Journal of Computational & Graphical Statistics articles from June 2002

Journal of Computational & Graphical Statistics archives from June 2002

Risk estimation for classification trees.
June 1, 2002... This article is a study of techniques for bias reuction of estimates of risk both globally and within terminal nodes of CAR[T.sup.R] classification trees. In Section 5.4 of Classification and Regression Trees, Leo Breiman presented an estimator...

A computational approach for full nonparametric Bayesian inference under Dirichlet process mixture models.
June 1, 2002... Widely used parametric generalized linear models are, unfortunately, a somewhat limited class of specifications. Nonparametric aspects are often introduced to enrich this class, resulting in semiparametric models. Focusing on single or k-sample...

Perfect simulation involving functionals of a Dirichlet process.
June 1, 2002... This article shows how to perform perfect simulation of a functional of a Dirichlet process, when the values of the functional are bounded. It also gives a procedure for "approximate" simulation in the case of unbounded functional values. ...

Wavelet-based detection of outliers in time series.
June 1, 2002... This article considers the problem of detecting outliers in time series data and proposes a general detection method based on wavelets. Unlike other detection procedures found in the literature, our method does not require that a model be...

Density visualization and mode hunting using trees.
June 1, 2002... Mode hunting, a task related to cluster analysis and density estimation, is carried out in a variety of fields. The objective is to find (distinct) regions of the feature space that have relatively high density. Although existing algorithms for...

Using spatial statistics to select model complexity.
June 1, 2002... Testing for nonindependence among the residuals from a regression or time series model is a common approach to evaluating the adequacy of a fitted model. This idea underlies the familiar Durbin-Watson statistic, and previous works illustrate...

Adjusted maximum likelihood and pseudo-likelihood estimation for noisy Gaussian Markov random fields.
June 1, 2002... The article is concerned with parameter estimation for Gaussian Markov random fields observed with additive independent identically distributed noise. In particular, we consider maximum likelihood and maximum pseudo-likelihood estimation for...

A block sampling approach to distinct value estimation.
June 1, 2002... To process queries efficiently in a relational database it is often of value to estimate the number of distinct values occurring in a particular field. In contexts where complete enumeration is costly, estimators based on a subsample are an...

Rotation techniques in asymmetric multidimensional scaling.
June 1, 2002... Multidimensional scaling (MDS) is a set of techniques, used especially in behavioral and social sciences, that enable a researcher to visualize proximity data in a multidimensional space. This article focuses on a particular class of MDS models...

An estimate of the odds ratio that always exists.
June 1, 2002... This article proposes an estimate of the odds ratio in a (2 x 2) table obtained from studies in which the row totals are fixed by design, such as a phase II clinical trial. Our estimate, based on the median unbiased estimate of the...

Computational strategies for multivariate linear mixed-effects models with missing values.
June 1, 2002... This article presents new computational techniques for multivariate longitudinal or clustered data with missing values. Current methodology for linear mixed-effects models can accommodate imbalance or missing data in a single response variable,...

Automatic differentiation to facilitate maximum likelihood estimation in nonlinear random effects models.
June 1, 2002... Maximum likelihood estimation in random effects models for non-Gaussian data is a computationally challenging task that currently receives much attention. This article shows that the estimation process can be facilitated by the use of automatic...

"Exact" bootstrap confidence bands for the quantile function via Steck's determinant.
June 1, 2002... This note introduces a new small sample method for producing nonparametric confidence bands for a quantile function based upon a single confidence coefficient obtained via Steck's determinant. The procedure is an "exact" bootstrap method (EB)...