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Content
December 1998, Volume 7, Issue 2
- 427-429 A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith (Test, 1997, p.87)
by F. Girón & Elías Moreno
June 1998, Volume 7, Issue 1
- 1-74 The stochastic control of process capability indices
by Nozer Singpurwalla & G. Box & D. Cox & D. Dey & A. Fries & J. Ghosh & M. Gómez-Villegas & T. Irony & W. Kliemann & S. Kotz & D. Lindley & M. McGrath & D. Peña & N. Singpurwalla - 75-94 Shannon optimal priors on independent identically distributed statistical experiments converge weakly to Jeffreys' prior
by Holger Scholl - 95-110 Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
by Angelo Koudou - 111-132 Nonparametric estimation of survival functions by means of partial exchangeability structures
by Paolo Giudici & Maura Mezzetti - 133-145 A dirichlet process elaboration diagnostic for binomial goodness of fit
by Cinzia Carota & Giovanni Parmigiani - 147-160 A note on the confidence properties of reference priors for the calibration model
by Anne Philippe & Christian Robert - 161-177 Deriving Reference Decisions
by M. Rabena - 179-205 Reference priors for non-Normal two-sample problems
by Carmen Fernández & Mark Steel - 207-216 Reconciling Bayesian and frequentist evidence in the point null testing problem
by Miguel Gómez-Villegas & Luis Sanz
December 1997, Volume 6, Issue 2
- 223-320 Universal smoothing factor selection in density estimation: theory and practice
by Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye - 321-350 Performance study of marginal posterior density estimation via Kullback-Leibler divergence
by Ming-Hui Chen & Qi-Man Shao - 351-368 On the continuation of the limit distributions of the extreme and central terms of a sample
by H. Barakat - 369-377 A new algorithm for the normal distribution function
by B. Bunday & S. Bokhari & K. Khan - 379-395 Kalman filter with outliers and missing observations
by T. Cipra & R. Romera - 397-418 A fast permutation-based algorithm for block clustering
by I. Llatas & A. Quiroz & J. Renóm - 419-431 Asymptotic efficiency properties of least squares in an ultrastructural model
by A. Srivastava & Shalabh - 433-435 Correction to “Foundations for a Robust Theory of Decision Making: the Simple Case” by David Ríos-Insua
by Dirk Bültel
June 1997, Volume 6, Issue 1
- 1-90 Exponential and bayesian conjugate families: Review and extensions
by E. Gutiérrez-Peña & A. Smith & José Bernardo & Guido Consonni & Piero Veronese & E. George & F. Girón & M. Martínez & G. Letac & Carl Morris - 91-100 On least-squares and naïve extrapolations in a non-linear AR(1) process
by J. Andel - 101-118 Properties of intrinsic and fractional Bayes factors
by A. O’Hagan - 119-126 Simple approximations for location and ANOVA models with non-conjugate priors
by B. Sansó - 127-135 A good property of the maximum likelihood estimator in a restricted normal model
by C. Rueda & B. Salvador & M. Fernández - 137-157 Bayesian inference in location-scale distributions with independent bivariate priors
by Gorui Bian - 159-186 Reference priors in multiparameter nonregular cases
by S. Ghosal - 187-203 Robust estimation in the errors variables model via weighted likelihood estimating equations
by A. Basu & S. Sarkar - 205-221 Hierarchical models with scale mixtures of normal distributions
by S. Choy & A. Smith
December 1996, Volume 5, Issue 2
- 249-344 Statistical inference and Monte Carlo algorithms
by George Casella & Juan Ferrándiz & Daniel Peña & David Insua & José Bernardo & P. García-López & A. González & J. Berger & A. Dawid & Thomas Diciccio & Martin Wells & Paul Gustafson & Larry Wasserman & Edward George & Jun Liu & Xiao-Li Meng & A. Philippe & Joseph Schafer & Robert Strawderman - 345-356 On close relations of local likelihood density estimation
by M. Jones - 357-377 A Bayesian approach to selection and ranking procedures: the unequal variance case
