Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 30, issue 4, 1999

A least squares algorithm for a mixture model for compositional data pp. 359-379

Ab Mooijaart, Peter G. M. van der Heijden and L. Andries van der Ark

Displaying a clustering with CLUSPLOT pp. 381-392

Greet Pison, Anja Struyf and Peter Rousseeuw

A new test against an umbrella alternative and the associated simultaneous confidence intervals pp. 393-401

A. J. Hayter and W. Liu

An exact Cochran-Armitage test for trend when dose-response shapes are a priori unknown pp. 403-412

Markus Neuhauser and Ludwig A. Hothorn

One-sided tests in generalized linear dose-response models pp. 413-427

Gilberto A. Paula

The mean-shift outlier model in general weighted regression and its applications pp. 429-441

Wen Hsiang Wei and Wing Kam Fung

Contextual classification in image analysis: an assessment of accuracy of ICM pp. 443-455

Giuseppe Arbia, Roberto Benedetti and Giuseppe Espa

Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation pp. 457-469

T. Oke and Johan Lyhagen

Nonresponse in household interview surveys: Robert M. Groves and Mick P. Couper (1998): John Wiley, New York, 344 pp., US $ 51.00, ISBN 0-471-18245-1 pp. 477-478

Sabine Warschburger

Analysis of incomplete multivariate data: J.L. Shafer (1997): Chapman & Hall, London, 430 pp., GB [pound sign] 39.00, ISBN 0-412-04061-1 pp. 478-479

Rainer Schlittgen

Volume 30, issue 3, 1999

An application of changepoint methods in studying the effect of age on survival in breast cancer pp. 253-270

Cecile Contal and John O'Quigley

Estimation of the population spectrum with replicated time series pp. 271-280

C. N. Hernandez-Flores, J. Artiles-Romero and P. Saavedra-Santana

Applications of quasi-periodic oscillation models to seasonal small count time series pp. 281-301

Tomoyuki Higuchi

Operating characteristics of the standard phase I clinical trial design pp. 303-315

Ethan Reiner, Xavier Paoletti and John O'Quigley

Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs pp. 317-341

Victoria C. P. Chen

Volume 30, issue 2, 1999

Goodness-of-fit analysis for multivariate normality based on generalized quantiles pp. 119-142

J. Beirlant, D. M. Mason and C. Vynckier

An assessment of finite sample performance of adaptive methods in density estimation pp. 143-168

Mark Farmen and J. S. Marron

PRESS model selection in repeated measures data pp. 169-184

Honghu Liu, Robert E. Weiss, Robert I. Jennrich and Neil S. Wenger

Two semi-parametric empirical Bayes estimators pp. 185-196

Wei Pan and Thomas A. Louis

On the maximum-likelihood analysis of the general linear model in categorical data pp. 197-204

Carlos Daniel M. Paulino and Giovani Loiola Silva

A Monte Carlo comparison of several high breakdown and efficient estimators pp. 205-219

Jiazhong You

A dynamic plot for the specification of curvature in linear regression pp. 221-228

Han Son Seo

Volume 30, issue 1, 1999

Improved feasible solution algorithms for high breakdown estimation pp. 1-11

Douglas M. Hawkins and David J. Olive

The lower bound method in probit regression pp. 13-17

Dankmar Bohning

A semi-Bayesian method for nonparametric density estimation pp. 19-30

R. de Bruin, D. Salome and W. Schaafsma

A t-distribution plot to detect non-multinormality pp. 31-44

Jia-Juan Liang and Peter M. Bentler

A test for a difference between spectral peak frequencies pp. 45-55

J. Timmer, M. Lauk, W. Vach and C. H. Lucking

Power family of transformation for Cox's regression with random effects pp. 57-66

Kelvin K. W. Yau and C. A. McGilchrist

Reducing bias in curve estimation by use of weights pp. 67-86

Peter Hall and Berwin A. Turlach

A comparison between neural networks and chaotic models for exchange rate prediction pp. 87-102

