least squares estimators in measurement error models under the balanced loss function
by Shalabh - 309-332 An overview of nonparametric contributions to the problem of functional estimation from biased data
by José Cristóbal & José Alcalá - 333-355 Asymptotic properties in partial linear models under dependence
by Germán Aneiros & Alejandro Quintela - 357-373 Inference on some parametric functions in the univeriate lognormal diffusion process with exogenous factors
by Ramón Gutiérrez & Patrica Román & Francisco Torres - 375-391 Bayesian transformed models for small area estimation
by Getachew Dagne - 393-403 Residual analysis for ARCH(p)-time series
by Winfried Stute - 405-418 A new approach to series of independent random variables
by Ricardo Vélez - 419-440 Trimmed means for functional data
by Ricardo Fraiman & Graciela Muniz - 441-457 Null intercept measurement error regression models
by Reiko Aoki & Hereno Bolfarine & Julio Singer
June 2001, Volume 10, Issue 1
- 1-73 Parametric modelling of growth curve data: An overview
by Dale Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu & Dela Zimmerman & Vicente Núñez-Antón & Timothy Gregoire & Oliver Schabenberger & Jeffrey Hart & Michael Kenward & Geert Molenberghs & Geert Verbeke & Mohsen Pourahmadi & Philippe Vieu - 75-86 Posterior predictive p-values: what they are and what they are not
by Julián Horra & M. Rodriguez-Bernal - 87-104 Spherical harmonics in quadratic forms for testing multivariate normality
by Alessandro Manzotti & Adolfo Quiroz - 105-120 Cramer-Rao type integral inequalities for general loss functions
by B. Prakasa Rao - 121-131 Discrete distributions for which the regression of the first record on the second is linear
by Fernando López-Blázquez & Jack Wesołowski - 133-145 The expected value of zonal polynomials
by José Díaz-García & Ramón Gutiérrez-Jaimez - 147-159 Some notes about nonparametric tests for the equality of two populations
by Claudio Borroni - 161-182 Nonparametric factor analysis of residual time series
by Juan Rodríguez-Poo & Oliver Linton - 183-201 Regression and correlation analyses of a linear relation between random intervals
by M. Gil & M. López-García & M. Lubiano & Manuel Montenegro - 203-224 Weiss-Hill estimator
by M. Alves
December 2000, Volume 9, Issue 2
- 283-344 Thresholding algorithms, maxisets and well-concentrated bases
by Gérard Kerkyacharian & Dominique Picard & Lucien Birgé & Peter Hall & Oleg Lepski & Enno Mammen & Alexandre Tsybakov & G. Kerkyacharian & D. Picard - 345-352 Local and deletion diagnostic
by M. Suárez-Rancel & Miguel González-Sierra - 353-370 Markov models with lognormal transition rates in the analysis of survival times
by Rafael Pérez-Ocón & J. Ruiz-Castro & M. Gámiz-Pérez - 371-391 Asymptotically efficient order selection in nonstationary AR processes
by Alex Karagrigoriou - 393-416 Modal iterative estimation in linear models with unimodal errors and non-grouped and grouped data collected from different sources
by Carmen Anido & Teófilo Valdés & Carlos Rivero - 417-438 Testing linearity of regression models with dependent errors by kernel based methods
by Stefanie Biedermann & Holger Dette - 439-453 Mixture results for extremal behaviour of strongly dependent nonstationary Gaussian sequences
by M. Graça Temido - 455-470 Minimal quasi-stationary distributions under nullR-recurrence
by José Moler & Fernando Plo & Miguel Miguel - 471-486 Assessing the error in bootstrap estimates with dependent data
by Mohamed Mahmoud & Nahed Mokhlis & Sahar Ibrahim - 487-509 Large-sample inference in the general AR(1) model
by Efstathios Paparoditis & Dimitris Politis
June 2000, Volume 9, Issue 1
- 1-96 Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests
by Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute - 97-122 Estimation of the conditional distribution in a conditional Koziol-green model
by Noel Veraverbeke & Carmen Cadarso-Suárez - 123-131 A new statistic for regression transformation
by Zhenlin Yang - 133-148 Eliminating nuisance parameters: two characterizations
by Patrizia Berti & Lorenzo Fattorini & Pietro Rigo - 149-171 Bayesian conjugate analysis of the Galton-Watson process
by Manuel Mendoza & Eduardo Gutiérrez-Peña - 173-190 New smooth test statistics of goodness-of-fit for categorized composite null hypotheses
by Domingo Morales & Leandro Pardo - 191-208 Bayesian reference prior analysis for polynomial calibration models
by Daniel Eno & Keying Ye - 209-232 Recursive local polynomial regression under dependence conditions
by Juan Vilar-Fernández & José Vilar-Fernández - 233-253 An iterative estimating procedure for probit-type nonresponse models in surveys with call backs
by Carmen Anido & Teófilo Valdés - 255-281 Statistical research in Europe: 1985–1997
by Juan Gil & Daniel Peña & Julio Rodríguez
December 1999, Volume 8, Issue 2
- 255-317 Multivariate L-estimation
by Ricardo Fraiman & Jean Meloche & Luis García-Escudero & Alfonso Gordaliza & Xuming He & Ricardo Maronna & Víctor Yohai & Simon Sheather & Joseph McKean & Christopher Small & Andrew Wood & R. Fraiman & Jean Meloche - 319-338 On the concepts of admissibility and coherence
by Cesáreo Villegas & Camilo Martínez - 339-344 Bayesian analysis of nonlinear regression with equicorrelated elliptical errors
by Jacek Osiewalski - 345-364 Bootstrapping forecast intervals in ARCH models
by Jesús Miguel & Pilar Olave - 365-398 Nonparametric tests for model selection with time series data
by Javier Hidalgo - 399-409 Discrete uniform mixtures via posterior means
by Arjun Gupta & Jacek Wesoŀowski - 411-417 Mixed regression estimator under inclusion of some superfluous variables
by Madhulika Dube - 419-458 Integration and backfitting methods in additive models-finite sample properties and comparison
by Stefan Sperlich & Oliver Linton & Wolfgang Härdle - 459-489 Temporal and contemporaneous disaggregation of multiple economic time series
by Víctor Guerrero & Fabio Nieto
June 1999, Volume 8, Issue 1
- 1-73 Robust principal component analysis for functional data
by N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel Peña & Javier Prieto & Jim Ramsay & Mariano Valderrama & Ana Aguilera & N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen - 75-93 Bayesian prediction in growth-curve models with correlated errors
by Ulrich Menzefricke - 95-116 An overview of bootstrap methods for estimating and predicting in time series
by Ricardo Cao - 117-128 The posterior predictive p-value for the problem of goodness of fit
by Julián Horra & María Rodríguez-Bernal - 129-145 Analytic approximation of the interval of Bayes actions derived from a class of loss functions
by Christophe Abraham & Jean-Pierre Daurès - 147-166 Improper and proper posteriors with improper priors in a Poisson-gamma hierarchical model
by Petros Hadjicostas & Scott Berry - 167-190 Estimating a transformation and its effect on Box-CoxT-ratio
by Zhelin Yang - 191-200 Limit distributions for point processes of exceedances of random levels
by Helena Ferreira - 201-231 Longitudinal data with nonstationary errors: a nonparametric three-stage approach
by Vicente Núñez-Antón & Juan Rodríguez-Póo & Philippe Vieu - 233-253 Forecasting with unequally spaced data by a functional principal component approach
by Ana Aguilera & Francisco Ocaña & Mariano Valderrama
December 1998, Volume 7, Issue 2
- 217-282 The Kriged Kalman filter
by Kanti Mardia & Colin Goodall & Edwin Redfern & Francisco Alonso - 283-285 Discussion