by A. Merwe & J. Plessis - 379-394 Optimal smooth hazard estimates
by É. Youndjé & P. Sarda & P. Vieu - 395-409 Bayesian robustness on constrained density band classes
by M. Perone-Pacifico & G. Salinetti & L. Tardella - 411-437 Noninformative Bayesian testing and neutral Bayes factors
by Christian Robert & Nathalie Caron
June 1996, Volume 5, Issue 1
- 1-60 Scoring rules and the evaluation of probabilities
by R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua - 61-76 Asymptotic expansions for statistics computed from spatial data
by P. García-Soidán - 77-111 Orthogonal polynomials and natural exponential families
by D. Pommeret - 113-123 The Bayes estimator in a misspecified linear regression model
by G. Trenkler & L. Wei - 125-144 Nonparametric conservative bands for the trend of Gaussian AR(p) models
by R. Fraiman & G. Pérez-Iribarren - 145-157 Noninformative priors for the two sample normal problem
by M. Ghosh & M-Ch. Yang - 159-186 Bayesian analysis of reduced rank regression
by H. Schmidli - 187-202 A new test for ARMA models with errors following a general white noise process
by E. Gonçalves & P. Jacob & N. Lopes - 203-225 Notes on a recursive procedure for point estimation
by G. D’Epifanio - 227-246 Weighted distributions viewed in the context of model selection: A Bayesian perspective
by D. Larose & D. Dey - 247-248 Corrections to mean square error matrix superiority of empirical Bayes estimators under misspecification
by L. Wei & G. Trenkler
December 1995, Volume 4, Issue 2
- 207-261 The relation between theory and application in statistics
by D. Cox & M. Bayarri & M. Bayarri & C. Cuadras & Jośe Bernadro & F. Girón & E. Moreno & N. Keiding & D. Lindley & L. Pericchi & L. Piccinato & N. Reid & N. Wermuth - 263-313 Coherent combination of experts' opinions
by A. Dawid & M. DeGroot & J. Mortera & R. Cooke & S. French & C. Genest & M. Schervish & D. Lindley & K. McConway & R. Winkler - 315-321 A partial randomized response strategy
by D. Tracy & S. Osahan - 323-331 Predictive efficiency of improved estimators in restricted regression models
by M. Dube & V. Singh - 333-357 Probability matching priors for linear calibration
by M. Ghosh & B. Carlin & M. Srivastava - 359-376 A recursive ARIMA-based procedure for disaggregating a time series variable using concurrent data
by V. Guerrero & J. Martínez
June 1995, Volume 4, Issue 1
- 1-17 Selection of the reference priors for a balanced random effects model
by K. Ye - 19-38 Information tradeoff
by L. Wasserman & B. Clarke - 39-62 Robust analysis of two-way models with repeated measures on both factors
by M. Rashid - 63-81 Splines from a Bayesian point of view
by A. Linde - 83-94 Invariance of the reference prior under reparametrization
by Y. Yang - 95-114 Noninformative priors for maximal invariant parameter in group models
by G. Datta & J. Ghosh - 115-135 Robust Bayesian estimators in a one-way ANOVA model
by G. Bian - 137-178 Kernel estimation of the regression function with random sampling times
by J. Vilar - 179-186 Understanding the effect of time series outliers on sample autocorrelations
by Wai-Sum Chan - 187-205 Mean square error matrix superiority of Empirical Bayes Estimators under misspecification
by L. Wei & G. Trenkler
December 1994, Volume 3, Issue 2
- 1-45 The theory of search from a statistical viewpoint
by Henry Wynn & Anatoly Zhigljavsky & Juan Romo - 47-72 The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach
by Juan Romo - 73-86 Robust Bayesian analysis given priors on partition sets
by Cinzia Carota & Fabrizio Ruggeri - 87-99 Prediction based on response surface data obtained with random blocking
by Irwin Guttman & Ulrich Menzefricke - 101-112 An automatic and proper Bayesian estimation analysis of 2×2 contingency tables with one and two fixed margins
by María-Eglée Pérez - 113-122 The use of auxiliary information for solving non-response problems
