1. Computations and analysis in robust regression model selection using stochastic complexity

   • Guoqi Qian

   OriginalPaper 10 September 1999 Pages: 293 - 314

   

2. COBS: qualitatively constrained smoothing via linear programming

   • Xuming He
   • Pin Ng

   OriginalPaper 10 September 1999 Pages: 315 - 337

   

3. On group sequential tests based on robust location and scale estimators in the two-sample problem

   • Andreas Christmann

   OriginalPaper 10 September 1999 Pages: 339 - 353

4. A comperative study of two convolution-type estimators of the marginal density of moving average processes

   • Angeles Saavedra
   • Ricardo Cao

   OriginalPaper 10 September 1999 Pages: 355 - 373

   

5. Adaptive proposal distribution for random walk Metropolis algorithm

   • Heikki Haario
   • Eero Saksman
   • Johanna Tamminen

   OriginalPaper 10 September 1999 Pages: 375 - 395

   

6. Sharp bounds for the maximum of the Goodman-Kruskal τ index in a class of I x J tables with given row and column totals

   • Raffaella Piccarreta

   OriginalPaper 10 September 1999 Pages: 397 - 418

   

7. An automated stopping rule for MCMC convergence assessment

   • Didier Chauveau
   • Jean Diebolt

   OriginalPaper 10 September 1999 Pages: 419 - 442

   

8. Forecasting time series by functional PCA. Discussion of several weighted approaches

   • Ana M. Aguilera
   • Francisco A. Ocaña
   • Mariano J. Valderrama

   OriginalPaper 10 September 1999 Pages: 443 - 467