Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 55, issue 12, 2011

Goodness-of-fit test for interest rate models: An approach based on empirical processes pp. 3073-3092

Abelardo Monsalve-Cobis, Wenceslao González-Manteiga and Manuel Febrero-Bande

Sensitivity analysis of predictive modeling for responses from the three-parameter Weibull model with a follow-up doubly censored sample of cancer patients pp. 3093-3103

Hafiz M.R. Khan, Ahmed Albatineh, Saeed Alshahrani, Nadine Jenkins and Nasar U. Ahmed

Approximate inference of the bandwidth in multivariate kernel density estimation pp. 3104-3122

Maurizio Filippone and Guido Sanguinetti

Generalized linear models with clustered data: Fixed and random effects models pp. 3123-3134

Göran Broström and Henrik Holmberg

Structural learning for Bayesian networks by testing complete separators in prime blocks pp. 3135-3147

Ping-Feng Xu, Jianhua Guo and Man-Lai Tang

One-step minimum Hellinger distance estimation pp. 3148-3164

Rohana J. Karunamuni and Jingjing Wu

Bayesian inference for an item response model for modeling test anxiety pp. 3165-3182

C.Q. da-Silva and A.E. Gomes

Some variants of adaptive sampling procedures and their applications pp. 3183-3196

Raghu Nandan Sengupta and Angana Sengupta

Variational Bayesian methods for spatial data analysis pp. 3197-3217

Qian Ren, Sudipto Banerjee, Andrew O. Finley and James S. Hodges

Inference for grouped data with a truncated skew-Laplace distribution pp. 3218-3231

F.J. Rubio and Mark Steel

An empirical evaluation of easily implemented, nonparametric methods for generating synthetic datasets pp. 3232-3243

Joerg Drechsler and Jerome P. Reiter

Repeated measures analysis for functional data pp. 3244-3256

Pablo Martínez-Camblor and Norberto Corral

A new flexible direct ROC regression model: Application to the detection of cardiovascular risk factors by anthropometric measures pp. 3257-3270

María Xosé Rodríguez-Álvarez, Javier Roca-Pardiñas and Carmen Cadarso-Suárez

Symmetric circular models through duplication and cosine perturbation pp. 3271-3282

Toshihiro Abe and Arthur Pewsey

On a new NBUE property in multivariate sense: An application pp. 3283-3294

J.M. Fernández-Ponce, F. Pellerey and M.R. Rodríguez-Griñolo

Fitting marginal accelerated failure time models to clustered survival data with potentially informative cluster size pp. 3295-3303

Jie Fan and Somnath Datta

Variable selection for functional regression models via the L1 regularization pp. 3304-3310

Hidetoshi Matsui and Sadanori Konishi

A unified view on lifetime distributions arising from selection mechanisms pp. 3311-3319

Josemar Rodrigues, N. Balakrishnan, Gauss M. Cordeiro and Mário de Castro

A Bayesian analysis of an agricultural field trial with three spatial dimensions pp. 3320-3332

Margaret Donald, Clair L. Alston, Rick R. Young and Kerrie L. Mengersen

Simple resampling methods of approximating the distribution of LAD estimators for doubly censored regression models pp. 3333-3343

Xiuqing Zhou and Jin Zhao

Efficient semiparametric estimation via Cholesky decomposition for longitudinal data pp. 3344-3354

Ziqi Chen, Ning-Zhong Shi, Wei Gao and Man-Lai Tang

On the performance of some non-parametric estimators of the conditional survival function with interval-censored data pp. 3355-3364

Mohammad Hossein Dehghan and Thierry Duchesne

Minimum [phi]-divergence estimation in misspecified multinomial models pp. 3365-3378

M.D. Jiménez-Gamero, R. Pino-Mejías, V. Alba-Fernández and J.L. Moreno-Rebollo

Comments on the article of C.-Y. Lai, L. Tian, and E.F. Schisterman on the "Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point" pp. 3379-3380

Fabien Subtil

A note on the binomial model with simplex constraints pp. 3381-3385

Guo-Liang Tian, Kai Wang Ng and Philip Yu

Retraction notice to "Social networks of author-coauthor relationships" [Comput. Statist. Data Anal. 52 (4) 2177-2184] pp. 3386-3386

Y.H. Said, E.J. Wegman, W.K. Sharabati and J.T. Rigsby

Volume 55, issue 11, 2011

A mixture of generalized latent variable models for mixed mode and heterogeneous data pp. 2889-2907

Jing-Heng Cai, Xin-Yuan Song, Kwok-Hap Lam and Edward Hak-Sing Ip

Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models pp. 2908-2924

Malgorzata Zak-Szatkowska and Malgorzata Bogdan

A nonparametric-test-based structural similarity measure for digital images pp. 2925-2936

