Canadian Journal of Statistics

Table of Contents

Volume 35 Issue 1 (March 2007)

fmi-fmi, 1-188

Masthead

Masthead

  • Author:
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350101 (p fmi-fmi)

Editorial

Editorial

  • Author: Paul Gustafson
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350102 (p 1-4)

Report from the Previous Editors

Report from the previous Editor

  • Author:
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350103 (p 5-5)

Acknowledgements

Acknowledgement of referees' services

  • Author:
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350104 (p 7-7)

Articles

Space‐time cluster identification in point processes

  • Author: Renato Assunçäo, Andréa Tavares, Thais Correa, Martin Kulldorff
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350105 (p 9-25)

A new family of random graphs for testing spatial segregation

  • Author: Elvan Ceyhan, Carey E. Priebe, David J. Marchette
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350106 (p 27-50)

Multiple testing using the posterior probabilities of directional alternatives, with application to genomic studies

  • Author: Aurélie Labbe, Mary E. Thompson
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350107 (p 51-68)

Measuring the complexity of generalized linear hierarchical models

  • Author: Haolan Lu, James S. Hodges, Bradley P. Carlin
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350108 (p 69-87)

Nonparametric density estimation from data with a mixture of Berkson and classical errors

  • Author: Aurore Delaigle
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350109 (p 89-104)

Marginalized transition random effect models for multivariate longitudinal binary data

  • Author: Ozlem Ilk, Michael J. Daniels
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350110 (p 105-123)

Cramér‐von Mises statistics for discrete distributions with unknown parameters

  • Author: Richard A. Lockhart, John J. Spinelli, Michael A. Stephens
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350111 (p 125-133)

On a mixture vector autoregressive model

  • Author: P. W. Fong, W. K. Li, C. W. Yau, C. S. Wong
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350112 (p 135-150)

Censored time series analysis with autoregressive moving average models

  • Author: Jung Wook Park, Marc G. Genton, Sujit K. Ghosh
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350113 (p 151-168)

Consistent testing for non‐correlation of two cointegrated ARMA time series

  • Author: Abdessamad Saidi
  • Pub Online: Jan 05, 2010
  • DOI: 10.1002/cjs.5550350114 (p 169-188)

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