Journal of Applied Statistics

1997 - 2025

Current editor(s): Robert Aykroyd

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Volume 26, issue 8, 1999

Determination of conditional double sampling scheme pp. 893-902

S. Balamurali and M. Kalyanasundaram

Specification limit under a quality loss function pp. 903-908

Chung-Ho Chen

Artificial neural networks versus multivariate statistics: An application from economics pp. 909-921

John Cooper

Using wavelets for data smoothing: A simulation study pp. 923-932

Graham Horgan

Graphical technique for comparing designs for random models pp. 933-947

Juneyoung Lee and Andre Khuri

Directional statistics and shape analysis pp. 949-957

K. V. Mardia

Distribution-free test for symmetry based on Bonferroni's measure pp. 959-972

Antonietta Mira

Using an empirical Bayes model to estimate currency exchange rate pp. 973-983

Ray Okafor

Performance of seasonal unit root tests for monthly data pp. 985-1004

Paulo Rodrigues and Denise Osborn

Local generalized method of moments estimation based on kernel weights: An application to panel data pp. 1005-1015

Rosa Bernardini Papalia

Volume 26, issue 7, 1999

A bridge between statistics and literature: The graphs of Oscar Wilde's literary genres pp. 781-787

JosE Nilo Binongo and M. W. A. Smith

A simple exact method for testing hypotheses about the shape parameter of a log-normal distribution pp. 789-805

Zhenmin Chen

Forecasting power-transformed time series data pp. 807-815

Paul De Bruin and Philip Hans Franses

Simple graphs and bounds for the elements of the hat matrix pp. 817-823

Yadolah Dodge and Ali Hadi

Do two competing frequencies differ significantly? pp. 825-830

T. Lehtonen and J. -O. Malmberg

Simulating competing cointegration tests in a bivariate system pp. 831-846

Ralf Ostermark and Rune Hoglund

A cautionary note about assessing the fit of logistic regression models pp. 847-853

Joseph Pigeon and Joseph Heyse

Markov Poisson regression models for discrete time series. Part 1: Methodology pp. 855-869

Peiming Wang and Martin Puterman

Markov Poisson regression models for discrete time series. Part 2: Applications pp. 871-882

Peiming Wang and Martin Puterman

Volume 26, issue 6, 1999

Use of exponential power distributions for mixture models in the presence of covariates pp. 669-679

Jorge Alberto Achcar and Gilberto De AraUJo Pereira

Assessing risk for rare events pp. 681-687

Yssa Dewoody, V. T. Gururaj and Clyde Martin

Decision rules for small vaccine experiments with binary outcomes based on conditional and expected power and size of the Fisherexact test pp. 689-699

L. Duchateau, D. L. Berkvens and G. J. Rowlands

Performance of control charts for autoregressive conditional heteroscedastic processes pp. 701-714

Yue Fang and John Zhang

Interval estimation of the median effective dose for a logistic dose-response curve pp. 715-722

Peter Harris, Mark Hann, Simon Kirby and John Dearden

Least circular distance regression for directional data pp. 723-733

Ulric Lund

Assessing spinal shape pp. 735-745

K. V. Mardia, A. N. Walder, E. Berry, D. Sharples, P. A. Millner and R. A. Dickson

Fitting a mixture distribution to complex censored survival data using generalized linear models pp. 747-753

A. J. Scallan

Integrated application of time series multiple-interventions analysis and knowledge-based reasoning pp. 755-766

Yuehjen Shao, Yue-Fa Lin and Soe-Tsyr Yuan

A comparison between two simple measures of skewness pp. 767-774

I. H. Tajuddin

Volume 26, issue 5, 1999

Adaptive Jonckheere-type tests for ordered alternatives pp. 541-551

Herbert BUNing

An economic model for clinical quality control pp. 553-562

Jerry Dechert and Kenneth Case

Robustness of a complete diallel crosses plan with an unequal number of crosses to the unavailability of one block pp. 563-577

D. K. Ghosh and Naimesh Desai

Finding 'superclassifications' with an acceptable misclassification rate pp. 579-590

Paul Taylor and David Hand

Preliminary estimators for robust non-linear regression estimation pp. 591-600

Habshah Midi

A non-parametric regression approach to repeated measures analysis in cancer experiments pp. 601-611

M. Carme Ruiz De Villa, M. Salome, E. Cabral, Eduardo Escrich Escriche and Montse Solanas

Regression modelling of interval-censored failure time data using the Weibull distribution pp. 613-618

A. J. Scallan

An adaptive resampling scheme for cycle estimation pp. 619-641

Alexandra Mello Schmidt, Dani Gamerman and Ajax Moreira

Modelling market shares by segments using volatility pp. 643-660

Sharifah Sakinah Aidid and Mick Silver

Volume 26, issue 4, 1999

A Markov chain model used in analyzing disease history applied to a stroke study pp. 413-422