Haiyan Wang, Diego Maldonado and Sharad Silwal

Estimating residual variance in random forest regression pp. 2937-2950

Guillermo Mendez and Sharon Lohr

On the Fernández-Steel distribution: Inference and application pp. 2951-2961

Nabor O. Castillo, Héctor W. Gómez, Víctor Leiva and Antonio Sanhueza

Kernel interpolation pp. 2962-2974

Thomas Mühlenstädt and Sonja Kuhnt

Two-group classification with high-dimensional correlated data: A factor model approach pp. 2975-2990

Pedro Silva

CUSUM control charts for monitoring optimal portfolio weights pp. 2991-3009

Vasyl Golosnoy, Sergiy Ragulin and Wolfgang Schmid

Model-based SIR for dimension reduction pp. 3010-3026

Luca Scrucca

Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition pp. 3027-3040

Weiwei Zhang, Gaorong Li and Liugen Xue

Model-averaged confidence intervals for factorial experiments pp. 3041-3048

David Fletcher and Peter W. Dillingham

Three predictive power measures for generalized linear models: The entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient pp. 3049-3058

Nobuoki Eshima and Minoru Tabata

Region-based statistical analysis of 2D PAGE images pp. 3059-3072

Feng Li, Françoise Seillier-Moiseiwitsch and Valeriy R. Korostyshevskiy

Volume 55, issue 10, 2011

Relations for moments of progressively Type-II censored order statistics from half-logistic distribution with applications to inference pp. 2775-2792

N. Balakrishnan and H.M. Saleh

Iterative stepwise regression imputation using standard and robust methods pp. 2793-2806

Matthias Templ, Alexander Kowarik and Peter Filzmoser

An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors pp. 2807-2818

Deukwoo Kwon, Maria Teresa Landi, Marina Vannucci, Haleem J. Issaq, DaRue Prieto and Ruth M. Pfeiffer

Adaptive EWMA procedures for monitoring processes subject to linear drifts pp. 2819-2829

Yan Su, Lianjie Shu and Kwok-Leung Tsui

Objective Bayesian analysis of accelerated competing failure models under Type-I censoring pp. 2830-2839

Ancha Xu and Yincai Tang

Scale space multiresolution analysis of random signals pp. 2840-2855

Lasse Holmström, Leena Pasanen, Reinhard Furrer and Stephan R. Sain

Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data pp. 2856-2870

Ülkü Gürler and C. Deniz Yenigün

Semiparametric regression with shape-constrained penalized splines pp. 2871-2879

Martin L. Hazelton and Berwin A. Turlach

Power and sample size requirements for non-inferiority in studies comparing two matched proportions where the events are correlated pp. 2880-2887

Jun-mo Nam

Volume 55, issue 9, 2011

Likelihood-free Bayesian estimation of multivariate quantile distributions pp. 2541-2556

Christopher C. Drovandi and Anthony N. Pettitt

An alternative objective function for fitting regression trees to functional response variables pp. 2557-2567

Stephen E. Lane and Andrew P. Robinson

Estimation of a flexible simple linear model for interval data based on set arithmetic pp. 2568-2578

Angela Blanco-Fernández, Norberto Corral and Gil González-Rodríguez

Optimal combination forecasts for hierarchical time series pp. 2579-2589

Rob Hyndman, Roman A. Ahmed, George Athanasopoulos and Han Lin Shang

Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis pp. 2590-2604

Xixin Cheng, W.K. Li, Philip Yu, Xuan Zhou, Chao Wang and P.H. Lo

Generalized method of moments estimation for cointegrated vector autoregressive models pp. 2605-2618

Suk K. Park, Sung K. Ahn and Sinsup Cho

Principal components for multivariate functional data pp. 2619-2634

J.R. Berrendero, A. Justel and M. Svarc

A maximum entropy type test of fit pp. 2635-2643

Sangyeol Lee, Ilia Vonta and Alex Karagrigoriou

Bayesian proportional hazards model for current status data with monotone splines pp. 2644-2651

Bo Cai, Xiaoyan Lin and Lianming Wang

Supersaturated designs: Are our results significant? pp. 2652-2664

David J. Edwards and Robert W. Mee

Estimation of the proportion of true null hypotheses in high-dimensional data under dependence pp. 2665-2676

Chloé Friguet and David Causeur

Information methods for model selection in linear mixed effects models with application to HCV data pp. 2677-2697

Rositsa B. Dimova, Marianthi Markatou and Andrew H. Talal

Hybrid Bayes factors for genome-wide association studies when a robust test is used pp. 2698-2711

Gang Zheng, Ao Yuan and Neal Jeffries

Maximum likelihood estimation of mixtures of factor analyzers pp. 2712-2723

Angela Montanari and Cinzia Viroli

Robust estimators and tests for bivariate copulas based on likelihood depth pp. 2724-2738

