Computational Statistics & Data Analysis

1983 - 2008

Edited by S.P. Azen

from Elsevier
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2008

Forecasting time series using principal component analysis with respect to instrumental variables pp. 1269-1280

Cornillon, P.-A., W. Imam and Matzner-Lober, E.

Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods pp. 1281-1291

M. Gonzalez, J. Martin, R. Martinez and M. Mota

Time-adaptive quantile regression pp. 1292-1303

Jan Kloppenborg Moller, Henrik Aalborg Nielsen and Henrik Madsen

An extension of three-parameter Burr III distribution for low-flow frequency analysis pp. 1304-1314

Quanxi Shao, Yongqin D. Chen and Lu Zhang

A maximum likelihood approximation method for Dirichlet's parameter estimation pp. 1315-1322

Nicolas Wicker, Jean Muller, Ravi Kiran Reddy Kalathur and Olivier Poch

Step-up and step-down procedures controlling the number and proportion of false positives pp. 1323-1334

Paul N. Somerville and Claudia Hemmelmann

Confidence intervals for parameters of two diagnostic tests in the absence of a gold standard pp. 1335-1346

James D. Stamey, Doyle H. Boese and Dean M. Young

Flexible modelling of random effects in linear mixed models--A Bayesian approach pp. 1347-1361

Remus K.W. Ho and Inchi Hu

Classification tree analysis using TARGET pp. 1362-1372

J. Brian Gray and Guangzhe Fan

Predicting unobserved links in incompletely observed networks pp. 1373-1386

David J. Marchette and Carey E. Priebe

Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions pp. 1387-1398

Tsai, Guei-Feng and Annie Qu

Extended rank analysis of covariance adjusting for local correlations pp. 1399-1412

Chen, Chu-Chih

A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm pp. 1413-1429

Takahiro Hoshino

Estimation and prediction from gamma distribution based on record values pp. 1430-1440

K.S. Sultan, AL-Dayian, G.R. and H.H. Mohammad

Model-based clustering for longitudinal data pp. 1441-1457

De la Cruz-Mesia, Rolando, Fernando A. Quintana and Guillermo Marshall

Varying-coefficient single-index model pp. 1458-1476

Heung Wong, Ip, Wai-cheung and Riquan Zhang

An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model pp. 1477-1489

L. Pardo and M.C. Pardo

A class of discrete distributions arising from difference of two random variables pp. 1490-1499

S.H. Ong, K. Shimizu and Choung Min Ng

Centre and Range method for fitting a linear regression model to symbolic interval data pp. 1500-1515

Eufrasio de A. Lima Neto and Francisco de A.T. de Carvalho

The wrapped stable family of distributions as a flexible model for circular data pp. 1516-1523

Arthur Pewsey

Mixture cure models for multivariate survival data pp. 1524-1532

Binbing Yu and Yingwei Peng

A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data pp. 1533-1548

Caroline Beunckens, Cristina Sotto and Geert Molenberghs

Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models pp. 1549-1571

D. Giannikis, Ioannis Vrontos and P. Dellaportas

Choosing cross-over designs when few subjects are available pp. 1572-1586

S.T. Bate, E.J. Godolphin and J.D. Godolphin

Statistical inference and prediction for the Weibull process with incomplete observations pp. 1587-1603

Yu, Jun-Wu, Tian, Guo-Liang and Tang, Man-Lai

Censored depth quantiles pp. 1604-1614

M. Debruyne, M. Hubert, S. Portnoy and K. Vanden Branden

Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems pp. 1615-1635

M. Concepcion Ausin, Michael P. Wiper and Rosa E. Lillo

Sums of exchangeable Bernoulli random variables for family and litter frequency data pp. 1636-1649

Chang Yu and Daniel Zelterman

Adjusted R2-type measures for Tweedie models pp. 1650-1660

Lila Ricci and Raul Martinez

A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution pp. 1661-1673

P. Delicado and M.N. Goria

Bayesian inference for nonlinear multivariate diffusion models observed with error pp. 1674-1693

A. Golightly and D.J. Wilkinson

Outlier identification in high dimensions pp. 1694-1711

Peter Filzmoser, Ricardo Maronna and Mark Werner

Principal component analysis for data containing outliers and missing elements pp. 1712-1727

