Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 52, issue 12, 2008

A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation pp. 5055-5065

J. Fernando Vera and Di­az-Garci­a, Jose A.

Accuracy of Laplace approximation for discrete response mixed models pp. 5066-5074

Harry Joe

Bayesian density estimation using skew student-t-normal mixtures pp. 5075-5090

Celso Rômulo Barbosa Cabral, Heleno Bolfarine and José Raimundo Gomes Pereira

On the evaluation of the joint distribution of order statistics pp. 5091-5099

Koon-Shing Kwong and Yiu-Man Chan

A flexible approach to Bayesian multiple curve fitting pp. 5100-5120

Carsten H. Botts and Michael J. Daniels

Robust model selection using fast and robust bootstrap pp. 5121-5135

Matias Salibian-Barrera and Stefan Van Aelst

Bootstrap quantile estimation via importance resampling pp. 5136-5142

Jiaqiao Hu and Zheng Su

Bayesian multiple comparisons of simply ordered means using priors with a point mass pp. 5143-5153

Kane Nashimoto and F.T. Wright

Smoothed L-estimation of regression function pp. 5154-5162

Ci­zek, P., J. Tamine and W. Härdle

Sampling Archimedean copulas pp. 5163-5174

Marius Hofert

A classical and Bayesian estimation of a k-components load-sharing parallel system pp. 5175-5185

Bhupendra Singh, K.K. Sharma and Anuj Kumar

An adjusted boxplot for skewed distributions pp. 5186-5201

M. Hubert and E. Vandervieren

Nonparametric Bayesian estimation of a bivariate density with interval censored data pp. 5202-5214

Mingan Yang, Timothy Hanson and Ronald Christensen

Pooled ANOVA pp. 5215-5228

Michael Last, Gheorghe Luta, Alex Orso, Adam Porter and Stan Young

Test of independence in a 22 contingency table with nonignorable nonresponse via constrained EM algorithm pp. 5229-5241

Keiji Takai and Yutaka Kano

Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model pp. 5242-5252

W. González-Manteiga, Lombardi­a, M.J., I. Molina, D. Morales and Santamari­a, L.

Maximin D-optimal designs for binary longitudinal responses pp. 5253-5262

Fetene B. Tekle, Frans E.S. Tan and Martijn P.F. Berger

Identifiability of extended latent class models with individual covariates pp. 5263-5268

Antonio Forcina

An algorithmic approach to constructing mixed-level orthogonal and near-orthogonal arrays pp. 5269-5276

Nam-Ky Nguyen and Min-Qian Liu

A note on adaptive group lasso pp. 5277-5286

Hansheng Wang and Chenlei Leng

Quasi-plus sampling edge correction for spatial point patterns pp. 5287-5295

André Tscheschel and Sung Nok Chiu

Regularized simultaneous model selection in multiple quantiles regression pp. 5296-5304

Hui Zou and Ming Yuan

Increasing the usefulness of additive spline models by knot removal pp. 5305-5318

Harald Binder and Willi Sauerbrei

Trimming influential observations for improved single-index model estimated sufficient summary plots pp. 5319-5327

Luke A. Prendergast

Fitting circles to data with correlated noise pp. 5328-5337

N. Chernov and P.N. Sapirstein

Comparison of some tests of fit for the Laplace distribution pp. 5338-5343

D.J. Best, J.C.W. Rayner and O. Thas

Dirichlet component regression and its applications to psychiatric data pp. 5344-5355

Ralitza Gueorguieva, Robert Rosenheck and Daniel Zelterman

Assessing agreement of clustering methods with gene expression microarray data pp. 5356-5366

Xueli Liu, Sheng-Chien Lee, George Casella and Gary F. Peter

Reproducibility of genotypes as measured by the affymetrix GeneChip® 100K Human Mapping Array set pp. 5367-5374

Brooke L. Fridley, Stephen T. Turner, Arlene B. Chapman, Andrei S. Rodin, Eric Boerwinkle and Kent R. Bailey

Volume 52, issue 11, 2008

Waiting time distribution of generalized later patterns pp. 4879-4890

Donald E.K. Martin and John A.D. Aston

A fast haplotype inference method for large population genotype data pp. 4891-4902