Liesa Denecke and Christine H. Müller

Bias from misspecification of the component variances in a normal mixture pp. 2739-2747

Yungtai Lo

Comparative assessment of trial-level surrogacy measures for candidate time-to-event surrogate endpoints in clinical trials pp. 2748-2757

Qian Shi, Lindsay A. Renfro, Brian M. Bot, Tomasz Burzykowski, Marc Buyse and Daniel J. Sargent

Functional data analysis in shape analysis pp. 2758-2773

Irene Epifanio and Noelia Ventura-Campos

Volume 55, issue 8, 2011

A simple algorithm for checking compatibility among discrete conditional distributions pp. 2457-2462

Kun-Lin Kuo and Yuchung J. Wang

A segmentation-based algorithm for large-scale partially ordered monotonic regression pp. 2463-2476

O. Sysoev, O. Burdakov and A. Grimvall

Improved interval estimation of long run response from a dynamic linear model: A highest density region approach pp. 2477-2489

Jae Kim, Iain Fraser and Rob Hyndman

A nonparametric exponentially weighted moving average signed-rank chart for monitoring location pp. 2490-2503

M.A. Graham, S. Chakraborti and S.W. Human

Sharpening Wald-type inference in robust regression for small samples pp. 2504-2515

Manuel Koller and Werner A. Stahel

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart pp. 2516-2524

Francisco Louzada, Mari Roman and Vicente G. Cancho

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models pp. 2525-2539

Emanuele Taufer, Nikolai Leonenko and Marco Bee

Volume 55, issue 7, 2011

Some edge correction methods for marked spatio-temporal point process models pp. 2209-2220

Ottmar Cronie and Aila Särkkä

Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis pp. 2221-2233

Yanfeng Shen, Zhengyan Lin and Jun Zhu

Functional density synchronization pp. 2234-2249

Zhen Zhang and Hans-Georg Müller

A polythetic clustering process and cluster validity indexes for histogram-valued objects pp. 2250-2262

Jaejik Kim and L. Billard

Testing structural equation models: The effect of kurtosis pp. 2263-2275

Tron Foss, Karl G. Jöreskog and Ulf H. Olsson

Classification in segmented regression problems pp. 2276-2287

Cathy W. S. Chen, Jennifer Chan, Mike K.P. So and Kevin K.M. Lee

Modeling overdispersion with the normalized tempered stable distribution pp. 2288-2301

M. Kolossiatis, Jim Griffin and Mark Steel

An extension of Chao's estimator of population size based on the first three capture frequency counts pp. 2302-2311

K. Lanumteang and D. Böhning

Estimating the error variance after a pre-test for an interval restriction on the coefficients pp. 2312-2323

Rong Zhu and Sherry Z.F. Zhou

Bayesian analysis of Birnbaum-Saunders distribution with partial information pp. 2324-2333

Ancha Xu and Yincai Tang

Rank regression for accelerated failure time model with clustered and censored data pp. 2334-2343

You-Gan Wang and Liya Fu

Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis pp. 2344-2353

Subhadeep Mukhopadhyay and Anil K. Ghosh

Generalized estimating equations with model selection for comparing dependent categorical agreement data pp. 2354-2362

Miao-Yu Tsai, Jung-Feng Wang and Jia-Ling Wu

Quasi-negative binomial distribution: Properties and applications pp. 2363-2371

Shubiao Li, Fang Yang, Felix Famoye, Carl Lee and Dennis Black

Practical variable selection for generalized additive models pp. 2372-2387

Giampiero Marra and Simon N. Wood

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples pp. 2388-2399

Artur J. Lemonte and Silvia L.P. Ferrari

A pretest for using logrank or Wilcoxon in the two-sample problem pp. 2400-2409

Annie Tordilla Darilay and Joshua D. Naranjo

An imputation method for categorical variables with application to nonlinear principal component analysis pp. 2410-2420

Pier Alda Ferrari, Paola Annoni, Alessandro Barbiero and Giancarlo Manzi

Estimation of empirical null using a mixture of normals and its use in local false discovery rate pp. 2421-2432

DoHwan Park, Junyong Park, Xiaosong Zhong and Michel Sadelain

Combining p-values using order-based methods pp. 2433-2444

Ori Davidov

Erratum to "Improved point and interval estimation for a beta regression model" [Comput. Statist. Data Anal. 51 (2006) 960-981] pp. 2445-2445

