- Todd Ogden, Emanuel Parzen:
Change-point approach to data analytic wavelet thresholding. Stat. Comput. 6(2): 93-99 (1996) - Ralf Östermark:
Separating trend and cyclical dynamics in state space models with exogenous inputs. Stat. Comput. 6(1): 3-10 (1996) - José C. Pinheiro, Douglas M. Bates:
Unconstrained parametrizations for variance-covariance matrices. Stat. Comput. 6(3): 289-296 (1996) - Robert A. Rigby, D. M. Stasinopoulos:
A semi-parametric additive model for variance heterogeneity. Stat. Comput. 6(1): 57-65 (1996) - Jeffrey S. Rosenthal:
Analysis of the Gibbs sampler for a model related to James-Stein estimators. Stat. Comput. 6(3): 269-275 (1996) - Alberto Roverato, Joe Whittaker:
Standard errors for the parameters of graphical Gaussian models. Stat. Comput. 6(3): 297-302 (1996) - Stephen Rowe:
An algorithm for computing principal points with respect to a loss function in the unidimensional case. Stat. Comput. 6(3): 187-190 (1996) - Nozer D. Singpurwalla, Robert Gentleman, Willem J. Heiser, Dibyen Majumdar:
Book reviews. Stat. Comput. 6(4): 387-391 (1996) - Gordon K. Smyth:
Partitioned algorithms for maximum likelihood and other non-linear estimation. Stat. Comput. 6(3): 201-216 (1996) - S. K. Vines, W. R. Gilks, Pascal Wild:
Fitting Bayesian multiple random effects models. Stat. Comput. 6(4): 337-346 (1996) - P. Vounatsou, A. F. M. Smith:
Bayesian analysis of contingency tables: a simulation and graphics-based approach. Stat. Comput. 6(3): 277-287 (1996) - Andrew R. Webb:
An approach to non-linear principal components analysis using radially symmetric kernel functions. Stat. Comput. 6(2): 159-168 (1996) - Dag Wedelin:
Efficient estimation and model selection in large graphical models. Stat. Comput. 6(4): 313-323 (1996) - Daniel Zelterman, Chap T. Le, Thomas A. Louis:
Bootstrap techniques for proportional hazards models with censored observations. Stat. Comput. 6(3): 191-199 (1996)