Computational Statistics and Data Analysis

Hyperparameter estimation in forecast models
pp. 387-410(24)
Authors: Lopes H.F.; Moreira A.R.B.; Schmidt A.M.

Estimation of posterior density functions from a posterior sample
pp. 411-427(17)
Author: Oh M.-S.

Monte Carlo EM with importance reweighting and its applications in random effects models
pp. 429-444(16)
Authors: Quintana F.A.; Liu J.S.; Pino G.E.d.

Diagnostics for nonlinearity in generalized linear models
pp. 445-469(25)
Authors: Cai Z.; Tsai C.-L.

Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors
pp. 471-483(13)
Authors: Meng X.; Schenker N.

On least-squares estimation of the residual variance in the first-order moving average model
pp. 485-499(15)
Authors: Mentz R.P.; Morettin P.A.; Toloi C.M.C.