Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 54, issue 12, 2010

Special issue on variable selection and robust procedures pp. 2879-2882

Stefan Van Aelst, Roy Welsch and Ruben H. Zamar

Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions pp. 2883-2898

C.A. Abanto-Valle, D. Bandyopadhyay, V.H. Lachos and I. Enriquez

Globally robust confidence intervals for simple linear regression pp. 2899-2913

Jorge Adrover and Matias Salibian-Barrera

Assessing when a sample is mostly normal pp. 2914-2925

Pedro C. Alvarez-Esteban, Eustasio del Barrio, Juan A. Cuesta-Albertos and Carlos Matrán

Robust mixture modeling based on scale mixtures of skew-normal distributions pp. 2926-2941

Rodrigo M. Basso, Víctor H. Lachos, Celso Rômulo Barbosa Cabral and Pulak Ghosh

Robust inference in generalized partially linear models pp. 2942-2966

Graciela Boente and Daniela Rodriguez

Detecting influential observations in principal components and common principal components pp. 2967-2975

Graciela Boente, Ana M. Pires and Isabel M. Rodrigues

Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods pp. 2976-2989

Simone Borra and Agostino Di Ciaccio

A new approach for selecting the number of factors pp. 2990-2998

Yin-Ping Chen, Hsin-Cheng Huang and I-Ping Tu

Robust exponential smoothing of multivariate time series pp. 2999-3006

Christophe Croux, Sarah Gelper and Koen Mahieu

Detecting influential observations in Kernel PCA pp. 3007-3019

Michiel Debruyne, Mia Hubert and Johan Van Horebeek

Robust estimation of constrained covariance matrices for confirmatory factor analysis pp. 3020-3032

E. Dupuis Lozeron and Maria-Pia Victoria-Feser

A goodness-of-fit test for Archimedean copula models in the presence of right censoring pp. 3033-3043

Takeshi Emura, Chien-Wei Lin and Weijing Wang

On the efficient computation of robust regression estimators pp. 3044-3056

Salvador Flores

Robust clusterwise linear regression through trimming pp. 3057-3069

L.A. García-Escudero, A. Gordaliza, A. Mayo-Iscar and R. San Martín

Robust concentration graph model selection pp. 3070-3079

Anna Gottard and Simona Pacillo

A cross-validation deletion-substitution-addition model selection algorithm: Application to marginal structural models pp. 3080-3094

Thaddeus J. Haight, Yue Wang, Mark J. van der Laan and Ira B. Tager

Imputation of missing values for compositional data using classical and robust methods pp. 3095-3107

K. Hron, M. Templ and Peter Filzmoser

Rank tests and regression rank score tests in measurement error models pp. 3108-3120

Jana Jurecková, Jan Picek and A.K.Md. Ehsanes Saleh

Fast robust estimation of prediction error based on resampling pp. 3121-3130

Jafar A. Khan, Stefan Van Aelst and Ruben H. Zamar

Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy pp. 3131-3143

Jong Soo Lee and Dennis D. Cox

Sparse CCA using a Lasso with positivity constraints pp. 3144-3157

Anastasia Lykou and Joe Whittaker

A comparison of design and model selection methods for supersaturated experiments pp. 3158-3167

Christopher J. Marley and David C. Woods

Correcting MM estimates for "fat" data sets pp. 3168-3173

Ricardo A. Maronna and Victor J. Yohai

Testing for the generalized normal-Laplace distribution with applications pp. 3174-3180

Simos G. Meintanis and Mike Tsionas

A diagnostic method for simultaneous feature selection and outlier identification in linear regression pp. 3181-3193

Rajiv S. Menjoge and Roy E. Welsch

Model selection strategies for identifying most relevant covariates in homoscedastic linear models pp. 3194-3211

Aleksey Min, Hajo Holzmann and Claudia Czado

Outlier detection and least trimmed squares approximation using semi-definite programming pp. 3212-3226

T.D. Nguyen and R. Welsch

Bayesian projection approaches to variable selection in generalized linear models pp. 3227-3241

David J. Nott and Chenlei Leng

An evolutionary algorithm for robust regression pp. 3242-3248

Robin Nunkesser and Oliver Morell

Bayesian variable selection and model averaging in the arbitrage pricing theory model pp. 3249-3268

Rachida Ouysse and Robert Kohn

Default Bayesian model determination methods for generalised linear mixed models pp. 3269-3288

Antony M. Overstall and Jonathan J. Forster

Bayesian variable selection for Poisson regression with underreported responses pp. 3289-3299

