Robust principal component analysis for functional data N. LocantoreJ. S. MarronK. L. Cohen OriginalPaper Pages: 1 - 73
Bayesian prediction in growth-curve models with correlated errors Ulrich Menzefricke OriginalPaper Pages: 75 - 93
An overview of bootstrap methods for estimating and predicting in time series Ricardo Cao OriginalPaper Pages: 95 - 116
The posterior predictive p-value for the problem of goodness of fit Julián De La HorraMaría Teresa Rodríguez-Bernal OriginalPaper Pages: 117 - 128
Analytic approximation of the interval of Bayes actions derived from a class of loss functions Christophe AbrahamJean-Pierre Daurès OriginalPaper Pages: 129 - 145
Improper and proper posteriors with improper priors in a Poisson-gamma hierarchical model Petros HadjicostasScott M. Berry OriginalPaper Pages: 147 - 166
Estimating a transformation and its effect on Box-CoxT-ratio Zhelin Yang OriginalPaper Pages: 167 - 190
Limit distributions for point processes of exceedances of random levels Helena Ferreira OriginalPaper Pages: 191 - 200
Longitudinal data with nonstationary errors: a nonparametric three-stage approach Vicente Núñez-AntónJuan M. Rodríguez-PóoPhilippe Vieu OriginalPaper Pages: 201 - 231
Forecasting with unequally spaced data by a functional principal component approach Ana M. AguileraFrancisco A. OcañaMariano J. Valderrama OriginalPaper Pages: 233 - 253