by José Angulo & N. Cressie & C. Wikle & P. Soidán & M. Bande & C. Glasbey & John Kent & Ana Militino & Michael Stein - 287-294 A note on the robust interpretation of regression coefficients
by M. Wong & D. Cox - 295-306 On the subsample bootstrap variance estimation
by Dragan Radulović - 307-324 Characterizations of multivariate spherical distributions inl ∞ -norm
by Pilar Iglesias & Carlos Pereira & Nelson Tanaka - 325-346 A simulation-intensive approach for checking hierarchical models
by Dipak Dey & Alan Gelfand & Tim Swartz & Pantelis Vlachos - 347-360 Optimal designs with respect to Elfving's partial minimax criterion for heteroscedastic polynomial regression
by Isabel Ortiz & Carmelo Rodríguez - 361-376 An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
by Kazuhiro Ohtani - 377-390 Distributions most nearly compatible with given families of conditional distributions
by Barry Arnold & D. Gokhale - 391-412 Natural exponential families associated to Pick functions
by Dhafer Malouche - 413-426 Choosing the smoothing parameter for unordered multinomial data
by M. Jones & S. Vines - 427-429 A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith (Test, 1997, p.87)
by F. Girón & Elías Moreno
June 1998, Volume 7, Issue 1
- 1-74 The stochastic control of process capability indices
by Nozer Singpurwalla & G. Box & D. Cox & D. Dey & A. Fries & J. Ghosh & M. Gómez-Villegas & T. Irony & W. Kliemann & S. Kotz & D. Lindley & M. McGrath & D. Peña & N. Singpurwalla - 75-94 Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior
by Holger Scholl - 95-110 Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
by Angelo Koudou - 111-132 Nonparametric estimation of survival functions by means of partial exchangeability structures
by Paolo Giudici & Maura Mezzetti - 133-145 A dirichlet process elaboration diagnostic for binomial goodness of fit
by Cinzia Carota & Giovanni Parmigiani - 147-160 A note on the confidence properties of reference priors for the calibration model
by Anne Philippe & Christian Robert - 161-177 Deriving Reference Decisions
by M. Rabena - 179-205 Reference priors for non-Normal two-sample problems
by Carmen Fernández & Mark Steel - 207-216 Reconciling Bayesian and frequentist evidence in the point null testing problem
by Miguel Gómez-Villegas & Luis Sanz
December 1997, Volume 6, Issue 2
- 223-320 Universal smoothing factor selection in density estimation: theory and practice
by Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye - 321-350 Performance study of marginal posterior density estimation via Kullback-Leibler divergence
by Ming-Hui Chen & Qi-Man Shao - 351-368 On the continuation of the limit distributions of the extreme and central terms of a sample
by H. Barakat - 369-377 A new algorithm for the normal distribution function
by B. Bunday & S. Bokhari & K. Khan - 379-395 Kalman filter with outliers and missing observations
by T. Cipra & R. Romera - 397-418 A fast permutation-based algorithm for block clustering
by I. Llatas & A. Quiroz & J. Renóm - 419-431 Asymptotic efficiency properties of least squares in an ultrastructural model
by A. Srivastava & Shalabh - 433-435 Correction to “Foundations for a Robust Theory of Decision Making: the Simple Case” by David Ríos-Insua
by Dirk Bültel
June 1997, Volume 6, Issue 1
- 1-90 Exponential and bayesian conjugate families: Review and extensions
by E. Gutiérrez-Peña & A. Smith & José Bernardo & Guido Consonni & Piero Veronese & E. George & F. Girón & M. Martínez & G. Letac & Carl Morris - 91-100 On least-squares and naïve extrapolations in a non-linear AR(1) process
by J. Andel - 101-118 Properties of intrinsic and fractional Bayes factors
by A. O’Hagan - 119-126 Simple approximations for location and ANOVA models with non-conjugate priors
