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Publisher: Wiley-Blackwell on behalf of the Royal Statistical Society

Volume 62, Number 1, 1 January 2000

Report of the Editors—1999
pp. 1-2(2)
Authors: Firth, D.; Jones, M.C.

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Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
pp. 57-75(19)
Authors: Robert, C.P.; Rydén, T.; Titterington, D.M.

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Latent variable models with mixed continuous and polytomous data
pp. 77-87(11)
Authors: Shi, J.Q.; Lee, S.Y.

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The exact bootstrap mean and variance of an L-estimator
pp. 89-94(6)
Authors: Hutson, A.D.; Ernst, M.D.

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On a mixture autoregressive model
pp. 91-115(25)
Authors: Wong, C.S.; Li, W.K.

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Extremal analysis of processes sampled at different frequencies
pp. 117-135(19)
Authors: Robinson, M.E.; Tawn, J.A.

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A weighted bootstrap approach to bootstrap iteration
pp. 137-144(8)
Authors: Hall, P.; Maesono, Y.

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Maximum entropy sampling and optimal Bayesian experimental design
pp. 145-157(13)
Authors: Sebastiani, P.; Wynn, H.P.

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A class of weighted dependence measures for bivariate failure time data
pp. 181-190(10)
Authors: Fan, J.; Prentice, R.L.; Hsu, L.

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Local likelihood smoothing of sample extremes
pp. 191-208(18)
Authors: Davison, A.C.; Ramesh, N.I.

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