by Carlos Bouza - 123-172 Exponential families with variance functions in $$\sqrt {\Delta P} (\sqrt \Delta )$$ : Seshadri’s class: Seshadri’s class
by Célestin Kokonendji - 173-180 Asymptotic normality under transformations. A result with Bayesian applications
by Manuel Mendoza - 181-193 Motivation for the use of discrete distributions in quality assurance
by Telba Irony & Carlos Pereira - 195-206 Operational parameters in Bayesian models
by Max Mendel - 207-220 Bayesian prediction for business mortality analysis
by Samir Bhattacharya & Nand Singh - 221-236 A predictivistic interpretation of the multivariatet distribution
by R. Arellano-Valle & H. Bolfarine & P. Iglesias - 237-246 Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
by Josemar Rodrigues - 247-247 Group-Bayes estimation of the exponential mean: A preposterior analysis
by Constance Eeden & James Zidek
June 1994, Volume 3, Issue 1
- 5-124 An overview of robust Bayesian analysis
by James Berger & Elías Moreno & Luis Pericchi & M. Bayarri & José Bernardo & Juan Cano & Julián Horra & Jacinto Martín & David Ríos-Insúa & Bruno Betrò & A. Dasgupta & Paul Gustafson & Larry Wasserman & Joseph Kadane & Cid Srinivasan & Michael Lavine & Anthony O’Hagan & Wolfgang Polasek & Christian Robert & Constantinos Goutis & Fabrizio Ruggeri & Gabriella Salinetti & Siva Sivaganesan - 125-143 Group-Bayes estimation of the exponential mean: a preposterior analysis
by Constance Eeden & James Zidek - 145-162 Characterization of the Jorgensen set in generalized linear models
by M. Casalis & G. Letac - 163-182 Distance weighted losses for testing and confidence set evaluation
by Christian Robert & George Casella - 183-194 Bayesian robustness of the empirical distribution
by Alfonso García-Pérez
December 1993, Volume 2, Issue 1
- 1-32 Several Bayesians: A review
by Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler - 33-100 Exploring regression structure with graphics
by R. Cook & Nate Wetzel & José Bermúdez & J. Horra & Frank Critchley & Michael Lavine & Ker-Chau Li & R. McCulloch & Sally Morton & X. Shen & Sanford Weisberg & S. Zacks - 101-110 Prior assessments for bands of probability measures: Empirical bayes analysis
by Elías Moreno & Luís Pericchi - 111-124 A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices
by D. Nel & P. Groenewald - 125-146 Estimation of a normal mixture model through Gibbs sampling and Prior Feedback
by Christian Robert & Caroline Soubiran - 147-160 Optimal allocation in stratified sampling with partial information
by Dennis Lindley & John Deely - 161-188 Testing the hypothesis of a general linear model using nonparametric regression estimation
by W. González-Manteiga & R. Cao - 189-217 Forecasting point and continuous processes: Prequential analysis
by V. Vovk
December 1992, Volume 1, Issue 1
- 1-18 Sampling-resampling techniques for the computation of posterior densities in normal means problems
by D. Stephens & A. Smith - 19-29 Almost unbiased ratio-cum-product estimators for the finite population mean
by Housila Singh & R. Biradar - 31-38 Using the prior mean of a nuisance parameter
by Julián Horra - 39-46 Near ignorance classes of log-concave priors for the location model
by B. Sanso & L. Pericchi - 47-60 Estimation under the Burr type XII failure model based on censored data: a comparative study
by E. Al-Hussaini & M. Mousa & Z. Jaheen - 61-67 A Bayesian alternative to parametric hypothesis testing
by Raul Rueda - 69-78 Foundations for a robust theory of decision making: the simple case
by David Rios-Insua - 79-91 Equilibrated strategy for population variance estimation
by Mariano Espejo & Mercedes Espejo - 93-104 Bayesian estimation of the Gini index for the PID
by Arup Ganguly & Nand Singh & Haren Choudhuri & Samir Bhattacharya - 105-121 Estimative and predictive distances
by Ann Mitchell - 123-153 A local cross-validation algorithm for dependent data
by A. Quintela del Río & J. Vilar Fernández