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AUTHOR INDEX 643
Author Index
Aarts, E. H. L., 525, 527, 583, 639
Abraham, C., 249, 583
Abramowitz, M., 294, 583
Abrams, K. R., 116, 118, 635
Acton, F. S., 295, 583
Adams, A. G., 321, 638
Adams, J. L., 202, 583
Adman, V. E., 224, 225, 583, 629
Agresti, A., 51, 583
Ahmed, S. E., 268, 583
Ahrens, J. H., 320, 583, 597, 598
Aitkin, M., 210, 223, 228, 244, 583
Akaike, H., 113, 190, 232, 243, 583, 614
Albanese, T. M., 615
Albert, J. H., 116, 133, 242, 364, 442, 446,
482, 569, 583, 584, 612
Allison, P. D., 318, 584
Altman, M., 321, 514, 568, 584
Amari, S., 232, 625
Amemiya, T., 140, 193, 481, 577, 584
Amit, Y., 466, 480, 584
Anderson, D. R., 232, 590
Anderson, E. B., 103, 584
Anderson, J. E., 322, 584
Andrews, D. F., 189, 291, 584
Andrieu, C., 537, 584
Anscombe, F. J., 154, 584
Antoniak, C. E., 133, 584
Arbuckle, J. L., 506, 584
Arnold, B. C., 278, 279, 584
Asmussen, S. P., 470, 584
Athreya, K. B., 341, 456, 459, 465, 584,
585
Atkinson, A. C., 224, 321, 585
Aykroyd, R. G., xxx, xxxiv, xxxv
Ayres, D., 131, 585
Ayton, P., 99, 641
Bailey, C. A., 613
Bakan, D., 208, 585
Balakrishnan, N., 219, 281, 308, 579, 585,
612
Baldus, D. C., 521, 585
Banfield, J. D., 503, 629
Barankin, E. W., 103, 585
Barnard, G. A., 210, 585
Barndor!-Nielsen, O. E., 102, 242, 585
Barnett, V., 5, 38, 56, 99, 104, 189, 201,
211, 247, 554, 585
Bartels, L. M., 201, 585
Bartholomew, D. J., 208, 585
Bartlett, M. S., 577, 585
Basford, K. E., 622
Basu, S., 191, 192, 585
Baum, L. E., 304, 307, 585
Bauwens, L., 82, 107, 153, 586
Bayarri, M. J., xxxix, xlii
Bayer, D., 337, 586
Bayes, T., 9, 31, 63, 106, 244, 586
Beale, E. M. L., 304, 586
Beauchamp, J. J., 130, 131, 321, 414, 588,
623
Beckett, L., 494, 586
Bedrick, E. J., 118, 244, 586
Beightler, C. S., 321, 628
Belsley, D. A., 189, 586
Berger, J. O., xxxix, xlii, 5, 7, 24, 57,
60, 72, 99, 112, 127, 129, 133,
140, 141, 153, 180, 181, 184, 189,
191, 192, 207, 208, 210–212, 215,
223–226, 228–230, 243, 249, 259,
368, 425, 436, 522, 554, 586, 587,
593, 603, 604, 607, 610, 613, 619,
623, 627, 629, 631, 633, 634, 640
Berger, R. L., 38, 47, 71, 185, 208, 210,
212, 215, 224, 228, 230, 257, 306,
324, 554, 591
644 Author Index
Berk, R. H., 316, 587
Berliner, L. M., 191, 195, 478, 586, 620
Bernardo, J. M., 5, 7, 60, 111, 112, 129,
146, 248, 256, 421, 422, 530, 586,
587, 593, 595, 597, 603, 604, 606,
610, 612, 619, 623, 628, 629, 631–
633, 640, 642
Berndt, E., 566, 587
Berry, D., 352, 587, 591, 598, 631
Berry, S. M., 430, 608
Berry, W. D., 395, 587
Bertsimas, D., 530, 587
Besag, J., 355, 373, 461, 513, 587
Best, D. J., 321, 587, 588
Best, N. G., 33, 232, 404, 588, 589, 604,
620, 635, 636
Betro, B., 613
Bickel, P. J., 103, 584, 588
Billard, L., 621
Billera, L. J., 355, 588
Billingsley, P., 8, 453, 457, 460, 588
Birkes, D., 194, 588
Birmiwal, L. R., 192, 597
Birnbaum, A., xxx, 38, 58, 110, 210, 554,
588
Black, B., 478, 630
Blackwell, D., xxxix, xlii
Blair, R., xxxv
Blalock, H. M., 201, 588
Blight, B. J. N., 304, 588
Blom, G., 371, 588
Blyth, S., 55, 588
Boehmke, F. J., 44, 588
Boender, P., 639
Bohachevsky, I. O., 530, 548, 588
Bohi, D. R., 308, 588
Boole, G., 106, 588
Booth, J. G., 314, 588
Boscardin, J. W., 145, 588, 603
Bose, S., 176, 191, 588, 597
Boukai, B., 5, 208, 215, 229, 587
Bovolo, F., 249, 596
Bowman, K. O., 321, 588
Box, G. E. P., 57, 71, 82, 109, 111, 129,
147, 153, 175, 201, 321, 514, 588
Boyles, R. A., 303, 307, 308, 589
Bozdogan, H., 231, 589
Bradlow, E. T., 189, 589
Brady, D. W., 99, 590
Braithwaite, R. B., 20, 589
Brandstatter, E., 5, 589
Branjei, S., 622
Brant, R., 189, 193, 194, 592
Bratton, M., 197, 562, 589
Braun J. V., 352, 589
Braun R. K., 352, 589
Bray, T. A., 321, 621
Brayne, C. E. G., 588
Bremaud, Pierre, 459, 589
Brent, R. P., 321, 589
Breslow, N., 571, 589
Broemeling, L. D., 82, 589
Brooks, R. J., 259, 589
Brooks, S. P., 92, 232, 234, 467, 479, 480,
497–499, 504, 508, 513, 530, 542,
589, 590
Brown, D. V., 128
Brown, L. D., 104, 208, 215, 229, 238, 249,
586, 590
Brown, P. J., 259, 590
Brown, R. V., 120, 422, 618
Browne, E. C., 65, 590
Bruckman, G., 607
Bruzzone, L., 249, 596
Bryant, D., 614
Bryk, A. S., 235, 436, 438, 590, 617, 630,
633
Buck, C. E., xxx, xxxv, 34, 590
Buck, S. F., 304, 590
Burford, R. L., 321, 590
Burkhardt, H., 5, 590
Burnham, K. P., 232, 590
AUTHOR INDEX 645
Burstein, L., 438, 590
Burton, P., 184, 640
Butcher, J. C., 321, 590
Byrne, G. D., 295, 636
Cadre, B., 249, 583
Campbell, A., 590
Canes-Wrone, B., 99, 590
Cano, J. A., 191, 192, 624
Canova, F., 184, 590
Carlin, B. P., xxxix, xlii, 51, 72, 74, 89,
117, 184, 228, 232, 240, 242, 249,
263, 268, 291, 414, 430, 447, 462,
480, 497, 507, 512, 589, 591, 594,
603, 608, 633, 636
Carlin, J. B., 129, 591, 603
Carroll, G. R., 608
Carroll, R. J., 194, 571, 591, 595
Carter, W. J., Jr., 304, 591
Carver, Ronald P., 5, 590
Casella, G., 25, 34, 38, 47, 51, 71, 134,
185, 208, 210, 212, 215, 224, 228,
230, 237, 241, 242, 249, 257, 263,
264, 297, 301, 306, 316, 320, 324,
333, 334, 353, 356, 448, 454, 462,
469, 479, 504, 510, 514, 517–519,
535, 536, 541, 554, 566, 591, 605,
607, 610, 611, 616, 617, 630
Caski, F., 583
Castro, J. I., 594
Cavanaugh, W. G., xxxv, 34, 590
Celeux, G., 237, 314, 532, 592
Cellier, D., 479, 631
Cerny, V., 333, 525, 592
Chakrabarti, A., 592
Chaloner, K., 118, 123, 189, 193, 194, 591,
592, 631
Chan, K. L., 642
Chan, K. S., 314, 341, 462, 465, 476, 592
Chang, T., 215, 592
Chao, M. T., 58, 592
Chatfield, C., 494, 592
Chauveau, D., 592
Chay, S. C., 321, 592
Chen J., 352, 592
Chen, C., 642
Chen, M-H., xxxix, xlii, 47, 115, 116, 197,
302, 361, 424, 511–513, 519, 537,
592, 611, 625
Chen, T. T., 304, 592
Cheng, R. C. H., 321, 592, 593
Chetty, V. K., 261, 642
Chiang, T-S., 530, 593
Chib, S., 26, 140, 230, 245, 246, 291, 352,
353, 357, 359, 364, 373, 414, 446,
482, 515, 516, 522, 577, 584, 591,
593
Chien, S., 365, 599
Chin, H. C., 430, 609
Cho, M., 189, 589
Choe, M. K., 317, 617, 618
Chow, Y., 530, 593
Christensen, R., 118, 244, 586
Christiansen, C. L., 430, 593
Chu, C-S. J., 249, 499, 593
Chu, P. S., 352, 642
Chuang, D. T., 176, 613
Chubb, J. E., 157, 593
Chung, K. L., 8, 593
Church, T., 591
Cio"-Revilla, C., 163, 593
Clancy, D., 365, 596
Clements, M., 249, 593
Cleveland, W. S., 322, 593
Clogg, C. C., 165, 593
Clyde, M., 449, 537, 593, 594
Cocchi, D., 438, 594
Cogan, J. F., 99, 590
Cohen, A., 249, 590
Cohen, J., 5, 208, 354, 428, 430, 594
Cohn, S., 212, 594
Columbo, B., 430, 594
646 Author Index
Conell, C., 212, 594
Congdon, P., 364, 594
Conigliani, C., 594
Conquest, R., 55, 594
Consonni, G., 102, 594
Conte, S. D., 296, 594
Converse, P., 590
Cook, D. R., 189, 194, 594
Cooper, H., xxxix, xlii
Copas, J. B., 618
Corcoran, J. N., 542, 594
Cosmides, L., 123, 594
Coveyou, R. R., 321, 594
Cowgill, G. L., xxx, xxxiv
Cowles, M. K., 462, 466, 480, 497, 507,
511, 594, 595
Cox, D. R., 216, 242, 413, 585, 595
Craig, A. T., 71, 610
Crain, B. R., 104, 595
Craiu, R. V., 541, 595
Cramer, J. S., 207, 595
Cressie, N., 204, 636
Creutz, M., 353, 595
Crook, J. F., 208, 606
Cuevas, A., 192, 595
Cui, L., 492, 548, 595
Cyert, R. M., 208, 595
Dalal, S. R., 291, 595
Dale, A. I., 422, 595
Damien, P., 514, 595
Dar, R., 5, 595
Darmois, G., 103, 595
Das, H., 365, 639
DasGupta, A., 585
Datta, G. S., 146, 439, 595
Davidian, M., 571, 595
Davis, D. H., 308, 595
Davis, P. J., 288, 295, 595
Davis, W. W., 32, 145, 146, 595, 636
Dawid, A. P., 24, 107, 110, 185, 586, 587,
593, 595, 596, 603, 604, 610, 619,
623, 629, 631, 633, 640
Day, R. S., 615
de Boor, C., 296, 594
de Bruijn, N. G., 242, 596
de Finetti, B., xxix, 6, 7, 32, 180, 420–423,
447, 596
De Leeuw, J., 415, 438, 615
de Morgan, A., 31, 106, 596
De Oliveira, V., 430, 596
Dearden, R., 365, 596
Deely, J. J., 267, 268, 596
DeGroot, M. H., xxxix, xlii, 38, 103, 153,
208, 238, 248, 251, 426, 439, 554,
587, 595–597, 605, 606, 628, 632,
642
DeKeyrel, D. F., 627
Del Pino, G., 568, 596
Delampady, M., 192, 228, 259, 586, 596
Delandshere, G., 438, 590
Delaportas, P., 604
Dellaportas, P., 92, 423, 467, 589, 596
Demir, B., 249, 596
Dempster, A. P., 89, 303, 305, 327, 586,
596, 625
Denis, D. J., 5, 596
DeSouza, C. M., 430, 597
Devore, J., 574, 597
Devroye, L., 320, 597
Dey, D. K., xl, xlii, 82, 145, 176, 192, 197,
592, 596, 597, 600, 602, 609, 611,
630
Di Stefano, P., 466, 601
Diaconis, P., 58, 98, 102, 153, 193, 337,
355, 421, 447, 465, 466, 470, 494,
586, 588, 597, 601
Dias, J., 314, 597
DiCiccio, T. J., 215, 597
Dickey, J. M., 116, 117, 129, 154, 292, 597,
602, 613
Dickson, W., 551, 631
AUTHOR INDEX 647
Diebolt, J., 200, 314, 592, 597
Dieter, U., 320, 321, 583, 597, 598
Djuric, P. M., 537, 584
Dobell, A. R., 321, 611
Dobson, A. J., 207, 598
Dodd, N. G., 610
Dodge, Y., 194, 588, 624
Doeblin, W., 340, 456, 458, 598
Doksum, K., 103, 588
Doob, J. L., 334, 453, 598
Dorman, K. S., 637
Doss, H., 341, 456, 585
Doucet, A., 537, 584
