An algorithm for computing principal points with respect to a loss function in the unidimensional case Stephen Rowe Papers Pages: 187 - 190
Bootstrap techniques for proportional hazards models with censored observations Daniel ZeltermanChap T. LeThomas A. Louis Papers Pages: 191 - 199
Partitioned algorithms for maximum likelihood and other non-linear estimation Gordon K. Smyth Papers Pages: 201 - 216
The role of embedded integration rules in Bayesian statistics Ronald CoolsPetros Dellaportas Papers Pages: 245 - 250
A general maximum likelihood analysis of overdispersion in generalized linear models Murray Aitkin Papers Pages: 251 - 262
Influential data points in predictive logistic models Aipore R. de MoraesIan R. Dunsmore Papers Pages: 263 - 268
Analysis of the Gibbs sampler for a model related to James-Stein estimators Jeffrey S. Rosenthal Papers Pages: 269 - 275
Bayesian analysis of contingency tables: a simulation and graphics-based approach P. VounatsouA. F. M. Smith Papers Pages: 277 - 287
Unconstrained parametrizations for variance-covariance matrices José C. PinheiroDouglas M. Bates Papers Pages: 289 - 296
Standard errors for the parameters of graphical Gaussian models Alerto RoveratoJoe Whittaker Papers Pages: 297 - 302
Pseudo-likelihood estimation for a class of spatial Markov chains Peter S. CraigAllan H. Seheult Papers Pages: 303 - 311