Ji-Hong Zhang, Ling-Yun Wu, Jian Chen and Xiang-Sun Zhang

A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions pp. 4903-4908

Jeffrey A. Nisen and Neil C. Schwertman

Symbolic computation of moments of sampling distributions pp. 4909-4922

E. Di Nardo, G. Guarino and D. Senato

Algorithms for additive clustering of rectangular data tables pp. 4923-4938

Dirk Depril, Iven Van Mechelen and Boris Mirkin

On Birnbaum-Saunders inference pp. 4939-4950

Audrey H.M.A. Cysneiros, Francisco Cribari-Neto and Carlos A.G. Araújo

How to compare small multivariate samples using nonparametric tests pp. 4951-4965

Arne C. Bathke, Solomon W. Harrar and Laurence V. Madden

Localized empirical discriminant analysis pp. 4966-4978

L. Cutillo and U. Amato

The random Tukey depth pp. 4979-4988

J.A. Cuesta-Albertos and A. Nieto-Reyes

Comparison of the Andersen-Gill model with poisson and negative binomial regression on recurrent event data pp. 4989-4997

Antje Jahn-Eimermacher

Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks pp. 4998-5013

Guglielmo Maria Caporale and Luis Gil-Alana

A reinvestigation of robust scale estimation in finite samples pp. 5014-5021

John A. Randal

Comparisons of titer estimation methods for multiplexed pneumococcal opsonophagocytic killing assay pp. 5022-5032

D. Wang and S.-J. Soong

Linear mixed models with skew-elliptical distributions: A Bayesian approach pp. 5033-5045

Alejandro Jara, Fernando Quintana and San Marti­n, Ernesto

An exact confidence set for two binomial proportions and exact unconditional confidence intervals for the difference and ratio of proportions pp. 5046-5053

Jeno Reiczigel, Zsolt Abonyi-Tóth and Júlia Singer

Volume 52, issue 10, 2008

Special section on Microsoft Excel 2007 pp. 4568-4569

B McCullough

On the accuracy of statistical procedures in Microsoft Excel 2007 pp. 4570-4578

B McCullough and David A. Heiser

The accuracy of statistical distributions in Microsoft® Excel 2007 pp. 4579-4586

A. Talha Yalta

Microsoft Excel's 'Not The Wichmann-Hill' random number generators pp. 4587-4593

B McCullough

It's easy to produce chartjunk using Microsoft®Excel 2007 but hard to make good graphs pp. 4594-4601

Yu-Sung Su

Teaching statistics with Excel 2007 and other spreadsheets pp. 4602-4606

John C. Nash

Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling pp. 4608-4624

Sylvia Frühwirth-Schnatter and Helga Wagner

Optimization in a multivariate generalized linear model situation pp. 4625-4634

S. Mukhopadhyay and A.I. Khuri

The out-of-sample problem for classical multidimensional scaling pp. 4635-4642

Michael W. Trosset and Carey E. Priebe

Semisupervised learning from dissimilarity data pp. 4643-4657

Michael W. Trosset, Carey E. Priebe, Youngser Park and Michael I. Miller

Developing a feature weight self-adjustment mechanism for a K-means clustering algorithm pp. 4658-4672

Chieh-Yuan Tsai and Chuang-Cheng Chiu

A maximum likelihood method for an asymmetric MDS model pp. 4673-4684

S. Saburi and N. Chino

Clustering heteroskedastic time series by model-based procedures pp. 4685-4698

Edoardo Otranto

Smoothing dissimilarities to cluster binary data pp. 4699-4711

David B. Hitchcock and Zhimin Chen

Standardising the lift of an association rule pp. 4712-4721

P.D. McNicholas, T.B. Murphy and M. O'Regan

Semiparametric Bayesian circular statistics pp. 4722-4730

R. McVinish and K. Mengersen

An efficient methodology for modeling complex computer codes with Gaussian processes pp. 4731-4744

Amandine Marrel, Bertrand Iooss, François Van Dorpe and Elena Volkova

Robust estimating equations and bias correction of correlation parameters for longitudinal data pp. 4745-4753