Downham, D. Y., 321, 598
Draper, D., 6, 181, 201, 422, 598
Duane, S., 542, 598
Dudewicz, E. J., 321, 322, 598
Dudley, R. M., 230, 598
Duflo, M., 527, 598
DuMouchel, W., 205, 598
Duncan, G. T., 118, 123, 592
Dundon, E. A., 608
Dutter, R., 189, 608
Eagon, J. A., 304, 585
Earman, J., 422, 598
Eaves, D. M., 132, 598
Ebrahimi, N., 238, 598
Eddy, W. F., 224, 602
Edgeworth, F. Y., 31, 106, 598
Edwards, A. W. F., 207, 598
Edwards, R. G., 513, 598
Edwards, W., 22, 599
Efron, B., 22, 24, 32, 238, 263, 266, 268,
327, 368, 566, 599
Eglese, R. W., 525, 599
Eichenauer-Herrmann, J., 321, 599
Eliason, S. R., 207, 599
Emerson, J. D., 189, 599
Engelhardt, B., 365, 599
Entwistle, B., 621
Escobar, M. D., 134, 291, 599
Espelid, T. O., 288, 599
Estlin, T., 365, 599, 639
Evan, J. R., 587
Evans, M., 579
Evans, M. J., 110, 320, 599
Evans, S. J. W., 32, 599
Faber, J., 484, 600
Fabius, J., 58, 600
Faes, C., 430, 626
Fahrmeir, L., xl, xlii, 179, 207, 553, 557,
566, 571, 600
Falk, M., 321, 600
Falk, R., 5, 600
Falkenrath, R., 140, 600
Fan, Y., 589
Fang, K.-T., 275, 579, 600
Fardo, R. D., 321, 592
Farnum, N. R., 128, 600
Farrell, R. H., 611
Fearn, Tom, 259, 590
Fearnhead, P., 352, 600
Feast, G. M., 321, 593
Feller, W., 8, 600
Ferguson, T. S., 133, 249, 254, 259, 273,
291, 600
Ferrari, P. A., 530, 600
Ferreira, M. A. R., 146, 600
Ferschl, F., 607
Fienberg, S. E., xliii, 31, 304, 592, 597,
600, 610
Fill, J. A., 466, 470, 540, 541, 600
Firth, D., 571, 600
Fisher, F., 365, 599
Fisher, R. A., xxx, 4, 6, 31, 38, 71, 99, 102,
106, 209, 210, 553, 554, 566, 601
Fishman, G. S., 275, 321, 601
Flannery, B. P., 629
Flegal, J. M., 509, 601
Fleischer, M. A., 525, 601
648 Author Index
Fleißner, R., 476, 607
Fleming, W., 638
Flournoy, N., 288, 601
Fluhler, H., 629
Fomby, T. B., 145, 601
Forbes, F., 592
Fording, R. C., 587
Forsyth, G. E., 621
Fort, G., 480, 601
Fortini, S., 192, 601
Fox, J., xxxix, xl, xlii
Fox, L., 322, 601
Fraser, D. A. S., 104, 110, 599, 601
Fredenhagen, K., 513, 601
Freedman, D. A., 58, 193, 421, 447, 597,
601
Freedman, L. S., 116, 599, 601, 618, 635
Freeman, D., 422, 601
Freeman, J., 127, 128, 605
Freeman, P. R., xxx, xxxiv, 189, 608
Frendreis, J. P., 65, 590
Frieze, A., 466, 480, 601
Frigessi, A., 466, 480, 530, 600, 601
Fryer, R. J., 512, 642
Fuller, A. T., 321, 602
Fulman, J., 466, 602
Gonen, M., 219
Galant, D., 295, 602
Galbraith, J., 615
Galton, F., 31, 602
Gamerman, D., 146, 339, 355, 600, 602
Garip, F., 234, 235, 602
Garthwaite, P. H., 116, 117, 129, 292, 512,
602, 642
Gates, C. E., 321, 602
Gatsonis, C., 591
Gauss, C. F., 31, 248, 556, 602
Gavasakar, U., 118, 123, 602
Gawande, K., 482, 602
Gebhardt, F., 321, 602
Geiringer, H., 639
Geisser, S., 224, 602
Gelatt, C. D., 333, 525, 614
Gelbard, E. M., 295, 636
Gelfand, A. E., 32, 192, 268, 333, 367,
377, 476, 480, 512, 513, 517, 518,
527, 591, 602, 603, 640
Gelman, A., 57, 89, 100, 141, 145, 197,
223, 230, 249, 267, 291, 297, 301,
316, 355, 356, 360, 364, 415, 417,
440, 443, 467, 475–477, 484, 488,
492, 496–499, 507, 508, 520, 521,
548, 588, 589, 603, 618
Geman, D., 32, 333, 343, 353, 367, 461,
527, 603
Geman, S., 32, 333, 343, 353, 367, 461,
527, 603
Gentle, J. E., 77, 296, 320, 326, 603, 614
Gentleman, R., xl
Genz, A., 287, 288, 599, 624
George, E. I., 25, 34, 353, 414, 428, 591,
603
George, R., 321, 603
Germond, H. H., 621
Gersch, W., 146, 615
Geweke, J., xxix, 145, 161, 162, 284, 292,
296, 297, 467, 488, 494, 495, 499,
507, 515, 520, 521, 591, 603, 604,
631
Geyer, C. J., 478, 497, 507, 509, 517, 530,
531, 536, 550, 592, 604
Ghosh, J. K., 153, 586, 592, 604
Ghosh, M., 111, 146, 439, 554, 595, 604
Ghosh, S. K., xl, xlii, 82, 597, 600, 609,
611
Giakoumatos, S. G., 509, 604
Gidas, B., 530, 604
Gigerenzer, G., 5, 604, 633
Gilks, W. R., 401, 404, 435, 446, 492, 509,
512, 597, 603–605, 628–630, 635,
638, 639
AUTHOR INDEX 649
Gill, J., xxxv, 5, 22, 39, 91, 98, 102, 116,
122, 127, 128, 131, 134, 157, 166,
179, 298, 316, 394, 415, 449, 453,
481, 484, 514, 531, 535, 555, 568,
584, 605, 616, 622, 627, 638, 640
Gill, P., 241, 276, 307, 568, 605
Girshick, M. A., xxxix, xlii
Giudici, P., 497, 589
Gleiber, D. W., 65, 590
Gliner, J. A., 5, 605
Glynn, P., 470, 584
Goel, P. K., 153, 238, 426, 438, 605
Goldberger, A. S., 145, 605, 637
Golder, E. R., 321, 605
Goldstein, H., 235, 438, 569, 606
Goldstein, M., 230, 606
Golomb, S. W., 321, 606
Golub, G. H., 288, 295, 606
Gonen, M., 606
Gonzalez, A., 191, 624
Gonzalez, R., 5, 607
Good, I. J., 7, 24, 32, 57, 208, 217, 235,
321, 436, 606
Goodman, J., 466, 606
Goodman, S. N., 5, 606
Gordon, G., 365, 639
Gorenstein, S., 321, 607
Gossett, W. S., 83, 607
Goutis, C., 242, 607
Granger, C. W. J., 249, 607
Granger, G. W. J., 494
Gray, H. L., 296, 607
Gray, V., 395, 607
Graybill, A., 607
Green, P. J., 352, 414, 513, 536, 537, 541,
549, 568, 587, 607, 625, 630
Greenbaum, C. W., 5, 600
Greenberg, E., 140, 246, 353, 357, 359,
373, 482, 593
Greene, W., xxxix, xlii, 168, 315, 607
Greenhouse, J. B., 118, 119, 129, 613
Greenwald, A. G., 5, 202, 607
Greenwood, J. A., 321, 607
Grenander, U., 353, 466, 584, 607
Grieve, A. P., 629
Grimes, P. W., 308, 634
Grimmett, G. R., 374, 607
Gruen, B., 92, 411
Guan, Y., 476, 607
Guihenneuc-Jouyaux, C., 480, 504, 607,
623
Gujarati, D. N., xxxix, xlii
Guo, S. W., 314, 607
Gupta A. K., 352, 592
Gupta, S. S., 249, 607, 632
Gurrin, L., 184, 640
Gustafson, P., 192, 193, 608
Guthrie, D., 5, 607
Gutierrez-Pena, E., 102, 108, 608
Gutieterrez, R., 624
Guttman, I., 189, 608
Haag, J., 421, 608
Haber, S., 288, 608
Haberman, S. J., 303, 307, 557, 608
Habibullah, M., 238, 598
Hadjicostas, P., 430, 608
Haggstrom, O., 458, 608
Hajek, B., 527, 530, 608
Haldane, J. B. S., 34, 608
Hall, B., 566, 587
Hall, G. J., Jr., 291, 542, 595, 623
Hall, R., 566, 587
Hall, W. J., 34, 107, 129, 291, 595, 627
Haller, H., 5, 608
Halpern, E. F., 146, 608
Halton, J. H., 322, 608
Hamacher, K., 548, 640
Hamilton, L. C., 189, 608
Hammersley, J. M., 324, 517, 608
Hampel, F. R., 189, 584, 608
Han, C., 608
650 Author Index
Handscomb, D. C., 517, 608
Handy, H. I., 278, 626
Hannan, M. T., 569, 608
Hanson, R. L., 587
Hanushek, E. A., xxxix, xlii, 221, 222,
244, 609
Haque, M. M., 430, 609
Hardle, W., 615
Haritou, A., 165, 593
Harlow, L. L. E., 5, 609, 622
Haro-Lopez, R., 517, 609
Harper, W. L., 612
Harrell, F. E., xxxix, xlii
Harris, R., 5, 607
Harris, T. E., 456, 609
Harrison, J., 82, 146, 210, 629, 640
Harrison, M., 374, 609
Hartigan, J. A., 82, 107–109, 137, 146,
154, 352, 421, 436, 587, 609
Hartley, H. O., 303, 304, 327, 609
Hartley, R., 530, 637
Harvey, A. C., 577, 609
Harville, D. A., 439, 613
Hastie, D., 538, 609
Hastings, N., 579, 599
Hastings, W. K., 32, 354, 356, 357, 609
Hatanaka, M., 494, 607
Haughton, D., 230, 598
Hausman, J., 566, 587
Hay, J. L., 628
Haynes, M. A., 628
Healy, M. J. R., 303, 609
Heath, D., 421, 609
Hedges, L., xxxix, xlii
Heidelberger, P., 467, 499, 500, 520, 609
Hellekalek, P., 321, 609
Henkel, R. E., 5, 624
Hernandez, F., 238, 609
Herz, C. D., 442, 631
Heumann, C., 263
Heyde, C. C., 316, 609
Hickernell, F. J., 275, 600
Higdon, D. M., 513, 587, 610
Higham, N. J., 322, 610
Highfield, R. A., 132, 642
Hill, B., 154, 610
Hill, J., 141, 315, 417, 440, 603, 610
Hill, J. R., 291, 610
Hill, R. C., 145, 601
Hill, S. D., 129, 635
Hills, S. E., 512, 610, 633
Hinkley, D. V., 215, 566, 599, 610
Hipp, C., 103, 610
Hjort, N. L., 291, 610
Hoaglin, D. C., 189, 194, 599, 610, 621
Hobert, J. P., 314, 448, 462, 463, 479, 542,
588, 610, 613
Hocking, R. R., 77, 304, 609, 635
Hodges, J. S., 100, 440, 591, 598, 610
Hoel, P. G., 334, 453, 610
Hoeting, J. A., 200, 610
Ho!, P., 550, 610
Hogarth, R. M., 117, 128, 610
Hogg, R. V., 71, 610
Hollander. M., 291, 615
Holley, R. A., 527, 610
Holst, L., 371, 588
Hong, Y., 249, 610
Hooker, C. A., 612
Hora, J. A., 610
Hora, S. C., 121, 610
Householder, A. S., 621
Howson, C., 5, 56, 201, 611
Hsu, J. S. J., 6, 146, 242, 430, 611, 617
Huang, D. S., 145, 611
Huang, H., 430, 609
Huang, Z., 603
Huber, P. J., 189, 584, 611
Hull, T. E., 321, 611
Hunter, J. E., xxxix, xlii, 5, 208, 611, 633
Hurd, W. J., 321, 611
Hurn, M., 513, 532, 592, 611
AUTHOR INDEX 651
Hurst, R. L., 321, 611
Hurvich, C. M., 238, 611
Hwang, C-R., 466, 527, 601, 603
Hwang, J. T., 611
Hyndman, R. J., 46, 611
Ibrahim, J. G., xxxix, xlii, 108, 110, 115,
116, 196, 197, 513, 519, 592, 611,
616
Ihak, R., xl
Imai, K., 364, 419, 611
Ingber, L., 530, 611
Ingrassia, S., 480, 612
Iosifescu, M., 339, 612
Ip, E. H. S., 314, 597
Irony, T. Z., 111, 612
Isaacs, G. L., 627
Johnk, M. D., 326, 327
Jackman, S., 315, 612
Jackson, C., 620
Jackson, J. E., xxxix, xlii, 221, 222, 244,
609
Jacobs, I. J., 352, 634
Jacobs, L., 353, 595
Jagerman, D. L., 320, 612
Jakab, E., 230, 641
James, W., 256, 262, 264, 265, 612
Jammalamadaka, S. R., 192, 585
Jamshidian, M., 307, 612
Janssen, A., 238, 612
Jansson, B., 320, 612
Jarner, S. F., 463, 612
