Journal: Statistics and Computing

Volume 11, Issue 4

291 -- 292Michael G. Schimek. Guest editorial: Semiparametric function estimation and testing
293 -- 298Joan G. Staniswalis, Peter F. Thall. An explanation of generalized profile likelihoods
299 -- 309Marlene Müller. Estimation and testing in generalized partial linear models - A comparative study
311 -- 312Joan G. Staniswalis. Discussion of the paper by Dr. M. Müller
313 -- 322Robert Kohn, Michael Smith, David Chan. Nonparametric regression using linear combinations of basis functions
323 -- 335Birgit Grund, Jörg Polzehl. Semiparametric lack-of-fit tests in an additive hazard regression model
337 -- 346Merrilee Hurn, Ingelin Steinsland, Håvard Rue. Parameter estimation for a deformable template model
347 -- 358Gavin J. Gibson, Eric Renshaw. Likelihood estimation for stochastic compartmental models using Markov chain methods
359 -- 365Martin Crowder. Corrected p-values for tests based on estimated nuisance parameters
367 -- 371Qiwei Yao, Wenyang Zhang, Howell Tong. Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters
373 -- 394Umberto Amato, Anestis Antoniadis. Adaptive wavelet series estimation in separable nonparametric regression models

Volume 11, Issue 3

211 -- 212Rodney Wolff. Guest Editorial: Introduction
213 -- 216Anthony J. Lawrance. Chaos: But Not in Both Directions!
217 -- 228Phil Diamond, Alexei Pokrovskii. The Statistics of Simulating Chaos
229 -- 240Bärbel F. Finkenstädt, Qiwei Yao, Howell Tong. A Conditional Density Approach to the Order Determination of Time Series
241 -- 255Silvia Golia, Marco Sandri. A Resampling Algorithm for Chaotic Time Series
257 -- 268Michael Small, Kevin Judd, Alistair I. Mees. Testing Time Series for Nonlinearity
269 -- 275L. Mark Berliner. Monte Carlo Based Ensemble Forecasting
277 -- 284Dominique Geégan, Rolf Tschernig. Prediction of Chaotic Time Series in the Presence of Measurement Error: the Importance of Initial Conditions

Volume 11, Issue 2

103 -- 115Anne Philippe, Christian P. Robert. Riemann sums for MCMC estimation and convergence monitoring
117 -- 124Man-Lai Tang. Exact power computation for stratified dose-response studies
125 -- 139Radford M. Neal. Annealed importance sampling
141 -- 146Eva Cantoni, Elvezio Ronchetti. Resistant selection of the smoothing parameter for smoothing splines
147 -- 154Fernando Tusell. A permutation test for randomness with power against smooth variation
155 -- 169Francesco M. Malvestuto. A hypergraph-theoretic analysis of collapsibility and decomposability for extended log-linear models
171 -- 178David G. T. Denison. Boosting with Bayesian stumps
179 -- 190S. P. Brooks. On Bayesian analyses and finite mixtures for proportions
191 -- 203Steffen L. Lauritzen, Frank Jensen. Stable local computation with conditional Gaussian distributions

Volume 11, Issue 1

5 -- 6Jamie Stafford. Guest editorial
7 -- 16D. F. Andrews. Asymptotic expansions of moments and cumulants
17 -- 24Ruggero Bellio, Alessandra R. Brazzale. A computer algebra package for approximate conditional inference
25 -- 35Wilfrid S. Kendall. Symbolic Itô calculus in AXIOM: An ongoing story
37 -- 46Giovanni Pistone, Eva Riccomagno, Henry P. Wynn. Gröbner bases and factorisation in discrete probability and Bayes
47 -- 55James E. Stafford. Using intersection matrices to identify graphical structure
57 -- 65A. I. McLeod, Benoit Quenneville. Mean likelihood estimators
67 -- 73Elvezio Ronchetti, Laura Ventura. Between stability and higher-order asymptotics
75 -- 82Bruce Smith, Christopher Field. Symbolic cumulant calculations for frequency domain time series
83 -- 87John E. Kolassa. Bounding convergence rates for Markov chains: An example of the use of computer algebra
89 -- 95Riccardo Gatto. Symbolic computation for approximating distributions of some families of one and two-sample nonparametric test statistics