Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 49, issue 4, 2005

Optimising k-means clustering results with standard software packages pp. 969-973

David J. Hand and Wojtek J. Krzanowski

How many principal components? stopping rules for determining the number of non-trivial axes revisited pp. 974-997

Pedro R. Peres-Neto, Donald A. Jackson and Keith M. Somers

Confidence intervals for probabilistic network classifiers pp. 998-1019

M. Egmont-Petersen, A. Feelders and B. Baesens

Maximum likelihood estimation in nonlinear mixed effects models pp. 1020-1038

E. Kuhn and M. Lavielle

Efficient MCMC estimation of discrete distributions pp. 1039-1052

Faming Liang and Chuanhai Liu

Approximating the distribution function of risk pp. 1053-1067

Costas A. Christophi and Reza Modarres

Bundling classifiers by bagging trees pp. 1068-1078

Torsten Hothorn and Berthold Lausen

Most mean powerful test of a composite null against a composite alternative pp. 1079-1104

Nelufa Begum and Maxwell King

On generalized multivariate decision tree by using GEE pp. 1105-1119

Seong Keon Lee

Bayesian analysis of correlated misclassified binary data pp. 1120-1131

Carlos Daniel Paulino, Giovani Silva and Jorge Alberto Achcar

Estimation in the three-parameter inverse Gaussian distribution pp. 1132-1147

Ioannis A. Koutrouvelis, George C. Canavos and Simos G. Meintanis

Response modeling methodology (RMM)--maximum likelihood estimation procedures pp. 1148-1172

Haim Shore

Pairwise likelihood inference in spatial generalized linear mixed models pp. 1173-1191

Cristiano Varin, Gudmund Host and Oivind Skare

Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data pp. 1192-1204

Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim and Man-Suk Oh

Relevance measures for subset variable selection in regression problems based on k-additive mutual information pp. 1205-1227

Ivan Kojadinovic

Applications of unbiased perturbations towards quantifying robustness with pragmatic geometric methods pp. 1228-1243

Vishal Varma and Don R. Halverson

On the accuracy of statistical procedures in Microsoft Excel 2003 pp. 1244-1252

B McCullough and Berry Wilson

Volume 49, issue 3, 2005

Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria pp. 631-641

Yanli Zhao, Patricia M. Grambsch and James D. Neaton

Choosing the best Rukhin goodness-of-fit statistics pp. 643-662

Y. Marhuenda, D. Morales, J.A. Pardo and M.C. Pardo

Hidden hybrid Markov/semi-Markov chains pp. 663-688

Yann Guedon

Restricted methods in symmetrical linear regression models pp. 689-708

Francisco Jose A. Cysneiros and Gilberto A. Paula

Likelihood-ratio tests for normality pp. 709-721

Jin Zhang and Yuehua Wu

Testing general hypotheses under binomial sampling: the two sample case--asymptotic theory and exact procedures pp. 723-739

A. Munk, G. Skipka and B. Stratmann

A large deviation approach to normality testing pp. 741-756

J. Sigut, J. Pineiro, L. Moreno, J. Estevez, Roman Aguilar and R. Marichal

Inverse boosting for monotone regression functions pp. 757-770

Yuwon Kim and Ja-Yong Koo

Asymptotic robustness of the asymptotic biases in structural equation modeling pp. 771-783

Haruhiko Ogasawara

An extended redundancy analysis and its applications to two practical examples pp. 785-808

Yoshio Takane and Heungsun Hwang

Two simple resistant regression estimators pp. 809-819

David J. Olive

Bayesian modeling of missing data in clinical research pp. 821-836

Peter C. Austin and Michael D. Escobar

Stochastic programming methods in the response surface methodology pp. 837-848

Jose A. Diaz-Garcia, Rogelio Ramos-Quiroga and Enrique Cabrera-Vicencio

Generalised indirect classifiers pp. 849-861

A. Peters, T. Hothorn and B. Lausen

A robust testing procedure for the equality of covariance matrices pp. 863-874

Shagufta Aslam and David M. Rocke

Robust regression diagnostics with data transformations pp. 875-891

Tsung-Chi Cheng

Regression trees for analysis of count data with extra Poisson variation pp. 893-915

Yunhee Choi, Hongshik Ahn and James J. Chen

A mixture model for preferences data analysis pp. 917-934

Angela D'Elia and Domenico Piccolo

Addendum to "Confidence intervals based on estimators with unknown rates of convergence" [Comp. Stat. and Data 46/1 (2003) 123-139] pp. 935-934

Michael Sherman and Edward Carlstein

Multiple imputation of missing values in a cancer mortality analysis with estimated exposure dose pp. 937-953