Jarvis, E., 91, 612
Jaynes, E. T., 24, 131, 133, 612
Je!reys, H., 7, 32, 57, 103, 107, 111, 182,
208, 211, 217, 228, 422, 612
Jeliazkov, I., 230, 515, 516, 522, 593
Jeng, F-C., 527, 612
Jennrich, R. I., 307, 612
Jerrum, M. R., 466, 634
Johnk, M. D., 612
Johnson, M. E., 530, 548, 588
Johnson, N. L., 219, 281, 308, 579, 596,
612
Johnson, R. A., 238, 609, 612
Johnson, R. J., 613
Johnson, S. R., 145, 601
Johnson, V. E., 116, 133, 509, 612
Johnson, W., 118, 244, 586
Johnson, W. O., 606
Jones, G., 460
Jones, G. L., 463, 613
Jones, M. C., 322, 613
Joyce, P., 476, 607
Jørgensen, B., 553, 613
Kackar, R. N., 439, 613
Kadane, J. B., 32, 98, 116–118, 126–128,
141, 176, 190, 195, 230, 239, 242,
586, 613, 614, 633, 638, 641
Kahn, H., 276, 613
Kahneman, D., 128, 639
Kalyanam, K., 200, 613
Kannan, R., 466, 480, 601
Kaplan, A., 21, 613
Kaplan, H. B., 21, 613
Karatzas, I., 598
Karlin, S., 334, 453, 613
Kass, R. E., 57, 100, 108, 111, 118, 119,
129, 181, 195, 217, 223, 230, 231,
239, 240, 242, 268, 440, 591, 613,
614, 625, 638
Kaufmann, H., 553, 557, 600, 614, 617
Keating, J. P., 263, 614
Keijsers, L., 622
Keiser, L. R., 166, 622
Keith, J., 614
Kelleher, C. A., 394–396, 614
Kelton, W. D., 128, 616
Kemp, A. W., 612
Kempthorne, P. J., 260, 614
Kendall, M. G., 7, 614
652 Author Index
Kennedy, A. D., 542, 598
Kennedy, W. J., 296, 320, 326, 614, 617,
621
Keramidas, E. M., 638
Keren, G., 629, 633
Kery, M., 377, 614
Keynes, J. M., 7, 614
Kim, D., 223, 614
Kim, K-S., 438, 590
Kinderman, A. J., 321, 614
King, G., 38, 207, 298, 449, 554, 605, 614
Kirk, R. E., 5, 614
Kirkpatrick, S., 333, 525
Kitagawa, G., 146, 190, 614, 615
Kleibergen, F., 77, 615
Klein, J., 587
Kleppner, D., xxxix, xlii
Kloek, T., 32, 297, 615, 639
Knop, R. E., 321, 611
Knott, M., 615
Knuth, D. E., 320, 615
Kollman, K., 530, 615
Kolmogorov, A., 7, 615
Kong, A., 181, 364, 462, 517, 518, 615,
619
Koop, G., 210, 615
Koopman, L. H., 103, 615
Koppel, J. G. S., 371, 615
Kors, T. J., 527, 583
Korwar, R. M., 291, 615
Koskinen, S., 238, 621
Kotz, S., 219, 281, 308, 579, 596, 598, 600,
612, 615
Kowalski, J., 314, 615
Krauss, S., 5, 608
Krawczyk, H., 321, 615
Kreft, I. G. G., 415, 438, 615
Kreuzenkamp, H. A., 201, 615
Kriesi, H., 315, 610
Krishnamoorthy, K., 579, 615
Krishnan, T., 307, 315, 622
Kroese, D. P., 614
Krommer, A. R., 288, 615
Kronmal, R., 281, 321, 615
Kronrod, A. S., 295, 615
Krueger, J., 5, 615
Kruger, L., 604
Kruschke, J., 377, 616
Krzanowski, W. J., 77, 616
Kuh, E., 189, 586
Kullback, S., 238, 616
Kuo, L., 352, 641
Kurganov, I. A., 55, 616
Kusuoka, S., 527, 610
Kutner, M. H., xlii
Kyung, M., 374, 393, 616
L’Ecuyer, P., 321, 617
Lai, D., 163, 593
Lainiotis D. G., 583
Laird, N. M., 89, 268, 303, 305, 307, 316,
327, 586, 596, 616, 625
Lange, K. L., 182, 616
Lange, N., 307, 616
Langford, J., 365, 639
Laplace, P. S., 7, 10, 31, 65, 66, 106, 140,
239, 248, 616
Lapsley, D. K., 208, 633
Laud, P. W., 108, 110, 196, 611, 616
Lauritzen, S., 435, 616
Lavine, M., 180, 191, 192, 195, 218, 591,
616
Law, A. M., 128, 616
Lawler, G. F., 466, 616
Lawson, A. B., 430, 616
Laxton, R. R., xxx, xxxv
Le Cam, L., 145, 242, 617, 636
Leamer, E. E., 99, 117, 181, 183, 201, 202,
238, 247, 617
Learmonth, G. P., 321, 617
Ledolter, J., 314, 592
Lee, J., 587
AUTHOR INDEX 653
Lee, P. M., 57, 83, 215, 617
Lee, S., 499, 617
Lee, T. D., 176, 634
Lee, V. E., 438, 617
Lee, Y., 571, 626
Lee, Y.-J., 249, 610
Leech, N. L., 5, 605
Legendre, A. M., 31, 248, 556, 617
Lehmann, E. L., 51, 185, 202, 215, 242,
249, 259, 263, 264, 566, 617
Lehmer, D. H., 321, 617
Leimkuhler, B., 543, 617
Leinhardt, S., 621
Lempers, F. B., 146, 224, 225, 617
Leonard, T., 6, 145, 146, 161, 430, 617
Leroy, A. M., 189, 632
Lesa!re, E., 557, 617
Levin, J. R., 5, 631
Levine, R., 517, 617
Lewis C., 259, 618, 629, 633
Lewis, J. A., 58, 618
Lewis, P. A. W., 321, 617
Lewis, S. M., 242, 467, 478, 503–505, 518,
520, 521, 618, 629
Lewis, T., 189, 585
Lewis, T. G., 321, 618
Li, B., 230, 239, 641
Li, H-L., 618
Li, K-H., 298
Li, L., 317, 617, 618
Liang, F., 372, 619
Lindley, D. V., xxxvii, xlii, 6, 24, 32, 55,
119, 120, 127, 128, 145, 154, 185,
215, 224, 228, 230, 247, 248, 258,
267, 422, 436–438, 587, 593, 595–
597, 603, 606, 610, 618, 619, 623,
628, 632, 642
Lindman, H., 22, 599
Lindqvist, B. H., 113, 637
Lindsay, R. M., 5, 202, 618
Lindsey, J. K., 207, 618
Liniger, W., 321, 619
Lions, P. L., 638
Lipsey, M. W., xxxix, xlii
Liseo, B., 191, 619
Little, R. J. A., 182, 304, 314, 315, 586,
616, 619
Litton, C. D., xxx, xxxv, 34, 590
Liu, C., 314, 508, 619
Liu, J. S., 181, 298, 364, 372, 462, 466,
508, 512, 517, 518, 532, 615, 619
Liu, W., 192, 585
Liu, Y-H., 430, 620
Locatelli, M., 530, 619
Longini, I. M., 435, 633
Lopes, H. F., 339, 602
Lou, K., 176, 597
Louis, T. A., xxxix, xlii, 51, 74, 89, 184,
228, 232, 240, 242, 249, 263, 268,
291, 307, 315, 316, 322, 430, 447,
584, 591, 616, 619
Lowery, D., 395, 607
Lu, M., 128, 619
Lubrano, M., 82, 107, 153, 586
Luck, S. J., 208, 642
Lucy, D., xxx, xxxiv, xxxv
Lundy, M., 525, 530, 620
Lunn, A. D., 322, 613
Lunn, D., 33
Lunn, D. J., 377, 384, 398, 620, 636
Lurie, D., 321, 621
Lwin, T., 268, 278, 620
Lynn, R., 85, 620
Macdonold, R. R., 5, 620
MacEachern, S. N., 478, 620
Machida, M., 600
MacLaren, M. D., 321, 620, 621
MacPherson, R. D., 321, 594
Madigan, D., 610
Madras, N., 480, 620
Maitra, A. P., 103, 585
654 Author Index
Majamaa, K., 238, 621
Makelainen, T., 557, 620
Makov, U. E., 89, 199, 291, 426, 428, 430,
603, 620, 638
Malaik, S. A., 622
Malako!, D., xxix, xxxv
Mallick, B. K., xl, xlii, 82, 517, 597, 600,
609, 611
Mallows, C. L., 291, 584, 598
Malov, S. V., 322, 620
Maltzman, F., 578, 620
Manski, C. F., 479, 620
Marın, J. M., 146, 620
Marcu, M., 513, 601
Marden, J. I., 207, 230, 620
Marinari, E., 531, 620
Maritz, J. S., 192, 268, 620
Marsaglia, G., 321, 322, 325, 620, 621
Marshall, A. W., 29, 296, 621
Martınez, C., 192, 624
Martelin, T., 238, 621
Martikainen, P., 238, 621
Martin, A., 98, 208, 231, 621, 629
Martın, J., 249, 621
Martins, A. C. R., 66, 621
Mason, R. L., 263, 321, 614, 621
Mason, W. M., 438, 439, 445, 446, 621,
641
Matthews, P., 548, 621
Matts, J. P., 591
Mayer, M., 275, 621
Mazumdar, M., 321, 592
McAleer, M., 201, 615
McArdle, J. J., 321, 621
McCabe, G. P., 167, 624
McCloskey, D. N., 5, 621, 642
McCullagh, P., xl, xlii, 51, 179, 207, 570,
571, 621
McCulloch, C. E., 313, 479, 570, 621, 622,
625
McCulloch, R. E., 237, 414, 603, 622
McCullough, B. D., 321, 568, 622
McDonald, G. C., 15, 622
McDonald, M. P., 321, 514, 568, 584
McGrath, K., 451, 622
McGuire, J. W., 622
McKendrick, A. G., 303, 622
McLachlan, G. J., 307, 315, 622
Mead, M., 422, 601, 622, 627
Mebane, W. R., Jr., 569, 622
Medvedev, R., 55, 622
Meeden, G., 554, 604
Meehl, P. E., 5, 208, 622
Mees, A., 530, 620
Meeus, W., 208, 622
Mehra, R. K., 583
Meier, K. J., 91, 98, 157–160, 166, 171,
261, 262, 605, 622, 635
Meilijson, I., 307, 622
Mendoza, M., 129, 587
Mendoza-Blanco, J. R., 615
Meng, M., 197
Meng, X-L., 215, 223, 314, 315, 365, 517,
541, 595, 603, 618, 623, 639
Mengersen, K. L., 291, 462, 466, 480, 491,
587, 623, 630
Menzefricke, U., 321, 352, 623, 628
Metropolis, N., 27, 32, 276, 281, 333, 354,
357, 367, 623
Meyer, K. R, 623
Meyer, Kenneth R, 542
Meyer, M., 621
Meyn, S. P., xxxix, xlii, 341, 343, 455,
457, 460, 461, 465, 472, 480, 509,
527, 623
Micheas, A., 176, 597
Mihram, D., 322, 623
Mihram, G. A., 322, 623
Miller, A., 130
Miller, A. J., 201, 623
Miller, J. C. P., 321, 629
Miller, J. H., 530, 615
AUTHOR INDEX 655
Min, C-K., 465, 507, 508, 521, 642
Mira, A., 466, 514, 623, 638
Mitchell, T. J., 130, 131, 414, 623
Mitra, D., 527, 530, 623
Mitter, S. K., 527, 602
Mkhadri, A., 314, 624
Moe, T., 157, 593
Molenberghs, G., 430, 626
Møller, J., 541, 624
Monahan, J. F., 287, 321, 324, 614, 624
Monette, G., 110, 599
Montgomery, D. C. C., xxxix, xlii
Montgomery, J. M., 199, 624
Mooney, C. Z., 322, 624
Moore, D., 632
Moore, D. S., 167, 624
Moore, L. R., 321, 601
Moran, J. L., 5, 624
Moreno, E., 191, 192, 226, 230, 613, 624
Moreno, S., 379, 638
Morey, R. D., 231, 624
Morgan, B. J. T., 283, 320, 530, 589, 624
Morgan, G. A., 5, 605
Morgan, M., 604
Morgan, R. L., 104, 595
Morris, C. N., 102, 192, 263, 266–268, 430,
593, 599, 624
Morrison, D. E., 5, 624
Mortera, J., 223, 225, 230, 586
Morton, J. M., 608
Morton, K. W., 324
Morton, R., 316, 609
Mosteller, F., 194, 599, 610
Mottl, V., 249, 638
Mouchart, M., 161, 438, 594, 624
Moulines, E., 480, 601
Moulton, B. R., 193, 642
Mukerjee, R., 111, 604
Mukhopadhyay, N., 586
Mulaik, S. A., 609
Muller H. G., 352, 589
Muller, M. E., 321, 514, 588, 625
Muller, P., 449, 594
Murata, N., 232, 625
Murdoch, D. J., 541, 542, 600, 607, 625
Murray, D. J., 5, 604
Murray, G. D., 327, 625
Murray, W., 241, 276, 307, 568, 605
Muthen, B., 417, 625
Mutz, D., 365, 599, 639
Mykland, P., 508, 625, 641
Myles, J. P., 118, 635
Myres, R. H., 304, 591
Nachtsheim, C., xlii
Nadarajah, S., 579, 615