Sven Serneels and Tim Verdonck

Estimation in bivariate nonnormal distributions with stochastic variance functions pp. 1728-1745

Moti L. Tiku, M. Qamarul Islam and Hakan S. Sazak

Computing and using residuals in time series models pp. 1746-1763

Jose Alberto Mauricio

Interacting sequential Monte Carlo samplers for trans-dimensional simulation pp. 1765-1791

Ajay Jasra, Arnaud Doucet, David A. Stephens and Christopher C. Holmes

A time series bootstrap procedure for interpolation intervals pp. 1792-1805

Andres M. Alonso and Ana E. Sipols

Identify LD blocks based on hierarchical spatial data pp. 1806-1820

Makoto Tomita, Masahiro Hatsumichi and Koji Kurihara

Bayes estimators for reliability measures in geometric distribution model using masked system life test data pp. 1821-1836

Ammar M. Sarhan and Debasis Kundu

Bootstrap confidence intervals for principal response curves pp. 1837-1849

Marieke E. Timmerman and Cajo J.F. Ter Braak

The likelihood ratio test for hidden Markov models in two-sample problems pp. 1850-1859

Jorn Dannemann and Hajo Holzmann

Time series clustering and classification by the autoregressive metric pp. 1860-1872

Marcella Corduas and Domenico Piccolo

Generalized exponential distribution: Bayesian estimations pp. 1873-1883

Debasis Kundu and Rameshwar D. Gupta

Fourier methods for testing multivariate independence pp. 1884-1895

Simos G. Meintanis and George Iliopoulos

Fixed-effect variable selection in linear mixed models using R2 statistics pp. 1896-1907

Jean G. Orelien and Lloyd J. Edwards

Sliced mean variance-covariance inverse regression pp. 1908-1927

Simon J. Sheather, Joseph W. McKean and Kimberly Crimin

A local boosting algorithm for solving classification problems pp. 1928-1941

Zhang, Chun-Xia and Zhang, Jiang-She

Self-controlled case series analyses: Small-sample performance pp. 1942-1957

Patrick Musonda, Mounia N. Hocine, Heather J. Whitaker and C. Paddy Farrington

Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection pp. 1958-1970

Roca-Pardinas, Javier, Cadarso-Suarez, Carmen, Pablo G. Tahoces and Maria J. Lado

Characterizing the generalized lambda distribution by L-moments pp. 1971-1983

Juha Karvanen and Arto Nuutinen

Two-mode multi-partitioning pp. 1984-2003

Roberto Rocci and Maurizio Vichi

Bootstrap variants of the Akaike information criterion for mixed model selection pp. 2004-2021

Junfeng Shang and Joseph E. Cavanaugh

Subsampling techniques and the Jackknife methodology in the estimation of the extremal index pp. 2022-2041

M. Ivette Gomes, Andreia Hall and M. Cristina Miranda

Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data pp. 2042-2065

Cheng, Tsung-Chi and Atanu Biswas

On multistage ranked set sampling for distribution and median estimation pp. 2066-2078

Al-Saleh, Mohammad Fraiwan and Monjed Hisham Samuh

Lifetime analysis based on the generalized Birnbaum-Saunders distribution pp. 2079-2097

Victor Leiva, Marco Riquelme, N. Balakrishnan and Antonio Sanhueza

How useful are approximations to mean and variance of the index of dissimilarity? pp. 2098-2109

Madhuri S. Mulekar, John C. Knutson and Jyoti A. Champanerkar

Parametric and nonparametric Bayesian model specification: A case study involving models for count data pp. 2110-2128

Milovan Krnjajic, Athanasios Kottas and David Draper

Semi-parametric nonlinear regression and transformation using functional networks pp. 2129-2157

Enrique Castillo, Ali S. Hadi, Beatriz Lacruz and Rosa E. Pruneda

Simultaneous confidence intervals based on the percentile bootstrap approach pp. 2158-2165