Guo You Qin, Zhong Yi Zhu and Wing K. Fung

Bootstrap and fast double bootstrap tests of cointegration rank with financial time series pp. 4754-4767

N. Ahlgren and Jan Antell

EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions pp. 4768-4778

Guo-Liang Tian, Kai Wang Ng and Ming Tan

Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms pp. 4779-4789

Robert Sabatier and Christelle Reynès

Classification of functional data: A segmentation approach pp. 4790-4800

Bin Li and Qingzhao Yu

Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation pp. 4801-4813

Hubert J. Chen, Hsiu-Ling Li and Miin-Jye Wen

On Bayesian estimation and model comparison of an integrated structural equation model pp. 4814-4827

Sik-Yum Lee and Xin-Yuan Song

A nonparametric procedure for blind image deblurring pp. 4828-4841

Peihua Qiu

Structural equation modeling with near singular covariance matrices pp. 4842-4858

Ke-Hai Yuan and Wai Chan

Efficient modeling and inference for event-related fMRI data pp. 4859-4871

Chunming Zhang, Yuefeng Lu, Tom Johnstone, Terry Oakes and Richard J. Davidson

Confidence interval estimation of a common correlation coefficient pp. 4872-4877

Lili Tian and Gregory E. Wilding

Volume 52, issue 9, 2008

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 Jean-Pierre Vila

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

S.H. Ong and Wen-Jau Lee

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

Susanne Gschlößl and Claudia Czado

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

Dmitry Danilov and Jan 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

Solange Mongoué-Tchokoté and Jong-Sung Kim

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

Kung-Jong Lui 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

Michael Höhle and Michaela Paul

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

Christian H. Weiß and Rainer Göb

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

Christelle Reynès, 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

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

Influence diagnostics in beta regression pp. 4417-4431

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

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, S. Litière and G. Molenberghs

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

Wilfredo Palma, Pascal Bondon and José Tapia

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-Rodri­guez, Gil, Domi­nguez-Cuesta, Mari­a José and Montserrat Jiménez-Sánchez

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

Robert Moskovitch, Yuval Elovici and Lior Rokach

Volume 52, issue 8, 2008

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 Kee-Hoon Kang

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

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

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

Zuzana Hrdlicková

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

Kung-Jong Lui

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

P. Román, J.J. Serrano and F. Torres

Volume 52, issue 7, 2008

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

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

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

Ana-Maria Fuertes

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

Jules Sadefo Kamdem and A. Genz

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

Renate Meyer, Bo Cai and François Perron

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

Arturo J. Fernández

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

Arnost Komárek 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

Guo-Liang Tian, Man-Lai Tang, Hong-Bin Fang 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 Kaishev and Spiridon I. 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, Wen-Tao Huang and Kun-Cheng Yang

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

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

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

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

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

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

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

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

Shu-Fei Wu

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

Volume 52, issue 6, 2008

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 Creal

Sequential calibration of options pp. 2877-2891

Erik Lindström, Jonas Ströjby, Mats Brodén, 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 Martin and Catherine Forbes

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

Andréas Heinen 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

Maria Elvira 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 Lin

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

Giampiero 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

Luciana Dalla Valle and Paolo 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 Érick Moyneur

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, P. Tufféry 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

Jean-Jacques Daudin and Tristan Mary-Huard

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

Gérard Govaert 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

Monica Bécue-Bertaut and Jérome Pagès

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

Alfonso Iodice D'Enza, Francesco Palumbo and Michael Greenacre

Volume 52, issue 5, 2008

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, Bjorn-Helge Mevik 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

Jean-Baptiste Aubin and Samuela Leoni-Aubin

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

Joel Correa da Rosa, Alvaro Veiga and Marcelo Medeiros

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

B. Salvador, M.A. Fernandez, I. 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, Ja-Yong Koo, 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

Ignacio Lopez-de-Ullibarri, Ricardo Cao, Carmen Cadarso-Suarez 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

Xian-Jin Xie, 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

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

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

Volume 52, issue 4, 2008

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

Chun-Xia Zhang and Jiang-She Zhang

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

Javier Roca-Pardinas, Carmen Cadarso-Suarez, 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