by B. Sansó - 127-135 A good property of the maximum likelihood estimator in a restricted normal model
by C. Rueda & B. Salvador & M. Fernández - 137-157 Bayesian inference in location-scale distributions with independent bivariate priors
by Gorui Bian - 159-186 Reference priors in multiparameter nonregular cases
by S. Ghosal - 187-203 Robust estimation in the errors variables model via weighted likelihood estimating equations
by A. Basu & S. Sarkar - 205-221 Hierarchical models with scale mixtures of normal distributions
by S. Choy & A. Smith
December 1996, Volume 5, Issue 2
- 249-344 Statistical inference and Monte Carlo algorithms
by George Casella & Juan Ferrándiz & Daniel Peña & David Insua & José Bernardo & P. García-López & A. González & J. Berger & A. Dawid & Thomas Diciccio & Martin Wells & Paul Gustafson & Larry Wasserman & Edward George & Jun Liu & Xiao-Li Meng & A. Philippe & Joseph Schafer & Robert Strawderman - 345-356 On close relations of local likelihood density estimation
by M. Jones - 357-377 A Bayesian approach to selection and ranking procedures: the unequal variance case
by A. Merwe & J. Plessis - 379-394 Optimal smooth hazard estimates
by É. Youndjé & P. Sarda & P. Vieu - 395-409 Bayesian robustness on constrained density band classes
by M. Perone-Pacifico & G. Salinetti & L. Tardella - 411-437 Noninformative Bayesian testing and neutral Bayes factors
by Christian Robert & Nathalie Caron
June 1996, Volume 5, Issue 1
- 1-60 Scoring rules and the evaluation of probabilities
by R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua - 61-76 Asymptotic expansions for statistics computed from spatial data
by P. García-Soidán - 77-111 Orthogonal polynomials and natural exponential families
by D. Pommeret - 113-123 The Bayes estimator in a misspecified linear regression model
by G. Trenkler & L. Wei - 125-144 Nonparametric conservative bands for the trend of Gaussian AR(p) models
by R. Fraiman & G. Pérez-Iribarren - 145-157 Noninformative priors for the two sample normal problem
by M. Ghosh & M-Ch. Yang - 159-186 Bayesian analysis of reduced rank regression
by H. Schmidli - 187-202 A new test for ARMA models with errors following a general white noise process
by E. Gonçalves & P. Jacob & N. Lopes - 203-225 Notes on a recursive procedure for point estimation
by G. D’Epifanio - 227-246 Weighted distributions viewed in the context of model selection: A Bayesian perspective
by D. Larose & D. Dey - 247-248 Corrections to mean square error matrix superiority of empirical Bayes estimators under misspecification
by L. Wei & G. Trenkler
December 1995, Volume 4, Issue 2
- 207-261 The relation between theory and application in statistics
by D. Cox & M. Bayarri & M. Bayarri & C. Cuadras & Jośe Bernadro & F. Girón & E. Moreno & N. Keiding & D. Lindley & L. Pericchi & L. Piccinato & N. Reid & N. Wermuth - 263-313 Coherent combination of experts' opinions
by A. Dawid & M. DeGroot & J. Mortera & R. Cooke & S. French & C. Genest & M. Schervish & D. Lindley & K. McConway & R. Winkler - 315-321 A partial randomized response strategy
by D. Tracy & S. Osahan - 323-331 Predictive efficiency of improved estimators in restricted regression models
by M. Dube & V. Singh - 333-357 Probability matching priors for linear calibration
by M. Ghosh & B. Carlin & M. Srivastava - 359-376 A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data
by V. Guerrero & J. Martínez
June 1995, Volume 4, Issue 1
- 1-17 Selection of the reference priors for a balanced random effects model
by K. Ye - 19-38 Information tradeoff
by L. Wasserman & B. Clarke - 39-62 Robust analysis of two-way models with repeated measures on both factors
by M. Rashid - 63-81 Splines from a Bayesian point of view
