Computational Statistics & Data Analysis, Volume 50

Volume 50, Number 1, January 2006

2nd Special issue on Matrix Computations and Statistics

• 
  Jesse L. Barlow, Haesun Park, Patrick J. F. Groenen, Hongyuan Zha:
  2nd Special issue on matrix computations and statistics. 1-4
• 
  Xiao-Wen Chang:
  Computation of Huber's M-estimates for a block-angular regression problem. 5-20
• 
  Jan de Leeuw:
  Principal component analysis of binary data by iterated singular value decomposition. 21-39
• 
  Achiya Dax:
  The l₁ solution of linear inequalities. 40-60
• 
  Paul H. C. Eilers, Iain D. Currie, María Durbán:
  Fast and compact smoothing on large multidimensional grids. 61-76
• 
  Haralambos Evangelaras, Christos Koukouvinos:
  A comparison between the Gröbner bases approach and hidden projection properties in factorial designs. 77-88
• 
  John C. Gower:
  An application of the modified Leverrier-Faddeev algorithm to the spectral decomposition of symmetric block-circulant matrices. 89-106
• 
  Sugnet Gardner, John C. Gower, Niël J. le Roux:
  A synthesis of canonical variate analysis, generalised canonical correlation and Procrustes analysis. 107-134
• 
  Robert Michael Lewis, Michael W. Trosset:
  Sensitivity analysis of the strain criterion for multidimensional scaling. 135-153
• 
  Baibing Li:
  Sign eigenanalysis and its applications to optimization problems and robust statistics. 154-162
• 
  Jia Li, Hongyuan Zha:
  Two-way Poisson mixture models for simultaneous document classification and word clustering. 163-180
• 
  Ivan Markovsky, Maria Luisa Rastello, Amedeo Premoli, Alexander Kukush, Sabine Van Huffel:
  The element-wise weighted total least-squares problem. 181-209
• 
  Alwin Stegeman, Jos M. F. ten Berge:
  Kruskal's condition for uniqueness in Candecomp/Parafac when ranks and k. 210-220
• 
  Yoshio Takane, Haruo Yanai, Heungsun Hwang:
  An improved method for generalized constrained canonical correlation analysis. 221-241
• 
  Nickolay T. Trendafilov, Ian T. Jolliffe:
  Projected gradient approach to the numerical solution of the SCoTLASS. 242-253
• 
  Shu Yamada, Michiyo Matsui, Tomomi Matsui, Dennis K. J. Lin, Takenori Takahashi:
  A general construction method for mixed-level supersaturated design. 254-265

Volume 50, Number 2, January 2006

Section I: Computational Statistics

• 
  Magne Aldrin:
  Improved predictions penalizing both slope and curvature in additive models. 267-284
• 
  Jixiang Wu, Dongfeng Wu, Johnie N. Jenkins Jr., Jack C. McCarty:
  A recursive approach to detect multivariable conditional variance components and conditional random effects. 285-300
• 
  Oscar H. Bustos, Alejandro César Frery:
  Statistical functions and procedures in IDL 5.6 and 6.0. 301-310
• 
  Wai-Cheung Ip, Heung Wong, Jiazhu Pan, D. F. Li:
  The asymptotic convexity of the negative likelihood function of GARCH models. 311-331
• 
  Johan Lim:
  Permutation procedures with censored data. 332-345

Section II: Statistical Methodology for Data Analysis

• 
  Peter Congdon:
  Bayesian model choice based on Monte Carlo estimates of posterior model probabilities. 346-357
• 
  François Husson, Jérôme Pagès:
  INDSCAL. 358-378
• 
  Matei Demetrescu:
  An extension of the Gauss-Newton algorithm for estimation under asymmetric loss. 379-401
• 
  B. U. Khan, S. Ejaz Ahmed:
  Comparisons of improved risk estimators of the multivariate mean vector. 402-421
• 
  Peter Congdon:
  A model for non-parametric spatially varying regression effects. 422-445
• 
  Anita J. van der Kooij, Jacqueline J. Meulman, Willem J. Heiser:
  Local minima in categorical multiple regression. 446-462
• 
  Binbing Yu:
  Estimation of shared Gamma frailty models by a modified EM algorithm. 463-474
• 
  M. Alan Brookhart, Mark J. van der Laan:
  A semiparametric model selection criterion with applications to the marginal structural model. 475-498
• 
  Jobst Landgrebe, Frank Bretz, Edgar Brunner:
  Efficient design and analysis of two colour factorial microarray experiments. 499-517
• 
  Rhonda DeCook, Dan Nettleton, Carol Foster, Eve Syrkin Wurtele:
  Identifying differentially expressed genes in unreplicated multiple-treatment microarray timecourse experiments. 518-532
• 
  Servane Gey, Jean-Michel Poggi:
  Boosting and instability for regression trees. 533-550
• 
  Carey E. Priebe, Michael I. Miller, J. Tilak Ratnanather:
  Segmenting magnetic resonance images via hierarchical mixture modelling. 551-567