Tsung-Chi Cheng and Atanu Biswas

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

Mohammad Fraiwan Al-Saleh 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.I. 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

Volume 52, issue 3, 2008

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

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

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 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

Guei-Feng Tsai and Annie Qu

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

Chu-Chih Chen

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, G.R. AL-Dayian and H.H. Mohammad

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

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

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

Heung Wong, Wai-cheung Ip 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 Petros 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

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

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

Pedro 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

Volume 52, issue 2, 2007

Special Issue on Statistical Algorithms and Software pp. 616-617

Cristian Gatu, James Gentle, John Hinde and Moon Huh

A software framework for data analysis pp. 618-634

Markus Kratzig

GRAFT, a complete system for data fusion pp. 635-649

Tomas Aluja-Banet, Josep Daunis-i-Estadella and David Pellicer

Using mathematical expressions in a statistical language pp. 650-662

Takeshi Fujiwara, Junji Nakano and Yoshikazu Yamamoto

Cobra: A package for co-breaking analysis pp. 663-679

Michael Massmann

RLadyBug--An R package for stochastic epidemic models pp. 680-686

Michael Hohle and Ulrike Feldmann

DIVCLUS-T: A monothetic divisive hierarchical clustering method pp. 687-701

Marie Chavent, Yves Lechevallier and Olivier Briant

On the computation and some applications of multivariate isotonic regression pp. 702-712

W.T.P.S. Fernando and D.D.S. Kulatunga

Adaptive population-based search: Application to estimation of nonlinear regression parameters pp. 713-724

Josef Tvrdik, Ivan Krivy and Ladislav Misik

Algorithms for compact letter displays: Comparison and evaluation pp. 725-736

Jens Gramm, Jiong Guo, Falk Huffner, Rolf Niedermeier, Hans-Peter Piepho and Ramona Schmid

Exact algorithms for computing p-values of statistics-linear combination of 3-nomial variables pp. 737-749

Farid Beninel and Gerard Grelaud

Sampling streaming data with replacement pp. 750-762

Byung-Hoon Park, George Ostrouchov and Nagiza F. Samatova

Computing the least quartile difference estimator in the plane pp. 763-772

Thorsten Bernholt, Robin Nunkesser and Karen Schettlinger

Missing data imputation, matching and other applications of random recursive partitioning pp. 773-789

Stefano Iacus and Giuseppe Porro

Mean-field variational approximate Bayesian inference for latent variable models pp. 790-798

Guido Consonni and Jean-Michel Marin

A graph approach to generate all possible regression submodels pp. 799-815

Cristian Gatu, Petko I. Yanev and Erricos Kontoghiorghes

2nd Special Issue on Statistical Signal Extraction and Filtering pp. 817-820

David Pollock and Tommaso Proietti

Learning and approximate inference in dynamic hierarchical models pp. 821-839

Bart Bakker and Tom Heskes

A new fusion formula and its application to continuous-time linear systems with multisensor environment pp. 840-854

Vladimir Shin, Georgy Shevlyakov and Kiseon Kim

Hidden Markov random field models for TCA image analysis pp. 855-868

Katy Klauenberg and Francesco Lagona

Optimal multilinear estimation of a random vector under constraints of causality and limited memory pp. 869-878

P.G. Howlett, A. Torokhti and C.E.M. Pearce

Discrimination of locally stationary time series using wavelets pp. 879-895

Elizabeth Maharaj and Andres M. Alonso

A unifying framework for analysing common cyclical features in cointegrated time series pp. 896-906

Gianluca Cubadda

Regional business cycles in Italy pp. 907-918

Camilla Mastromarco and Ulrich Woitek

Multivariate modelling of long memory processes with common components pp. 919-934

Claudio Morana

Signal extraction and filtering by linear semiparametric methods pp. 935-958

Tommaso Proietti

Efficient computation for Whittaker-Henderson smoothing pp. 959-974

Howard L. Weinert

Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter pp. 975-998

Agustin Maravall and Ana Del Rio

Linear dynamic harmonic regression pp. 999-1024

Marcos Bujosa, Antonio Garcia-Ferrer and Peter C. Young

A Bayesian analysis of moving average processes with time-varying parameters pp. 1025-1046