Nagin, D., 594
Nance, R. E., 322, 625
Nandram, B., 511, 625
Natarajan, R., 440, 479, 625
Naylor, J. C., 295, 625
Nazaret, W., 423, 628
Neal, R. M., 513, 530, 532, 533, 542, 543,
545, 625
Neave, H. R., 321, 625
Neftci, S. N., 232, 625
Nelder, J. A., xl, xlii, 51, 179, 207, 303,
564, 567, 570, 571, 621, 626
Nesnas, I. A. D., 365, 599, 639
Neter, J., xxxix, xlii
Nevzorov, V. B., 499, 579, 585, 626
Newcomb, S., 303, 626
Newton, M. A., 430, 626
Ney, P., 341, 456, 459, 465, 584
Neyens, T., 430, 626
Neyman, J., 22, 31, 210, 612, 626, 636
Ng, K. W., 579, 600
Ni, S., 249, 626
Nickerson, R. S., 5, 626
Nicolaou, A., 215, 626
Niederreiter, H., 275, 321, 600, 626
Nigm, A. M., 278, 626
656 Author Index
Nihtila, E., 238, 621
Normand, S., 205, 598
Norrander, B., 481–483, 626
Norris, J. R., xxxix, xlii, 339, 373, 458,
626
Novick, M. R., 6, 34, 107, 129, 176, 422,
618, 626, 627, 630
Ntzoufras, I., 377, 384, 627
Nummelin, E., xxxix, xliii, 339, 342, 457,
459, 460, 627
Nyhan, B., 199, 624
O’Hagan, A., 121, 128, 133, 184, 192, 193,
226, 227, 291, 425, 586, 594, 627
Oakes, M., 5, 627
Oh, M.-S., 627
Olivera, S., 531, 627
Olkin, I., 29, 621
Omer, H., 5, 595
Orans, M., 422, 627
Orchard, T., 304, 627
Ord, J. K., 77, 306, 569, 598, 637
Orey, S., 459, 627
Orton, C., 627
Overstreet, C., 322, 625
Pagan, A., 181, 627
Page, S. E., 530, 615
Palmer, T. M., 379, 638
Pang, X., 131, 208, 627
Parisi, G., 531, 620
Parmar, M. K. B., 599, 618, 635
Parmigiani, G., 449, 594
Pasta, J., 276, 627
Pathak, P. K., 604
Patil, G. P., 598
Patterson, R. L., 256, 627
Patterson, T. N. L., 295, 627
Pauler, D. K., 352, 634
Payne, W. H., 321, 618, 627
Peach, C., 279, 627
Peacock, B., 579, 599
Pearce, M. C., 321, 585
Pearson, E. S., 22, 31, 210, 626
Pearson, K., 31, 138, 217, 627, 628
Peck, E. A., xlii
Pedlow, S., 315, 623
Pendleton, B. J., 542, 598
Pennington, R. H., 296, 628
Pepple, P. A., 569, 584
Pericchi, L. R., 191, 225, 226, 423, 448,
587, 613, 624, 628, 632
Perkins, W. C., 321, 628
Perks, W., 109, 628
Peskun, P. H., 32, 354, 367, 628
Peters, S., 365, 639
Peters, S. C., 613
Peterson, A. V., Jr., 281, 615
Petkova, E., 165, 593
Petras, R., 365, 639
Petrella, L., 191, 292, 604, 619
Petrie, T., 304, 585
Petrone, S., 291, 628
Petrov, N., 583
Pettit, L. I., 189, 224, 628
Pettitt, A. N., 418, 628
Phadia, E. G., 291, 600
Phillips, D. B., 347, 628
Phillips, D. T., 321, 628
Phillips, L. D., xxxi, xxxv
Phillips, P. C. B., 110, 414, 628
Pitman, E. J. G., 103, 628
Pizer, S. M., 296, 628
Placket, R. L., 7, 628
Poirer, D. J., 23, 38, 108, 180, 184, 555,
628
Polasek, W., 181, 194, 195, 203, 629
Pole, A., 82, 146, 210, 629
Polinard, J. L., 157, 261, 622
Politis, D. N., 604
Pollard, A. M., xxxiv, xxxv
Pollard, P., 5, 211, 629
Pollard, W. E., 145, 210, 629
AUTHOR INDEX 657
Polson, N. G., 353, 443, 462, 465, 466,
476, 480, 591, 601, 629, 631
Popper, K., 202, 629
Port, S. C., 334, 453, 610
Pratt, J. W., 208, 629
Pratte, M. S., 624
Pregibon, D., 571, 598, 626
Prentice, M. J., 321, 629
Press, S. J., xl, xliii, 3, 23, 57, 147, 242,
278, 279, 422, 584, 629
Press, W. H., 288, 530, 629
Price, R., 9
Priestley, M. B., 486, 494, 499, 629
Priouret, P., 480, 601
Propp, J. G., xxxix, xliii, 479, 538, 629
Pulaski, C. A., 521, 585
Qingfeng, G., 454, 642
Quinn, K. M., 98, 208, 231, 621, 629
Raaijmakers, J. G. W., 230, 641
Rabinowitz, P., 288, 295, 595
Racine, A., 441, 629
Racine-Poon, A., 640
Raftery, A. E., 57, 98, 181, 200, 202, 208,
217, 224, 225, 230, 231, 240, 242,
291, 364, 467, 478, 503–505, 518,
520, 521, 583, 586, 610, 613, 618,
626, 628, 629
Rai!a, H., xxxix, xliii, 120, 247, 630
Ramage, J. G., 321, 614
Ramberg, J. S., 321, 637
Ramsey, J. O., 176, 630
Ramsey, N., xxxix, xlii
Rao, C. R., 145, 201, 630
Rasbash, J., 569, 606
Rathbun, S. L., 478, 630
Raudenbush, S. W., 235, 438, 569, 590,
630, 632
Ravishanker, N., 145, 630
Rebbi, C., 353, 595
Reese, R., xxx, xxxv
Regazzini, E., 192, 630
Register, C. A., 308, 634
Reich, S., 543, 617
Reid, N., 268, 583
Reiter, J. P., 315, 642
Reneau, D. M., 23, 632
Revuz, D., 455, 630
Rhame, F. S., 591
Richard, J-F., 82, 107, 153, 586
Richardson, J. T. E., 5, 210, 629
Richardson, S., 469, 537, 597, 603, 604,
628–631, 638
Richardson, W., 256, 627
Richey, M., 333, 630
Richtmyer, R., 276
Rinnooy, K., A., 639
Rıos Insua, D., 176, 249, 597, 601, 608,
620, 621, 624, 634
Ripley, B. D., xl, xliii, 320, 353, 433, 630,
639
Ritter, C., 508, 630
Rizvi, H., 600
Robbins, H., 268, 630
Robert, C., 591
Robert, C. P., xxxix, xliii, 77, 89, 111,
132, 133, 200, 231, 237, 241, 259,
267, 291, 297, 301, 316, 320, 333,
334, 356, 438, 454, 469, 479, 480,
491, 492, 504, 508–510, 514, 517–
519, 532, 536, 591, 592, 597, 607,
610, 611, 623, 630, 631
Roberts, C. A., xxxiv
Roberts, F. D. K., 321, 598
Roberts, G., 590
Roberts, G. O., 92, 343, 353, 461–463,
465–467, 479, 480, 492, 504, 508,
509, 511, 512, 514, 589, 594, 603–
605, 612, 631, 635
Robinson, D. H., 5, 631
Robinson, P. M., 238, 631
Robinson, W. D., 321, 638
658 Author Index
Roethlisberger, F., 551, 631
Rogers, W. H., 584
Romeo, F., 527, 530, 623
Romney, A. K., 51, 631
Ronchetti, E. M., 608
Rosay, A. B., 442, 631
Rosenblatt, M., 464, 631
Rosenbluth, A. W., 276, 367, 623
Rosenbluth, M. N., 276, 367, 623
Rosenkranz, R. D., 131, 631
Rosenthal, J. S., 5, 364, 460–464, 466,
480, 511, 514, 541, 589, 594, 595,
600, 625, 631, 632
Rosnow, R. L., 5, 632
Ross, S., 334, 453, 632
Rossi, P. E., 237, 297, 622, 642
Rouder, J. N., 624
Rousseeuw, P. J., 189, 608, 632
Roweth, D., 542, 598
Rozeboom, W. W., 5, 202, 208, 632
Rubin, D. B., 89, 154, 196, 215, 227, 230,
268, 296, 298, 303–305, 307, 314–
316, 327, 328, 368, 476, 477, 488,
496–498, 507, 508, 520, 521, 548,
586, 596, 603, 619, 623, 625, 632
Rubin, H., 249, 632
Rubinstein, R. Y., 275, 632
Ruggeri, F., 176, 191, 192, 249, 597, 601,
608, 613, 620, 621, 624, 632, 634
Ruppert, D., 194, 571, 591
Russell, B., 201, 632
Rustagi, J., 600
Sabatti, C., 532, 619
Sagan, A., 416, 632
Sahu, S. K., 463, 480, 509, 512, 602, 603,
605, 631
Sakia, R. M., 238, 632
Sala-I-Martin, X., 202, 632
Salinetti, G., 191, 613, 619, 624
Salo!-Coste, L., 465, 470, 597
Samaniego, F. J., 23, 632
Sampson, R. J., 569, 632
Sandell, D., 371, 588
Sangiovanni-Vincentelli, A. L., 527, 530,
623
Sanso, B., 448, 632
Sanz, P., 192, 595
Sargent, D. J., 100, 440, 610
Satorra, A., 417, 625
Satten, G. A., 435, 633
Savage, L. J., xxxix, xliii, 22, 32, 99, 119,
128, 247, 249, 422, 599, 633
Sawa, T., 232, 238, 633
Schafer, J. L., 633
Schaub, M., 377, 614
Schervish, M. J., 5, 190, 218, 242, 462,
616, 633
Scheuer, E. M., 321, 633
Schilling, S., 517, 623
Schladitz, K., 541, 624
Schlaifer, R., 120, 247, 630
Schmeiser, B., 361, 592
Schmetterer, L., 607
Schmidt, F. L., xxxix, xlii, 5, 208, 611,
633
Schmidt, K., 557, 620
Schoenfeld, A. H., 5, 590
Schofield, N., 208, 633
Schonmann, R. J., 530, 600
Schruben, L. W., 499, 633
Schwartz, S. J., 622
Schwarz, G., 633
Scollnik, D. P. M., 449, 450, 633
Scott, D. W., 323, 633
Scott, J. G., 443, 629
Scott, L., 612
Searle, S. R., 570, 622
Secrest, D. H., 295, 637
Sedlmeier, P, 5, 633
Seewald, W., 512, 633
Seidenfeld, T., 117, 190, 633
AUTHOR INDEX 659
Sellke, T., 5, 211, 212, 215, 224, 259, 587
Seltzer, M. H., 436, 633
Selvin, S., 13, 633
Sened, I., 208, 633
Serlin, R. C., 5, 208, 595, 633
Sethuraman, J., 341, 456, 585
Settle, J. G., 321, 605
Severini, T. A., 215, 633, 634
Sezer, D., 480, 620
Shafer, G., 228, 634
Shannon, C., 131, 634
Shao, J., 39, 73, 145, 201, 247, 249, 258,
306, 555, 557, 570, 571, 634
Shao, Q-M., 47, 302, 512, 513, 519, 592
Sharp, A. M., 308, 634
Shaw, E. H., 176, 634
Shaw, J. E. H., 634
Sheu, S.-J., 466, 601
Sheynin, O. B., 10, 634
Shumway, R., 238, 611
Shyamalkumar, N. D., 180, 634
Sibuya, M., 321, 634
Siegmund, D., 322, 634
Silvapulle, M. J., 557, 634
Simar, L., 161, 615, 624
Simmons, R., 365, 639
Simon, W., 613
Sims, C. A., 82, 110, 634
Sinclair, A. J., 466, 634
Singh, H., 499, 633
Singleton, R., Jr., 21, 634
Singpurwalla, N. D., 111, 119, 591, 612,
618
Sinha, D., xxxix, xlii, 595, 611
Sinsheimer, J. S., 637
Siow, A., 111, 112, 642
Sivaganesan, S., 191, 192, 634
Skates, S. J., 352, 634
Skene, A. M., 176, 295, 634
Skinner, B. F., 21, 634
Small, M. J., 98, 641
Smith, A. F. M., 377
Smith, A. F. M., xxix, xxxv, 7, 32, 89,
102, 108, 127, 145, 146, 176, 189,
199, 224, 225, 248, 256, 291, 295,
296, 333, 343, 347, 352, 353, 367,
421–423, 426, 428, 430, 436–439,
461, 476, 480, 512, 513, 517, 518,
587, 591, 593, 595–597, 602–604,
606, 608–610, 618–620, 623, 625,
628, 629, 631–633, 635, 638, 640,
642
Smith, C. A. B., 422, 635
Smith, K. B., 157, 159, 160, 262, 622, 635
Smith, R. L., 361, 635
Smith, W. B., 77, 635
Smith, W. S., 613
Smyth, G. K., 571, 635
Sobol, I. M., 275, 635
Sokal, A. D., 466, 513, 598, 606, 616
Solheim, T., xxxv
Solomon, P. J., 5, 624
Solzhenitsyn, A. I., 55, 635
Soofi, E. S., 238, 598
Sorensen, D., 537, 640
Soules, G., 585