Nicola Sartori, Alberto Salvan and Karl Thomaseth

Statistical analysis of neuromuscular blockade response: contributions to an automatic controller calibration pp. 955-968

M. Eduarda Silva, Teresa Mendonca, Isabel Silva and Hugo Magalhaes

Volume 49, issue 2, 2005

Second Special issue on Computational Econometrics pp. 283-285

David Belsley and Erricos Kontoghiorghes

An option pricing formula for the GARCH diffusion model pp. 287-310

Giovanni Barone-Adesi, Henrik Rasmussen and Claudia Ravanelli

Optimal aggregation of linear time series models pp. 311-331

John Chipman and Peter Winker

Small-sample improvements in the statistical analysis of seasonally cointegrated systems pp. 333-348

Gianluca Cubadda and Pieter Omtzigt

Estimating confidence regions over bounded domains pp. 349-360

Bruno Eklund

Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap pp. 361-376

Emmanuel Flachaire

The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models pp. 377-395

Leslie Godfrey and Andrew Tremayne

Computing estimates of continuous time macroeconometric models on the basis of discrete data pp. 397-416

Giles Jewitt and J. Roderick McCrorie

Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks pp. 417-444

Agnes S. Joseph and Jan Kiviet

Exact tests of the stability of the Phillips curve: the Canadian case pp. 445-460

Lynda Khalaf and Maral Kichian

Computational algorithms for double bootstrap confidence intervals pp. 461-475

John C. Nankervis

New algorithms for dating the business cycle pp. 477-498

Tommaso Proietti

Third-order inference for the Weibull distribution pp. 499-525

Marie Rekkas and A. Wong

Simulation-based Bayesian estimation of an affine term structure model pp. 527-554

Andrew Sanford and Gael Martin

A comparison of semiparametric estimators for the ordered response model pp. 555-573

Mark Stewart

How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US pp. 575-590

P.A.V.B. Swamy, George Tavlas and I-Lok Chang

An adaptive algorithm for least squares piecewise monotonic data fitting pp. 591-609

E. Vassiliou and Ioannis Demetriou

Evaluating volatility forecasts in option pricing in the context of a simulated options market pp. 611-629

Evdokia Xekalaki and Stavros Degiannakis

Volume 49, issue 1, 2005

Bayesian inference for spatially inhomogeneous pairwise interacting point processes pp. 1-18

Matthew A. Bognar

Computing the constrained M-estimates for regression pp. 19-32

Ove Edlund and Hakan Ekblom

An improved method for the computation of maximum likeliood estimates for multinomial overdispersion models pp. 33-43

Nagaraj K. Neerchal and Jorge G. Morel

An evaluation of the edge effects in disease map modelling pp. 45-62

Carmen L. Vidal Rodeiro and Andrew B. Lawson

A spectral clustering method for microarray data pp. 63-76

David Tritchler, Shafagh Fallah and Joseph Beyene

Estimating cell probabilities under order-restricted odds ratios pp. 77-84

Wei Gao and Ning-Zhong Shi

A new algorithm for solving binary discrimination in conditional logistic regression, with two choices of strata pp. 85-97

Chong Yau Fu, Jeng-Hsiu Hung, Shih-Hua Liu and Yung-Lin Chien

Clusterwise PLS regression on a stochastic process pp. 99-108

C. Preda and G. Saporta

Sums, products, and ratios for the bivariate lomax distribution pp. 109-129

Saralees Nadarajah

On a family of interval estimators of effective doses pp. 131-146

Yangxin Huang

Minimum message length estimation using EM methods: a case study pp. 147-167

Murray Jorgensen

Penalized spline smoothing in multivariable survival models with varying coefficients pp. 169-186

Goran Kauermann

Generalized Rayleigh distribution: different methods of estimations pp. 187-200

Debasis Kundu and Mohammad Z. Raqab

Model-robust and model-sensitive designs pp. 201-216

Peter Goos, Andre Kobilinsky, Timothy E. O'Brien and Martina Vandebroek

Equivalence of two treatments and sample size determination under exponential survival model with censoring pp. 217-226

Jun-mo Nam, Jinheum Kim and Seungyeoun Lee

Tests for normal mixtures based on the empirical characteristic function pp. 227-242

Bernhard Klar and Simos G. Meintanis

Statistical methods and software for risk assessment: applications to a neurophysiological data set pp. 243-263

G.J. Karavasilis, V.K. Kotti, D.S. Tsitsis, V.G. Vassiliadis and A.G. Rigas

Multidimensional data visualization in the statistical analysis of curricula pp. 265-281

Gintautas Dzemyda