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Volume 1 / 1991 - Volume 22 / 2012
191-200
Location adjustment for the minimum volume ellipsoid estimator
Christophe Croux, Gentiane Haesbroeck and Peter J. Rousseeuw
201-207
Robust variance estimators for fixed-effect estimates with hierarchical-likelihood
Youngjo Lee
209-217
A hybrid approach based on saddlepoint and importance sampling methods for bootstrap tail probability estimation
Stephen M. S. Lee and Irene O. L. Wong
219-227
Choice of wavelet smoothness, primary resolution and threshold in wavelet shrinkage
Guy P. Nason
229-243
Perfect simulation for correlated Poisson random variables conditioned to be positive
Yuzhi Cai and Wilfrid S. Kendall
245-252
Marginal and hazard ratio specific random data generation: Applications to semi-parametric bootstrapping
Todd Mackenzie and Michal Abrahamowicz
253-260
A Bayesian decision theory approach to variable selection for discrimination
T. Fearn, P. J. Brown and P. Besbeas
261-273
Non-parametric bootstrap recycling
Valérie Ventura
275-279
Computing maximum smoothness forward rate curves
Kian Guan Lim and Qin Xiao
281-285
Least absolute deviations estimation via the EM algorithm
Robert F. Phillips
287-300
Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models
Darren J. Wilkinson and Stephen K. H. Yeung
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