Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 13, issue 4, 1992

Fitting and comparing probability distributions with log linear models pp. 373-384

J. K. Lindsey and G. Mersch

A continuum of principal component generalized linear regressions pp. 385-393

Brian D. Marx

Pseudo-likelihood and quasi-likelihood estimation for complex sampling schemes pp. 395-405

E. A. Molina C. and C. J. Skinner

Diagnostics in some discrete choice models pp. 407-414

Herbert Nagel and Reinhold Hatzinger

A case study in the modelling of growth pp. 415-429

K. L. Q. Read, C. J. Lawrence, A. Jorio and J. C. Mariana

Rao distance between multivariate linear normal models and their application to the classification of response curves pp. 431-445

Martin Rios, Angel Villarroya and Josep M. Oller

Integration-based Kalman-filtering for a dynamic generalized linear trend model pp. 447-459

Sylvia Schnatter

Detecting break points in generalised linear models pp. 461-471

D. M. Stasinopoulos and R. A. Rigby

On models of spatial covariance pp. 473-481

A. J. Watkins

Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms pp. 485-491

Thomas C. Cierzynski and Stefan v. Weber

Statistical modelling in GLIM: M. Aitkin, D. Anderson, B. Francis and J. Hinde (1989) Oxford Statistical Science Series 4. Oxford: Clarendon Press. 374 pp, ISBN 0-19-852204-5, ca. DM 52,-(Paperback) pp. 494-491

Matthias Nagel

SPSS/PC+ Basics and graphic: Brosius, G. (1988) Einfuhrung und praktische Beispiele. Hamburg: McGraw-Hill Book Company. 582 pp, ISBN 3-89028-132-X, ca. DM 68,- pp. 494-495

Reinhold Kosfeld

Volume 13, issue 3, 1992

Preface pp. 243-244

Robert Gilchrist

Model choice in contingency table analysis using the Posterior Bayes Factor pp. 245-251

Murray Aitkin

Exploratory analysis of association models using loglinear models and singular value decompositions pp. 253-267

Mark P. Becker

Comparing the parameters of a model for several units by means of principal component analysis pp. 269-280

Henri Caussinus and Louis Ferre

Linkage analysis using loglinear models pp. 281-290

David Edwards

Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models pp. 291-305

J. L. Foulley, M. San Cristobal, D. Gianola and S. Im

Estimation of errors-in-latent-variable models on business survey data pp. 307-318

Marc Ivaldi

Statistical analysis of threshold data from experiments with nested errors pp. 319-330

J. Jansen

GLIM and normalising constant models in spatial and directional data analysis pp. 331-348

A. B. Lawson

Multiple comparison procedures for normally distributed ANOVA models in SAS, SPSS, BMDP, and MINITAB pp. 351-358

Christian Holzer and Manfred Precht

Extreme value theory: J. Husler, R.-D. Reiss (eds.): Proceedings of a conference held in Oberwolfach Dec. 6-12, 1987. Springer, Berlin etc. (1989) pp. 363-364

H. -J. Lenz

Volume 13, issue 2, 1992

Estimation for the scaled half logistic distribution under Type II censoring pp. 123-141

N. Balakrishnan and P. S. Chan

A note on modified cross-validation in density estimation pp. 143-151

W. Feluch and J. Koronacki

Multiple comparisons of three ordered normal means for unbalanced models pp. 153-162

Anthony J. Hayter

An improved method for comparing variances when distributions have non-identical shapes pp. 163-172

Rand R. Wilcox

Pseudotable methods for the analysis of 2 x 2 tables pp. 173-190

David Wypij and Thomas J. Santner

Correction of periodogram method for Power Spectrum estimation pp. 191-195

A. Angelidou, M. G. Strintzis and S. Panas

A numerical method for accurately approximating multivariate normal probabilities pp. 197-210

Morgan Wang and W. J. Kennedy

A note on the computation of robust, bounded influence estimates and test statistics in regression pp. 211-220

Douglas P. Wiens

More agreeable software? pp. 223-227

Roel Popping

Theory of random determinants: Girko, V.L. Kluwer Academic Publishers, Doordrecht/ Boston/London (1990), ISBN 0-7923-0233-8, XIV + 677 pp., 147 [pound sign]S pp. 231-232

Hilmar Drygas

Volume 13, issue 1, 1992

Least squares estimation of linear splines with unknown knot locations pp. 1-8

Harold J. Larson

Estimation of variation after outlier rejection pp. 9-20

David M. Rocke

Accurate and efficient double-bootstrap confidence limit method pp. 21-32

Sheng G. Shi

Properties of modelling the error distribution with an extra shape parameter pp. 33-46

Jeremy M. G. Taylor

Optimal selection of statistical units: An approach via simulated annealing pp. 47-61