Micha Mandel and Rebecca A. Betensky

Faster ARMA maximum likelihood estimation pp. 2166-2176

A.. McLeod and Y. Zhang

Social networks of author-coauthor relationships pp. 2177-2184

Yasmin H. Said, Edward J. Wegman, Walid K. Sharabati and John T. Rigsby

A goodness-of-fit test for normality based on polynomial regression pp. 2185-2198

Daniele Coin

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study pp. 2199-2217

Silvina San Martino, Julio M. Singer and Edward J. Stanek

ANOVA extensions for mixed discrete and continuous data pp. 2218-2227

A.R. de Leon and Y. Zhu

On the number of principal components: A test of dimensionality based on measurements of similarity between matrices pp. 2228-2237

Stephane Dray

Confidence intervals for the difference between two means pp. 2238-2248

Weiwen Miao and Paul Chiou

Empirical characterization of random forest variable importance measures pp. 2249-2260

Kellie J. Archer and Ryan V. Kimes

On imputing continuous data when the eventual interest pertains to ordinalized outcomes via threshold concept pp. 2261-2271

Hakan Demirtas

Efficient simulation of a bivariate exponential conditionals distribution pp. 2273-2276

Yaming Yu

One-step approximations for detecting regime changes in the state space model with application to the influenza data pp. 2277-2291

Tianni Zhou and Robert Shumway

An overview of statistical decomposition techniques applied to complex systems pp. 2292-2310

Yalcin Tuncer, Murat M. Tanik and David B. Allison

Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables pp. 2311-2330

Roberta Paroli and Luigi Spezia

Fast kriging of large data sets with Gaussian Markov random fields pp. 2331-2349

Linda Hartman and Ola Hossjer

Nonparametric density estimation by exact leave-p-out cross-validation pp. 2350-2368

Alain Celisse and Stephane Robin

Optimal designs for conjoint experiments pp. 2369-2387

Roselinde Kessels, Peter Goos and Martina Vandebroek

Dimension-reduced nonparametric maximum likelihood computation for interval-censored data pp. 2388-2402

Yong Wang

New modifications and applications of fuzzy C-means methodology pp. 2403-2418

Ingunn Berget, Mevik, Bjorn-Helge and Tormod Naes

Nonparametric conditional hazard rate estimation: A local linear approach pp. 2419-2434

Laura Spierdijk

Neural networks for bandwidth selection in local linear regression of time series pp. 2435-2450

F. Giordano and M.L. Parrella

Projection density estimation under a m-sample semiparametric model pp. 2451-2468

Aubin, Jean-Baptiste and Leoni-Aubin, Samuela

Tree-structured smooth transition regression models pp. 2469-2488

Joel Correa da Rosa, Alvaro Veiga and Marcelo C. Medeiros

Robustness of classification rules that incorporate additional information pp. 2489-2495

B. Salvador, M.A. Fernandez, . Martin and C. Rueda

A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution pp. 2496-2503

Simos G. Meintanis

Testing the random walk hypothesis through robust estimation of correlation pp. 2504-2513

Andrei Semenov

Stacked Laplace-EM algorithm for duration models with time-varying and random effects pp. 2514-2528

Goran Kauermann, Ronghui Xu and Florin Vaida

Fitting generalized linear models with unspecified link function: A P-spline approach pp. 2529-2537

Vito M.R. Muggeo and Giancarlo Ferrara

Improved AIC selection strategy for survival analysis pp. 2538-2548

Hua Liang and Guohua Zou

LogitBoost with errors-in-variables pp. 2549-2559

Joseph Sexton and Petter Laake

Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models pp. 2560-2577

Yi He and James S. Hodges

Classification of gene functions using support vector machine for time-course gene expression data pp. 2578-2587

Changyi Park, Koo, Ja-Yong, Sujong Kim, Insuk Sohn and Jae Won Lee

Spectral preconditioning of Krylov spaces: Combining PLS and PC regression pp. 2588-2603

Athanassios Kondylis and Joe Whittaker

Efficient and accurate approximate Bayesian inference with an application to insurance data pp. 2604-2622

George Streftaris and Bruce J. Worton

Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer pp. 2623-2631

Lopez-de-Ullibarri, Ignacio, Ricardo Cao, Cadarso-Suarez, Carmen and Maria J. Lado