Kostas Triantafyllopoulos and G.P. Nason

Two approximation methods to synthesize the power spectrum of fractional Gaussian noise pp. 1047-1062

Sergio Ledesma, Derong Liu and Donato Hernandez

On the robust detection of edges in time series filtering pp. 1063-1074

Roland Fried

Total Least Squares and Errors-in-variables Modeling pp. 1076-1079

Sabine Van Huffel, Chi-Lun Cheng, Nicola Mastronardi, Chris Paige and Alexander Kukush

Robust counterparts of errors-in-variables problems pp. 1080-1089

G.A. Watson

On a quadratic eigenproblem occurring in regularized total least squares pp. 1090-1102

J. Lampe and H. Voss

Level choice in truncated total least squares pp. 1103-1118

Diana M. Sima and Sabine Van Huffel

Fast robust regression algorithms for problems with Toeplitz structure pp. 1119-1131

Nicola Mastronardi and Dianne P. O'Leary

Local influence assessment in heteroscedastic measurement error models pp. 1132-1142

Mario de Castro, Manuel Galea-Rojas and Heleno Bolfarine

On the estimation of the linear relation when the error variances are known pp. 1143-1148

H. Schneeweiss and H. Shalabh

Restricted regression estimation in measurement error models pp. 1149-1166

Shalabh, Gaurav Garg and Neeraj Misra

Estimation in a linear multivariate measurement error model with a change point in the data pp. 1167-1182

A. Kukush, I. Markovsky and S. Van Huffel

Effects of measurement errors in predictor selection of linear regression model pp. 1183-1195

Kimmo Vehkalahti, Simo Puntanen and Lauri Tarkkonen

Hypothesis testing in the unrestricted and restricted parametric spaces of structural models pp. 1196-1207

Michelli Barros, Viviana Giampaoli and Claudia R.O.P. Lima

Performance evaluation of iterative geometric fitting algorithms pp. 1208-1222

Kenichi Kanatani and Yasuyuki Sugaya

State space description of national economies: The V4 countries pp. 1223-1233

Ivo Petras and Igor Podlubny

Applications of TLS and related methods in the environmental sciences pp. 1234-1267

Jose A. Ramos

Volume 52, issue 1, 2007

2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems pp. 2-3

Manfred Gilli and Peter Winker

Variable selection in regression models using nonstandard optimisation of information criteria pp. 4-15

George Kapetanios

Efficient algorithms for computing the best subset regression models for large-scale problems pp. 16-29

Marc Hofmann, Cristian Gatu and Erricos Kontoghiorghes

Selection of artificial neural network models for survival analysis with Genetic Algorithms pp. 30-42

Federico Ambrogi, Nicola Lama, Patrizia Boracchi and Elia Biganzoli

A genetic algorithm for irregularly shaped spatial scan statistics pp. 43-52

Luiz Duczmal, Andre L.F. Cancado, Ricardo H.C. Takahashi and Lupercio F. Bessegato

A genetic algorithm approach to determine stratum boundaries and sample sizes of each stratum in stratified sampling pp. 53-67

Timur Keskinturk and Sebnem Er

Using differential evolution to improve the accuracy of bank rating systems pp. 68-87

Thiemo Krink, Sandra Paterlini and Andrea Resti

Improving the computation of censored quantile regressions pp. 88-108

Bernd Fitzenberger and Peter Winker

GSA-based maximum likelihood estimation for threshold vector error correction model pp. 109-120

Zheng Yang, Zheng Tian and Zixia Yuan

Representing uncertainty about response paths: The use of heuristic optimisation methods pp. 121-132

Anna Staszewska-Bystrova

Synthesis of the [beta]-distribution as an aid to stochastic global optimization pp. 133-149

M.M. Ali

Machine Learning and Robust Data Mining pp. 151-154

Christophe Croux, Efstratios Gallopoulos, Stefan Van Aelst and Hongyuan Zha

Algorithms and applications for approximate nonnegative matrix factorization pp. 155-173

Michael W. Berry, Murray Browne, Amy N. Langville, V. Paul Pauca and Robert J. Plemmons