by A. Linde - 83-94 Invariance of the reference prior under reparametrization
by Y. Yang - 95-114 Noninformative priors for maximal invariant parameter in group models
by G. Datta & J. Ghosh - 115-135 Robust Bayesian estimators in a one-way ANOVA model
by G. Bian - 137-178 Kernel estimation of the regression function with random sampling times
by J. Vilar - 179-186 Understanding the effect of time series outliers on sample autocorrelations
by Wai-Sum Chan - 187-205 Mean square error matrix superiority of Empirical Bayes Estimators under misspecification
by L. Wei & G. Trenkler
December 1994, Volume 3, Issue 2
- 1-45 The theory of search from a statistical viewpoint
by Henry Wynn & Anatoly Zhigljavsky & Juan Romo - 47-72 The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
by Juan Romo - 73-86 Robust Bayesian analysis given priors on partition sets
by Cinzia Carota & Fabrizio Ruggeri - 87-99 Prediction based on response surface data obtained with random blocking
by Irwin Guttman & Ulrich Menzefricke - 101-112 An automatic and proper Bayesian estimation analysis of 2×2 contingency tables with one and two fixed margins
by María-Eglée Pérez - 113-122 The use of auxiliary information for solving non-response problems
by Carlos Bouza - 123-172 Exponential families with variance functions in $$\sqrt {\Delta P} (\sqrt \Delta )$$ : Seshadri’s class: Seshadri’s class
by Célestin Kokonendji - 173-180 Asymptotic normality under transformations. A result with Bayesian applications
by Manuel Mendoza - 181-193 Motivation for the use of discrete distributions in quality assurance
by Telba Irony & Carlos Pereira - 195-206 Operational parameters in Bayesian models
by Max Mendel - 207-220 Bayesian prediction for business mortality analysis
by Samir Bhattacharya & Nand Singh - 221-236 A predictivistic interpretation of the multivariatet distribution
by R. Arellano-Valle & H. Bolfarine & P. Iglesias - 237-246 Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
by Josemar Rodrigues - 247-247 Group-Bayes estimation of the exponential mean: A preposterior analysis
by Constance Eeden & James Zidek
June 1994, Volume 3, Issue 1
- 5-124 An overview of robust Bayesian analysis
by James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman & Joseph Kadane & Cid Srinivasan & Michael Lavine & Anthony O’Hagan & Wolfgang Polasek & Christian Robert & Constantinos Goutis & Fabrizio Ruggeri & Gabriella Salinetti & Siva Sivaganesan - 125-143 Group-Bayes estimation of the exponential mean: a preposterior analysis
by Constance Eeden & James Zidek - 145-162 Characterization of the Jorgensen set in generalized linear models
by M. Casalis & G. Letac - 163-182 Distance weighted losses for testing and confidence set evaluation
by Christian Robert & George Casella - 183-194 Bayesian robustness of the empirical distribution
by Alfonso García-Pérez
December 1993, Volume 2, Issue 1
- 1-32 Several Bayesians: A review
by Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler - 33-100 Exploring regression structure with graphics
by R. Cook & Nate Wetzel & José Bermúdez & J. Horra & Frank Critchley & Michael Lavine & Ker-Chau Li & R. McCulloch & Sally Morton & X. Shen & Sanford Weisberg & S. Zacks - 101-110 Prior assessments for bands of probability measures: Empirical bayes analysis
by Elías Moreno & Luís Pericchi - 111-124 A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
by D. Nel & P. Groenewald - 125-146 Estimation of a normal mixture model through Gibbs sampling and Prior Feedback
by Christian Robert & Caroline Soubiran - 147-160 Optimal allocation in stratified sampling with partial information
by Dennis Lindley & John Deely - 161-188 Testing the hypothesis of a general linear model using nonparametric regression estimation
by W. González-Manteiga & R. Cao