Bayesian model determination for multivariate ordinal and binary data pp. 2632-2649

Emily L. Webb and Jonathan J. Forster

Hierarchical multiresolution approaches for dense point-level breast cancer treatment data pp. 2650-2668

Shengde Liang, Sudipto Banerjee, Sally Bushhouse, Andrew O. Finley and Bradley P. Carlin

Improving the performance of kurtosis estimator pp. 2669-2681

Lihua An and S. Ejaz Ahmed

Consistent estimation in regression models for the drift function in some continuous time models pp. 2682-2691

Myung Suk Kim and Suojin Wang

On the hazard function of Birnbaum-Saunders distribution and associated inference pp. 2692-2702

Debasis Kundu, Nandini Kannan and N. Balakrishnan

Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors pp. 2703-2713

Xie, Xian-Jin, Jane Pendergast and William Clarke

Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population pp. 2714-2724

Daisuke Watanabe, Susumu Okada, Yasunori Fujikoshi and Takakazu Sugiyama

Exact likelihood inference for two exponential populations under joint Type-II censoring pp. 2725-2738

N. Balakrishnan and Abbas Rasouli

Approximate regenerative-block bootstrap for Markov chains pp. 2739-2756

Patrice Bertail and Stephan Clemencon

Local polynomial estimation in partial linear regression models under dependence pp. 2757-2777

Aneiros-Perez, G. and Vilar-Fernandez, J.M.

On properties of predictors derived with a two-step bootstrap model averaging approach--A simulation study in the linear regression model pp. 2778-2793

Anika Buchholz, Norbert Hollander and Willi Sauerbrei

Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields pp. 2794-2807

Noel Cressie and Nicolas Verzelen

Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis pp. 2808-2828

Graciela Boente and Daniela Rodriguez

Semi-parametric specification tests for mixing distributions pp. 2829-2839

Yue Fang

Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH pp. 2846-2862

Esther Ruiz and Helena Veiga

Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models pp. 2863-2876

Drew D. Creal

Sequential calibration of options pp. 2877-2891

Lindström, Erik, Ströjby, Jonas, Brodén, Mats, Magnus Wiktorsson and Jan Holst

Block sampler and posterior mode estimation for asymmetric stochastic volatility models pp. 2892-2910

Yasuhiro Omori and Toshiaki Watanabe

Parameterisation and efficient MCMC estimation of non-Gaussian state space models pp. 2911-2930

Chris M. Strickland, Gael Margaret Martin and Catherine S. Forbes

Multivariate reduced rank regression in non-Gaussian contexts, using copulas pp. 2931-2944

Heinen, Andréas and Erick Rengifo

A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models pp. 2945-2965

Ludovic Giet and Michel Lubrano

Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise pp. 2966-2989

M.E. Mancino and S. Sanfelici

Volatility forecasting using threshold heteroskedastic models of the intra-day range pp. 2990-3010

Cathy W.S. Chen, Richard Gerlach and Edward M.H. Lin

Volatility spillovers, interdependence and comovements: A Markov Switching approach pp. 3011-3026

Giampiero M. Gallo and Edoardo Otranto

Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference pp. 3027-3046

Christian Francq and ZakoI¨an, Jean-Michel

A GMM procedure for combining volatility forecasts pp. 3047-3060

Alessandra Amendola and Giuseppe Storti

Wavelet analysis of stock returns and aggregate economic activity pp. 3061-3074

Marco Gallegati

The role of long memory in hedging effectiveness pp. 3075-3082

Jerry Coakley, Jian Dollery and Neil Kellard

Maximizing equity market sector predictability in a Bayesian time-varying parameter model pp. 3083-3106

Lorne D. Johnson and Georgios Sakoulis

A Bayesian approach to estimate the marginal loss distributions in operational risk management pp. 3107-3127

L. Dalla Valle and P. Giudici

Modelling residuals dependence in dynamic life tables: A geostatistical approach pp. 3128-3147

A. Debon, F. Montes, J. Mateu, E. Porcu and M. Bevilacqua

Identification-robust simulation-based inference in joint discrete/continuous models for energy markets pp. 3148-3161