Sowey, E. R., 322, 635
Spall, J. C., 129, 635
Speckman, P. L., 624
Spetzler, C. S., 116, 117, 128, 635
Spiegelhalter, D. J., 33, 116, 118, 119,
224, 225, 232, 233, 423, 435, 588,
589, 597, 599, 601, 603–605, 616,
618, 620, 628–630, 635, 636, 638
Srinivasan, C., 176, 613
Srivastava, J. N., 607
Stael von Holstein, C. S., 116, 117, 128,
635
Stahel, W. A., 608
Stangl, D. K., 423, 598, 636
Stanton, L. W., 128, 600
Steen, N. M., 295, 636
660 Author Index
Ste!ey, D., 117, 268, 613, 636
Stegun, I. A., 294, 583
Steiger, J. H., 609, 622
Stein, C., 215, 256, 262–265, 612, 636
Stein, M. L., 530, 548, 588
Stephens, D. A., 352, 636
Stephens, M., 200, 636
Stern, H. S., 204, 223, 603, 636
Stern, S. E., 215, 287, 597, 636
Steward, L., 32, 636
Stewart, L., 296, 636
Stigler, S. M., 10, 555, 636
Stijnen, T., 268, 639
Stirzaker, D. R., 374, 607
Stoller, D. S., 321, 633
Stone, C. J., 334, 453, 610
Stone, M., 110, 204, 232, 596, 636
Straight, B. C., 21, 634
Stram, D. O., 307, 616
Strawderman, W. E., 249, 590
Stroock, D. W., 466, 527, 597, 610
Stroud, A. H., 288, 295, 636, 637
Stuart, A., 77, 306, 569, 637
Student, A., 31, 637
Styan, G. P. H., 557, 620
Suchard, M. A., 352, 637
Sudderth, W., 421, 609
Sun, D., 249, 626
Sundberg, R., 304, 307, 637
Suppes, P., 422, 637
Swartz, T., 320, 599
Swendsen, R. H., 364, 513, 637
Szu, H., 530, 637
Tadikamalla, P. R., 321, 637
Takahara, G., 542, 625
Takeuchi, K., 232, 637
Tan, K. K. C., 404, 604
Tanner, M. A., 82, 297, 298, 314, 316, 355,
362–364, 462, 492, 508, 516, 586,
595, 630, 637, 640
Tanur, J. M., 23, 629
Taralsden, G., 113, 637
Taylor, H. M., 334, 453, 613
Taylor, J. M. G., 182, 616
Teller, A. H., 276, 367, 623
Teller, E., 276, 367, 623
Teukolsky, S. A., 629
Thatcher, A. R., 215, 637
Thayer, D. T., 259, 618
Theil, H., 221, 637
Thisted, R., 295, 296, 307, 637
Thomas, A., 33, 435, 588, 605, 620, 635,
636
Thompson J. R., 379, 638
Thompson, B., 5, 637, 638
Thompson, E. A., 314, 530, 531, 604, 607
Thorisson, H., 470, 584
Thrun, S., 365, 639
Tiao, G. C., 57, 71, 82, 109, 111, 129, 145,
147, 148, 153, 436, 588, 638, 642
Tibshirani, R. J., 327, 599
Tierney, L., 32, 195, 230, 239, 242, 339,
341, 343, 353, 355, 456, 462, 466,
499, 508, 514, 614, 623, 625, 633,
638
Titterington, D. M., 89, 199, 291, 426,
592, 610, 638
Tiwari, R. C., 292, 593
Tobin, J., 481, 577, 638
Toman, M. A., 308, 588
Tong, Y. L., 77, 147, 638
Tooby, J., 123, 594
Toothill, J. P. R., 321, 638
Torres, J. C., 608
Torrie, G. M., 550, 638
Toutenburg, H., 145, 201, 630
Tran, T. T., 628
Tsai, C-L., 238, 291, 610, 611
Tsang, W. W., 325, 621
Tsitsiklis, J. N., 530, 587, 638
Tsui, K-W., 430, 617
AUTHOR INDEX 661
Tsutakawa, R. K., 288, 601
Tu, D., 145, 634
Tu, X. M., 615
Tukey, J. W., 194, 584, 599, 610
Turing, A., 217
Turkov, P., 249, 638
Turnbull, B. W., 304, 638
Turner, D. A., 291, 640
Tutz, G., xl, xlii, 179, 207, 557, 566, 571,
600
Tversky, A., 120, 128, 422, 618, 638, 639
Tweedie, R. L., xxxix, xlii, 341, 343, 455,
457, 458, 460–463, 465, 466, 472,
480, 509, 527, 542, 594, 623, 631,
639
Ueberhuber, C. W., 288, 615
Uhlig, H., 110, 634
Ulam, S., 276, 281, 623, 627, 639
Urbach, P., 5, 56, 201, 611
Vaidyanathan, S. K., 230, 239, 614
Valderrama, M., 624
Valleau, R. L., 550
Valleau, R. L., 638
van de Schoot, R., 622
Van De Walle, N., 197, 562, 589
van der Linde, A., 232, 589, 636
van Dijk, H. K., 32, 77, 297, 365, 615, 623,
639
van Dyk, D., 364, 419, 603, 611
van Houwelingen, H. C., 268, 639
van Laarhoven, P. J. M., 525, 530, 639
Van Loan, C. F., 288, 606
Vanhanen, T., 85, 620
Vannucci, M., 259, 590
Vanpaemel, W., 98, 639
Varian, H. R., 252, 639
Varshavsky, J. A., 587
Vecchi, M. P., 333, 525, 614
Venables, W. N., xl, xliii, 433, 639
Venn, J., 106, 639
Verma, V., 365, 639
Veronese, P., 102, 594
Vetterling, W. T., 629
Vidakovic, B., 292, 639
Villegas, C., 34, 107, 215, 592, 639
Vines, S. K., 512, 639
Vining, G. G., xlii
Volinsky, C. T., 610
Volpe, R., 365, 599, 639
Von Mises, R., 22, 639
von Neumann, J., 276, 281, 640
Vuong, Q. H., 238, 640
Waagepetersen, R., 537, 640
Wagenmakers, E-J., 230, 641
Wagner, K., 157, 640
Wahlbeck, P. J., 578, 620
Wakefield, J. C., 439, 513, 514, 595, 640
Wald, A., xxxix, xliii
Walker, A. J., 321, 640
Walker, L., 98, 116, 122, 605
Walker, S., 514, 595
Wallace, N. D., 321, 640
Walley, P., 184, 640
Wallstrom, G., 594
Wang, J., 325, 621
Wang, J. S., 364, 513, 637
Wang, Y., 5, 208, 215, 229, 587
Wasserman, L., 100, 112, 190, 192, 193,
223, 231, 594, 608, 613, 614, 624,
632, 640
Wasserman, W., xlii
Waterton, J., 451, 622
Wedderburn, R. W. M., xlii, 553, 557,
564, 567–569, 626, 640
Wedel, M., 314, 597
Wei, G. C. G., 314, 640
Weisberg, S., 189, 194, 594
Weiss, L., 249, 640
Weiss, N., 585
Weiss, R. E., 189, 195, 589, 637, 640
662 Author Index
Welch, P. D., 467, 499, 500, 609
Wells, M. A., 308, 588
Wells, M. T., 586, 611
Welsch, J. H., 295, 606
Welsch, R. E., 189, 586, 621
Wenzel, W., 548, 640
West, M., 82, 134, 146, 153, 200, 210, 291,
599, 629, 640
Western, B., 24, 234, 235, 439, 569, 602,
640, 641
Westfall, P. H., 606
Westlake, W. J., 321, 641
Westmacott, M., 303, 609
Wetzels, R., 230, 641
Wheeler, D. J., 321, 641
White, H., 237, 238, 249, 499, 569, 593,
641
Whitford, A. B., 208, 629
Whitney, T. P., 635
Whittaker, J., 321, 435, 512, 641
Whittlesey, J. R. B., 321, 641
Wild, P., 401, 512, 605, 639
Wiles, P., 55, 641
Wilkinson, G. N., 5, 20, 641
Willetts, H., 635
Wilmer, E. L., 466, 602
Wilson, B., 321, 622
Wilson, D. B., xxxix, xlii, xliii, 479, 538,
629
Winkler, R. L., xxxix, xliii, 117, 128, 613,
641
Witko, C., 394, 605
Wolfson, L. J., 98, 126, 141, 613, 641
Wolpert, R. L., 207, 208, 210, 215, 229,
586, 587
Womack, A., 415, 605
Wong, G. Y., 438, 439, 445, 446, 621, 641
Wong, M. H., 436, 633
Wong, W. H., 181, 230, 239, 362–364, 372,
462, 516–518, 615, 619, 637, 641
Woodbury, M. A., 304, 627
Woods, J. W., 527, 612
Woodward, P., 379, 641
Woodworth, G., 521, 585
Wright, G., 99, 641
Wright, M. H., 241, 276, 307, 568, 605
Wrinkle, R., 157, 261, 622
Wu, C. F. J., 303, 307, 308, 327, 641
Wu, Y., 642
Yackee, S. W., 394–396, 614
Yang, R., 140, 587
Yang, T. Y., 352, 641
Ylvisaker, D., 98, 102, 153, 597
Yonggang, L., 606
Yor, M., 598
Yoshizawa, S., 232, 625
Young, C., 199, 641
Yu, B., 508, 625, 641
Zabell, S., 31, 32, 641
Zangwill, W. I., 303, 641
Zaremba, S. K., 597, 621
Zaslavsky, A. M., 589
Zellner, A., xliii, 24, 57, 82, 97, 111, 112,
132, 142, 145–148, 152, 153, 157,
193, 261, 297, 436, 465, 507, 508,
521, 597, 606, 610, 612, 613, 638,
641, 642
Zhang, W., 208, 642
Zhang, Z., 537, 642
Zhao, X., 352, 642
Zhenting, H., 454, 642
Zhou, X., 315, 642
Zhukova, E. E., 499, 626
Zidek, J. V., 110, 596
Ziliak, S. T., 5, 621, 642
Zimmer, W. J., 268, 596
Zuur, G., 512, 642
SUBJECT INDEX 663
Subject Index
absorbing state, 340
accept/reject decision, 284, 518
acceptance-rejection method, 281, 373
action, 249, 250
adaptive rejection sampling, 401–404
admissible, 39, 554
AIDS, 21
Akaike information criterion (AIC), 189,
225, 232, 238, 243
American National Election Study, 404
anchored ratio convergence criterion, 466
ancillary statistic, 518
ANOVA, 409
antithetic variates, 324
approximation distribution
criteria, 297
AR(1) model, 139
asymptotic Bayesian property, 72
asymptotic relative e"ciency, 517
AT&T, xl
auxiliary variables, 514
average shifted histogram, 323
Banach space, 464
baseline hazard, 318
Bayes Factor, 42, 209, 216, 368
partial, 226
definition, 216
di!erence of means, 219
fractional, 227
GLM, 220
improper priors, 223–225, 227, 228
intrinsic, 225
local, 224
mean test, 218
mixtures, 291
transitive property, 217
Bayes rule, 256, 272
Bayes’ Law, 9, 17, 40, 553
definition, 10
with data, 12
BayesFactor, 231, 245
Bayesian expected loss, 251, 261
Bayesian inference, 15, 58, 100, 107, 209,
212, 223, 421, 422
Bayesian information criterion (BIC), 231,
243
Bayesian learning, 53–56
Bayesian linear model, 145, 383
conjugate priors, 151, 169
interpretation of coe"cients, 150
outliers, 193
uninformative priors, 147, 169
Bayesian model averaging, 131, 177, 198
Bayesian point estimate, 69
Bayesian posterior risk, 260
Bayesian robustness, 189
Bayesian steps, 6
Bayesian thinking, 8, 59
Bayesian Tobit model, 481–483, 550
Bayesian/frequentist di!erences, 59
Bayesianly justifiable, 227
bayesm, xxix
bayesmix, 92, 379
Behrens-Fisher problem, 522
bias, 39, 555
frequentist p-values, 212
from heteroscedasticity, 567
Markov chain Monte Carlo results,
508, 510
model specification, 215, 232
BOA, xxix, 399, 433, 467, 470, 475, 479,
481, 486, 493, 494, 498, 499, 501–
505, 507, 520, 663
BOA
R package, 433
autocorrelations, 486
664 Subject Index
Gelman and Rubin, 498, 520
Geweke, 494, 520
Heidelberger and Welch, 502
Raftery and Lewis, 503, 505
Boole’s Inequality, 471
Box-Muller method, 321, 514
Brownian Bridge, 499
BRugs, 33
RRugs, 379, 393
BUGS, 451, 523
correlation matrix, 511
data augmentation, 364
