Canadian Journal of Statistics

Table of Contents

Volume 26 Issue 1 (March 1998)

1-197

Editorial

Editorial

  • Author: Christian Genest
  • Pub Online: Apr 10, 2009
  • DOI: 10.1002/cjs.5550260101 (p 1-4)

Articles

Markov‐chain monte carlo: Some practical implications of theoretical results

  • Author: Gareth O. Roberts, Jeffrey S. Rosenthal
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315667 (p 5-20)

Discussion

  • Author: Hemant Ishwaran
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315668 (p 20-27)

Discussion

  • Author: Neal Madras
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315669 (p 27-29)

Rejoinder

  • Author: Gareth O. Roberts, Jeffery S. Rosenthal
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315670 (p 29-31)

Bayesian analysis of multivariate survival data using Monte Carlo methods

  • Author: Helen Aslanidou, Dipak K. Dey, Debajyoti Sinha
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315671 (p 33-48)

Higher‐order approximations for pitman estimators and for optimal compromise estimators

  • Author: Laura Ventura
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315672 (p 49-55)

Restricted tests for testing independence of time to failure and cause of failure in a competing‐risks model

  • Author: Richard Dykstra, Subhash Kochar, Tim Robertson
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315673 (p 57-68)

Goodness‐of‐fit test for uniform stochastic ordering among several distributions

  • Author: Chul Gyu Park, Chu‐In Charles Lee, Tim Robertson
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315674 (p 69-81)

Joint estimation of the mean and dispersion parameters in the analysis of proportions: A comparison of efficiency and bias

  • Author: S. R. Paul, A. S. Islam
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315675 (p 83-94)

Generalized linear models for the analysis of quality‐improvement experiments

  • Author: Y. Lee, J. A. Nelder
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315676 (p 95-105)

Hidden Markov chains in generalized linear models

  • Author: T. Rolf Turner, Murray A. Cameron, Peter J. Thomson
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315677 (p 107-125)

Fisher information and maximum‐likelihood estimation of covariance parameters in Gaussian stochastic processes

  • Author: Markus Abt, William J. Welch
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315678 (p 127-137)

The score function and a comparison of various adjustments of the profile likelihood

  • Author: A. C. Davison, J. E. Stafford
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315679 (p 139-148)

A bootstrap procedure in linear regression with nonstationary errors

  • Author: Arthur B. Yeh
  • Pub Online: Dec 18, 2008
  • DOI: 10.2307/3315680 (p 149-160)
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