Denis Bolduc, Lynda Khalaf and Moyneur, Érick

Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis pp. 3164-3166

Patrice Bertrand and Gilbert Saporta

A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise pp. 3167-3186

Dominique Pastor

Forecasting binary longitudinal data by a functional PC-ARIMA model pp. 3187-3197

Ana M. Aguilera, Manuel Escabias and Mariano J. Valderrama

A Hidden Markov Model applied to the protein 3D structure analysis pp. 3198-3207

L. Regad, F. Guyon, J. Maupetit, Tufféry, P. and A.C. Camproux

Detection of chatter vibration in a drilling process using multivariate control charts pp. 3208-3219

Amor Messaoud, Claus Weihs and Franz Hering

Estimation of the conditional risk in classification: The swapping method pp. 3220-3232

Daudin, Jean-Jacques and Mary-Huard, Tristan

Block clustering with Bernoulli mixture models: Comparison of different approaches pp. 3233-3245

Govaert, Gérard and Mohamed Nadif

Independent factor discriminant analysis pp. 3246-3254

Angela Montanari, Daniela G. Calo and Cinzia Viroli

Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data pp. 3255-3268

Bécue-Bertaut, Monica and Pagès, Jérome

Exploratory data analysis leading towards the most interesting simple association rules pp. 3269-3281

Iodice D'Enza, Alfonso, Francesco Palumbo and Michael Greenacre

Approximate distribution of demerit statistic--A bounding approach pp. 3300-3309

Fengming M. Chang, Chen, Long-Hui, Chen, Yueh-Li and Huang, Chien-Yu

Multiscale spectral analysis for detecting short and long range change points in time series pp. 3310-3330

Lena Ringstad Olsen, Probal Chaudhuri and Fred Godtliebsen

Robustified L2 boosting pp. 3331-3341

Roman Werner Lutz, Markus Kalisch and Peter Buhlmann

Copula model evaluation based on parametric bootstrap pp. 3342-3353

Aristidis K. Nikoloulopoulos and Dimitris Karlis

Sieve bootstrap t-tests on long-run average parameters pp. 3354-3370

Fuertes, Ana-Maria

On the scalability of ordered multi-class ROC analysis pp. 3371-3388

Willem Waegeman, Bernard De Baets and Luc Boullart

Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options pp. 3389-3407

J. Sadefo Kamdem and A. Genz

Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 pp. 3408-3423

Renate Meyer, Bo Cai and Perron, François

E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006) pp. 3424-3425

Peter Winker

Reliability inference and sample-size determination under double censoring for some two-parameter models pp. 3426-3440

Fernández, Arturo J.

Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution pp. 3441-3458

Komárek, Arnost and Emmanuel Lesaffre

A geometric interpretation of Mallows' Cp statistic and an alternative plot in variable selection pp. 3459-3467

Enis Siniksaran

Likelihood and Bayesian estimation of using lower record values from the generalized exponential distribution pp. 3468-3473

Ayman Baklizi

Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses pp. 3474-3492

Yonghai Li and Daniel W. Schafer

Automatic bandwidth selection for circular density estimation pp. 3493-3500

Charles C. Taylor

Confidence interval estimating procedures for standardized incidence rates pp. 3501-3516

Hon Keung Tony Ng, Giovanni Filardo and Gang Zheng

Hierarchical-likelihood approach for nonlinear mixed-effects models pp. 3517-3527

Maengseok Noh and Youngjo Lee

Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression pp. 3528-3542

Tian, Guo-Liang, Tang, Man-Lai, Fang, Hong-Bin and Ming Tan

Bayesian significance testing and multiple comparisons from MCMC outputs pp. 3543-3559

Takahiro Hoshino

Choosing an appropriate number of factors in factor analysis with incomplete data pp. 3560-3569

Juwon Song and Thomas R. Belin

GeD spline estimation of multivariate Archimedean copulas pp. 3570-3582

Dimitrina S. Dimitrova, Vladimir K. Kaishev and Spiridon . Penev

Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks pp. 3583-3602

Parag C. Pendharkar

Locally optimal tests for exponential distributions with type-I censoring pp. 3603-3615

