References
- Bruce , A. G. and Gao , H.-Y. 1996 . Applied Wavelet Analysis With S-PLUS , New York : Springer .
- Härdel , G. , Kerkyacharian , G. , Picard , D. and Tsybakov , A. 1998 . Wavelets, Approximations, and Statistical Applications , New York : Springer . Lecture Notes in Statistics 129
- Ogden , R. T. 1997 . Essential Wavelets for Statistical Applications and Data Analysis , Boston : Birkhäuser .
- Parcival , D. B. and Walden , A. T. 1999 . Wavelet Methods for Time Series Analysis , London : Cambridge University Press .
References
- George , E. I. and McCullogh , R. E. 1993 . “Variable Selection via Gibbs Sampling” . Journal of the American Statistical Association , 88 : 881 – 889 .
- Hampel , F. R. , Ronchetti , E. M. , Rousseeuw , P. J. and Stahel , W. A. 1986 . Robust Statistics: The Approach Based on Influence Functions , New York : Wiley .
- Linhart , H. and Zucchini , W. 1986 . Model Selection , New York : Wiley . Special Issue on Model Selection (1997), Statistica Sinica7, 221–544
References
- Diaconis , P. and Saloff-Coste , L. 2000 . “Bounds for Kac's Master Equation” . Communications in Math. Physics , 209 : 729 – 755 .
- Engel , E. 1992 . A Road to Randomness in Physical Systems , New York : Springer-Verlag .
- Good , I. J. 1971 . “46,656 Varieties of Bayesians” . The American Statistician , 25 : 62 – 63 .
References
- Chilès , J.-P. and Delfiner , P. 1999 . Geostatistics: Modeling Spatial Uncertainty , New York : Wiley .
- Clark , I. 1979 . Practical Geostatistics , Essex , , U.K. : Applied Science Publishers .
- Cressie , N. 1991 . Statistics for Spatial Data , New York : Wiley .
- David , M. 1978 . Geostatistical Ore Reserve Estimation , Amsterdam : Elsevier .
- Goovaerts , P. 1997 . Geostatistics for Natural Resources Evaluation , Oxford , , U.K. : Oxford University Press .
- Hohn , M. E. 1988 . Geostatistics and Petroleum Geology , New York : Van Nostrand Reinhold .
- Journel , A. G. and Huijbregts , Ch. J. 1978 . Mining Geostatistics , New York : Academic Press .
- Kitanidis , P. K. 1997 . Introduction to Geostatistics. Applications in Hydrogeology , Cambridge , , U.K. : Cambridge University Press .
- Olea , R. A. 1999 . Geostatistics for Engineers and Earth Scientists , Boston : Kluwer .
- Rivoirard , J. 1994 . Introduction to Disjunctive Kriging and Non-Linear Geostatistics , Oxford , , U.K. : Oxford University Press .
- Wackernagel , H. 1995 . Multivariate Geostatistics , New York : Springer-Verlag .
References
- Geweke , J. 1999 . “Using Simulation Methods for Bayesian Econometric Models: Inference, Development, and Communication” . Econometric Reviews , 18 : 1 – 126 . (with discussion)
- Spiegelhalter , D. , Thomas , A. and Best , N. 1999 . WinBUGS Version 1.2 User Manual , Cambridge , , U.K. : MRC Biostatistics Unit, Institute of Public Health .
References
- Feldt , L. S. and Brennan , R. L. 1989 . “Reliability,” . In Educational Measurement, , 3rd ed. , Edited by: Linn , R. L. 105 – 146 . New York : American Council on Education and Macmillan Publishing Company .
- Gulliksen , H. 1987 . Theory of Mental Tests , Hillsdale , NJ : Erlbaum .
- Lewis , C. 1983 . “Bayesian Inference for Latent Abilities,” . In On Educational Testing , Edited by: Anderson , S. B. and Helmick , J. S. 224 – 251 . San Francisco : Jossey-Bass .
- Lord , F. M. and Novick , M. R. 1968 . Statistical Theories of Mental Test Scores , Reading , MA : Addison-Wesley .
- McDonald , R. P. 1967 . “Nonlinear Factor Analysis” . Psychometric Monograph , No. 15
- Mislevy , R. L. 1986 . “Bayes Modal Estimation in Item Response Theory” . Psychometrika , 51 : 177 – 195 .
- Swaminathan , H. and Gifford , J. A. 1982 . “Bayes Estimation in the Rasch Model” . Journal of Educational Statistics , 7 : 175 – 192 .
- Tsutakawa , R. K. and Lin , H. Y. 1986 . “Bayesian Estimation of Item Response Curves” . Psychometrika , 51 : 251 – 267 .
References
- Efron , B. 1994 . “Missing Data, Imputation, and the Bootstrap” . Journal of the American Statistical Association , 89 : 463 – 475 .
- Fay , R. E. 1996 . “Alternative Paradigms for the Analysis of Imputed Survey Data” . Journal of the American Statistical Association , 91 : 490 – 498 .
- Little , R. J. A. and Rubin , D. B. 1987 . Statistical Analysis With Missing Data , New York : Wiley .
- Lord , F. M. 1955 . “Estimation of Parameters From Incomplete Data” . Journal of the American Statistical Association , 50 : 870 – 876 .
- Rao , J. N. K. 1996 . “On Variance Estimation With Imputed Survey Data” . Journal of the American Statistical Association , 91 : 499 – 506 .
- Rubin , D. B. 1987 . Multiple Imputation for Nonresponse in Surveys , New York : Wiley .
- Rubin , D. B. 1996 . “Multiple Imputation After 18+ Years” . Journal of the American Statistical Association , 91 : 473 – 489 .
References
- Andrews , D. W. K. 1991 . “Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation” . Econometrica , 59 : 817 – 858 .
- Bekker , P. 1994 . “Alternative Approximations to the Distributions of Instrumental Variable Estimators” . Econometrica , 62 : 657 – 681 .
- Gallant , R. A. and Nychka , D. W. 1987 . “Semi-Nonparametric Maximum Likelihood Estimation” . Econometrica , 55 : 363 – 390 .
- Hansen , L. P. , Heaton , J. C. and Yaron , A. 1996 . “Finite Sample Properties of Some Alternative GMM Estimators” . Journal of Business and Economic Statistics , 14 : 262 – 280 .
- Hansen , L. P. and Singleton , K. J. 1996 . “Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors” . Journal of Business and Economic Statistics , 14 : 53 – 68 .
- Hayashi , F. and Sims , C. A. 1983 . “Nearly Efficient Estimation of Time Series Models With Predetermined, but not Exogenous, Instruments” . Econometrica , 51 : 783 – 798 .
References
- Rao , B.L. S. Prakasa . 1999 . Statistical Inference for Diffusion Type Processes , London : Arnold .
References
- Strang , G. 1986 . Introduction to Applied Mathematics , Wellesley , MA : Wellesley-Cambridge Press .
- Ross , S. 1996 . Stochastic Processes, , 2nd ed. , New York : Wiley .
References
- Billingsley , P. 1995 . Probability and Measure, , 3rd ed. , New York : Wiley .
- Karlin , S. and Taylor , H. M. 1975 . A First Course in Stochastic Processes, , 2nd ed. , New York : Academic Press .
References
- Ramaswami , V. 1988 . “A Stable Recursion for the Steady-State Vector in Markov Chains of M/G/1 Type” . Communications in Statistics, Stochastic Models , 4 : 183 – 188 .