Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 11, issue 3, 1991

Measurement errors, linear calibration and inferences for means pp. 239-257

John Buonaccorsi

A general estimation procedure based on group means pp. 259-264

R. W. Farebrother

Testing normality of regression disturbances: A Monte Carlo study of the Filleben test pp. 265-273

Roger C. Pfaffenberger and Terry E. Dielman

Sequential models in categorical regression pp. 275-295

Gerhard Tutz

Distributional aspects if a zero correlation is assumed in a paired comparison of means pp. 297-307

Johan M. Van Zyl

Percentile point estimation in the three parameter Weibull distribution by the extended maximum likelihood estimate pp. 309-331

Hideo Hirose

Implicit construction of McCulloch's G matrix for the numerical evaluation of Fisher information matrixes pp. 333-344

Giovanni B. Moneta

Q-designs for bioassays pp. 345-350

Rahul Mukerjee and Sudhir Gupta

Multiway data analysis: Coppi, R., Bolasco, S. (eds.) (1989): Amsterdam, New York, Oxford, Tokyo: North-Holland. 552 pp ISBN 0-444-87410-0 pp. 356-357

M. Bismarck

Medical expert systems using personal computers: Chytil, M.K. Engelbrecht, R. (eds.) (1987): Wilmslow: Sigma Press. 206 pp, ISBN 1-85058-047-2 pp. 357-357

M. Bismarck

Volume 11, issue 2, 1991

Influence in canonical variates analysis pp. 143-164

Mario Romanazzi

Minimum discrimination information estimator of the mean with known coefficient of variation pp. 165-177

Ehsan S. Soofi and D. V. Gokhale

Effects on the eigenstructure of a data matrix when deleting an observation pp. 179-188

Song-Gui Wang and Hans Nyquist

Diagnostics for nonlinear Lp-norm estimation pp. 189-198

Robert Schall and Rene Gonin

A rational approximation of the inverse normal probability function pp. 199-201

George H. Guirguis

An algorithm for isotonic median regression pp. 203-204

J. A. Menendez and B. Salvador

An algorithm for isotonic regression with arbitrary convex distance function pp. 205-219

Ulf Stromberg

BIAS. A program package for biometrical analysis of samples pp. 223-224

Hanns Ackermann

Regression estimators a comparative study: Gruber, Marvin H.J.: Academic Press, Inc., Harcourt Brace Jovanovich Publishers, Boston (1990), ISBN 0-12- 304752-8, 347 pp, $49.95 pp. 230-224

Gotz Trenkler

Disfree (Manual and 2 diskettes, DOS 2.0 or later).: Krauth, J.: Blosoft, Cambridge (1989), [pound sign] 250.- pp. 230-231

G. Pabst

Volume 11, issue 1, 1991

Editorial pp. 1-231

Stanley P. Azen

On correcting for variance inflation in kernel density estimation pp. 3-15

M. C. Jones

Covariance pooling and stabilization for classification pp. 17-42

William Rayens and Tom Greene

M-type smoothing splines with auxiliary scale estimation pp. 43-51

J. K. Cunningham, R. L. Eubank and T. Hsing

Bootstrapping generalized linear models pp. 53-63

Lawrence H. Moulton and Scott L. Zeger

Sampling to estimate the number of duplicates in a database pp. 65-74

John A. Bunge and John C. Handley

Using randomization tests when errors are unequally correlated pp. 75-85

Michael R. Harwell

Variogram fitting with a general class of conditionally nonnegative definite functions pp. 87-96

Alexander Shapiro and J. D. Botha

A new algorithm for nonlinear L1-norm minimization with nonlinear equality constraints pp. 97-109

Sarhan Soliman, G. S. Christensen and A. H. Rouhi

Estimating and testing with the Bhattacharya plot pp. 111-124

F. G. Boese

A diagnostic plot for regression outliers and leverage points pp. 127-129

Peter Rousseeuw

Volume 10, issue 3, 1990

Estimation strategies for the intercept vector in a simple linear multivariate normal regression model pp. 193-206

S. E. Ahmed and A. K. Md. E. Saleh

Small sample asymptotics: a review with applications to robust statistics pp. 207-223

