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ORCIDStatistics and Computing, Volume 11
Volume 11, Number 1, January 2001
- Jamie Stafford:
Guest editorial. 5-6 - David F. Andrews:
Asymptotic expansions of moments and cumulants. 7-16 - Ruggero Bellio, Alessandra R. Brazzale:
A computer algebra package for approximate conditional inference. 17-24 - Wilfrid S. Kendall
:
Symbolic Itô calculus in AXIOM: An ongoing story. 25-35 - Giovanni Pistone, Eva Riccomagno, Henry P. Wynn:
Gröbner bases and factorisation in discrete probability and Bayes. 37-46 - James E. Stafford:
Using intersection matrices to identify graphical structure. 47-55 - A. Ian McLeod, Benoit Quenneville:
Mean likelihood estimators. 57-65 - Elvezio Ronchetti, Laura Ventura:
Between stability and higher-order asymptotics. 67-73 - Bruce Smith, Christopher Field:
Symbolic cumulant calculations for frequency domain time series. 75-82 - John E. Kolassa:
Bounding convergence rates for Markov chains: An example of the use of computer algebra. 83-87 - Riccardo Gatto:
Symbolic computation for approximating distributions of some families of one and two-sample nonparametric test statistics. 89-95
Volume 11, Number 2, April 2001
- Anne Philippe, Christian P. Robert:
Riemann sums for MCMC estimation and convergence monitoring. 103-115 - Man-Lai Tang:
Exact power computation for stratified dose-response studies. 117-124 - Radford M. Neal:
Annealed importance sampling. 125-139 - Eva Cantoni, Elvezio Ronchetti:
Resistant selection of the smoothing parameter for smoothing splines. 141-146 - Fernando Tusell:
A permutation test for randomness with power against smooth variation. 147-154 - Francesco M. Malvestuto:
A hypergraph-theoretic analysis of collapsibility and decomposability for extended log-linear models. 155-169 - David G. T. Denison:
Boosting with Bayesian stumps. 171-178 - Stephen P. Brooks:
On Bayesian analyses and finite mixtures for proportions. 179-190 - Steffen L. Lauritzen, Frank Jensen:
Stable local computation with conditional Gaussian distributions. 191-203
Volume 11, Number 3, July 2001
- Rodney Wolff:
Guest Editorial: Introduction. 211-212 - Anthony J. Lawrance:
Chaos: But Not in Both Directions! 213-216 - Phil Diamond, Alexei Pokrovskii:
The Statistics of Simulating Chaos. 217-228 - Bärbel F. Finkenstädt, Qiwei Yao, Howell Tong:
A Conditional Density Approach to the Order Determination of Time Series. 229-240 - Silvia Golia, Marco Sandri:
A Resampling Algorithm for Chaotic Time Series. 241-255 - Michael Small, Kevin Judd, Alistair I. Mees:
Testing Time Series for Nonlinearity. 257-268 - L. Mark Berliner:
Monte Carlo Based Ensemble Forecasting. 269-275 - Dominique Geégan, Rolf Tschernig:
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions. 277-284
Volume 11, Number 4, October 2001
- Michael G. Schimek:
Guest editorial: Semiparametric function estimation and testing. 291-292 - Joan G. Staniswalis, Peter F. Thall:
An explanation of generalized profile likelihoods. 293-298 - Marlene Müller:
Estimation and testing in generalized partial linear models - A comparative study. 299-309 - Joan G. Staniswalis:
Discussion of the paper by Dr. M. Müller. 311-312 - Robert Kohn, Michael S. Smith, David Chan:
Nonparametric regression using linear combinations of basis functions. 313-322 - Birgit Grund, Jörg Polzehl:
Semiparametric lack-of-fit tests in an additive hazard regression model. 323-335 - Merrilee Hurn, Ingelin Steinsland, Håvard Rue:
Parameter estimation for a deformable template model. 337-346 - Gavin J. Gibson, Eric Renshaw:
Likelihood estimation for stochastic compartmental models using Markov chain methods. 347-358 - Martin Crowder:
Corrected p-values for tests based on estimated nuisance parameters. 359-365 - Qiwei Yao, Wenyang Zhang, Howell Tong:
Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. 367-371 - Umberto Amato, Anestis Antoniadis:
Adaptive wavelet series estimation in separable nonparametric regression models. 373-394
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