Section III: Special Applications

• 
  Valderio Anselmo Reisen, Alexandre L. Rodrigues, Wilfredo Palma:
  Estimation of seasonal fractionally integrated processes. 568-582
• 
  Yuwon Kim, Ja-Yong Koo:
  Erratum to "Inverse boosting for monotone regression functions" [Computational Statistics and Data Analysis 49 (2005) 757-770]. 583
• 
  Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh:
  Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]. 584

Volume 50, Number 3, February 2006

Section I: Computational Statistics

• 
  Weiliang Qiu, Harry Joe:
  Separation index and partial membership for clustering. 585-603
• 
  Donald E. K. Martin:
  A recursive algorithm for computing the distribution of the number of successes in higher-order Markovian trials. 604-610
• 
  Seong-Ho Kim, Sung-Ho Kim:
  A divide-and-conquer approach in applying EM for large recursive models with incomplete categorical data. 611-641
• 
  Berwin A. Turlach:
  An even faster algorithm for ridge regression of reduced rank data. 642-658
• 
  Lynn Kuo, Tae Young Yang:
  An improved collapsed Gibbs sampler for Dirichlet process mixing models. 659-674
• 
  Hua Liang:
  Estimation in partially linear models and numerical comparisons. 675-687

Section II: Statistical Methodology for Data Analy

• 
  Daniel Peña, Dolores Redondas:
  Bayesian curve estimation by model averaging. 688-709
• 
  Jinseog Kim, Yongdai Kim:
  Maximum a posteriori pruning on decision trees and its application to bootstrap BUMPing. 710-719
• 
  James K. Lindsey, P. J. Lindsey:
  Multivariate distributions with correlation matrices for nonlinear repeated measurements. 720-732
• 
  Guy Brys, Mia Hubert, Anja Struyf:
  Robust measures of tail weight. 733-759
• 
  Woncheol Jang:
  Nonparametric density estimation and clustering in astronomical sky surveys. 760-774
• 
  Douglas G. Bonett:
  Approximate confidence interval for standard deviation of nonnormal distributions. 775-782
• 
  Anne-Laure Boulesteix, Gerhard Tutz:
  Identification of interaction patterns and classification with applications to microarray data. 783-802
• 
  Dong Hoon Lim:
  Robust edge detection in noisy images. 803-812
• 
  Ming Yuan:
  GACV for quantile smoothing splines. 813-829
• 
  Ivy Jansen, Niel Hens, Geert Molenberghs, Marc Aerts, Geert Verbeke, Michael G. Kenward:
  The nature of sensitivity in monotone missing not at random models. 830-858

Section III: Special Applications

• 
  Roger Hartley, Gauthier Lanot:
  Heterogeneous demand responses to discrete price changes: an application to the purchase of lottery tickets. 859-877
• 
  Giovanni Lafratta:
  Efficiency evaluation of MEV spatial sampling strategies: a scenario analysis. 878-890

Volume 50, Number 4, February 2006

Section I: Computational Statistics

• 
  Haruhiko Ogasawara:
  Asymptotic expansion of the sample correlation coefficient under nonnormality. 891-910
• 
  Tsai-Yu Lin, Chen-Tuo Liao:
  A β-expectation tolerance interval for general balanced mixed linear models. 911-925
• 
  Ito Wasito, Boris G. Mirkin:
  Nearest neighbours in least-squares data imputation algorithms with different missing patterns. 926-949
• 
  Saralees Nadarajah:
  Information matrices for Laplace and Pareto mixtures. 950-966