Tachen Liang, Huang, Wen-Tao and Yang, Kun-Cheng

High-dimensional data visualisation: The textile plot pp. 3616-3644

Natsuhiko Kumasaka and Ritei Shibata

Subset selection for vector autoregressive processes using Lasso pp. 3645-3657

Hsu, Nan-Jung, Hung, Hung-Lin and Chang, Ya-Mei

Predictive performance of Dirichlet process shrinkage methods in linear regression pp. 3658-3669

David J. Nott

Adaptive functional mixed NHPP models for the analysis of recurrent event panel data pp. 3670-3685

J.D. Nielsen and C.B. Dean

Continuum redundancy-PLS regression: A simple continuum approach pp. 3686-3696

S. Bougeard, M. Hanafi and E.M. Qannari

Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models pp. 3697-3708

Xiao Zhang, W. John Boscardin and Thomas R. Belin

Stepwise feature selection using generalized logistic loss pp. 3709-3718

Changyi Park, Koo, Ja-Yong, Peter T. Kim and Jae Won Lee

Testing the equality of proportions for correlated otolaryngologic data pp. 3719-3729

Tang, Nian-Sheng, Tang, Man-Lai and Qiu, Shi-Fang

A test for the two-sample problem based on empirical characteristic functions pp. 3730-3748

Alba Fernández, V., Jiménez Gamero, M.D. and Muñoz Garcia, J.

Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project pp. 3749-3764

Xiaoqian Sun, Zhuoqiong He and John Kabrick

Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses pp. 3765-3778

Yangxin Huang

Interval estimation for a Pareto distribution based on a doubly type II censored sample pp. 3779-3788

Wu, Shu-Fei

Complex-valued ICA based on a pair of generalized covariance matrices pp. 3789-3805

Esa Ollila, Hannu Oja and Visa Koivunen

Linear B-spline copulas with applications to nonparametric estimation of copulas pp. 3806-3819

Xiaojing Shen, Yunmin Zhu and Lixin Song

Log-Burr XII regression models with censored data pp. 3820-3842

Giovana Oliveira Silva, Edwin M.M. Ortega, Vicente G. Cancho and Mauricio Lima Barreto

A novel moment-based sufficient dimension reduction approach in multivariate regression pp. 3843-3851

Jae Keun Yoo

Uncertainty propagation: Avoiding the expensive sampling process for real-time image-based measurements pp. 3852-3876

Leandro A.F. Fernandes, Manuel M. Oliveira and Roberto da Silva

Some properties of regression estimators in GEE models for clustered ordinal data pp. 3877-3888

Maria Laura Nores and Maria del Pilar Diaz

Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic pp. 3902-3912

A.C.M. Wong

On the equivalence between Non-negative Matrix Factorization and Probabilistic Latent Semantic Indexing pp. 3913-3927

Chris Ding, Tao Li and Wei Peng

Generating random networks from a given distribution pp. 3928-3938

Nathan Carter, Charles Hadlock and Dominique Haughton

The EM algorithm for the extended finite mixture of the factor analyzers model pp. 3939-3953

Xingcai Zhou and Xinsheng Liu

SiZer analysis for the comparison of regression curves pp. 3954-3970

Cheolwoo Park and Kang, Kee-Hoon

Pair-perturbation influence functions of nongaussianity by projection pursuit pp. 3971-3987

Yufen Huang, Cheng, Ching-Ren and Wang, Tai-Ho

NHPP models with Markov switching for software reliability pp. 3988-3999

Nalini Ravishanker, Zhaohui Liu and Bonnie K. Ray

Transformations for semi-continuous data pp. 4000-4020

Galit Shmueli, Wolfgang Jank and Valerie Hyde

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis pp. 4021-4039

Jalmar M.F. Carrasco, Edwin M.M. Ortega and Gilberto A. Paula

Point and interval estimation for extreme-value regression model under Type-II censoring pp. 4040-4058

P.S. Chan, H.K.T. Ng, N. Balakrishnan and Q. Zhou

Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model pp. 4059-4075

Hrdlicková, Zuzana

Regression models for binary time series with gaps pp. 4076-4090

Bernhard Klingenberg

Notes on interval estimation of risk difference in stratified noncompliance randomized trials: A Monte Carlo evaluation pp. 4091-4103