Stephanie Powers, Richard Gerlach and James Stamey

Robust model selection with flexible trimming pp. 3300-3312

Marco Riani and Anthony C. Atkinson

Combining regular and irregular histograms by penalized likelihood pp. 3313-3323

Yves Rozenholc, Thoralf Mildenberger and Ursula Gather

New approaches to compute Bayes factor in finite mixture models pp. 3324-3335

M.J. Rufo, J. Martín and C.J. Pérez

Frequentist Model Averaging with missing observations pp. 3336-3347

Michael Schomaker, Alan Wan and Christian Heumann

A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis pp. 3348-3358

S. Unkel and N.T. Trendafilov

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection pp. 3359-3370

You-Gan Wang and Lin-Yee Hin

Robustness of design for the testing of lack of fit and for estimation in binary response models pp. 3371-3378

Douglas P. Wiens

3rd Special issue on matrix computations and statistics pp. 3379-3380

Jesse Barlow, Lars Eldén and Paolo Foschi

Update formulas for split-plot and block designs pp. 3381-3391

Heidi Arnouts and Peter Goos

Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models pp. 3392-3403

Marc Hofmann and Erricos Kontoghiorghes

A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions pp. 3404-3410

Tsuyoshi Ichimura and Daisuke Fukuda

Approximate low-rank factorization with structured factors pp. 3411-3420

Ivan Markovsky and Mahesan Niranjan

Local-moment nonparametric density estimation of pre-binned data pp. 3421-3429

Galen I. Papkov and David W. Scott

Regularization parameter estimation for large-scale Tikhonov regularization using a priori information pp. 3430-3445

Rosemary A. Renaut, Iveta Hnetynková and Jodi Mead

Stepwise estimation of common principal components pp. 3446-3457

Nickolay T. Trendafilov

-optimal designs for a hierarchically ordered system of regression models pp. 3458-3465

Rong-Xian Yue and Xin Liu

Volume 54, issue 11, 2010

The Fifth Special Issue on Computational Econometrics pp. 2359-2359

David Belsley, Pierre Duchesne, George Kapetanios, Erricos Kontoghiorghes, Marc Paolella and Herman van Dijk

Joint forecasts of Dow Jones stocks under general multivariate loss function pp. 2360-2371

Tansel Alp and Matei Demetrescu

Modeling tick-by-tick realized correlations pp. 2372-2382

Francesco Audrino and Fulvio Corsi

Time-varying joint distribution through copulas pp. 2383-2399

M. Concepcion Ausin and Hedibert F. Lopes

Intradaily dynamic portfolio selection pp. 2400-2418

Luc Bauwens, Walid Ben Omrane and Erick Rengifo

Public news announcements and quoting activity in the Euro/Dollar foreign exchange market pp. 2419-2431

Walid Ben Omrane and Andréas Heinen

From short to long memory: Aggregation and estimation pp. 2432-2442

Jan Beran, Martin Schützner and Sucharita Ghosh

Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion pp. 2443-2458

Monica Billio and Massimiliano Caporin

Robust M-estimation of multivariate GARCH models pp. 2459-2469

Kris Boudt and Christophe Croux

Automated variable selection in vector multiplicative error models pp. 2470-2486

Fabrizio Cipollini and Giampiero Gallo

Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation pp. 2487-2497

J. Dai and Stefan Sperlich

Tests for cointegration with structural breaks based on subsamples pp. 2498-2511

James Davidson and Andrea Monticini

On testing for serial correlation of unknown form using wavelet thresholding pp. 2512-2531

Pierre Duchesne, Linyuan Li and Jill Vandermeerschen

Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form pp. 2532-2553

Jean-Marie Dufour and Abderrahim Taamouti

Estimation uncertainty in structural inflation models with real wage rigidities pp. 2554-2561

Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects pp. 2562-2579

Dean Fantazzini

Wavelet-based detection of outliers in financial time series pp. 2580-2593

Aurea Grané and Helena Veiga

Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes pp. 2594-2608

Jim Griffin and Mark Steel

Efficient estimation of a semiparametric dynamic copula model pp. 2609-2627

Christian Hafner and Olga Reznikova

Real time detection of structural breaks in GARCH models pp. 2628-2640

Zhongfang He and John Maheu

Exact maximum likelihood estimation for non-stationary periodic time series models pp. 2641-2654

Irma Hindrayanto, Siem Jan Koopman and Marius Ooms

Factor-GMM estimation with large sets of possibly weak instruments pp. 2655-2675

George Kapetanios and Massimiliano Marcellino

Forecasting volatility under fractality, regime-switching, long memory and student-t innovations pp. 2676-2692

Thomas Lux and Leonardo Morales-Arias

Optimization heuristics for determining internal rating grading scales pp. 2693-2706

