Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 28, issue 4, 1998

Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size pp. 339-351

M. C. Pardo

Wavelet regression for random or irregular design pp. 353-369

Anestis Antoniadis and Dinh Tuan Pham

A multivariate version of Ghosh's T3-plot to detect non-multinormality pp. 371-386

Kai-Tai Fang, Run-Ze Li and Jia-Juan Liang

Models for the association between ordinal variables pp. 387-411

Krista Lapp, Geert Molenberghs and Emmanuel Lesaffre

A unified framework for significance testing in fractional factorials pp. 413-431

Oyvind Langsrud and Tormod Naes

IASC Elections 1999 Call for CANDIDATES pp. 435-431

Lutz Edler

5th Summer School of ERS IASC 3rd Millennium Challenge for Industrial Statistics pp. 435-431

Christos P. Kitsos and Jaromir Antoch

Volume 28, issue 3, 1998

Alternative Gee estimation procedures for discrete longitudinal data pp. 243-256

Taesung Park, Charles S. Davis and Ning Li

Robust bivariate boxplots and multiple outlier detection pp. 257-270

Sergio Zani, Marco Riani and Aldo Corbellini

On the relative efficiency of estimators of population total in unequal probability sampling when study variable has weak relationship with size variable pp. 271-281

S. K. Agarwal and P. Kumar

Lattices and dual lattices in optimal experimental design for Fourier models pp. 283-296

R. A. Bates, E. Riccomagno, R. Schwabe and H. P. Wynn

Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study pp. 297-306

Siu Hung Cheung, Ka Ho Wu and Wai Sum Chan

Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure pp. 307-324

Henk A. L. Kiers

IASC news pp. 327-330

Chooichiro Asano

Telegram pp. 327-324

Fortunato Pesarin and Luigi Salmaso

Volume 28, issue 2, 1998

On the use of random walks to estimate correlation in fitness landscapes pp. 131-137

Garrison W. Greenwood and Hu, Xiaobo (Sharon)

Order-restricted inference for monotone trend alternatives in contingency tables pp. 139-155

Alan Agresti and Brent A. Coull

Nearest-neighbor classification with categorical variables pp. 157-169

Samuel E. Buttrey

Smoothing non-Gaussian time series with autoregressive structure pp. 171-191

Gary K. Grunwald and Rob Hyndman

Direct generalized additive modeling with penalized likelihood pp. 193-209

Brian D. Marx and Paul H. C. Eilers

Operational equations for data in rectangular array pp. 211-215

G. L. Silver

Small-sample comparison of McCullagh and Nair analyses for nominal-ordinal categorical data pp. 217-223

D. J. Best, J. C. W. Rayner and L. G. Stephens

A method for calculating probability convolution using "ternary" numbers with application in the determination of twin zygosity pp. 225-232

J. H. Zhao and P. C. Sham

Volume 28, issue 1, 1998

Some practical estimation procedures for variance components pp. 1-32

Ravindra Khattree

Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model pp. 33-50

Wei Pan and Rick Chappell

Informational complexity criteria for regression models pp. 51-76

Hamparsum Bozdogan and Dominique M. A. Haughton

A Bayesian bivariate failure time regression model pp. 77-85

Paul Damien and Peter Muller

Bayesian predictive simultaneous variable and transformation selection in the linear model pp. 87-103

Jennifer A. Hoeting and Joseph G. Ibrahim

Detecting influential covariates in a growth curve model pp. 105-113

Aiyi Liu

Net news pp. 118-121

Shannon Thomas

IASC News pp. 122-123

Ehsan S. Soofi

Volume 27, issue 4, 1998

Parameter estimation in latent profile models pp. 371-388

A. P. Dunmur and D. M. Titterington

Exact calculations for the repeated many-one test pp. 389-399

Qin Wang

Treatment comparisons with screenable endpoints pp. 401-419

I. S. F. Chan, D. Hillman and T. A. Louis

On the Lagrange gamma distribution pp. 421-431

Felix Famoye and Z. Govindarajulu

A graphical approach for evaluating and comparing designs for nonlinear models pp. 433-443

AndreI. Khuri and Juneyoung Lee

Estimating correlation matrices that have common eigenvectors pp. 445-459

James R. Schott

A clustering algorithm for identifying multiple outliers in linear regression pp. 461-484

David M. Sebert, Douglas C. Montgomery and Dwayne A. Rollier

Revisiting the pseudorandom number generator ran1 from the NUMERICAL RECIPES pp. 487-495

Jaromir Antoch, Jean-Marc Deshouillers and Gusti Putu Purnaba

Volume 27, issue 3, 1998

Theory and method for constrained estimation in structural equation models with incomplete data pp. 257-270

Man-Lai Tang and Peter M. Bentler

An algorithm to generate samples of multi-variate distributions with correlated marginals pp. 271-289

P. A. G. van der Geest

Estimating population proportions from imputed data pp. 291-309

Svein Nordbotten

Principal classifications analysis: a method for generating consensus dendrograms and its application to three-way data pp. 311-331

Maurizio Vichi

Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution pp. 333-344

Augustine C. M. Wong and Jianrong Wu

Forecast modelling for rotations of principal axes of multidimensional data sets pp. 345-354

Huiwen Wang and Qiang Liu

Nonparametric comparisons of medians of survival functions pp. 357-361

Hans Frick

Volume 27, issue 2, 1998

The use of conditionally conjugate priors in the study of ratios of gamma scale parameters pp. 125-139

Barry C. Arnold, Enrique Castillo and José María Sarabia

Asymmetric quadratic loss adjustments for a predictive t variable pp. 141-150

Michael Cain

Overdispersion: Models and estimation pp. 151-170

John Hinde and Clarice G. B. Demetrio

A Gibbs sampling approach to estimation and prediction of time-varying-parameter models pp. 171-194

Chung-ki Min

Bayesian analysis of a change-point in exponential families with applications pp. 195-208

Chung-Bow Lee

Statistical methods in surveying by trilateration pp. 209-227

William Navidi, William S. Murphy and Willy Hereman

Fisher consistency of GEE models under link misspecification pp. 229-235

Chongsun Park and Sanford Weisberg

Using covariates in loglinear models with sampling zeros; A cautionary note pp. 239-245

Jos Dessens, Wim Jansen and Peter G. M. van der Heijden

Volume 27, issue 1, 1998

Assessing fast Fourier transform algorithms pp. 1-9

Karim F. Hirji

Estimating the variance of the LAD regression coefficients pp. 11-26

Marilena Furno

Weighing experiments with n [identical to] 2 (mod 4) observations pp. 27-31

Christos Koukouvinos

Analysis of structural equation models with censored or truncated data via EM algorithm pp. 33-46

Man-Lai Tang and Sik-Yum Lee

A comparison between rosenblatt's estimator and parametric density estimators for determining test limits pp. 47-60

W. Albers, W. C. M. Kallenberg and G. D. Otten

A comparison of techniques of estimation in long-memory processes pp. 61-81

Luisa Bisaglia and Dominique Guegan

An experimental comparison of gradient methods in econometric duration analysis pp. 83-97

Kenneth Carling and Hans Soderberg

Statistical inference for geometric processes with lognormal distribution pp. 99-112

Lam Yeh and Jennifer Chan

Erratum to "Maximum likelihood parameter estimation in the three-parameter gamma distribution": [Computational Statistics & Data Analysis 20, 343-354 (1995)] pp. 113-112

H. Hirose