Raydonal Ospina, Francisco Cribari-Neto and Klaus L.P. Vasconcellos

Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models pp. 2446-2455

Jerald F. Lawless and Yildiz E. Yilmaz

Volume 55, issue 6, 2011

Dependent mixtures of Dirichlet processes pp. 2011-2025

Spyridon J. Hatjispyros, Theodoros Nicoleris and Stephen G. Walker

FSR methods for second-order regression models pp. 2026-2037

Hugh B. Crews, Dennis D. Boos and Leonard A. Stefanski

Semiparametric bivariate Archimedean copulas pp. 2038-2058

José Miguel Hernández-Lobato and Alberto Suárez

Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach pp. 2059-2073

Tomoko Matsuo, Douglas W. Nychka and Debashis Paul

Dynamic Bayesian beta models pp. 2074-2089

C.Q. da-Silva, H.S. Migon and L.T. Correia

Identifying cluster number for subspace projected functional data clustering pp. 2090-2103

Pai-Ling Li and Jeng-Min Chiou

Association study for the relationship between a haplotype or haplotype set and multiple quantitative responses pp. 2104-2113

Makoto Tomita, Noboru Hashimoto and Yutaka Tanaka

Maximum likelihood ratio test for the stability of sequence of Gaussian random processes pp. 2114-2127

Jie Zhou

Penalized cluster analysis with applications to family data pp. 2128-2136

Yixin Fang and Junhui Wang

A flexible extreme value mixture model pp. 2137-2157

A. MacDonald, C.J. Scarrott, D. Lee, B. Darlow, M. Reale and G. Russell

An algorithm for automatic curve detection pp. 2158-2171

Z. Martínez and C. Ludeña

On the performance of the flexible maximum entropy distributions within partially adaptive estimation pp. 2172-2182

Ilhan Usta and Yeliz Mert Kantar

A data-driven test to compare two or multiple time series pp. 2183-2196

Lei Jin

Hyper least squares fitting of circles and ellipses pp. 2197-2208

Kenichi Kanatani and Prasanna Rangarajan

Volume 55, issue 5, 2011

Gene selection and prediction for cancer classification using support vector machines with a reject option pp. 1897-1908

Hosik Choi, Donghwa Yeo, Sunghoon Kwon and Yongdai Kim

Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix pp. 1909-1918

Thomas J. Fisher and Xiaoqian Sun

Conditional copulas, association measures and their applications pp. 1919-1932

Irène Gijbels, Noël Veraverbeke and Marel Omelka

Ensemble classification of paired data pp. 1933-1941

Werner Adler, Alexander Brenning, Sergej Potapov, Matthias Schmid and Berthold Lausen

Distance functions for matching in small samples pp. 1942-1960

Eva Dettmann, C. Becker and Christian Schmeißer

Anisotropic generalized Procrustes analysis pp. 1961-1968

Mohammed Bennani Dosse, Henk A.L. Kiers and Jos M.F. Ten Berge

On biological validity indices for soft clustering algorithms for gene expression data pp. 1969-1979

Han-Ming Wu

An affine invariant multiple test procedure for assessing multivariate normality pp. 1980-1992

Carlos Tenreiro

Comparison of several means: A fiducial based approach pp. 1993-2002

Xinmin Li, Juan Wang and Hua Liang

Adaptive R charts with variable parameters pp. 2003-2010

Pei-Hsi Lee

Volume 55, issue 4, 2011

Design of experiments for bivariate binary responses modelled by Copula functions pp. 1509-1520

N.G. Denman, J.M. McGree, J.A. Eccleston and S.B. Duffull

Fast computation of high-dimensional multivariate normal probabilities pp. 1521-1529

Ioannis Phinikettos and Axel Gandy

One-sided multiple comparisons for treatment means with a control mean pp. 1530-1539

F.T. Wright and Kane Nashimoto

Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables pp. 1540-1551

Alexander M. Strasak, Nikolaus Umlauf, Ruth M. Pfeiffer and Stefan Lang

Split Bregman method for large scale fused Lasso pp. 1552-1569

Gui-Bo Ye and Xiaohui Xie

Approximate predictive densities and their applications in generalized linear models pp. 1570-1580

Min Chen and Xinlei Wang

Usage of a pair of -paths in Bayesian estimation of a unimodal density pp. 1581-1595

Man-Wai Ho

Empirical likelihood calibration estimation for the median treatment difference in observational studies pp. 1596-1609

Qihua Wang and Peng Lai

A random effects epidemic-type aftershock sequence model pp. 1610-1616

Feng-Chang Lin

Analyzing survival curves at a fixed point in time for paired and clustered right-censored data pp. 1617-1628

Pei-Fang Su, Yunchan Chi, Chung-I Li, Yu Shyr and Yi-De Liao

Sufficient bootstrapping pp. 1629-1637

Sarjinder Singh and Stephen A. Sedory

Mechanism-based emulation of dynamic simulation models: Concept and application in hydrology pp. 1638-1655

