Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 5, issue 4, 1987

An introduction to L1-norm based statistical data analysis pp. 239-253

Yadolah Dodge

The place of the L1-norm in robust estimation pp. 255-262

Peter J. Huber

Linear programming and l1 regression: A geometric interpretation pp. 263-276

J. J. Brennan and Lawrence Seiford

On computing a best discrete L1 approximation using the method of vanishing Jacobians pp. 277-288

Charles R. McConnell

On the asymptotic distributional risk properties of pre-test and shrinkage L1-estimators pp. 289-299

A. K. Md. Ehsanes Saleh and Pranab K. Sen

The bias and skewness of L1-estimates in regression pp. 301-303

C. S. Withers

Methods of L1 estimation of a covariance matrix pp. 305-319

Jacqueline S. Galpin and Douglas M. Hawkins

Some results on the Lp-convergence (p[greater-or-equal, slanted]1) of U-statistics pp. 321-326

Chun Su

An [var epsilon]-median polish algorithm pp. 327-336

Dan Bradu

Correspondence analysis with least absolute residuals pp. 337-356

Willem J. Heiser

A clustering method based on the L1-norm pp. 357-371

Krzysztof Jajuga

MRPP tests in L1-norm pp. 373-380

Derrick S. Tracy and Khushnood A. Khan

Application of the Bayes approach to adaptive Lp nonlinear regression pp. 381-389

Jiri Militky and Jaroslav Cap

Estimating the quantile function by Bernstein polynomials pp. 391-397

Jose Munoz Perez and Ana Fernandez Palacin

An algorithm for isotonic median regression pp. 399-406

J. A. Menendez and B. Salvador

Method of averages as an alternative to L1- and L2-norm methods in special linear regression problems pp. 407-414

Karel Kveeton

L1-norm and other methods for sample allocation in multivariate stratified surveys pp. 415-423

Alemayehu Melaku and G. Sadasivan

Density-free convergence properties of various estimators of entropy pp. 425-436

Laszlo Gyorfi and Edward C. van der Meulen

The theory of committee decisions and the double median method pp. 437-442

R. W. Farebrother

Estimation criterion, residuals and prediction evaluation pp. 443-450

Niels Kaergard

Volume 5, issue 3, 1987

On median polish and L1 estimators pp. 155-162

V. A. Sposito

Using mixtures of Weibull distributions to estimate mixing proportions pp. 163-176

Wayne A. Woodward and Richard F. Gunst

Parameter estimation in the generalized logistic distribution pp. 177-184

D. Zelterman

Sample size determination in estimating a covariance matrix pp. 185-192

Pushpa L. Gupta and R. D. Gupta

Validity and power of tests when groups have been balanced for prognostic factors pp. 193-200

Alan B. Forsythe

The effect of imputed values on the distribution of the goodness-of-fit chi-square statistic pp. 201-213

Phyllis A. Gimotty and Morton B. Brown

A comparison of various estimators of reliability pp. 215-226

Ramesh C. Gupta and R. D. Gupta

Volume 5, issue 2, 1987

Graphical representation and practical data analysis pp. 83-84

Kazumasa Wakimoto and Masashi Goto

Graphical prediction method based on categorical data pp. 85-101

Yasumasa Baba

Graphical comparisons of multivariate data pp. 103-112

Yoshihiro Matsubara, Yoshihide Tsuchiya and Masashi Goto

Graphical data analysis in comparative experimental studies pp. 113-125

Takenobu Tasaki, Akio Yoden and Masashi Goto

A goodness of fit test based on some graphical representation when parameters are estimated pp. 127-136

Shingo Shirahata

Testing the goodness of fit of the multinomial distribution based on graphical representation pp. 137-147

Kazumasa Wakimoto, Yoshimasa Odaka and Lee-jung Kang

Volume 5, issue 1, 1987

A nonparametric data based univariate density function estimate pp. 1-7

Russell F. Kappenman

An empirical investigation of some effects of sparseness in contingency tables pp. 9-21

Alan Agresti and Ming-Chung Yang

Assessment of three way interaction in 2 x J x K tables pp. 23-30

Ruth M. Mickey

On confidence intervals and tests for autocorrelations pp. 31-44

Guy Melard and Roch Roy

A numerical comparison of some prediction densities for the normal linear model pp. 45-51

Martin S. Levy

Goodness-of-fit for grouped data using components of Pearson's X2 pp. 53-57

D. J. Best and J. C. W. Rayner

A comparison of three point estimators for P(Y pp. 59-66

Benjamin Reiser and Irwin Guttman

Data matters -- Specification and estimation of natural gas demand per customer in the Northeastern United States pp. 67-78

John H. Herbert

Volume 4, issue 4, 1986

Drawing a random sample from a density selected at random pp. 219-227

Jeesen Chen and Herman Rubin

On estimating the number of components in a finite mixture of power series distributions pp. 229-241

Anestis Antoniadis and Jacques Berruyer

Dimension reduction for predictive discrimination pp. 243-255

Dean M. Young, Virgil R. Marco and Patrick L. Odell

Penultimate versus ultimate in statistical theory of extremes a simulation study pp. 257-267

M. Ivette Gomes

The number of minimally connected block designs pp. 269-275

David Birkes and Yadolah Dodge

Volume 4, issue 3, 1986

Classification of minimally connected 23 factorial experiments pp. 147-158

Yadolah Dodge

Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances pp. 159-166

Jean-Paul Chavas

An alternative to ordinary q-q plots: Conditional q-q plots pp. 167-184

Karen Kafadar and Clifford H. Spiegelman

Stratification by stepwise regression, correspondence analysis and recursive partition: a comparison of three methods of analysis for survival data with covariates pp. 185-204

Antonio Ciampi, Johanne Thiffault, Jean-Pierre Nakache and Bernard Asselain

Programming common distributions for precise P-values pp. 205-209

Philip F. Rust

Volume 4, issue 2, 1986

Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation pp. 79-91

Robert Kalaba and Leigh Tesfatsion

A data based algorithm for the generation of random vectors pp. 93-101

Malcolm S. Taylor and James R. Thompson

The general problem of ill conditioning and its role in statistical analysis pp. 103-120

David Belsley and R. W. Oldford

Truncated group sequential test for clinical trials pp. 121-129

S. C. Choi

Repeated measures regression: an application to the analysis of mood and chronic pain pp. 131-140

Randy L. Carter, Michael Feuerstein and James T. Love

Volume 4, issue 1, 1986

Testing linear hypotheses in contingency tables with zero cell counts pp. 1-13

W. Douglas Stirling

Re-sampling procedures for reducing bias of error rate estimation in multinomial classification pp. 15-39

Min-Chiang Wang

Analysis of conditional covariance structure models pp. 41-59

Sik-Yum Lee

An improved data-based algorithm for choosing the window width when estimating the density at a point pp. 61-65

Simon J. Sheather

A note on degrees of freedom in sparse contingency tables pp. 67-70

W. Douglas Stirling