Lui, Kung-Jong

New normalization methods using support vector machine quantile regression approach in microarray analysis pp. 4104-4115

Insuk Sohn, Sujong Kim, Changha Hwang and Jae Won Lee

Sequence alignment for masquerade detection pp. 4116-4131

Scott E. Coull and Boleslaw K. Szymanski

First-passage-time location function: Application to determine first-passage-time densities in diffusion processes pp. 4132-4146

Román, P., J.J. Serrano and F. Torres

Direct maximization of the likelihood of a hidden Markov model pp. 4147-4160

Rolf Turner

Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems pp. 4161-4174

Ghislain Verdier, Nadine Hilgert and Vila, Jean-Pierre

Computer generation of negative binomial variates by envelope rejection pp. 4175-4183

S.H. Ong and Lee, Wen-Jau

Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? pp. 4184-4202

Gschlößl, Susanne and Claudia Czado

On the estimation of a large sparse Bayesian system: The Snaer program pp. 4203-4224

Dmitry Danilov and Jan R. Magnus

Feature significance for multivariate kernel density estimation pp. 4225-4242

Tarn Duong, Arianna Cowling, Inge Koch and M.P. Wand

Chisquare as a rotation criterion in factor analysis pp. 4243-4252

Leo Knüsel

On the estimation of the general parameter pp. 4253-4271

Matthew Stearns and Sarjinder Singh

New statistical software for the proportional hazards model with current status data pp. 4272-4286

Mongoué-Tchokoté, Solange and Kim, Jong-Sung

Aggregation and systematic sampling of periodic ARMA processes pp. 4287-4304

Roch Roy and Abdessamad Saidi

Robust designs for series estimation pp. 4305-4324

Holger Dette and Douglas P. Wiens

Notes on estimation of proportion ratio under a non-compliance randomized trial with missing outcomes pp. 4325-4345

Lui, Kung-Jong and William G. Cumberland

A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity pp. 4346-4356

Peter Congdon

Count data regression charts for the monitoring of surveillance time series pp. 4357-4368

Höhle, Michael and Michaela Paul

Discovering patterns in categorical time series using IFS pp. 4369-4379

Christian H. Weiß and Göb, Rainer

A new genetic algorithm in proteomics: Feature selection for SELDI-TOF data pp. 4380-4394

Reynès, Christelle, Robert Sabatier, Nicolas Molinari and Sylvain Lehmann

Adaptive CUSUM procedures with Markovian mean estimation pp. 4395-4409

Lianjie Shu, Wei Jiang and Zhang Wu

Using integrated weighted survival difference for the two-sample censored data problem pp. 4410-4416

Lee, Seung-Hwan, Lee, Eun-Joo and Bernard Oguna Omolo

Influence diagnostics in beta regression pp. 4417-4431

Espinheira, Patrícia L., Silvia L.P. Ferrari and Cribari-Neto, Francisco

On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap pp. 4432-4457

Jennifer Poulin and Pierre Duchesne

A random effects four-part model, with application to correlated medical costs pp. 4458-4473

Lei Liu, Mark R. Conaway, William A. Knaus and James D. Bergin

A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models pp. 4474-4486

A. Alonso, Litière, S. and G. Molenberghs

Assessing influence in Gaussian long-memory models pp. 4487-4501

Wilfredo Palma, Pascal Bondon and Tapia, José

On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution pp. 4502-4511

Dragan Jukic, Mirta Bensic and Rudolf Scitovski

A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE pp. 4512-4520

Qin Wang and Xiangrong Yin

Off-the-peg and bespoke classifiers for fraud detection pp. 4521-4532

Piotr Juszczak, Niall M. Adams, David J. Hand, Christopher Whitrow and David J. Weston

Favorability functions based on kernel density estimation for logistic models: A case study pp. 4533-4543

Ana Colubi, González-Rodríguez, Gil, Domínguez-Cuesta, María José and Jiménez-Sánchez, Montserrat

Detection of unknown computer worms based on behavioral classification of the host pp. 4544-4566

Robert Moskovitch, Yuval Elovici and Lior Rokach