Canadian Journal of Statistics = Revue Canadienne de Statistique

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  Año 2012, Vol. 40, Número 3

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    Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permulation and bootstrap.

    Yulia R. Gel, Bei Chen

    págs. 405-426

    
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    Testing for intercept-scale switch in linear autoregression.

    Florian Ketterer, Hajo Holzmann

    págs. 427-446

    
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    On testing for independence between the innovations of several time series.

    Pierre Duchesne, Kilani Ghoudi, Bruno Rémillard

    págs. 447-479

    
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    Goodnes-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap.

    Ivan kojadinovic, Jun Yan

    págs. 480-500

    
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    A generalized Fleming and Harrington`s class of tests for interval-censored data.

    Ramón Oller Piqué , Guadalupe Gómez

    págs. 501-516

    
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    A functional marked point process model for lupus data.

    Carlotta Ching Ting Fok, James O. Ramsay, Michal Abrahamowicz, Paul Fortin

    págs. 517-529

    
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    Likelihood-based and marginal inference methods for recurrent event data with covariate mesurement error

    Grace Y. Yi, Jerald Franklin Lawless

    págs. 530-549

    
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    Interim analysis of clinical trials based on urn models.

    Hongjian Zhu, Feifang Hu

    págs. 550-568

    
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    information borrowing methods for covariate-adjusted ROC curve.

    Zhong Guan, Jing Qin, Biao Zhang

    págs. 569-587

    
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    Small area estimation via heteroscedastic nested-error regression.

    Jiming Jiang, Thuan Nguyen

    págs. 588-603

    
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    Imputation for statistcal inference with coarse data.

    Jae Kwang Kim, Minki Hong

    págs. 604-618