Journal of the Royal Statistical Society. Series B, (Methodologial) 1993: Vol 55 Index

5 Pages·1993·0.71 MB·English

J. R. Statist. Soc. B (1993)
55, No. 4, pp. 957-960
Author Index: Vol. 55, 1993
Andrews, D. F. and Stafford, J. E. Tools for the symbolic computation of
asymptotic expansions
Asano, C. See under Geng, Z.
Atkinson A. C. and Kent, J. T. Report of the Editors
Azzalini, A. and Bowman, A. On the use of nonparametric regression for checking
linear relationships
Bailey, R. A. See under Monod, H.
Balakrishnan, N. See under Balasubramanian, K.
Balasubramanian, K. and Balakrishnan, N. Duality principle in order statistics
Barbour, A. D. and Costi, M. Correlation tests for non-linear alternatives
Beran, R. and Hall, P. Interpolated nonparametric prediction intervals and
confidence intervals
Besag, J. and Green, P. J. Spatial statistics and Bayesian computation
Best, N. G. See under Gilks, W. R.
Booth, J. G. See under Butler, R. W.
Bowman, A. See under Azzalini, A.
Butler, R. W., Huzurbazar, S. and Booth, J. G. Saddlepoint approximations for
tests of block independence, sphericity and equal variances and covariances
Carroll, R. J. and Pederson, S. On robustness in the logistic regression model
Chambers, R. L. and Welsh, A. H. Log-linear models for survey data with non-
ignorable non-response
Chang, Y.-C. See under Liang, K.-Y.
Chen, Z. Fitting multivariate regression functions by interaction spline models
Clayton, D. G. See under Gilks, W. R.
Coles, S. G. Regional modelling of extreme storms via max-stable processes
Cook, R. D. See under Wong, W. K.
Cordeiro, G. M., De Paula Ferrari, S. L. and Paula, G. A. Improved score tests
for generalized linear models
Costi, M. See under Barbour, A. D.
Cox, D. R. A note on the calculation of adjusted profile likelihood
Dabrowski, A. R. and McDonald, D. Consistent estimation in the presence of
bandwidth limitation
Davies, S. J. See under Fisher, N. I.
De Paula Ferrari, S. L. See under Cordeiro, G. M.
DiCiccio, T. J. and Martin, M. A. Simple modifications for signed roots of
likelihood ratio statistics
Diggle, P. J. and Hall, P. A Fourier approach to nonparametric deconvolution
of a density estimate
Discussion on the meeting on the Gibbs sampler and other Markov chain Monte
Carlo methods 53
Dunne, T. T. and Stone, M. Downdating the Moore-Penrose generalized inverse
for cross-validation of centred least squares prediction 369
Edmondson, R. N. Systematic row-and-column designs balanced for low order
polynomial interactions between rows and columns 707
Eubank, R. L. and Thomas, W. Detecting heteroscedasticity in nonparametric
regression 145
©1993 Royal Statistical Society 0035-9246/93/55957 $2.00
958 AUTHOR INDEX
Fisher, N. I., Lunn, A. D. and Davies, S. J. Spherical median axes
Frigessi, A., di Stefano, P., Hwang, C.-R. and Sheu, S.-J. Convergence rates of
the Gibbs sampler, the Metropolis algorithm and other single-site updating
dynamics
Gamerman, D. and Migon, H. S. Dynamic hierarchical models
Gelman, A. and Speed, T. P. Characterizing a joint probability distribution by
conditionals
Geng, Z. and Asano, C. Strong collapsibility of association measures in linear
models
Gilks, W. R., Clayton, D. G., Spiegelhalter, D. J., Best, N. G., McNeil, A. J.,
Sharples, L. D. and Kirby, A. J. Modelling complexity: applications of Gibbs
sampling in medicine
Girling, A. J. Shape analysis for the anisotropic corpuscle problem
Glonek, G. F. V. On the behaviour of Wald statistics for the disjunction of two
regular hypotheses
Gordon, N. J. and Smith, A. F. M. Approximate non-Gaussian Bayesian
estimation and modal consistency
Green, P. J. See under Besag, J.
Grunwald, G. K., Guttorp, P. and Raftery, A. E. Prediction rules for exponential
family state space models
Grunwald, G. K., Raftery, A. E. and Guttorp, P. Time series of continuous
proportions
Gu, C. and Wahba, G. Semiparametric analysis of variance with tensor product
thin plate splines
Guttorp, P. See under Grunwald, G. K.
Hall, P. On Edgeworth expansion and bootstrap confidence bands in non-
parametric curve estimation
See under Beran, R.
See under Diggle, P. J.
Hastie, T. and Tibshirani, R. Varying-coefficient models (with discussion)
Hill, B. M. Parametric models for A,,: splitting processes and mixtures
Hooper, P. M. Nearly orthogonal randomized designs
Hurvich, C. M. See under Tatum, L. G.