P. Reichert, G. White, M.J. Bayarri and E.B. Pitman

Estimation of inverse mean: An orthogonal series approach pp. 1656-1664

Qin Wang and Xiangrong Yin

Estimation of extreme percentiles in Birnbaum-Saunders distributions pp. 1665-1678

Filidor Vilca, Lucia Santana, Víctor Leiva and N. Balakrishnan

A half-region depth for functional data pp. 1679-1695

Sara López-Pintado and Juan Romo

Robust likelihood inference for regression parameters in partially linear models pp. 1696-1714

Chung-Wei Shen, Tsung-Shan Tsou and N. Balakrishnan

Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints pp. 1715-1725

Salvatore Ingrassia and Roberto Rocci

Estimating the mean of a mark variable under right censoring on the basis of a state function pp. 1726-1735

Hong-Bin Fang, Jiantian Wang, Dianliang Deng and Man-Lai Tang

Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains pp. 1736-1747

Enrico Fabrizi, Maria Ferrante, Silvia Pacei and Carlo Trivisano

A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models pp. 1748-1759

Hossein Baghishani and Mohsen Mohammadzadeh

Gibbs ensembles for nearly compatible and incompatible conditional models pp. 1760-1769

Shyh-Huei Chen, Edward H. Ip and Yuchung J. Wang

The specification of the propensity score in multilevel observational studies pp. 1770-1780

Bruno Arpino and Fabrizia Mealli

Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments pp. 1781-1790

Mathieu Sinn and Karsten Keller

Approximate Bayesian inference in spatial GLMM with skew normal latent variables pp. 1791-1806

Fatemeh Hosseini, Jo Eidsvik and Mohsen Mohammadzadeh

A bootstrap test for symmetry based on ranked set samples pp. 1807-1814

Reza Drikvandi, Reza Modarres and Abdullah H. Jalilian

Laplace random effects models for interlaboratory studies pp. 1815-1827

Andrew L. Rukhin and Antonio Possolo

An experimental comparison of cross-validation techniques for estimating the area under the ROC curve pp. 1828-1844

Antti Airola, Tapio Pahikkala, Willem Waegeman, Bernard De Baets and Tapio Salakoski

Robust diagnostics for the heteroscedastic regression model pp. 1845-1866

Tsung-Chi Cheng

Local influence in estimating equations pp. 1867-1883

Maria Kelly Venezuela, Mônica Carneiro Sandoval and Denise Aparecida Botter

A comparative study of nonparametric estimation in Weibull regression: A penalized likelihood approach pp. 1884-1896

Young-Ju Kim

Volume 55, issue 3, 2011

Exact computation of bivariate projection depth and the Stahel-Donoho estimator pp. 1173-1179

Yijun Zuo and Shaoyong Lai

Indirect density estimation using the iterative Bayes algorithm pp. 1180-1195

Jun Ma

Efficient maximum likelihood estimation of copula based meta t-distributions pp. 1196-1214

Ran Zhang, Claudia Czado and Aleksey Min

Weighted and robust archetypal analysis pp. 1215-1225

Manuel J.A. Eugster and Friedrich Leisch

Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function pp. 1226-1235

Mohamed M. Shoukri, Pranesh Kumar and Dilek Colak

Allowing for missing genotypes in any members of the nuclear families in transmission disequilibrium test pp. 1236-1249

Gülhan Alpargu

The complementary exponential power lifetime model pp. 1250-1259

Gladys D.C. Barriga, Franscisco Louzada-Neto and Vicente G. Cancho

Bayesian semiparametric modeling of survival data based on mixtures of B-spline distributions pp. 1260-1272

Bo Cai and Renate Meyer

Testing equality of risk ratios in multiple 2x2 tables with structural zero pp. 1273-1284

Nian-Sheng Tang and Shao-Ping Jiang

Progressively Type-II censored competing risks data from Lomax distributions pp. 1285-1303

Erhard Cramer and Anja Bettina Schmiedt

On estimation and influence diagnostics for zero-inflated negative binomial regression models pp. 1304-1318

Aldo M. Garay, Elizabeth M. Hashimoto, Edwin M.M. Ortega and Víctor H. Lachos

Generalized spatial dynamic factor models pp. 1319-1330

Hedibert Freitas Lopes, Dani Gamerman and Esther Salazar

Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market pp. 1331-1341

Jan Magnus, Alan Wan and Xinyu Zhang

A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data pp. 1342-1356

Sounak Chakraborty and Ruixin Guo

Partial correlation with copula modeling pp. 1357-1366

Jong-Min Kim, Yoon-Sung Jung, Taeryon Choi and Engin A. Sungur

Simulation-based two-stage estimation for multiple nonparametric regression pp. 1367-1378