Marianna Lyra, Johannes Paha, Sandra Paterlini and Peter Winker

Exploratory data analysis and model criticism with posterior plots pp. 2707-2720

J.C. Naylor, Andrew Tremayne and J.M. Marriott

Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach pp. 2721-2735

Yoshihiro Ohtsuka, Takashi Oga and Kazuhiko Kakamu

Tobit model with covariate dependent thresholds pp. 2736-2752

Yasuhiro Omori and Koji Miyawaki

Efficient importance sampling maximum likelihood estimation of stochastic differential equations pp. 2753-2762

S. Pastorello and Eduardo Rossi

Semiparametric indirect utility and consumer demand pp. 2763-2775

Krishna Pendakur, Michael Scholz and Stefan Sperlich

A regression tree algorithm for the identification of convergence clubs pp. 2776-2785

Paolo Postiglione, Roberto Benedetti and Giovanni Lafratta

Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis pp. 2786-2800

Eduardo Rossi and Filippo Spazzini

Robust panel unit root tests for cross-sectionally dependent multiple time series pp. 2801-2813

Dong Wan Shin and Sangun Park

Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach pp. 2814-2835

Ingvar Strid

A linearly distributed lag estimator with r-convex coefficients pp. 2836-2849

E.E. Vassiliou and Ioannis Demetriou

Non-linear time series clustering based on non-parametric forecast densities pp. 2850-2865

J.A. Vilar, A.M. Alonso and J.M. Vilar

Sparse seemingly unrelated regression modelling: Applications in finance and econometrics pp. 2866-2877

Hao Wang

Volume 54, issue 10, 2010

Early stopping in L2Boosting pp. 2203-2213

Yuan-Chin Ivan Chang, Yufen Huang and Yu-Pai Huang

Design-based estimation for geometric quantiles with application to outlier detection pp. 2214-2229

Mohamed Chaouch and Camelia Goga

Variable selection via combined penalization for high-dimensional data analysis pp. 2230-2243

Xiaoming Wang, Taesung Park and K.C. Carriere

A multivariate control chart for simultaneously monitoring process mean and variability pp. 2244-2252

Jiujun Zhang, Zhonghua Li and Zhaojun Wang

Mixtures of regressions with predictor-dependent mixing proportions pp. 2253-2266

D.S. Young and D.R. Hunter

Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables pp. 2267-2275

Ian White, Rhian Daniel and Patrick Royston

Estimating the mixing proportion in a semiparametric mixture model pp. 2276-2283

Seongjoo Song, Dan L. Nicolae and Jongwoo Song

Order selection tests with multiply imputed data pp. 2284-2295

Fabrizio Consentino and Gerda Claeskens

Confidence intervals for dependent data: Equating non-overlap with statistical significance pp. 2296-2305

David Afshartous and Richard A. Preston

A bootstrap test for equality of variances pp. 2306-2316

Dexter O. Cahoy

Statistical simulation and the distribution of distances between identical elements in a random sequence pp. 2317-2327

Peter Zörnig

New EWMA control charts for monitoring process dispersion pp. 2328-2342

Longcheen Huwang, Chun-Jung Huang and Yi-Hua Tina Wang

Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition pp. 2343-2357

Hans-Friedrich Köhn

Retracted: The functional singular value decomposition for bivariate stochastic processes pp. 2358-2358

Daniel Gervini

Volume 54, issue 9, 2010

Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study pp. 2053-2065

Wolfgang Kössler

Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint pp. 2066-2081

Donghoon Han and N. Balakrishnan

A new image segmentation algorithm with applications to image inpainting pp. 2082-2093

Silvia Ojeda, Ronny Vallejos and Oscar Bustos

An encompassing prior generalization of the Savage-Dickey density ratio pp. 2094-2102

Ruud Wetzels, Raoul Grasman and Eric-Jan Wagenmakers

Extending the long-term survivor mixture model with random effects for clustered survival data pp. 2103-2112

Xin Lai and Kelvin K.W. Yau

James-Stein shrinkage to improve k-means cluster analysis pp. 2113-2127

Jinxin Gao and David B. Hitchcock

A variance shift model for detection of outliers in the linear mixed model pp. 2128-2144

Freedom N. Gumedze, Sue J. Welham, Beverley J. Gogel and Robin Thompson

Bayesian analysis of semiparametric reproductive dispersion mixed-effects models pp. 2145-2158

Xue-Dong Chen and Nian-Sheng Tang

Small area estimation using a nonparametric model-based direct estimator pp. 2159-2171

Nicola Salvati, Hukum Chandra, M. Giovanna Ranalli and Ray Chambers

Semiparametric Bayes hierarchical models with mean and variance constraints pp. 2172-2186