Auzurbazar, S. See under Butler, R. W.
Hwang, C.-R. See under Frigessi, A.
Jammalamadaka, S. R. See under Wells, M. T.
Kelly, R. J. and Mathew, T. Improved estimators of variance components with
smaller probability of negativity
Kent, J. T. See under Atkinson, A. C.
Kirby, A. J. See under Gilks, W. R.
Kunert, J. and Utzig, B. P. Estimation of variance in crossover designs
Lee, D. See under Vardi, Y.
Leurgans, S. E., Moyeed, R. A. and Silverman, B. W. Canonical correlation
analysis when the data are curves
Leybourne, S. J. See under McCabe, B. P. M.
Liang, K.-Y., Self, S. G. and Chang, Y.-C. Modelling marginal hazards in
multivariate failure time data
Lindley, D. V. and Singpurwalla, N. D. Adversarial life testing
Ljung, G. M. On outlier detection in time series
Lunn, A. D. See under Fisher, N. I.
Luo, Z. See under Wu, X.
Macaskill, G. T. A note on adjusted profile likelihoods in non-linear regression
1993} AUTHOR INDEX
Mak, T. K. Solving non-linear estimation equations
Martin, M. A. See under DiCiccio, T. J.
Mathew, T. See under Kelly, R. J.
McCabe, B. P. M. and Leybourne, S. J. Testing for parameter variation in non-
linear regression models
McDonald, B. W. Estimating logistic regression parameters for bivariate binary
data
McDonald, D. See under Dabrowski, A. R.
McNeil, A. J. See under Gilks, W. R.
Migon, H. S. See under Gamerman, D.
Mittnik, S. Computing theoretical autocovariances of multivariate autoregressive
moving average models by using a block Levinson method
Monod, H. and Bailey, R. A. Valid restricted randomization for unbalanced designs
Moyeed, R. A. See under Leurgans, S. E.
Nandram, B. and Sedransk, J. Bayesian predictive inference for a finite population
proportion: two-stage cluster sampling
Nicolaou, A. Bayesian intervals with good frequentist behaviour in the presence
of nuisance parameters
O’Sullivan, F. and Pawitan, Y. Multidimensional density estimation by tomography
Paula, G. A. See under Cordeiro, G. M.
Pawitan, Y. See under O’Sullivan, F.
Pederson, S. See under Carroll, R. J.
Queen, C. M. and Smith, J. Q. Multiregression dynamic models
Raftery, A. E. See under Grunwald, G. K.
Reid, N. See under Cox, D. R.
Roberts, G. O. See under Smith, A. F. M.
Sedransk, J. See under Nandram, B.
Self, S. G. See under Liang, K.-Y.
Severini, T. A. Bayesian interval estimates which are also confidence intervals
Sharples, L. D. See under Gilks, W. R.
Sheu, S.-J. See under Frigessi, A.
Silverman, B. W. See under Leurgans, S. E.
Singpurwalla, N. D. See under Lindley, D. V.
Smith, A. F. M. See under Gordon, N. J.
Smith, A. F. M. and Roberts, G. O. Bayesian computation via the Gibbs sampler
and related Markov chain Monte Carlo methods
Smith, J. Q. See under Queen, C. M.
Speed, T. P. See under Gelman, A.
Spiegelhalter, D. J. See under Gilks, W. R.
Stafford, J. E. See under Andrews, D. F.
di Stefano, P. See under Frigessi, A.
Stone, M. See under Dunne, T. T.
Stone, R. The assumptions on which causal inferences rest
Sundberg, R. Continuum regression and ridge regression
Taplin, R. H. Robust likelihood calculation for time series
Tatum, L. G. and Hurvich, C. M. High breakdown methods of time series analysis
Thomas, W. See under Eubank, R. L.
Tibshirani, R. See under Hastie, T.
Titterington, D. M. A contamination model and resistant estimation within the
sampling paradigm
Tiwari, R. C. See under Wells, M. T.
Utzig, B. P. See under Kunert, J.
960 AUTHOR INDEX
Vardi, Y. and Lee, D. From image deblurring to optimal investments: maximum
likelihood solutions for positive linear inverse problems (with discussion)
Verbyla, A. P. Modelling variance heterogeneity: residual maximum likelihood
and diagnostics
Vovk, V. G. A logic of probability with application to the foundations of statistics
(with discussion)
Vovk, V. G. and V’yugin, V. V. On the empirical validity of the Bayesian method
V’yugin, V. V. See under Vovk, V. G.
Wahba, G. See under Gu, C.
Wells, M. T., Jammalamadaka, S. R. and Tiwari, R. C. Large sample theory of
spacings statistics for tests of fit for the composite hypothesis
Welsh, A. H. See under Chambers, R. L.
West, M. Approximating posterior distributions by mixtures
Wong, W. K. and Cook, R. D. Heteroscedastic G-optimal designs
Wu, X. and Luo, Z. Second-order approach to local influence