Updating the partial singular value decomposition in latent semantic indexing pp. 174-183

Jane E. Tougas and Raymond J. Spiteri

Continuum Isomap for manifold learnings pp. 184-200

Hongyuan Zha and Zhenyue Zhang

Constrained unidimensional scaling with application to genomics pp. 201-210

S.I. Ao, Michael K. Ng and Pak C. Sham

Wavelet-based procedures for proteomic mass spectrometry data processing pp. 211-220

Shuo Chen, Don Hong and Yu Shyr

On rank tests for shift detection in time series pp. 221-233

Roland Fried and Ursula Gather

On a robust modification of Breslow's cumulated hazard estimator pp. 234-238

Tadeusz Bednarski

Building a robust linear model with forward selection and stepwise procedures pp. 239-248

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

Robust variable selection using least angle regression and elemental set sampling pp. 249-257

Lauren McCann and Roy E. Welsch

Cluster-wise assessment of cluster stability pp. 258-271

Christian Hennig

Exploratory tools for clustering multivariate data pp. 272-285

A.C. Atkinson and Marco Riani

CLUES: A non-parametric clustering method based on local shrinking pp. 286-298

Xiaogang Wang, Weiliang Qiu and Ruben H. Zamar

Robust fitting of mixtures using the trimmed likelihood estimator pp. 299-308

N. Neykov, Peter Filzmoser, R. Dimova and P. Neytchev

Kernel ellipsoidal trimming pp. 309-324

A.N. Dolia, C.J. Harris, J.S. Shawe-Taylor and D.M. Titterington

A stochastic approximation view of boosting pp. 325-334

C. Andy Tsao and Yuan-chin Ivan Chang

Model selection for support vector machines via uniform design pp. 335-346

Chien-Ming Huang, Yuh-Jye Lee, Dennis K.J. Lin and Su-Yun Huang

Robust learning from bites for data mining pp. 347-361

Andreas Christmann, Ingo Steinwart and Mia Hubert

Trimmed bagging pp. 362-368

Christophe Croux, Kristel Joossens and Aurelie Lemmens

Statistical Learning Methods Including Dimensionality Reduction pp. 370-373

Hans-Hermann Bock and Maurizio Vichi

Relaxed Lasso pp. 374-393

Nicolai Meinshausen

Regularized linear and kernel redundancy analysis pp. 394-405

Yoshio Takane and Heungsun Hwang

Input selection and shrinkage in multiresponse linear regression pp. 406-422

Timo Simila and Jarkko Tikka

Improving implementation of linear discriminant analysis for the high dimension/small sample size problem pp. 423-437

Jurjen Duintjer Tebbens and Pavel Schlesinger

Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression pp. 438-451

Luca Scrucca

High-dimensional pseudo-logistic regression and classification with applications to gene expression data pp. 452-470

Chunming Zhang, Haoda Fu, Yuan Jiang and Tao Yu

Gaussian mixture model classification: A projection pursuit approach pp. 471-482

Daniela G. Calo

Unbiased split selection for classification trees based on the Gini Index pp. 483-501

Carolin Strobl, Anne-Laure Boulesteix and Thomas Augustin

High-dimensional data clustering pp. 502-519

C. Bouveyron, S. Girard and C. Schmid

Model-based methods to identify multiple cluster structures in a data set pp. 520-536

Giuliano Galimberti and Gabriele Soffritti

A unifying model involving a categorical and/or dimensional reduction for multimode data pp. 537-549

Iven Van Mechelen and Jan Schepers

Dimension reduction via principal variables pp. 550-565

J.A. Cumming and D.A. Wooff

Non-symmetric correspondence analysis with ordinal variables using orthogonal polynomials pp. 566-577

R. Lombardo, Eric Beh and L. D'Ambra

A simple and efficient method for variable ranking according to their usefulness for learning pp. 578-595

Jose R. Quevedo, Antonio Bahamonde and Oscar Luaces

Combined use of association rules mining and clustering methods to find relevant links between binary rare attributes in a large data set pp. 596-613

Marie Plasse, Ndeye Niang, Gilbert Saporta, Alexandre Villeminot and Laurent Leblond