Mingan Yang, David B. Dunson and Donna Baird

On the measure and the estimation of evenness and diversity pp. 2187-2201

Josep Ginebra and Xavier Puig

Volume 54, issue 8, 2010

Testing and estimation of purely nonparametric effects in repeated measures designs pp. 1895-1905

F. Konietschke, A.C. Bathke, L.A. Hothorn and E. Brunner

D-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm pp. 1906-1920

Math J.J.M. Candel and Gerard J.P. Van Breukelen

A Bayesian MCMC approach to survival analysis with doubly-censored data pp. 1921-1929

Binbing Yu

A computational strategy for doubly smoothed MLE exemplified in the normal mixture model pp. 1930-1941

Byungtae Seo and Bruce G. Lindsay

Goodness-of-fit tests for the error distribution in nonparametric regression pp. 1942-1951

Cédric Heuchenne and Ingrid Van Keilegom

An analysis of three-level orthogonal saturated designs pp. 1952-1961

Ying Chen, Chi Kin Chan and Bartholomew P.K. Leung

Bayesian analysis for outliers in survey sampling pp. 1962-1974

N.K. Unnikrishnan

On sufficient dimension reduction for proportional censorship model with covariates pp. 1975-1982

Xuerong Meggie Wen

Data-driven smooth tests for the martingale difference hypothesis pp. 1983-1998

Juan Carlos Escanciano and Silvia Mayoral

A clipped latent variable model for spatially correlated ordered categorical data pp. 1999-2011

Megan Dailey Higgs and Jennifer A. Hoeting

Bayesian classification for bivariate normal gene expression pp. 2012-2020

Sandra Ramos, Antónia Amaral Turkman and Marília Antunes

A new skew generalization of the normal distribution: Properties and applications pp. 2021-2034

V.J. García, E. Gómez-Déniz and F.J. Vázquez-Polo

Nonparametric k-sample test based on kernel density estimator for paired design pp. 2035-2045

Pablo Martínez-Camblor

Familial database search on two-person mixture pp. 2046-2051

Yuk-Ka Chung, Wing K. Fung and Yue-Qing Hu

Volume 54, issue 7, 2010

Fast kernel conditional density estimation: A dual-tree Monte Carlo approach pp. 1707-1718

Michael P. Holmes, Alexander G. Gray and Charles Lee Isbell

A path sampling identity for computing the Kullback-Leibler and J divergences pp. 1719-1731

Geneviève Lefebvre, Russell Steele and Alain C. Vandal

Prediction for Pareto distribution based on progressively Type-II censored samples pp. 1732-1743

Mohammad Z. Raqab, A. Asgharzadeh and R. Valiollahi

Fisher scoring: An interpolation family and its Monte Carlo implementations pp. 1744-1755

Yong Wang

Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables pp. 1756-1765

Tzu-Tsung Wong

Statistical inference on attributed random graphs: Fusion of graph features and content: An experiment on time series of Enron graphs pp. 1766-1776

Carey E. Priebe, Youngser Park, David J. Marchette, John M. Conroy, John Grothendieck and Allen L. Gorin

Statistical inference on attributed random graphs: Fusion of graph features and content pp. 1777-1790

John Grothendieck, Carey E. Priebe and Allen L. Gorin

Prediction of multivariate responses with a selected number of principal components pp. 1791-1807

Inge Koch and Kanta Naito

Multiple imputation method for the semiparametric accelerated failure time mixture cure model pp. 1808-1816

Linzhi Xu and Jiajia Zhang

Regression analysis of clustered interval-censored failure time data with informative cluster size pp. 1817-1823

Xinyan Zhang and Jianguo Sun

Bayesian skew selection for multivariate models pp. 1824-1839

Anastasios Panagiotelis and Michael Smith

Series of randomized complete block experiments with non-normal data pp. 1840-1857

Arne C. Bathke, Solomon W. Harrar, Haiyan Wang, Ke Zhang and Hans-Peter Piepho

Factorial and reduced K-means reconsidered pp. 1858-1871

Marieke E. Timmerman, Eva Ceulemans, Henk A.L. Kiers and Maurizio Vichi

Goodness-of-fit tests for modeling longitudinal ordinal data pp. 1872-1880

Kuo-Chin Lin

An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA pp. 1881-1893

Sara Kherad-Pajouh and Olivier Renaud

Volume 54, issue 6, 2010

Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs pp. 1419-1425

Yaming Yu

Obtaining more information from conjoint experiments by best-worst choices pp. 1426-1433