Elvezio Ronchetti

Characterizing priors by posterior expectations in multivariate analysis pp. 225-233

J. J. J. Roux and A. Bekker

Model conditions for asymptotic robustness in the analysis of linear relations pp. 235-249

Albert Satorra and Peter M. Bentler

Some generalized forms a least squares g-inverse, minimum norm g-inverse, and Moore--Penrose inverse matrices pp. 251-260

Haruo Yanai

Empirical Bayes estimation of the scale parameter in a Pareto distribution pp. 261-270

Ram C. Tiwari and Jyoti N. Zalkikar

Best linear unbiased estimates, duality of F tests and the Scheffe multiple comparison method in the presence of controlled heteroscedasticity pp. 271-281

Joao Tiago Mexia

Characterizations of distributions of exponential or geometric type by the integrated lack of memory property and record values pp. 283-288

Hans-Jurgen Witte

Characterization of the Weibull distribution pp. 289-292

F. -W. Scholz

An algorithm for computing standard errors from categorical data pp. 293-296

Alan E. Stark

Mean square error matrix comparisons of optimal and classical predictors and estimators in linear regression pp. 297-305

H. Toutenburg and G. Trenkler

Optimal alarm systems for autoregressive processes: A Bayesian approach pp. 307-314

M. A. Amaral Turkman and K. F. Turkman

Balanced partitioned matrices and their Kronecker products pp. 315-323

Derrick S. Tracy

Local optimality and global superiority of adaptive designs in linear models pp. 325-330

Rainer Schwabe

Structural inference and a modification of Dempster's combination rule pp. 331-338

Christina Schneider

The effect of kurtosis in the estimation of the parameters of the one-way random effects model from familial data pp. 339-345

M. M. Shoukri, D. S. Tracy and I. U. H. Mian

Volume 10, issue 2, 1990

Editorial pp. i-ii

Stanley P. Azen

Prediction in growth curve models using the EM algorithm pp. 99-108

Erkki P. Liski and Tapio Nummi

Optimal extrapolation designs for a partly linear model pp. 109-115

Mong-Na Lo Huang

Some characteristic properties of normal distribution pp. 117-120

M. Ahsanullah

Constructions of optimum biased spring balance weighing designs with the diagonal covariance matrix of errors pp. 121-131

Bronislaw Ceranka and Krystyna Katulska

Vector distributed lag models with smoothness priors pp. 133-141

Wolfgang Polasek

An adjusted linear estimator pp. 143-151

L. Kannaiah Naidu

Temporality in probability and statistics pp. 153-162

Colin R. Blyth

On trades and designs pp. 163-167

G. B. Khosrovshahi

Stability of robust and non-robust principal components analysis pp. 169-174

Ramses Abul Naga and Gerard Antille

The structure of some classes of bivariate distributions and some applications pp. 175-187

M. Bhaskara Rao and K. Subramanyam

Some characterization theorems on symmetry pp. 189-192

Javad Behboodian

Volume 10, issue 1, 1990

A likelihood ratio test for three-mode singular values: upper percentiles and an application to three-way ANOVA pp. 1-9

Robert J. Boik

On robustness of 2m x 3n fractional factorial resolution III designs against the unavailability of data pp. 11-16

Hamid Namini and Subir Ghosh

Analysis of multivariate polytomous variates in several groups via the partition maximum likelihood approach pp. 17-27

Wai-Yin Poon, Sik-Yum Lee, Abdelmonem A. Afifi and Peter M. Bentler

Testing for interaction in two-way ANOVA tables with no replication pp. 29-45

Fernando Tusell

Some applications of 3-D scatterplots in data analysis pp. 47-61

S. W. Cheng and F. A. Spiring

Extension of the Wu statistic with applications pp. 63-69

S. W. Cheng and F. A. Spiring

A comparative evaluation of the estimators of the three-parameter lognormal distribution by Monte Carlo simulation pp. 71-85

V. P. Singh, J. F. Cruise and Ming Ma

A note on finding extreme points in multivariate space pp. 87-92

Sangit Chatterjee and Samprit Chatterjee