Lu Lin, Qi Zhang, Feng Li and Xia Cui

Bias and skewness in a general extreme-value regression model pp. 1379-1393

Wagner Barreto-Souza and Klaus L.P. Vasconcellos

Dealing with monotone likelihood in a model for speckled data pp. 1394-1409

Donald M. Pianto and Francisco Cribari-Neto

A compound class of Weibull and power series distributions pp. 1410-1425

Alice Lemos Morais and Wagner Barreto-Souza

Practical estimation of high dimensional stochastic differential mixed-effects models pp. 1426-1444

Umberto Picchini and Susanne Ditlevsen

The [beta]-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling pp. 1445-1461

Gauss M. Cordeiro and Artur J. Lemonte

Local influence for Student-t partially linear models pp. 1462-1478

Germán Ibacache-Pulgar and Gilberto A. Paula

A semiparametric accelerated failure time partial linear model and its application to breast cancer pp. 1479-1487

Yubo Zou, Jiajia Zhang and Guoyou Qin

Latent growth curve modeling for longitudinal ordinal responses with applications pp. 1488-1497

Tong-Yu Lu, Wai-Yin Poon and Yim-Fan Tsang

Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling pp. 1498-1508

Rui-Yin Liu, Jian Tao, Ning-Zhong Shi and Xuming He

Volume 55, issue 2, 2011

Approximate unconditional test procedure for comparing two ordered multinomials pp. 955-963

Man-Lai Tang, Wai-Yin Poon, Leevan Ling, Yijie Liao and Hang-Wai Chui

Estimation of reliability in a series system with random sample size pp. 964-972

D.K. Al-Mutairi, M.E. Ghitany and Ramesh C. Gupta

Stepwise local influence analysis pp. 973-982

Lei Shi and Mei Huang

Joint estimation of mean-covariance model for longitudinal data with basis function approximations pp. 983-992

Jie Mao, Zhongyi Zhu and Wing K. Fung

Regression models for grouped survival data: Estimation and sensitivity analysis pp. 993-1007

Elizabeth M. Hashimoto, Edwin M.M. Ortega, Gilberto A. Paula and Mauricio L. Barreto

Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order pp. 1008-1017

Christian Kascha and Carsten Trenkler

Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient pp. 1018-1028

Brent D. Burch

Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters pp. 1029-1040

Dongik Jang and Hee-Seok Oh

Regularized reduced rank growth curve models pp. 1041-1052

Yoshio Takane, Kwanghee Jung and Heungsun Hwang

Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model pp. 1053-1060

Chi-Chung Wen and Yi-Hau Chen

Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data pp. 1061-1070

Jingyun Yang and Vernon M. Chinchilli

Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach pp. 1071-1085

Assam Pryseley, Clotaire Tchonlafi, Geert Verbeke and Geert Molenberghs

Goodness-of-fit testing in growth curve models: A general approach based on finite differences pp. 1086-1098

A. Mandal, W.T. Huang, S.K. Bhandari and A. Basu

Estimation of sample selection models with two selection mechanisms pp. 1099-1108

Phillip Li

Size and power properties of some tests in the Birnbaum-Saunders regression model pp. 1109-1117

Artur J. Lemonte and Silvia L.P. Ferrari

The beta Burr XII distribution with application to lifetime data pp. 1118-1136

Patrícia F. Paranaíba, Edwin M.M. Ortega, Gauss M. Cordeiro and Rodrigo R. Pescim

On nonlinear regression estimator with denoised variables pp. 1137-1149

Hengjian Cui and Tao Hu

Approximate repeated-measures shrinkage pp. 1150-1159

Adam R. Brentnall, Martin J. Crowder and David J. Hand

Joint segmentation of multivariate Gaussian processes using mixed linear models pp. 1160-1170

F. Picard, E. Lebarbier, E. Budinskà and S. Robin

Corrigendum pp. 1171-1171

Dianxu Ren

Volume 55, issue 1, 2011

Inferences on Weibull parameters with conventional type-I censoring pp. 1-11

Avijit Joarder, Hare Krishna and Debasis Kundu

Alternating imputation posterior estimation of models with crossed random effects pp. 12-25

S.-J. Cho and Sophia Rabe-Hesketh

A fast procedure for calculating importance weights in bootstrap sampling pp. 26-33

Hua Zhou and Kenneth Lange

Some exact tests for manifest properties of latent trait models pp. 34-44

Jan G. Gooijer and Ao Yuan

Grid based variational approximations pp. 45-56

John T. Ormerod

Efficiently sampling nested Archimedean copulas pp. 57-70

Marius Hofert

Semiparametric stochastic frontier models for clustered data pp. 71-83

Ruggero Bellio and Luca Grassetti

Bayesian inference for additive mixed quantile regression models pp. 84-96

Yu Ryan Yue and Håvard Rue

Similarity analysis in Bayesian random partition models pp. 97-109

Carlos A. Navarrete and Fernando A. Quintana

On power and sample size computation for multiple testing procedures pp. 110-122

Jie Chen, Jianfeng Luo, Kenneth Liu and Devan V. Mehrotra

Exact and approximate algorithms for variable selection in linear discriminant analysis pp. 123-131