diag, 520
diagnostics, 507
furnished examples, 510
Gelman and Rubin, 497
limitation, 513
node, 380–381, 384
Poisson-gamma code, 431
precisions, 484
sampling algorithm, 401
steps, 380
syntax, 381, 384, 392–393
uniformed priors, 431
BUGS, xxvi, xxvii, xxix, xxxi, xl, xli, 32,
33, 73, 74, 158, 160, 171, 177,
364, 370–372, 375, 377–385, 387,
389, 391, 393, 394, 396, 398, 401,
406, 408–411, 416, 420, 423, 431,
432, 436, 439–443, 447–451, 470,
475, 484, 507, 510, 511, 513, 519–
521, 548, 664
BugsXLA, 379
burn-in period of a chain, 27, 345, 386,
387, 392, 432, 440, 476, 478, 479,
483, 484, 488, 491, 494, 503–505,
508–510
canonical form, 553
canonical link, 553
censored Poisson data, 327
central limit theorem, 39, 59, 69, 212, 277,
368, 370, 460, 488, 509, 555, 557
Bayesian, 72
ergodic, 343
Geweke diagnostic, 494
changepoint problem, 346, 549
Chapman-Kolmogorov Equations, 338
Cholesky factorization, 567
clinical trials, 116, 119
CODA, xxix, 48, 387, 388, 392, 399, 410,
433, 444, 451, 467, 470, 475, 479,
481, 485, 486, 493–495, 497–499,
503, 504, 507, 520, 664
CODA
R package, 388, 433
autocorrelations, 486
Gelman and Rubin, 520
Geweke, 494, 495
Raftery and Lewis, 503
complete data conditional MLE, 313
complete data maximum likelihood, 310
complete data problem, 303
concavity, 299, 480, 557
conditional amount of sample information
(CASI), 426
conditional inference, 15
conditional probability
definition, 10
conjugacy, 51
beta-binomial, 49, 243, 244
definition, 100
exponential/gamma, 100
limitations, 104
normal, 72
constrained linear equations, 276
converge diagnostic
empirical, 493–509
convergence diagnostic
allocation maps, 492
ANOVA test, 496
density plot, 490–491
SUBJECT INDEX 665
Gelman and Rubin, 496–499, 520, 521,
548
many short runs, 497, 507
number of chains, 497
overdispersion, 497
problems, 497
steps, 496
Geweke, 433, 494–495, 520, 521
long run, 494, 507
window ratios, 494
graphical, 487
Heidelberger and Welch, 433, 499–
503, 520
halfwidth test, 500
parameters, 500
histogram, 487–490
Liu, Liu, and Rubin, 508
Metropolis-Hastings acceptance rate,
492
Mykland, Tierney, and Yu, 508
Raftery and Lewis, 503–505, 520
problems, 504
steps, 503
Ritter and Tanner, 508
Roberts, 508
running mean, 490–491
envelope plot, 434
traceplot, 432, 486–490
Yu and Mykland, 508
Zellner and Min, 507, 521
cooling schedule, 526
coupling from the past, 479, 538, 550
Cramer-Rao lower bound, 39, 555
Cramer-von Mises statistic, 499, 500
credible interval, 5, 19, 43, 55, 56
equal tail, 43
credible set, 43
CUSUM plot, 508
Darmois-Pitman-Koopman Theorem, 103
data
Challenger, 324
migration in Thailand, 234
murder, 92
obesity, 89, 244, 410
suicide, 92
teenage depression, 410
data augmentation, 362–364
as Gibbs sampling, 364
convergence, 364
imputation step, 363
latent data, 364
posterior identity, 363
posterior step, 363
predictive identity, 363
substitution, 363
versus EM, 364
de Finetti’s representation theorem, 420–
422, 447
death penalty, 481, 494, 498, 501, 504, 550
decision, 249, 250
decision rule, 247, 250
minimax, 258
unbiased, 253
decision theory, xxxviii, 207, 211
applied, 259, 261
Bayesian, 247
degeneracy, 131
degree of belief, 7, 22, 97
detailed balance equation, 356, 357, 361,
514, 516, 532, 533, 535–537, 549,
550
deviance function, 560
Deviance Information Criterion (DIC), xxxi,
233–244
definition, 234
e!ective dimension, 233
example, 236
standardizing factor, 233
di!erence convergence criterion, 466, 507
di!erence of means test, 251, 494
dimension matching condition, 537
666 Subject Index
Dirac delta function, 465, 468
directed acyclic graph (DAG), 435
Dirichlet process prior, 133
distribution
Bernoulli, 579
beta, 65, 138, 139, 213, 244, 324, 579
binomial, 324, 579
bivariate normal, 574
conditional, 345
canonical, 544
Cauchy, 325, 579
!2, 83, 138, 162, 210, 571
common exponential family forms, 103
Dirichlet, 60, 579
double exponential, 580
exponential, 100, 138, 572
F, 580
folded normal, 285
gamma, 61, 138, 139, 347, 424, 580
geometric, 580
hypergeometric, 580
inverse gamma, 73, 580
lognormal, 580
multinomial, 60, 88, 308, 309, 581
multivariate normal, 148, 151, 154,
328
multivariate-t, 147, 153, 298, 328
negative binomial, 139, 581
normal, 103, 139, 324, 581
Pareto, 139, 278, 574, 581
Poisson, 573, 581
Rayleigh, 138
Student’s-t, 103, 581
uniform, 581
Weibull, 102, 582
Wishart, 77, 438, 582
drift condition, 461, 463
dual chain, 508
Ehrenfest urn problem, 369
elicitation
beta distribution query, 127
normal-linear model, 126
elicited prior distribution, 63
clinical, 118
enthusiastic, 118
reference, 119
skeptical, 118
types, 118
eliciting survival probability, 118
EM algorithm, 89, 302–316, 362, 525, 527
as data augmentation, 316
convergence, 307
derivation, 304
E-Step, 305
exponential family form, 316
generalized (GEM), 307, 308
multinomial example, 308
stationary point, 307
use in MCMC, 497
empirical Bayes, 129, 267–271, 368
empirical marginalization, 24
empirico-deductive model, 20
entropy
continuous, 133
discrete, 132
envelope problem, 64
enveloping, 285
ergodic, 509
central limit theorem result, 343
convergence property, 476
geometric, 509
uniform, 461
ergodic theorem, 342, 458, 518
evaluating model fit, 175
example
1960 Presidential Election, 404
2000 presidential election, 148, 154,
183, 244, 246
abortion attitudes, 177
African Economic Growth, 197
Argentina worker strikes, 62
SUBJECT INDEX 667
arrestee drug use, 442
Births in China, 317
campaign polls over time, 54
campaign spending, 120
cultural consensus, 51
death penalty, 142, 246
economic indicators, 439
education e!ects, 261
education policy, 157, 261
election surveys, 220
employment status, 418
energy policy, 308
European Cabinet Duration, 65, 269
European migration patterns, 278, 300
firearms-related deaths, 203
French labor strikes, 212, 252
Gulag deaths, 55
HMO e!ectiveness, 390
home pregnancy test, 12
IQ score data, 85, 244
labor disputes in OECD countries, 126
Let’s Make a Deal, 13
linear model, 555
lobbying influence, 394
lunatics, 91
marriage rates in Italy, 430
Mars Rover, 365
military coups in Africa, 328, 562,
571
military fatalities in Afghanistan, 350
militia membership, 11
minority political participation, 122
Newton-Raphson for quadratic func-
tion, 565
nuclear deterrence, 256
OECD data, 381
playing cards, 336
polling in Spain, 60
public health data, 78
rural poverty, 298
senate votes, 409
sensitivity analysis of recidivismmodel,
187
social spending, 265
state obesity bills, 44, 47, 48
survey of contraception use, 445
terrorist events in Britain, 346, 549
treating depression, 423
U.S. energy consumption, 308
war in ancient China, 163, 245
Warsaw Pact military expenditures,
483, 521, 522
excel, 33
exchangeability, 6, 420–424, 429
degree of belief, 422
finite, 420, 421
hierarchical models, 420, 423
infinite, 420, 421
posterior evidence, 424
relation to iid, 422, 423
subjectivity, 422
exogenous factors, 15
expectation conditional maximization (ECM),
314
expected value, 9
expert elicitation, 118
exponential family form, 89, 101, 102, 553
likelihood, 102
posterior, 102
prior, 102
score function properties, 574
two-parameter, 89
Federal Bureau of Investigation, 92
fiducial inference, 31, 35
Fill’s algorithm, 540–541
Fisher Information, 18, 108, 109, 111, 368,
566
fixed versus random e!ects, 427, 431
Fourier transform, 494
frequentism, 7, 38, 58, 554
probability interpretation, 97
668 Subject Index
similarity to Bayes, 208
Furman v. Georgia 1972, 481
general linear model, 573
generalized gamma function, 77
Gibbs sampler, 25–27, 34, 89, 333, 343–
353, 510
bivariate exponential, 26
blocked, 463
characteristics, 343
collapsed, 512
convergence properties, 461
cycles, 344
exponentials, 26
full conditional distributions, 344
grouped, 463, 512
hierarchies, 429
joint distribution, 345
mapping of steps, 350
missing data, 345
summary of properties, 353
transition kernel, 343
Gibbs stopper, 508
GLM, xl, 391, 553, 557
deviances, 560
dichotomous outcome variable, 575
discrepancies, 559
interaction e!ects (automatic), 221
link function, 559
list of link functions, 559
normalizing constants, 569
residuals, 559
saturated model, 560
stochastic component, 558
systematic component, 383, 558
variance functions, 569
global control variable, 508
global robustness, 176, 190–192
classes of priors, 190
HPD changes, 190
goat, 13
gridding, 282, 498
Hamiltonian
dynamics, 542–544
example, 545
Hamiltonian Monte Carlo, 542–545
hat matrix, 193
hazard model, 317, 423
Hessian, 242, 566
heteroscedasticity, 194, 414, 566, 567, 573
linear model, 145
hierarchical model, 413
alternate description, 435
clustering, 423
conditioning, 413
generalized linear, 441
hyperpriors, 434
linear, 414, 436
error structure, 414
Lindley and Smith model, 436
nested e!ects, 414
priors, 438
Poisson-gamma, 427
random e!ect, 427
robustness, 436
stacked notation, 428
