Location adjustment for the minimum volume ellipsoid estimator Christophe CrouxGentiane HaesbroeckPeter J. Rousseeuw OriginalPaper Pages: 191 - 200
Robust variance estimators for fixed-effect estimates with hierarchical-likelihood Youngjo Lee OriginalPaper Pages: 201 - 207
A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation Stephen M. S. LeeIrene O. L. Wong OriginalPaper Pages: 209 - 217
Choice of wavelet smoothness, primary resolution and threshold in wavelet shrinkage Guy P. Nason OriginalPaper Pages: 219 - 227
Perfect simulation for correlated Poisson random variables conditioned to be positive Yuzhi CaiWilfrid S. Kendall OriginalPaper Pages: 229 - 243
Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping Todd MackenzieMichal Abrahamowicz OriginalPaper Pages: 245 - 252
A Bayesian decision theory approach to variable selection for discrimination T. FearnP. J. BrownP. Besbeas OriginalPaper Pages: 253 - 260
Computing maximum smoothness forward rate curves Kian Guan LimQin Xiao OriginalPaper Pages: 275 - 279
Least absolute deviations estimation via the EM algorithm Robert F. Phillips OriginalPaper Pages: 281 - 285
Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models Darren J. WilkinsonStephen K. H. Yeung OriginalPaper Pages: 287 - 300
