Journal of Computational & Graphical Statistics articles from June 2004

Journal of Computational & Graphical Statistics archives from June 2004

Flexible spatial models for kriging and cokriging using moving averages and the fast Fourier Transform (FFT).
June 1, 2004... Models for spatial autocorrelation and cross-correlation depend on the distance and direction separating two locations, and are constrained so that for all possible sets of locations, the covariance matrices implied from the models remain...

AMlet, RAMlet, and GAMlet: automatic nonlinear fitting of additive models, robust and generalized, with wavelets.
June 1, 2004... A simple and yet powerful method is presented to estimate nonlinearly and nonparametrically the components of additive models using wavelets. The estimator enjoys the good statistical and computational properties of the Waveshrink scatterplot...

Diagnostic plots for robust multivariate methods.
June 1, 2004... Robust techniques for multivariate statistical methods--such as principal component analysis, canonical correlation analysis, and factor analysis--have been recently constructed. In contrast to the classical approach, these robust techniques...

A new, fast algorithm to find the regions of possible support for bivariate interval-censored data.
June 1, 2004... The estimation of the nonparametric maximum likelihood estimate (NPMLE) of the bivariate distribution function on interval-censored data is a recent topic of research. Among other things, it provides a basic tool for checking a parametric model...

A Bayesian semiparametric AFT model for interval-censored data.
June 1, 2004... We model the baseline distribution in the accelerated failure-time (AFT) model as a mixture of Dirichlet processes for interval-censored data. This mixture is distinct from Dirichlet process mixtures, and can be viewed as a simple extension of...

Sampling schemes for Bayesian variable selection in generalized linear models.
June 1, 2004... Bayesian approaches to prediction and the assessment of predictive uncertainty in generalized linear models are often based on averaging predictions over different models, and this requires methods for accounting for model uncertainty. When...

Wavelet Bayesian block shrinkage via mixtures of normal-inverse gamma priors.
June 1, 2004... This article proposes a nonlinear block shrinkage method in the wavelet domain for estimating an unknown function in the presence of Gaussian noise. This shrinkage uses an empirical Bayesian blocking approach that accounts for the sparseness of...

Automatic smoothing with wavelets for a wide class of distributions.
June 1, 2004... Wavelet-based denoising techniques are well suited to estimate spatially inhomogeneous signals. Waveshrink (Donoho and Johnstone) assumes independent Gaussian errors and equispaced sampling of the signal. Various articles have relaxed some of...

Optimal pair matching with two control groups.
June 1, 2004... In an effort to detect bidden biases due to failure to control for an unobserved covariate, some observational or nonrandomized studies include two control groups selected to systematically vary the unobserved covariate. Comparisons of the...

Variable length Markov chains: methodology, computing, and software.
June 1, 2004... This article presents a tutorial and new, publicly available computational tools for variable length Markov chains (VLMC). VLMCs are Markov chains with the additional attractive structure that their memories depend on a variable number of...

An algorithm for a letter-based representation of all-pairwise comparisons.
June 1, 2004... All-pairwise comparisons among a set of t treatments or groups are one of the most frequent tasks in applied statistics. Users of statistical software are accustomed to the familiar lines display, in which treatments that do not differ...

The use of dimensional and similarity analyses in the propagation of uncertainties: a physical example.
June 1, 2004... Dimensional and similarity analyses are used in physics and engineering, specially in fluid mechanics, to reduce the dimension of the input variable space with no loss of information. Here, we apply these techniques to the propagation of...

Simulation estimation of quantiles from a distribution with known mean.
June 1, 2004... It is common in practice to estimate the quantiles of a complicated distribution by using the order statistics of a simulated sample. If the distribution of interest has known population mean, then it is often possible to improve the mean...

Computation of confidence regions for optimal factor levels in constrained response surface problems.
June 1, 2004... This article presents an improved approach for computing the confidence regions for the optimal factor settings obtained from optimizing a general response surface model. The approach has a better computational efficiency and improved accuracy...

Confidence bands for isotonic median curves using sign tests.
June 1, 2004... Suppose that one observes independent random variables ([X.sub.1], [Y.sub.1]), ([X.sub.2], [Y.sub.2]),..., ([X.sub.n], [Y.sub.n]) in [R.sup.2] with unknown distributions, except that Median ([Y.sub.i], | [X.sub.i] = z) = M(x) for some unknown...