Bart Vermeulen, Peter Goos and Martina Vandebroek

Accurate estimation with one order statistic pp. 1434-1441

Andrew G. Glen

An active set algorithm to estimate parameters in generalized linear models with ordered predictors pp. 1442-1456

Kaspar Rufibach

Simplified modeling strategies for surrogate validation with multivariate failure-time data pp. 1457-1466

José Cortiñas Abrahantes and Tomasz Burzykowski

An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model pp. 1467-1474

Linzhi Xu and Jiajia Zhang

Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval pp. 1475-1483

Mortaza Jamshidian, Wei Liu and Frank Bretz

Optimized fixed-size kernel models for large data sets pp. 1484-1504

K. De Brabanter, J. De Brabanter, J.A.K. Suykens and B. De Moor

Optimized U-type designs on flexible regions pp. 1505-1515

D.K.J. Lin, C. Sharpe and Peter Winker

Binary trees for dissimilarity data pp. 1516-1524

Raffaella Piccarreta

Unified computational methods for regression analysis of zero-inflated and bound-inflated data pp. 1525-1534

Yan Yang and Douglas Simpson

Ensemble classification based on generalized additive models pp. 1535-1546

Koen De Bock, Kristof Coussement and Dirk Van den Poel

Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data pp. 1547-1558

Debasis Kundu and Hatem Howlader

An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring pp. 1559-1569

Swagata Nandi and Isha Dewan

The aggregate association index pp. 1570-1580

Eric Beh

Parameter estimations for generalized exponential distribution under progressive type-I interval censoring pp. 1581-1591

D.G. Chen and Y.L. Lio

Testing for two components in a switching regression model pp. 1592-1604

Jörn Dannemann and Hajo Holzmann

A cluster analysis selection strategy for supersaturated designs pp. 1605-1612

Peng Li, Shengli Zhao and Runchu Zhang

Estimation of Kendall's tau from censored data pp. 1613-1621

Jin-Jian Hsieh

A Bayesian solution to the multivariate Behrens-Fisher problem pp. 1622-1633

Patrícia de Siqueira Ramos and Daniel Furtado Ferreira

A control chart based on likelihood ratio test for detecting patterned mean and variance shifts pp. 1634-1645

Qin Zhou, Yunzhao Luo and Zhaojun Wang

Incorporating historical control information into quantal bioassay with Bayesian approach pp. 1646-1656

D.G. Chen

Assessing local model adequacy in Bayesian hierarchical models using the partitioned deviance information criterion pp. 1657-1671

David C. Wheeler, DeMarc A. Hickson and Lance A. Waller

Distance-based tree models for ranking data pp. 1672-1682

Paul H. Lee and Philip Yu

A comparative study of robust designs for M-estimated regression models pp. 1683-1695

Douglas P. Wiens and Eden K.H. Wu

Testing, monitoring, and dating structural changes in exchange rate regimes pp. 1696-1706

Achim Zeileis, Ajay Shah and Ila Patnaik

Volume 54, issue 5, 2010

The Bayesian Additive Classification Tree applied to credit risk modelling pp. 1197-1205

Junni L. Zhang and Wolfgang K. Härdle

Bayesian estimation of random effects models for multivariate responses of mixed data pp. 1206-1218

Helga Wagner and Regina Tüchler

k-mean alignment for curve clustering pp. 1219-1233

Laura M. Sangalli, Piercesare Secchi, Simone Vantini and Valeria Vitelli

Score tests for overdispersion in zero-inflated Poisson mixed models pp. 1234-1246

Zhao Yang, James W. Hardin and Cheryl L. Addy

Conversion of categorical variables into numerical variables via Bayesian network classifiers for binary classifications pp. 1247-1265

Namgil Lee and Jong-Min Kim

Influence analyses of skew-normal/independent linear mixed models pp. 1266-1280

Camila B. Zeller, Filidor V. Labra, Victor H. Lachos and N. Balakrishnan

Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme pp. 1281-1287

Dewi Rahardja and Dean M. Young

Model selection with the Loss Rank Principle pp. 1288-1306

Marcus Hutter and Minh-Ngoc Tran

Improved likelihood inference in Birnbaum-Saunders regressions pp. 1307-1316

Artur J. Lemonte, Silvia L.P. Ferrari and Francisco Cribari-Neto

Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution pp. 1317-1327

Melissa A. Bingham, Daniel J. Nordman and Stephen B. Vardeman

ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors pp. 1328-1341

Wan-Lun Wang and Tsai-Hung Fan

Using earlier measures in a longitudinal sequence as a potential surrogate for a later one pp. 1342-1354