Michael J. Brusco and Douglas Steinley

Nonlinear methods for inverse statistical problems pp. 132-142

Pierre Barbillon, Gilles Celeux, Agnès Grimaud, Yannick Lefebvre and Étienne De Rocquigny

Acceleration of the alternating least squares algorithm for principal components analysis pp. 143-153

Masahiro Kuroda, Yuichi Mori, Masaya Iizuka and Michio Sakakihara

Approximate forward-backward algorithm for a switching linear Gaussian model pp. 154-167

Hugo Hammer and Håkon Tjelmeland

Robust weighted kernel logistic regression in imbalanced and rare events data pp. 168-183

Maher Maalouf and Theodore B. Trafalis

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST) pp. 184-198

Chonggang Xu and George Gertner

Simulation smoothing for state-space models: A computational efficiency analysis pp. 199-212

William McCausland, Shirley Miller and Denis Pelletier

Generating generalized inverse Gaussian random variates by fast inversion pp. 213-217

Josef Leydold and Wolfgang Hörmann

A note on influence diagnostics in nonlinear mixed-effects elliptical models pp. 218-225

Alexandre G. Patriota

Cutpoint selection for discretizing a continuous covariate for generalized estimating equations pp. 226-235

Gisela Tunes-da-Silva and John P. Klein

Optimal allocation of change points in simple step-stress experiments under Type-II censoring pp. 236-247

Maria Kateri, Udo Kamps and Narayanaswamy Balakrishnan

The hierarchical-likelihood approach to autoregressive stochastic volatility models pp. 248-260

Woojoo Lee, Johan Lim, Youngjo Lee and Joan del Castillo

A Bayesian approach to model-based clustering for binary panel probit models pp. 261-279

Christian Aßmann and Jens Boysen-Hogrefe

Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method pp. 280-290

M.W. Pedersen, U.H. Thygesen and H. Madsen

Semiparametric regression analysis of panel count data with informative observation times pp. 291-300

Xingqiu Zhao and Xingwei Tong

MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness pp. 301-311

Cristina Sotto, Caroline Beunckens, Geert Molenberghs and Michael G. Kenward

Derivation of centralized and distributed filters using covariance information pp. 312-323

M.J. García-Ligero, A. Hermoso-Carazo and J. Linares-Pérez

A smoothing principle for the Huber and other location M-estimators pp. 324-337

Frank Hampel, Christian Hennig and Elvezio Ronchetti

Mapping electron density in the ionosphere: A principal component MCMC algorithm pp. 338-352

Eman Khorsheed, Merrilee Hurn and Christopher Jennison

Bayesian inference for a skew-normal IRT model under the centred parameterization pp. 353-365

Caio L.N. Azevedo, Heleno Bolfarine and Dalton F. Andrade

Generalized additive models and inflated type I error rates of smoother significance tests pp. 366-374

Robin L. Young, Janice Weinberg, Verónica Vieira, Al Ozonoff and Thomas F. Webster

On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models pp. 375-388

Jouni Kuha and David Firth

Partially varying coefficient single index proportional hazards regression models pp. 389-400

Jianbo Li and Riquan Zhang

Dimensionality reduction when data are density functions pp. 401-420

Pedro Delicado

Quadratic approximation on SCAD penalized estimation pp. 421-428

Sunghoon Kwon, Hosik Choi and Yongdai Kim

Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data pp. 429-445

Philippe Lambert

Inference in HIV dynamics models via hierarchical likelihood pp. 446-456

D. Commenges, D. Jolly, J. Drylewicz, H. Putter and R. Thiébaut

Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions pp. 457-465

Tingting Zhan, Inna Chevoneva and Boris Iglewicz

An extension of an over-dispersion test for count data pp. 466-474

M. Fazil Baksh, Dankmar Böhning and Rattana Lerdsuwansri

A space-time filter for panel data models containing random effects pp. 475-490

Olivier Parent and James LeSage

Computational issues with fitting joint location/dispersion models in unreplicated 2k factorials pp. 491-497

Thomas M. Loughin and Jorge E. Rodríguez

Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction pp. 498-519

D. Dereudre and F. Lavancier

Model-based classification via mixtures of multivariate t-distributions pp. 520-529

