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Publication search results
found 39 matches
- 2001
- Umberto Amato
, Anestis Antoniadis:
Adaptive wavelet series estimation in separable nonparametric regression models. Stat. Comput. 11(4): 373-394 (2001) - David F. Andrews:
Asymptotic expansions of moments and cumulants. Stat. Comput. 11(1): 7-16 (2001) - Ruggero Bellio, Alessandra R. Brazzale:
A computer algebra package for approximate conditional inference. Stat. Comput. 11(1): 17-24 (2001) - L. Mark Berliner:
Monte Carlo Based Ensemble Forecasting. Stat. Comput. 11(3): 269-275 (2001) - Stephen P. Brooks
:
On Bayesian analyses and finite mixtures for proportions. Stat. Comput. 11(2): 179-190 (2001) - Eva Cantoni
, Elvezio Ronchetti:
Resistant selection of the smoothing parameter for smoothing splines. Stat. Comput. 11(2): 141-146 (2001) - Martin Crowder:
Corrected p-values for tests based on estimated nuisance parameters. Stat. Comput. 11(4): 359-365 (2001) - David G. T. Denison:
Boosting with Bayesian stumps. Stat. Comput. 11(2): 171-178 (2001) - Phil Diamond, Alexei Pokrovskii:
The Statistics of Simulating Chaos. Stat. Comput. 11(3): 217-228 (2001) - Bärbel F. Finkenstädt, Qiwei Yao
, Howell Tong:
A Conditional Density Approach to the Order Determination of Time Series. Stat. Comput. 11(3): 229-240 (2001) - Riccardo Gatto:
Symbolic computation for approximating distributions of some families of one and two-sample nonparametric test statistics. Stat. Comput. 11(1): 89-95 (2001) - Dominique Geégan, Rolf Tschernig:
Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions. Stat. Comput. 11(3): 277-284 (2001) - Gavin J. Gibson, Eric Renshaw:
Likelihood estimation for stochastic compartmental models using Markov chain methods. Stat. Comput. 11(4): 347-358 (2001) - Silvia Golia
, Marco Sandri
:
A Resampling Algorithm for Chaotic Time Series. Stat. Comput. 11(3): 241-255 (2001) - Birgit Grund, Jörg Polzehl:
Semiparametric lack-of-fit tests in an additive hazard regression model. Stat. Comput. 11(4): 323-335 (2001) - Merrilee Hurn, Ingelin Steinsland
, Håvard Rue:
Parameter estimation for a deformable template model. Stat. Comput. 11(4): 337-346 (2001) - Wilfrid S. Kendall
:
Symbolic Itô calculus in AXIOM: An ongoing story. Stat. Comput. 11(1): 25-35 (2001) - Robert Kohn
, Michael S. Smith
, David Chan:
Nonparametric regression using linear combinations of basis functions. Stat. Comput. 11(4): 313-322 (2001) - John E. Kolassa:
Bounding convergence rates for Markov chains: An example of the use of computer algebra. Stat. Comput. 11(1): 83-87 (2001) - Steffen L. Lauritzen
, Frank Jensen:
Stable local computation with conditional Gaussian distributions. Stat. Comput. 11(2): 191-203 (2001) - Anthony J. Lawrance:
Chaos: But Not in Both Directions! Stat. Comput. 11(3): 213-216 (2001) - Francesco M. Malvestuto:
A hypergraph-theoretic analysis of collapsibility and decomposability for extended log-linear models. Stat. Comput. 11(2): 155-169 (2001) - A. Ian McLeod, Benoit Quenneville:
Mean likelihood estimators. Stat. Comput. 11(1): 57-65 (2001) - Marlene Müller:
Estimation and testing in generalized partial linear models - A comparative study. Stat. Comput. 11(4): 299-309 (2001) - Radford M. Neal:
Annealed importance sampling. Stat. Comput. 11(2): 125-139 (2001) - Anne Philippe, Christian P. Robert
:
Riemann sums for MCMC estimation and convergence monitoring. Stat. Comput. 11(2): 103-115 (2001) - Giovanni Pistone, Eva Riccomagno
, Henry P. Wynn
:
Gröbner bases and factorisation in discrete probability and Bayes. Stat. Comput. 11(1): 37-46 (2001) - Elvezio Ronchetti, Laura Ventura:
Between stability and higher-order asymptotics. Stat. Comput. 11(1): 67-73 (2001) - Michael G. Schimek:
Guest editorial: Semiparametric function estimation and testing. Stat. Comput. 11(4): 291-292 (2001) - Michael Small
, Kevin Judd, Alistair I. Mees:
Testing Time Series for Nonlinearity. Stat. Comput. 11(3): 257-268 (2001)
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