Assam Pryseley, Abel Tilahun, Ariel Alonso and Geert Molenberghs

Data-driven neighborhood selection of a Gaussian field pp. 1355-1371

Nicolas Verzelen

One-stage multiple comparisons with the control for exponential location parameters under heteroscedasticity pp. 1372-1380

Shu-Fei Wu, Ying-Po Lin and Yuh-Ru Yu

Entropy coefficient of determination for generalized linear models pp. 1381-1389

Nobuoki Eshima and Minoru Tabata

Pattern recognition via projection-based kNN rules pp. 1390-1403

Ricardo Fraiman, Ana Justel and Marcela Svarc

Erratum to: "Confidence intervals for quantiles using generalized lambda distributions" [Comput. Statist. Data Anal. 53 (2009) 3324-3333] pp. 1404-1404

Steve Su

Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data pp. 1405-1418

David R.J. Pleydell and Stéphane Chrétien

Volume 54, issue 4, 2010

On the Use of the Terms Repeatability and Reproducibility Regarding "Reproducibility of genotypes as measured by the Affymetrix GeneChip(R) 100Â K Human Mapping Array Set" by Fridley and colleagues (2008) Comput. Stat. Data Anal. 52:5367-74 pp. 803-803

Reinhard Vonthein and Andreas Ziegler

Comparing two independent samples using the risk difference under inverse sampling pp. 804-805

Joachim Röhmel

Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs pp. 806-815

R.J. O'Hara Hines and W.G.S. Hines

Bayesian density estimation and model selection using nonparametric hierarchical mixtures pp. 816-832

Raffaele Argiento, Alessandra Guglielmi and Antonio Pievatolo

A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function pp. 833-842

Dayna P. Saldaña-Zepeda, Humberto Vaquera-Huerta and Barry C. Arnold

RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator pp. 843-857

M. Schyns, G. Haesbroeck and F. Critchley

Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods pp. 858-862

Pierre Duchesne and Pierre Lafaye De Micheaux

Shewhart-type control charts for variation in phase I data analysis pp. 863-874

S.W. Human, S. Chakraborti and C.F. Smit

Robust designs for generalized linear models with possible overdispersion and misspecified link functions pp. 875-890

Adeniyi J. Adewale and Xiaojian Xu

Penalized spline estimation for functional coefficient regression models pp. 891-905

Yanrong Cao, Haiqun Lin, Tracy Z. Wu and Yan Yu

Inferences on the common mean of several inverse Gaussian populations pp. 906-915

Ren-Dao Ye, Tie-Feng Ma and Song-Gui Wang

Allowing for the effect of data binning in a Bayesian Normal mixture model pp. 916-923

C.L. Alston and K.L. Mengersen

Estimating turning points of the failure rate of the extended Weibull distribution pp. 924-934

Ramesh C. Gupta, Sergey Lvin and Cheng Peng

A new distribution with decreasing, increasing and upside-down bathtub failure rate pp. 935-944

Rodrigo B. Silva, Wagner Barreto-Souza and Gauss M. Cordeiro

The beta generalized half-normal distribution pp. 945-957

Rodrigo R. Pescim, Clarice G.B. Demétrio, Gauss M. Cordeiro, Edwin M.M. Ortega and Mariana R. Urbano

Test of fit for a Laplace distribution against heavier tailed alternatives pp. 958-965

Yulia R. Gel

Robust online signal extraction from multivariate time series pp. 966-975

Vivian Lanius and Ursula Gather

A sparse eigen-decomposition estimation in semiparametric regression pp. 976-986

Li-Ping Zhu, Zhou Yu and Li-Xing Zhu

Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models pp. 987-1001

Esmeralda Ramalho and Joaquim Ramalho

Assessment of diagnostic procedures in symmetrical nonlinear regression models pp. 1002-1016

Luis Hernando Vanegas and Francisco José A. Cysneiros

The log-exponentiated Weibull regression model for interval-censored data pp. 1017-1035

Elizabeth M. Hashimoto, Edwin M.M. Ortega, Vicente G. Cancho and Gauss M. Cordeiro

Rank regression for analysis of clustered data: A natural induced smoothing approach pp. 1036-1050

Liya Fu, You-Gan Wang and Zhidong Bai

Noise reduction for enhanced component identification in multi-dimensional biomolecular NMR studies pp. 1051-1065

Nicoleta Serban

Unified generalized iterative scaling and its applications pp. 1066-1078

Wei Gao, Ning-Zhong Shi, Man-Lai Tang, Lianyan Fu and Guoliang Tian

An empirical likelihood-based method for comparison of treatment effects--Test of equality of coefficients in linear models pp. 1079-1088