Jeffrey L. Andrews, Paul D. McNicholas and Sanjeena Subedi

Hierarchical multilinear models for multiway data pp. 530-543

Peter D. Hoff

Error rates for multivariate outlier detection pp. 544-553

Andrea Cerioli and Alessio Farcomeni

A weighted quantile regression for randomly truncated data pp. 554-566

Weihua Zhou

Feature selection in the Laplacian support vector machine pp. 567-577

Sangjun Lee, Changyi Park and Ja-Yong Koo

A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics pp. 578-587

N. Iranpanah, M. Mohammadzadeh and C.C. Taylor

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics pp. 588-602

Vicente G. Cancho, Dipak K. Dey, Victor H. Lachos and Marinho G. Andrade

On testing the equivalence of treatments using the measure of range pp. 603-614

Hubert J. Chen, Miin-Jye Wen and Chia-Jui Chuang

Estimation from aggregate data pp. 615-626

E. Gouno, L. Courtrai and M. Fredette

Estimating inter-group interaction radius for point processes with nested spatial structures pp. 627-640

J. Chadoeuf, G. Certain, E. Bellier, A. Bar-Hen, P. Couteron, P. Monestiez and V. Bretagnolle

A note on mean-field variational approximations in Bayesian probit models pp. 641-643

Artin Armagan and Russell L. Zaretzki

The bivariate generalized linear failure rate distribution and its multivariate extension pp. 644-654

Ammar M. Sarhan, David C. Hamilton, Bruce Smith and Debasis Kundu

Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe pp. 655-666

Guoqi Qian, Ning Li and Richard Huggins

A semi-parametric generalization of the Cox proportional hazards regression model: Inference and applications pp. 667-676

Karthik Devarajan and Nader Ebrahimi

The Poisson-exponential lifetime distribution pp. 677-686

Vicente G. Cancho, Franscisco Louzada-Neto and Gladys D.C. Barriga

Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions pp. 687-702

Wai-Yin Wan and Jennifer Chan

Detecting random-effects model misspecification via coarsened data pp. 703-714

Xianzheng Huang

Hidden Markov models with arbitrary state dwell-time distributions pp. 715-724

R. Langrock and W. Zucchini

Interval estimation for response adaptive clinical trials pp. 725-730

David Tolusso and Xikui Wang

A generalized false discovery rate in microarray studies pp. 731-737

Moonsu Kang and Heuiju Chun

2D wavelet-based spectra with applications pp. 738-751

Orietta Nicolis, Pepa Ramírez-Cobo and Brani Vidakovic

A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets pp. 752-764

Luke A. Prendergast and Connie Li Wai Suen

Model selection for zero-inflated regression with missing covariates pp. 765-773

Xue-Dong Chen and Ying-Zi Fu

Semiparametrically weighted robust estimation of regression models pp. 774-788

Pavel Cizek

Supervised multidimensional scaling for visualization, classification, and bipartite ranking pp. 789-801

Daniela M. Witten and Robert Tibshirani

A latent class selection model for nonignorably missing data pp. 802-812

Hyekyung Jung, Joseph L. Schafer and Byungtae Seo

Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data pp. 813-823

Dewi Rahardja and Dean M. Young

Analysis of zero-inflated clustered count data: A marginalized model approach pp. 824-837

Keunbaik Lee, Yongsung Joo, Joon Jin Song and Dee Wood Harper

Post-stratified calibration method for estimating quantiles pp. 838-851

S. Martínez, M. Rueda, A. Arcos, H. Martínez and I. Sánchez-Borrego

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures pp. 852-862

Joanna J.J. Wang, Jennifer Chan and S.T. Boris Choy

Modelling using an extended Yule distribution pp. 863-873

A.M. Martínez-Rodríguez, A.J. Sáez-Castillo and A. Conde-Sánchez

Robust accelerated failure time regression pp. 874-887

Isabella Locatelli, Alfio Marazzi and Victor J. Yohai

Comparative study of ROC regression techniques--Applications for the computer-aided diagnostic system in breast cancer detection pp. 888-902

María Xosé Rodríguez-Álvarez, Pablo G. Tahoces, Carmen Cadarso-Suárez and María José Lado

Floating prioritized subset analysis: A powerful method to detect differentially expressed genes pp. 903-913

Wan-Yu Lin and Wen-Chung Lee

The joint model of the logistic model and linear random effect model -- An application to predict orthostatic hypertension for subacute stroke patients pp. 914-923

Yi-Ting Hwang, Hao-Yun Tsai, Yeu-Jhy Chang, Hsun-Chih Kuo and Chun-Chao Wang

A unified Bayesian inference on treatment means with order constraints pp. 924-934

Man-Suk Oh and Dong Wan Shin

A statistical approach to high-throughput screening of predicted orthologs pp. 935-943

Jeong Eun Min, Matthew D. Whiteside, Fiona S.L. Brinkman, Brad McNeney and Jinko Graham

Cost-efficiency considerations in the choice of a microarray platform for time course experimental designs pp. 944-954

Valéria Lima Passos, Frans E.S. Tan and Martijn P.F. Berger