structure, 425
variation di!erential, 445
Hit-and-Run algorithm, 519
HMO data, 390
homoscedasticity, 146
linear model, 145
HPD region, xxxi, 47, 61, 215, 491
hyperparameter vector size, 434
hyperparameters, 427
Pareto, 279
hyperprior, 425
di!use approach, 423
specification, 175
hypothesis testing, 56, 209
Bayesian
SUBJECT INDEX 669
adjusting, 228
improper priors, 212
frequentist, 243
NHST, 201, 208, 209
problems, 210, 247
no decision region, 229
one-sided, 209
Bayesian, 211
p-values, 210
point null, 215, 228
two-sided, 209
Bayesian, 214, 224
iid, 6, 38, 41, 43, 49, 53, 59, 61, 64, 72,
89, 101, 102, 124, 138, 196, 203,
204, 209, 231, 252–254, 304, 316,
326, 369, 420–423, 447, 465, 508,
518, 556, 558, 561, 566, 572, 576
importance sampling, 296–302, 550
as rejection sampling, 296
e!ective sample size, 298
HPD calculation, 301
variance, 298
weights, 297
incomplete data sampling, 316
incomplete data specification, 309
inference, 17, 20
infinite proportionality constant, 223
infinitesimal perturbations, 192
influence, 189
integrated likelihood, 200
integrated risk
see Bayesian posterior risk, 255
integration node, 289
integration weight, 289
intraclass correlation coe"cient, 416
inverse probability, 10, 31, 38, 106, 554
iterative proportional fitting, 303
iteratively weighted least squares (IWLS),
564, 567
steps, 567
jackknifed residual (externally studentized
residual), 194
jackknifed standard error, 194
JAGS, xxvii, xxix, 32, 33, 92, 178, 179,
203, 378, 379, 383–385, 388, 389,
391–393, 397, 398, 400, 401, 405,
407, 408, 431, 439, 440, 442, 443,
475, 484, 521
JAGS
censored data, 393
command window, 388
from within R, 379
null model, 400
ordered logit, 405
parallel chains, 389
steps, 388–389
James-Stein Estimation, 262–267
Je!reys prior
negative binomial, 213
Je!reys Rule, 109
Je!reys’ Bayes Factor typology, 217, 218,
222
Johnk’s method, 326
jumping density (proposal density), 356–
358
Student’s!t, 359
jumping probability, 356
kernel, 39, 555
kinetic energy function, 542
Kolmogorov axioms of probability, 453
Kolmogorov’s zero-one law, 457
Kolmogorov-Smirnov test, 325
Kullback-Leibler distance, 177, 203, 237,
244, 324
beta distribution, 284
numerical estimation, 283
L-regression, 556
lagged autocovariance, 486
Langevin algorithm, 473
Laplace approximation, 239, 241, 242, 245
670 Subject Index
multivariate, 242
posterior densities, 239
Laplace updating, 242
Laplace-Metropolis, 242
law of large numbers, 368
leapfrog method, 544
least absolute errors regression, 556
Lehmann-Sche!e theorem, 522
likelihood
equation, 39, 555
general theory, 37
normality, 39, 555
numerical estimation, 564
properties of MLE, 39, 555
robustness, 180
likelihood function, 38, 175, 554
constrained, 314
expected, 314
maximum, 37
multivariate normal, 77
likelihood principle, xxx, 38, 110, 554
likelihood ratio, 11, 216
linear model, 259, 261
Gauss-Markov assumptions, 555, 573
heteroscedastic, 161, 164
regression, 145
residuals, 557
squared errors, 556
linear structure vector, 556
link function, 553, 558
local (infinitesimal) posterior sensitivity,
193
local robustness, 176, 192, 193
location parameter, 421
log likelihood function, 38, 554
logit model, 220, 244, 298, 445
grouped, 221, 244
loss function, 141, 175, 184, 189, 211, 229,
251, 252, 260
definition, 247
robustness, 176
majorizing function, 284
marginal distribution
data, 13, 26
marginal likelihood, 41
Markov chain
absorbing condition, 455
absorbing set, 455
assessing convergence, 475
autocorrelation, 485, 486
auxiliary variables, 514
card-shu#ing example, 336
chain period, 342, 455
closed set, 455
closed states, 340
conditional independence, 334
convergence, 464–471
convergence diagnostic, 467, 470
convergence of empirical averages, 460
convergence parameter, 457
convergence to stationarity, 460
cycle, 455
definition, 334, 454
density estimation, 433
empirical averages, 459
equilibrium distribution (see station-
ary), 336, 457
ergodicity, 342–343, 458–460, 470
degree 2, 460
geometric, 461, 462
uniform, 461, 462
Euclidean distance traveled, 511
expected number of visits, 456
geometric convergence, 514
Gibbs sampler, 514
homesick, 371
invariant distribution (see stationary),
336, 457
irreducible set, 455
limiting distribution, 457
marginal distribution, 339, 457
measure conditions, 454
SUBJECT INDEX 671
memory, 339, 478
memory-less property, 454
mixing, 342, 466–467, 479, 492, 510,
511
movement, 454
nonindependence, 334, 343
obtainable set, 455
partial nonconvergence measure, 467
partial sums, 459
properties
aperiodic, 455
communicating, 455
ergodicity, 342, 509
Harris R-recurrent, 459
Harris recurrent, 341, 456, 459, 509
homogeneous, 340, 455
irreducible, 340, 455
periodic, 455
persistent, 456
positive recurrent, 340, 456
recurrent, 340, 456, 457
transient, 456
"-communicating, 455
recurrence and irreducibility, 341
regenerative, 508
renewal, 508
reparameterization, 512
centering, 512
sweeping, 512
reversible, 373
#-finite kernel, 454
slice sampler, 513
small set, 461
stable distribution, 457
starting points, 335, 385
stationary distribution, 336, 341, 457,
459, 479, 500, 509, 510
time-reversible, 472
transient, 457
transition kernel, 334
continuous, 335
discrete, 335
transitioning, 454
two-dimensional example, 335
unbounded and continuous state spaces,
456
unobtainable set, 455
Markov chain Monte Carlo (MCMC), 24,
32, 322, 333
auxiliary variable process, 513
convergence, 479
acceleration, 480, 510
eigenvalue, 480
mathematical properties, 480
monitoring, 480
frequentist properties, 368
history, 367
reversible jump, 497, 536–538, 549,
550
theory, 454
Markovian property, 25, 334, 454
Mars Rover, 1, 365–367
Martingale, 473
Matlab, 379
mcgibbsit, 479, 503
MCMCpack, xxix, xxx, 33, 231
measurable functions, 454
measure space, 453, 458
measures
positive, 454
signed, 454
meta-analysis, xxxix, 129
Metropolis Hastings algorithm, 27–30
Metropolis-Coupled Markov chain Monte
Carlo (MCMCMC), 530
Metropolis-Coupling, 530, 548
Metropolis-Hastings algorithm, 353–359,
513
acceptance ratio, 354, 518
bivariate normal example, 359
candidate distribution, 356
chain properties, 356
672 Subject Index
compared to EM, 355
convergence properties, 462
decision (acceptance) rule, 357
hit and run example, 361
instrumental distribution, 354
jumping distribution (see instrumen-
tal), 354
jumping distribution variance, 359
origins, 354
proposal distribution (see instrumen-
tal), 354
steps, 355
symmetry, 354, 355
transition kernel, 356
properties, 358
two parts, 356
Metropolis-within-Gibbs, 463, 549
militia groups, 11
minorization condition, 461, 463
missing completely at random (MCAR),
304
missing information principle, 304
missing information/data, 303, 449
mixture distribution, 36, 199, 291
mixture model, 92
di!use specification, 87
normals, 87, 491
model checking, 176, 201
model comparison, 57, 216
model criticism, 176
model nesting, 216, 224
monotone likelihood ratio, 212
Monte Carlo
mean, 486
variance, 486
Monte Carlo EM (MCEM), 313
Monte Carlo integration, 277
example, 278
Monte Carlo marginalization, 300
Monte Carlo simulation
general motivating equation, 275
sampling e"ciency, 285
tail probabilities, 279
Monte Carlo standard error, 276
Monty Hall, 13
MRC Biostatistics Unit, xli
multilevel model, 413
fixed e!ect, 415
pooled, 415
random e!ect, 415
random intercept, 415
random slope, 415
multimodality, 497, 525
multiple imputation, 314
multiple-try Metropolis algorithm, 372
multivariate potential scale reduction fac-
tor, 497
Newton-Raphson algorithm, 307, 564
applied to score function, 566
non-identifiability, 224
nonconvergence, 481
nonoptimal posterior regions, 488, 525, 527,
528
nonparametric piecewise proportional haz-
ard, 318
norm operator, 458
normal model posterior variance
asymptotic, 81
normal robust standard error, 575
normal variance shrinkage, 137
normalizing constant, 41
normalizing factor, 11, 39, 41, 71, 74, 77,
224, 226, 291, 555
numerical estimation, 283, 285
null hypothesis, 210
numerical expected value, 277
numerical quadrature, 288
objective Bayes, 8, 40, 228
objectivism, 22
odds ratio metric, 106
one-way random e!ects model, 448
SUBJECT INDEX 673
openbugs, xxix, 378, 379, 384, 400, 401,
408
ordered choice model, 404–408
ordering
simple, 250
strong, 250
weak, 250
Orey’s Theorem, 465
outliers, 189
p-value, 209
Palm Beach County, FL, 148, 169, 246
paradox
Lindley’s/Je!reys’, 228, 245
parallel Markov chain process, 503, 518
partition, 57, 195
definition, 14
perfect rejection sampling, 540
perfect sampling, 479, 538–542
coalescence, 540
monotonicity, 541
transition rule, 539
permutation, 420
pilot sample, 503
Poisson process, 225, 324, 347
Polasek linear diagnostic, 194
pooling
data, 166
hazard rate, 424
prior, 129
positive definite, 567
posterior distribution, 4, 17, 40, 41, 52,
553
$-weighted, 193
asymptotic mean, 71
asymptotic variance, 72