Pai-Lien Chen, Estrada Bernard and Pranab Sen

Change-point problems for the von Mises distribution pp. 423-434

Kaushik Ghosh, S. Rao Jammalamadaka and Mangalam Vasudaven

Robustness of partial least-squares method for estimating latent variable quality structures pp. 435-446

Claes Cassel, Peter Hackl and Anders Westlund

Exact confidence intervals generated by conditional parametric bootstrapping pp. 447-459

Magnar Lillegard and Steinar Engen

The final set in a tennis match: Four years at Wimbledon pp. 461-468

Jan Magnus and Franc Klaassen

Bayesian estimator for the total number of distinct species when quadrat sampling is used pp. 469-483

Sueli Mingoti

Underreporting of purchases of port wine pp. 485-494

Francisco Fernando and Ribeiro Ramos

Designing fractional two-level experiments with nested error structures pp. 495-508

Eric Schoen

The uniform power distribution pp. 509-517

Stephen Walker

Omnibus test of normality using the Q statistic pp. 519-528

Paul Zhang

Volume 26, issue 3, 1999

Sequential-type nonparametric test using Mann-Whitney statistics pp. 301-308

Uttam Bandyopadhyay and Atanu Biswas

Designing a variable sampling plan based on Taguchi's loss function pp. 309-313

Reay-Chen Wang

A queuing-theory-based approach to evaluate the efficiency of a network of automated stations and of a communication system pp. 315-326

G. Galliani, F. Filippini and F. Screpanti

Statistical assumptions underlying the fitting of the Michaelis-Menten equation pp. 327-341

U. S. Pasaribu

Calculating nonparametric confidence intervals for quantiles using fractional order statistics pp. 343-353

Alan Hutson

Power transformation of the F distribution and a power normal family pp. 355-371

Takafumi Isogai

Estimation of torsion pp. 373-381

K. V. Mardia

Sources of heterogeneity in distributions with ordered categorical variables pp. 383-392

Wai-Yin Poon

Multivariate AB-BA crossover trial pp. 393-403

Luis Rodriguez-Carvajal

Volume 26, issue 2, 1999

Predicting pickle harvests using a parametric feedforward neural network pp. 165-176

Joseph Brian Adams

An application of the local influence approach to ridge regression pp. 177-183

Nedret Billor

Stochastic varying coefficients gravity model: An application in trade analysis pp. 185-193

Kaliappa Kalirajan

Partial diallel crosses based on three associate class association schemes pp. 195-201

L. S. Kaushik

Nearly exact tests in factorial experiments using the aligned rank transform pp. 203-217

Scott Richter

Accounting for censoring in duration data: An application to estimating the effect of legal reforms on the duration of medical malpractice disputes pp. 219-228

James Hughes and Elizabeth Savoca

Procedure for the selection of CSP-M one level skip-lot sampling inspection plans that have a single-sampling plan with acceptance number zero as the reference plan pp. 229-233

R. Vijayaraghavan

Simultaneous estimation of location and dispersion in two-level fractional factorial designs pp. 235-242

Sture Holm and Kerstin Wiklander

Two non-parametric, analysis-of-means-type tests for homogeneity of variances pp. 243-256

Peter Wludyka

Estimation of surgeon effects in the analysis of post-operative colorectal cancer patients data pp. 257-272

K. K. W. Yau

Statistical process control and model monitoring pp. 273-292

P. J. Harrison

Volume 26, issue 1, 1999

A Markov chain model for longitudinal categorical data when there may be non-ignorable non-response pp. 5-18

Saling Huang and Morton Brown

Optimal orthogonal block designs for a quadratic mixture model for three components pp. 19-34

L. Y. Chan

Exact joint forecast regions for vector autoregressive models pp. 35-44

Wai-Sum Chan

Non-parametric estimation with doubly censored data pp. 45-58

Guadalupe Gomez and M. Luz Calle

Antedependence models in the analysis of multi-group high-dimensional data pp. 59-67

W. J. Krzanowski

Paired comparison models applied to the design of the Major League baseball play-offs pp. 69-80

Donald Martin

Interval estimators for the population mean for skewed distributions with a small sample size pp. 81-96

Glen Meeden

Remarks on the 'Bayesian' method of moments pp. 97-101

Seymour Geisser

Recursive and en-bloc approaches to signal extraction pp. 103-128

Peter Young

Shewhart control charts for the scale parameter of a Weibull control variable with fixed and variable sampling intervals pp. 129-160

M. F. Ramalhoto and M. Morais