Probability matching priors for linear calibration M. GhoshB. P. CarlinM. S. Srivastava OriginalPaper Pages: 333 - 357
Predictive efficiency of improved estimators in restricted regression models M. DubeV. Singh OriginalPaper Pages: 323 - 331
Coherent combination of experts' opinions A. P. DawidM. H. DeGrootR. L. Winkler OriginalPaper Pages: 263 - 313
The relation between theory and application in statistics D. R. CoxM. J. BayarriN. Wermuth OriginalPaper Pages: 207 - 261
Mean square error matrix superiority of Empirical Bayes Estimators under misspecification L. WeiG. Trenkler OriginalPaper Pages: 187 - 205
Understanding the effect of time series outliers on sample autocorrelations Wai-Sum Chan OriginalPaper Pages: 179 - 186
Kernel estimation of the regression function with random sampling times J. A. Vilar OriginalPaper Pages: 137 - 178
Noninformative priors for maximal invariant parameter in group models G. S. DattaJ. K. Ghosh OriginalPaper Pages: 95 - 114
Robust analysis of two-way models with repeated measures on both factors M. Mushfiqur Rashid OriginalPaper Pages: 39 - 62
Selection of the reference priors for a balanced random effects model K. Ye OriginalPaper Pages: 1 - 17
Group-Bayes estimation of the exponential mean: A preposterior analysis Constance van EedenJames V. Zidek Correction Pages: 247 - 247
Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations Josemar Rodrigues OriginalPaper Pages: 237 - 246
A predictivistic interpretation of the multivariatet distribution R. B. Arellano-ValleH. BolfarineP. L. Iglesias OriginalPaper Pages: 221 - 236
Bayesian prediction for business mortality analysis Samir K. BhattacharyaNand K. Singh OriginalPaper Pages: 207 - 220
Motivation for the use of discrete distributions in quality assurance Telba Z. IronyCarlos A. B. Pereira OriginalPaper Pages: 181 - 193
Asymptotic normality under transformations. A result with Bayesian applications Manuel Mendoza OriginalPaper Pages: 173 - 180
Exponential families with variance functions in\(\sqrt {\Delta P} (\sqrt \Delta )\): Seshadri’s class: Seshadri’s class Célestin C. Kokonendji OriginalPaper Pages: 123 - 172
The use of auxiliary information for solving non-response problems Carlos Bouza OriginalPaper Pages: 113 - 122
An automatic and proper Bayesian estimation analysis of 2×2 contingency tables with one and two fixed margins María-Eglée Pérez OriginalPaper Pages: 101 - 112
Prediction based on response surface data obtained with random blocking Irwin GuttmanUlrich Menzefricke OriginalPaper Pages: 87 - 99
Robust Bayesian analysis given priors on partition sets Cinzia CarotaFabrizio Ruggeri OriginalPaper Pages: 73 - 86
The central limit theorem for empirical processes on V-Č classes: A majorizing measure approach Juan Romo OriginalPaper Pages: 47 - 72
The theory of search from a statistical viewpoint Henry P. WynnAnatoly A. ZhigljavskyJuan Romo OriginalPaper Pages: 1 - 45
Bayesian robustness of the empirical distribution Alfonso García-Pérez OriginalPaper Pages: 183 - 194
Distance weighted losses for testing and confidence set evaluation Christian P. RobertGeorge Casella OriginalPaper Pages: 163 - 182
Characterization of the Jorgensen set in generalized linear models M. CasalisG. Letac OriginalPaper Pages: 145 - 162
Group-Bayes estimation of the exponential mean: a preposterior analysis Constance van EedenJames V. Zidek OriginalPaper Pages: 125 - 143
An overview of robust Bayesian analysis James O. BergerElías MorenoSiva Sivaganesan OriginalPaper Pages: 5 - 124
Forecasting point and continuous processes: Prequential analysis V. G. Vovk OriginalPaper Pages: 189 - 217
Testing the hypothesis of a general linear model using nonparametric regression estimation W. González-ManteigaR. Cao OriginalPaper Pages: 161 - 188
Optimal allocation in stratified sampling with partial information Dennis V. LindleyJohn J. Deely OriginalPaper Pages: 147 - 160
Estimation of a normal mixture model through Gibbs sampling and Prior Feedback Christian P. RobertCaroline Soubiran OriginalPaper Pages: 125 - 146
A Bayesian approach to the multivariate Behrens-Fisher problem under the assumption of proportional covariance matrices D. G. NelP. C. N. Groenewald OriginalPaper Pages: 111 - 124
Prior assessments for bands of probability measures: Empirical bayes analysis Elías MorenoLuís Raúl Pericchi OriginalPaper Pages: 101 - 110
Exploring regression structure with graphics R. Dennis CookNate WetzelS. Zacks OriginalPaper Pages: 33 - 100
Several Bayesians: A review Joseph B. KadaneJavier GirónRobert L. Winkler OriginalPaper Pages: 1 - 32
A local cross-validation algorithm for dependent data A. Quintela del RíoJ. M. Vilar Fernández OriginalPaper Pages: 123 - 153
Bayesian estimation of the Gini index for the PID Arup GangulyNand Kishore SinghSamir K. Bhattacharya OriginalPaper Pages: 93 - 104
Equilibrated strategy for population variance estimation Mariano Ruiz EspejoMercedes Ruiz Espejo OriginalPaper Pages: 79 - 91
Foundations for a robust theory of decision making: the simple case David Rios-Insua OriginalPaper Pages: 69 - 78
Estimation under the Burr type XII failure model based on censored data: a comparative study E. K. Al-HussainiM. A. M. A. MousaZ. F. Jaheen OriginalPaper Pages: 47 - 60
Near ignorance classes of log-concave priors for the location model B. SansoL. R. Pericchi OriginalPaper Pages: 39 - 46