Content
August 1998, Volume 7, Issue 2
- 111-127 An alternative proof of Granger’s Representation Theorem forI(1) systems through Jordan matrices
by Fragiskos Archontakis - 129-157 On the coefficient of multiple determination in a linear regression model
by Nabendu Pal & Wooi Lim - 159-170 On selecting the best of two normal populations using a loss function
by Paul Laan & Constance Eeden - 171-183 Markov chain Monte Carlo methods for probabilistic network model determination
by Paolo Giudici - 185-196 On estimating the variance of the systematic sample mean
by Giorgio Montanari & Francesco Bartolucci - 197-208 A genetic algorithm for graphical model selection
by Irene Poli & Alberto Roverato - 209-220 An MCMC algorithm for bayesian analysis of Hierarchical Partition Models
by Stefano Sampietro & Piero Veronese
April 1998, Volume 7, Issue 1
- 1-13 Some results on the scalar Skew-normal distribution
by Monica Chiogna - 15-26 On expectations associated with maximum likelihood estimation in the Weibull distribution
by A. Watkins - 27-55 Stochastic adaptive selection of weights in the simulated tempering algorithm
by Alessandro Ramponi - 57-75 Orthogonal plans of resolution IV and V
by Stratis Kounias & Luigi Salmaso - 77-91 A variance stabilizing transformation for the Gini concentration ratio
by Emma Sarno - 93-109 Small area estimation at provincial level in the Italian labour force survey
by Piero Falorsi & Stefano Falorsi & Aldo Russo
December 1997, Volume 6, Issue 3
- 201-211 Identification of latent class Markov models with multiple indicators and correlated measurement errors
by Francesca Bassi - 213-231 An asymptotic test for a geometric process against a lattice distribution with monotone hazard
by Pier Conti - 233-243 A notion of coherent revision for arbitrary random quantities
by L. Crisma & P. Gigante & P. Millossovich - 245-255 Identifiability conditions for Generalised STARMA models
by Giuseppina Guagnano & Silvia Terzi - 257-272 Interval estimation of the intraclass correlation coefficient based on Bartlett’s score procedure
by S. Paul - 273-284 Mean square error matrix properties of Bayes estimation for incorrect prior information under misspecification
by Sabine Tamaschke & Götz Trenkler & Laisheng Wei
August 1997, Volume 6, Issue 2
- 97-130 Wavelets in statistics: A review
by A. Antoniadis - 131-138 Comments on «Wavelets in statistics: A review» by A. Antoniadis
by Jianqing Fan - 139-141 Comments on «Wavelets in statistics: A review» by A. Antoniadis
by Pier Conti & Giovanna Lasinio - 143-144 Rejoinder
by A. Antoniadis - 145-159 Preventing the Dirac disaster: Wavelet based density estimation
by Marina Vannucci & Brani Vidakovic - 161-176 Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
by Stefano Iacus - 177-199 Parameter estimation in differential equations, using random time transformations
by Bruno Bassan & Ruth Marcus & Isaac Meilijson & Hovav Talpaz
April 1997, Volume 6, Issue 1
- 1-21 Competing risks model with random censoring on the leff
by Abdurahim Abdushukuro - 23-35 Hypothesis testing when the information matrix is singular
by Marco Barnabani - 37-58 Optimized adaptive prediction
by Carlo Grillenzoni - 59-65 Characterizations of some continuous distributions
by A. Gupta & T. Nguyen & Y. Wang - 67-81 Estimating odds-ratio: Homogeneity constraints
by A. Gupta & A. Ehsanes Saleh - 83-92 Stochastic modelling of consumer’s diminishing return
by Ramalingam Shanmugam - 93-95 Erratum to: The role of the drift in I(2) systems
by P. Paruolo & B. Nielsen
February 1994, Volume 3, Issue 1
- 93-123 The role of the drift in I(2) systems
by Paolo Paruolo
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