Statistics and Computing, Volume 12

Volume 12, Number 1, January 2002

• David J. Hand:
  It's been great - and the future looks even better. 5
  
• R. Wayne Oldford:
  Editorial. 7
  
• Ronald W. Butler, Marc S. Paolella:
  Calculating the density and distribution function for the singly and doubly noncentral F. 9-16
  
• Piero Barone, Giovanni Sebastiani, Julian Stander:
  Over-relaxation methods and coupled Markov chains for Monte Carlo simulation. 17-26
  
• Petros Dellaportas, Jonathan J. Forster, Ioannis Ntzoufras:
  On Bayesian model and variable selection using MCMC. 27-36
  
• F. Oliver Bunnin, Yike Guo, Yuhe Ren:
  Option pricing under model and parameter uncertainty using predictive densities. 37-44
  
• Guy P. Nason, Theofanis Sapatinas:
  Wavelet packet transfer function modelling of nonstationary time series. 45-56
  
• G. D. Rayner, H. L. MacGillivray:
  Numerical maximum likelihood estimation for the g-and-k and generalized g-and-h distributions. 57-75
  
• Arnaud Doucet, Simon J. Godsill, Christian P. Robert:
  Marginal maximum a posteriori estimation using Markov chain Monte Carlo. 77-84
  

Volume 12, Number 2, April 2002

• Enrique Alba, José M. Troya:
  Improving flexibility and efficiency by adding parallelism to genetic algorithms. 91-114
  
• Ilya S. Molchanov, Sergei A. Zuyev:
  Steepest descent algorithms in a space of measures. 115-123
  
• Xavier De Luna, Marc G. Genton:
  Simulation-based inference for simultaneous processes on regular lattices. 125-134
  
• Nickolay T. Trendafilov:
  GIPSCAL revisited. A projected gradient approach. 135-145
  
• Joseph B. Kadane, Pantelis K. Vlachos:
  Hybrid methods for calculating optimal few-stage sequential strategies: Data monitoring for a clinical trial. 147-152
  
• Gillian Lancaster, Mick Green:
  Latent variable techniques for categorical data. 153-161
  
• Murray Aitkin, Roberto Rocci:
  A general maximum likelihood analysis of measurement error in generalized linear models. 163-174
  
• Hong-Tu Zhu, Sik-Yum Lee:
  Analysis of generalized linear mixed models via a stochastic approximation algorithm with Markov chain Monte-Carlo method. 175-183
  

Volume 12, Number 3, July 2002

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

Volume 12, Number 4, October 2002

• I. H. Dinwoodie:
  Algebraic Methods for Polynomial Statistical Models. 307-314
  
• Kert Viele, Barbara Tong:
  Modeling with Mixtures of Linear Regressions. 315-330
  
• Alan D. Hutson:
  A Semi-Parametric Quantile Function Estimator for Use in Bootstrap Estimation Procedures. 331-338
  
• David H. Foster:
  Automatic repeated-loess decomposition of data consisting of sums of oscillatory curves. 339-351
  
• A. N. Pettitt, I. S. Weir, A. G. Hart:
  A Conditional Autoregressive Gaussian Process for Irregularly Spaced Multivariate Data with Application to Modelling Large Sets of Binary Data. 353-367
  
• David J. Allcroft, Chris A. Glasbey:
  A Spectral Estimator of Arma Parameters from Thresholded Data. 369-376
  
• Mary Kathryn Cowles:
  MCMC Sampler Convergence Rates for Hierarchical Normal Linear Models: A Simulation Approach. 377-389
  
• Robert G. Aykroyd:
  Approximations for Gibbs Distribution Normalising Constants. 391-397