Francesco Lisi and Rosa A. Schiavo

Volume 29, issue 4, 1999

Hyperparameter estimation in forecast models pp. 387-410

Hedibert Freitas Lopes, Ajax Moreira and Alexandra Mello Schmidt

Estimation of posterior density functions from a posterior sample pp. 411-427

Man-Suk Oh

Monte Carlo EM with importance reweighting and its applications in random effects models pp. 429-444

Fernando A. Quintana, Jun S. Liu and Guido E. del Pino

Diagnostics for nonlinearity in generalized linear models pp. 445-469

Zongwu Cai and Chih-Ling Tsai

Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors pp. 471-483

Xiangyi Meng and Nathaniel Schenker

On least-squares estimation of the residual variance in the first-order moving average model pp. 485-499

R. P. Mentz, P. A. Morettin and C. M. C. Toloi

Volume 29, issue 3, 1999

An efficient algorithm for computing quantiles of the noncentral chi-squared distribution pp. 253-259

Cherng G. Ding

Identifying multiple discordant observations: a computer intensive approach pp. 261-273

J. H. Venter and H. Viljoen

Rank-based tests for interactions in a two-way design pp. 275-284

Rand R. Wilcox

Automatic aggregation of categories in multivariate contingency tables using information theory pp. 285-294

J. M. Caridad Ocerin, R. Espejo Mohedano and A. Gallego Segador

Kriging by local polynomials pp. 295-312

Gudmund Host

Estimating binary multilevel models through indirect inference pp. 313-324

Fabrizia Mealli and Carla Rampichini

Reparameterisation Issues in Mixture Modelling and their bearing on MCMC algorithms pp. 325-343

Christian P. Robert and Kerrie L. Mengersen

A numerical study of large sparse matrix exponentials arising in Markov chains pp. 345-368

Roger B. Sidje and William J. Stewart

Volume 29, issue 2, 1998

A rank test for equality of two multivariate populations vs a particular ordered alternative pp. 129-144

Yi-Ju Chen, John Hewett, Yazhen Wang and Jane Johnson

A procedure for the detection of multivariate outliers pp. 145-161

Andrzej S. Kosinski

Resampled quantile functions for error estimation and a relationship to density estimation pp. 163-176

Michael LeBlanc

Multifactor analysis of variance based on the aligned rank transform technique pp. 177-189

H. Mansouri

Nonparametric tail estimation using a double bootstrap method pp. 191-211

Jef Caers and Jozef Van Dyck

A corrected normal approximation for the Student's t distribution pp. 213-216

Baibing Li and Bart De Moor

Design keys, pseudo-factors and general balance pp. 217-229

Roger W. Payne

Alternative equations for combining the results of Kalman filters pp. 231-238

Ross H. Taplin

Volume 29, issue 1, 1998

Image analysis with partially ordered markov models pp. 1-26

Noel Cressie and Jennifer L. Davidson

Estimation in partially linear models pp. 27-34

R. L. Eubank, E. L. Kambour, J. T. Kim, K. Klipple, C. S. Reese and M. Schimek

Best- and worst-case variances when bounds are available for the distribution function pp. 35-53

George S. Fishman and David S. Rubin

Parameter and quantile estimation for a fatigue model pp. 55-68

D. J. Dupuis

Unmasking outliers in two-way contingency tables pp. 69-79

John S. Yick and Andy H. Lee

Minimum Hellinger distance estimation for Poisson mixtures pp. 81-103

Dimitris Karlis and Evdokia Xekalaki

Fisher's Mid-P-value arrangement in 2x2 Comparative trials pp. 107-115

A. Martin Andres, M. J. Sanchez Quevedo and A. Silva Mato

Feelings from last COMPSTAT pp. 116-115

Tomas Aluja-Banet

Compstat'98 -- a bridge between statistical theory and computational applied statistics pp. 117-115

Ene Kaarik

Participants' views of meetings: Compstat 98 - one person's view pp. 118-119

John C. Nash