M. Ferri and M. Piccioni

Efficient computational procedures for the estimation of parameters in multilevel models based on iterative generalised least squares pp. 63-71

Harvey Goldstein and Jon Rasbash

Sensitivity analysis for model output: Performance of black box techniques on three international benchmark exercises pp. 73-94

Andrea Saltelli and T. Homma

Computation of noncentral f probabilities: A computer program pp. 95-102

Karan P. Singh, Karan P. Singh and George E. Relyea

Angewandte lineare algebra (applied linear algebra): Huppert, B.: De Gruyter, Berlin (1990), ISBN 3-11-012107-7, 646 pp, DM 198 pp. 108-109

G. Trenkler

Theory and application in computational statistics: Asano, Ch., Niki, N. and Okazaki, T. (eds.): Scientist Inc., Tokyo (1991), ISBN 4-914903-03-2, 290 pp, [Psi] 5000 (to be sold only in Japan) pp. 108-108

N. Victor

Statistical methods in engineering and quality assurance: John, Peter M.W. (1990): Wiley-Interscience Publication, John Wiley & Sons, Inc. 313 pp., ISBN 0-471-82986-2, 39.80 [pound sign] pp. 108-108

Sung H. Park

Regression analysis, theory, methods and applications: Sen, A. and Srivastava, M. Springer, Berlin (1990), 347 pp, ISBN3-540-97211-0,DM 88 pp. 109-110

G. Trenkler

Mathematical statistics with applications, 4th edition: Mendenhall, W., Wackerly, D.D., Schaeffer, R.L., PWS-KENT Publishing Company, Boston (1990),752 pp,ISBN 0-534-92026-8 pp. 109-109

H. Toutenburg

Corrigendum: Testing for interaction in two-way ANOVA tables with no replication pp. 121-110

F. Tussell

Volume 12, issue 3, 1991

A new empirical Bayes estimator with type II censored data pp. 271-279

Dipak K. Dey and Lynn Kuo

A robust and easy confidence procedure with moderately long-tailed symmetric distributions pp. 281-294

Shu-Ing Liu

Survival modeling through recursive stratification pp. 295-313

Wei-Yin Loh

On mergers of distributions and distributions with exponential tails pp. 315-326

W. Olbricht

A study of logspline density estimation pp. 327-347

Charles Kooperberg and Charles J. Stone

Efficient calculation of the permutation distribution of robust two-sample statistics pp. 349-365

Cathie Spino and Marcello Pagano

What should future statistical software look like? pp. 369-372

Yadolah Dodge and David J. Hand

Volume 12, issue 2, 1991

Information quantities in non-classical settings pp. 143-158

Ole Barndorff-Nielsen and Michael Sørensen

Simple computer intensive methods for estimating parameters of complex models pp. 159-178

Herman Chernoff

Converting observed likelihood functions to tail probabilities pp. 179-185

D. A. S. Fraser and N. Reid

The planar trisection problem and the impact of curvature on non-linear least-squares estimation pp. 187-199

Erik W. Grafarend and Burkhard Schaffrin

A stochastic model for interlaboratory tests pp. 201-209

Laurie Davies

Flexible L-estimation in the linear model pp. 211-220

Yadolah Dodge and Jana Jureckova

Covariance adjustment in biased estimation pp. 221-230

Jerzy K. Baksalary and Gotz Trenkler

Further investigations on balanced arrays pp. 231-237

D. V. Chopra

Information theoretic criteria in non-parametric density estimation: Bias and variance in the infinite dimensional case pp. 239-247

Michal Abrahamowicz and Antonio Ciampi

Multinomial response models pp. 249-254

Marvin Zelen

Volume 12, issue 1, 1991

Preface pp. VII-VIII

Yadolah Dodge

Pitman nearness in statistical estimation: A panel discussion on recent developments pp. 1-17

Jerome P. Keating, Robert L. Mason, P. K. Sen and C. Radhakrishna Rao

Trimmed jackknife kernel estimate for the probability density function pp. 19-26

Jagdish S. Rustagi, Walfredo R. Javier and Jose S. Victoria

Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study pp. 27-37

Nan M. Laird and Thomas A. Louis

Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach pp. 39-55

Victor Kipnis

Generalized regression trees pp. 57-78

Antonio Ciampi

Inference procedures for the L1 regression pp. 79-85

Gabriela Stangenhaus and Subhash C. Narula

Computational aspects of adaptive combination of least squares and least absolute deviations estimators pp. 87-99

Yadolah Dodge, Jaromir Antoch and Jana Jureckova

Linear minimax-estimation in linear models with affine and ellipsoidal restrictions pp. 101-113

Hilmar Drygas

Extended versions of Deny's theorem via de Finetti's theorem pp. 115-126

D. N. Shanbhag

The random number generators of the Turbo Pascal family pp. 129-132

Birgit Dohmann, Michael Falk and Karin Lessenich