conditional conjugate, 78
improper, 448
mean, 50
mode, 241
normal approximation, 241
normal mixture model, 89
normal model, both unknown, 78
normal model, mean known, 74
normal model, variance known, 70
normality, 69
proper from improper prior, 113
Student’s-t, xxxi, xxxii, 84, 121, 127,
153–155, 162, 373, 440
supra-Bayesian, 55
variance, 298
posterior expected loss, 141, 251, 255
posterior odds, 11
posterior odds ratio, 35, 209, 216
posterior predictive distribution, 155–157,
177, 196, 197, 201, 204
beta-binomial, 203
cross validation, 204
potential scale reduction factor, 497
precision
data, 71
posterior, 71
prior, 71, 78
predictive modal elicitation, 123–126
preference, 250
preposterior risk (see Bayesian prior risk),
254
prior confidence, 78
prior distribution, 4, 15, 40
$-contamination neighborhood, 190
classical Bayesian, 98
conditional conjugate, 77, 278
conjugate, 100
di!use, 182
di!use/vague, 114
Dirichlet for multinomial, 88
disturbance, 193
dominant likelihood, 112
elicited, 116
clinical trials, 116
definition, 116
expert opinions, 116
674 Subject Index
three phases, 116
entropy, 131
exponential model, 133
flat, 98
Haldane, 34, 139, 411
histogram, 133
hybrid, 129
improper, 65, 84–86, 114, 137, 212,
223, 226, 448
definition, 113
informative, 114–129, 132, 133, 181,
182, 192
Je!reys, 61, 107–111, 139
Bernoulli, 108
Bernoulli model, 108
invariance, 107
multivariate, 110
Poisson, 109
problems, 110
summary, 110
least favorable, 259
locally disturbed, 192
locally uniform, 112
maximum entropy, 131–133
mixture, 290, 291
modern parametric, 98
near-ignorance, 448
no information, 63
nonparametric, 133
power, 115
proper, 56, 60, 105
reference
definition, 111
spike and slab, 130–131
subjective, 98
subjectivity, 56
training, 224
triangular, 139
typology, 100
uniform, 59, 208
as uninformed, 105
Bayes Factor, 221
controversy, 106
history, 106
improper, 105
invariance, 105
uninformative, 98
definition, 104
vague/di!use, 83
Zellner’s g-prior, 143, 521
prior information, 8
prior odds, 11
prior odds ratio, 216
prior partitioning, 184
prior predictive distribution, 41, 196
prior sensitivity analysis, 424
prior shrinkage, 182
probability, 8
long run, 22
probability measure, 453
probability measure space, 453
probability notation
complement, 8
events, 8
independence, 8
intersection, 8
joint distribution, 9
union, 8
probability theory, 7
body of beliefs, 7
conditionality, 8
Kolmogorov axioms, 7, 56
personal utility, 7
subjective probability, 7, 22
probit model, 220, 559
ProgramEvaluation and Review Technique
(PERT), 128
proportionality, 16, 41, 554
pseudo-random number generation, 320,
322
congruential generators, 321
gammas, 321
SUBJECT INDEX 675
normals, 321
uniforms, 320
"-irreducibility, 455
quadratic interpolation, 290
quadratic variance, 575
quadrature
abscissae, 292
Gaussian, 292
Hermite, 295
Jacobi, 294
Laguerre, 295
Legendre, 294
Newton Cotes, 289
orthogonal polynomials, 293
Riemann integral, 289
Simpson’s rule, 290
trapezoid rule, 289, 323
quantile regression, 556
quasi-likelihood
estimation, 568
substitution function, 570
substitution function properties, 574
quasi-likelihood GLM, 571
R
Bayesian linear model, 169
betabinomial code, 66
bivariate normal density, 376
bivariate normal generation, 94
bivariate normal simulation, 94
Comprehensive RArchive Network (CRAN),
392
credible interval calculation, 93
density estimation, 433
EM algorithm, 312
generating gammas, 62
Gibbs sampler, 26
hist, 62
importance sampling, 328
integration, 294
IQR, 62
log likelihood functions, 330
lowess, 62
multivariate normal simulation, 95
Newton-Raphson example, 565
normal estimation, 93
normal posterior summarization, 94
par command, 327
plotting Markov chains, 375
quantile-quantile plot, 327
quasi-likelihood specification, 572
quasi-Poisson, 571
random beta generation, 327
sampling importance resampling, 328
simulation, 149
sort, 62
standard normal CDF, 293
R, xxvi, xxvii, xxix, xxxi, xl, 25, 26, 29, 30,
33, 34, 45, 47, 49, 62, 73, 81, 86,
90–95, 149, 164–167, 169, 171,
172, 177, 178, 183, 187, 193, 195,
205, 214, 219, 231, 244–246, 266,
271, 272, 278, 291, 293, 294, 311,
323–327, 337, 349, 359, 361, 369,
371, 373, 375, 377, 379–381, 384,
385, 388–390, 392–394, 397–400,
404, 405, 407–411, 416, 433, 442–
444, 448, 449, 451, 472, 473, 475,
479, 481, 483, 491, 493, 505, 514,
520–522, 546, 548–551, 565, 571,
572, 574–578, 663, 664, 675
R2jags, 33, 379
R2WinBugs, 379, 393
Renyi countable additivity axiom, 34
random variable, 8
random walk, 374, 468
recurrent, 374
Rao-Blackwell Theorem, 517
Rao-Blackwellization, 507, 517–522
conditioning on auxiliary values, 518
conditioning on parameters, 518
ratio convergence criterion, 466, 508
676 Subject Index
rbugs, 33, 379
recidivism, 15
rectangle rule, 289
recurrence, 340
Harris, 341
positive, 340
reference prior, 112
regression model
logit, 317
rejection sampling, 91, 244, 280–287
bounded, 282
illustration, 282
optimal coverage, 286
unbounded, 284
renewal criteria, 508
resistance, 189
restricted estimates, 221
restricted maximum likelihood (REML),
577
reversibility, 356
Riemann-Stieltjes integral, 9
risk
Bayesian, 254–256
example, 256
Bayesian posterior risk, 255
Bayesian prior risk, 254
frequentist, 253–254
example, 254
function, 211, 248
comparing, 253
regression coe"cient, 260
Rjags, 33, 379, 397, 408
robustness
Bayesian model specification, 189
definition, 176
evaluation, 189–195
model specification, 195
prior specification, 192
Romberg integration, 296
root finding, 282, 565
rug, 285
rule, 250
runjags, 33, 379
S, xl
sampling distribution, 58
sampling importance resampling, 328
SAS, xxix, 33, 379
Schwarz criterion, 231
di!erence statistic, 231
scientific method, 20
score function, 38, 554
sensitivity analysis, 176, 181–188
global, 181
normal model, 182
priors, 182
problems, 183
global versus local, 185
local, 184
beta-binomial, 186
hyperparameter manipulation, 186
mean manipulation, 185
normal model, 185
variance manipulation, 185
shrinkage, 42, 70, 136–138
example, 137
relationship to variance, 137
#-algebra, 453
signed measure, 458
Simpson’s rule, 323, 326
simulated annealing, 525–530, 548
applied to witch’s hat, 531
as Metropolis-Hastings, 526
convergence, 530
cooling schedule, 527
trade-o!, 527
rejection rate, 528
simple example, 527
steps, 526
temperature, 526
temperature schedule, 526, 527
simulated tempering, 531
SUBJECT INDEX 677
simulated tunneling, 548
simulation
bounding region, 283
integral quantity, 275
simulation error, 277, 279, 282, 289, 296
slice sampler, 513, 549
smoothing, 62, 133, 188, 289, 433, 507,
518
spectral density, 486, 494, 499
spss, 506
starting points, 476
overdispersed, 477
stata, 33, 379
state revenue data, 410
state space, 453
state-level poverty, 298
stationary distribution and marginals, 342
statistical physics, 333, 525
stochastic process, 334, 453
T -valued, 454
history, 454
random elements, 453
stochastic simulation (MCMC), 32
stochastic transition matrix, 335
stopping rule principle, 36
Student’s-t, 36, 83, 84, 89, 91, 126, 153,
219, 244, 261, 328, 373, 382, 440,
496, 497
sub-chaining, 513
subjective probability, 22, 97
submartingale, 473
su"ciency principle, 71
su"cient statistic, 71, 101–103, 517
minimum dimension, 104
multivariate normal, 77
supermartingale, 473
support, 9
survey data, 11, 51, 60, 220, 315, 413, 445
replicability, 97
survival model, 424
symmetry, 356
t-distribution model, 83
taboo probability, 472
target function, 284
Taylor series expansion, 240, 564
tempered transitions, 532
terrorism exercise, 140
thinning chains, 476–478, 503, 505, 512
definition, 478
thorium, 21
time-series, 210
Bayesian, 54, 139
chain values, 432, 494, 521
Total Probability Law, 11, 12, 14
total variation norm, 459, 465
training sample, 224, 226, 227, 246
minimal, 224, 225
transient state, 340
transition invariance, 368
transition kernel, 363, 454
tuning, 510
umbrella sampling, 550
uncertainty, 16, 20, 22, 23, 38, 51, 54, 55,
71, 129, 189, 197, 281, 308, 554
entropy, 131
hierarchical specification, 434, 435
integrating over, 196, 435
location, 192
Markov chain, 434
posterior, 83
prior, 69, 118, 132, 137, 190, 191
scale, 192
unconditional probability, 11, 15, 40, 553
unions of recurrent states, 341
univariate prior, 53
updating, 9
as sequential learning, 53
urn problem, 63
Variable-at-a-TimeMetropolis-Hastings, 463
variance components elicitation, 121–123
678 Subject Index
weak bounds on convergence time, 480
weight of evidence, 217
weighted (generalized) least squares, 566
Wiener process, 499
WinBUGS
background, 32
compound document interface, 378,
385
diagnostics, 481
steps, 385–387
traceplot, 488
WinBUGS, xxvii, xxix, xxx, 32, 33, 233,
237, 377–379, 383–389, 391–393,
400, 401, 408, 431, 443, 467, 476,
481, 484, 488, 497, 678
witch’s hat distribution, 492, 531, 548
within-chain versus cross-chain correlation,
485