Haiyan Su and Hua Liang

Dimension reduction using the generalized gradient direction pp. 1089-1102

Junlong Zhao and Xiuli Zhao

A simulation study comparing methods for calculating confidence intervals for directly standardized rates pp. 1103-1108

Michael Bruce Swift

A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model pp. 1109-1116

Ling Chen and Jianguo Sun

A variable selection method in principal canonical correlation analysis pp. 1117-1123

Toru Ogura

Quantile map: Simultaneous visualization of patterns in many distributions with application to tandem mass spectrometry pp. 1124-1137

George C. Tseng

Bayesian nonparametric quantile regression using splines pp. 1138-1150

Paul Thompson, Yuzhi Cai, Rana Moyeed, Dominic Reeve and Julian Stander

Small area estimation with spatial similarity pp. 1151-1166

Nicholas T. Longford

Robust smoothing of gridded data in one and higher dimensions with missing values pp. 1167-1178

Damien Garcia

Modeling epigenetic modifications under multiple treatment conditions pp. 1179-1189

Dong Wang

Polynomial Trendline function flaws in Microsoft Excel pp. 1190-1196

Bruce R. Hargreaves and Thomas P. McWilliams

Volume 54, issue 3, 2010

Second special issue on statistical algorithms and software pp. 609-610

Cristian Gatu and B McCullough

hsmm -- An R package for analyzing hidden semi-Markov models pp. 611-619

Jan Bulla, Ingo Bulla and Oleg Nenadic

A note on an iterative algorithm for nonparametric estimation in biased sampling models pp. 620-624

Ori Davidov and George Iliopoulos

Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications pp. 625-636

Juan Carlos Escanciano and David Jacho-Chávez

Using combinatorial optimization in model-based trimmed clustering with cardinality constraints pp. 637-654

María Teresa Gallegos and Gunter Ritter

Finding approximate solutions to combinatorial problems with very large data sets using BIRCH pp. 655-667

Justin Harrington and Matias Salibián-Barrera

Mining and visualising ordinal data with non-parametric continuous BBNs pp. 668-687

A.M. Hanea, D. Kurowicka, Roger Cooke and D.A. Ababei

Distributed evolutionary Monte Carlo for Bayesian computing pp. 688-697

Bo Hu and Kam-Wah Tsui

On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation pp. 698-710

Alessandra Iacobucci, Jean-Michel Marin and Christian Robert

Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models pp. 711-723

P.D. McNicholas, T.B. Murphy, A.F. McDaid and D. Frost

Implementing Bayesian predictive procedures: The K-prime and K-square distributions pp. 724-731

Jacques Poitevineau and Bruno Lecoutre

Learning mixture models via component-wise parameter smoothing pp. 732-749

Chandan K. Reddy and Bala Rajaratnam

Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods pp. 750-766

Foued Saâdaoui

GAP: A graphical environment for matrix visualization and cluster analysis pp. 767-778

Han-Ming Wu, Yin-Jing Tien and Chun-houh Chen

Unbiased generalized quasi-regression pp. 779-789

Guijun Yang, Zhigang Wang and Wei Deng

Impact of non-normal random effects on inference by multiple imputation: A simulation assessment pp. 790-801

Recai M. Yucel and Hakan Demirtas

Volume 54, issue 2, 2010

Nonparametric density estimation for positive time series pp. 245-261

Taoufik Bouezmarni and Jeroen Rombouts

Graphical methods for investigating the finite-sample properties of confidence regions pp. 262-271

Christian de Peretti and Carole Siani

Efficient Monte Carlo computation of Fisher information matrix using prior information pp. 272-289

Sonjoy Das, James C. Spall and Roger Ghanem

Kernel-based machine learning for fast text mining in R pp. 290-297

Alexandros Karatzoglou and Ingo Feinerer

A Bayesian approach to sample size determination for studies designed to evaluate continuous medical tests pp. 298-307

Dunlei Cheng, Adam J. Branscum and James Stamey

Core Shape modelling of a set of curves pp. 308-325

S. Boudaoud, H. Rix and O. Meste

Estimation of the Birnbaum-Saunders regression model with current status data pp. 326-332

Qingchu Xiao, Zaiming Liu, N. Balakrishnan and Xuewen Lu

Constrained linear regression models for symbolic interval-valued variables pp. 333-347

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

Improved estimators for a general class of beta regression models pp. 348-366

Alexandre B. Simas, Wagner Barreto-Souza and Andréa V. Rocha

Inference procedures for the Birnbaum-Saunders distribution and its generalizations pp. 367-373

Simos G. Meintanis

A generalization of Tyler's M-estimators to the case of incomplete data pp. 374-393

Gabriel Frahm and Uwe Jaekel

Further properties and new applications of the nested Dirichlet distribution pp. 394-405

Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen and Kai Wang Ng

Multiple change-point detection of multivariate mean vectors with the Bayesian approach pp. 406-415

Sooyoung Cheon and Jaehee Kim

A two-component Weibull mixture to model early and late mortality in a Bayesian framework pp. 416-428

Alessio Farcomeni and Alessandra Nardi

Distance-based local linear regression for functional predictors pp. 429-437

Eva Boj, Pedro Delicado and Josep Fortiana

On the generative-discriminative tradeoff approach: Interpretation, asymptotic efficiency and classification performance pp. 438-451

Jing-Hao Xue and D. Michael Titterington

Least squares estimation of nonlinear spatial trends pp. 452-465

Rosa M. Crujeiras and Ingrid Van Keilegom

Confidence interval estimation of partial area under curve based on combined biomarkers pp. 466-472

Lili Tian

Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval pp. 473-495

Masayuki Hirukawa

Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations pp. 496-508

Fukang Zhu and Dehui Wang

On nonparametric local inference for density estimation pp. 509-515

Ngai-Hang Chan, Thomas C.M. Lee and Liang Peng

Exact D-optimal designs for a second-order response surface model on a circle with qualitative factors pp. 516-530

Mong-Na Lo Huang, Chuan-Pin Lee, Ray-Bing Chen and Thomas Klein

Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy pp. 531-545

Albert Vexler and Gregory Gurevich

Estimation of the marginal location under a partially linear model with missing responses pp. 546-564

Ana Bianco, Graciela Boente, Wenceslao González-Manteiga and Ana Pérez-González

An approximate Bayesian approach for quantitative trait loci estimation pp. 565-574

Yu-Ling Chang, Fei Zou and Fred A. Wright

An alternative specification of generalized linear mixed models pp. 575-584

Nicola Sartori, T.A. Severini and E. Marras

Semi-parametric marginal models for hierarchical data and their corresponding full models pp. 585-597

Geert Molenberghs and Michael G. Kenward

Clustering of discretely observed diffusion processes pp. 598-606

Alessandro De Gregorio and Stefano Iacus

Corrigendum to "Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions" [Comput. Statist. Data Anal. 53 (2009) 3817-3834] pp. 607-607

Sung Nok Chiu and Kwong Ip Liu

Volume 54, issue 1, 2010

Identifying financial time series with similar dynamic conditional correlation pp. 1-15

Edoardo Otranto

Fast surrogates of U-statistics pp. 16-24

N. Lin and R. Xi

Estimating smooth distribution function in the presence of heteroscedastic measurement errors pp. 25-36

Xiao-Feng Wang, Zhaozhi Fan and Bin Wang

Robust statistic for the one-way MANOVA pp. 37-48

Valentin Todorov and Peter Filzmoser

Grapham: Graphical models with adaptive random walk Metropolis algorithms pp. 49-54

Matti Vihola

Confidence interval estimation under inverse sampling pp. 55-64

G.Y. Zou

Asymptotic powers for matched trend tests and robust matched trend tests in case-control genetic association studies pp. 65-77

Yong Zang, Wing Kam Fung and Gang Zheng

Confidence intervals for median survival time with recurrent event data pp. 78-89

Juan R. Gonzalez, Edsel A. Peña and Pedro Delicado

Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages pp. 90-108

Ivan Kojadinovic

A multi-rater nonparametric test of agreement and corresponding agreement plot pp. 109-119

Alan D. Hutson

On multivariate binary data clustering and feature weighting pp. 120-134

Nizar Bouguila

A nonparametric test for the equality of counting processes with panel count data pp. 135-142

N. Balakrishnan and Xingqiu Zhao

Bayesian optimum designs for discriminating between models with any distribution pp. 143-150

C. Tommasi and J. López-Fidalgo

Two-sided tolerance intervals in the exponential case: Corrigenda and generalizations pp. 151-162

Arturo J. Fernández

The functional singular value decomposition for bivariate stochastic processes pp. 163-172

Daniel Gervini

Approximate conditional inference in mixed-effects models with binary data pp. 173-184

Woojoo Lee, Jian Qing Shi and Youngjo Lee

Reference analysis for Birnbaum-Saunders distribution pp. 185-192

Ancha Xu and Yincai Tang

Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values pp. 193-207

Ying Yang and Jian Kang

Longitudinal nominal data analysis using marginalized models pp. 208-218

Keunbaik Lee and Donald Mercante

Uniform design over general input domains with applications to target region estimation in computer experiments pp. 219-232

S.C. Chuang and Y.C. Hung

Ordered inference using observed confidence levels pp. 233-244

Alan M. Polansky