Canadian Journal of Statistics = Revue Canadienne de Statistique

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  Año 2000, Vol. 28, Número 2

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    Differential equation models for statistical functions

    James O. Ramsay

    págs. 225-240

    
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    Penalized regression with model-based penalties

    N. E. Heckman, James O. Ramsay

    págs. 241-258

    
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    Regression residuals and test statistics: assessing naive outlier deletion

    D. C. Hamilton, D. J. Dupuis

    págs. 259-276

    
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    Robust estimation of the SUR model

    M. Bilodeau, P. Duchesne

    págs. 277-288

    
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    Nonparametric two-step regression estimation when regressors and error are dependent

    J. Pinkse

    págs. 289-300

    
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    Nonparametric regression for threshold data

    U. U. Muller

    págs. 301-310

    
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    Bayesian prediction of waiting times in stochastic models

    R. W. Butler, A. V. Huzurbazar

    págs. 311-326

    
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    Bayesian assessment of goodness of fit against nonparametric alternatives

    J. I. Castro, A. O'Hagan, C. Conigliani

    págs. 327-342

    
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    Sensitivity of the fractional Bayes factor to prior distributions

    C. Conigliani, A. O'Hagan

    págs. 343-352

    
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    Reconstructing the history of forest fire frequency: identifying hazard rate change points using the Bayes information criterion

    W. J. Reed

    págs. 353-366

    
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    Estimating the number of clusters

    R. Fraiman, Antonio Cuevas González , M. Febrero

    págs. 367-382

    
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    Directional mixture models and optimal estimation of the mixing density

    P. T. Kim, J.-Y. Koo

    págs. 383-398

    
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    Estimation of the mean of a spherically symmetric distribution with constraints on the norm

    D. Fourdrinier, I. Ouassou

    págs. 399-416

    
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    On the distribution of linear combinations of the components of a Dirichlet random vector

    Y.-H. Cheong, S. B. Provost

    págs. 417-426

    
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    Implications of random cut-points theory for the Mann-Whitney and binomial tests

    M. D. Debedwardes

    págs. 427-438

    
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    Effects of omitting a covariate in Poisson models when the data are balanced

    J. A. Deddens, M. R. Petersen

    págs. 439-445