Section II: Statistical Methodology for Data Analysis

• 
  Andreas Brezger, Stefan Lang:
  Generalized structured additive regression based on Bayesian P-splines. 967-991
• 
  Patrice Bertrand, G. Bel Mufti:
  Loevinger's measures of rule quality for assessing cluster stability. 992-1015
• 
  Guillermo Ayala, Irene Epifanio, Amelia Simó, Victoria Zapater:
  Clustering of spatial point patterns. 1016-1032
• 
  Zhihui Wang, Anthony F. Desmond, Xuewen Lu:
  Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution. 1033-1051
• 
  Zikuan Liu, Jalal Almhana, Vartan Choulakian, Robert McGorman:
  Online EM algorithm for mixture with application to internet traffic modeling. 1052-1071
• 
  John Jen Tai, Chia-Ding Hou:
  On the combination of transmission/disequilibrium test and mean test for linkage detection using affected sib pairs. 1072-1089
• 
  Chih-Chien Yang:
  Evaluating latent class analysis models in qualitative phenotype identification. 1090-1104
• 
  Luigi Salmaso, Aldo Solari:
  Nonparametric iterated combined tests for genetic differentiation. 1105-1112
• 
  Tian-Shyug Lee, Chih-Chou Chiu, Yu-Chao Chou, Chi-Jie Lu:
  Mining the customer credit using classification and regression tree and multivariate adaptive regression splines. 1113-1130
• 
  Norbert Holländer, Martin Schumacher:
  Estimating the functional form of a continuous covariate's effect on survival time. 1131-1151

Volume 50, Number 5, March 2006

Section I: Computational Statistics

• 
  Rosa M. Abellana, Josep L. Carrasco, Lluís Jover, Carlos Ascaso:
  Improving the convergence rate in conditional autoregressive models. 1153-1163
• 
  C. Du, Dorota Kurowicka, Roger M. Cooke:
  Techniques for generic probabilistic inversion. 1164-1187
• 
  Tianming Hu, Sam Yuan Sung:
  A hybrid EM approach to spatial clustering. 1188-1205
• 
  Saralees Nadarajah, Arjun K. Gupta:
  On the ratio of logistic random variables. 1206-1219
• 
  Sandra Paterlini, Thiemo Krink:
  Differential evolution and particle swarm optimisation in partitional clustering. 1220-1247
• 
  Wilfried Seidel, Krunoslav Sever, Hana Sevcikova:
  Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials. 1248-1271
• 
  Ming Tan, Guo-Liang Tian, Kai Wang Ng:
  Hierarchical models for repeated binary data using the IBF sampler. 1272-1286
• 
  Stefan Van Aelst, Xiaogang Wang, Ruben H. Zamar, Rong Zhu:
  Linear grouping using orthogonal regression. 1287-1312

Section II: Statistical Methodology for Data Analysis

• 
  Indrani Basak, Prasanta Basak, N. Balakrishnan:
  On some predictors of times to failure of censored items in progressively censored samples. 1313-1337
• 
  Victoria Kehl, Kurt Ulm:
  Responder identification in clinical trials with censored data. 1338-1355
• 
  Sik-Yum Lee, Bin Lu, Xinyuan Song:
  Assessing local influence for nonlinear structural equation models with ignorable missing data. 1356-1377

Section III: Special Applications

• 
  Xiao-Hua Zhou, Hua Liang:
  Semi-parametric single-index two-part regression models. 1378-1390

Volume 50, Number 6, March 2006

Section II: Statistical Methodology for Data Analysis

• 
  Humberto Barreto, David Maharry:
  Least median of squares and regression through the origin. 1391-1397
• 
  Erik Brodin:
  On quantile estimation by bootstrap. 1398-1406
• 
  Seong S. Chae, William D. Warde:
  Effect of using principal coordinates and principal components on retrieval of clusters. 1407-1417
• 
  Colin Chen:
  Tests of fit for the three-parameter lognormal distribution. 1418-1440
• 
  Vartan Choulakian:
  L₁-norm projection pursuit principal component analysis. 1441-1451
• 
  Renato Coppi, Pierpaolo D'Urso:
  Fuzzy unsupervised classification of multivariate time trajectories with the Shannon entropy regularization. 1452-1477
• 
  Rosario Dell'Aquila, Elvezio Ronchetti:
  Stock and bond return predictability: the discrimination power of model selection criteria. 1478-1495
• 
  Pierpaolo D'Urso, Paolo Giordani:
  A weighted fuzzy c. 1496-1523
• 
  Bezza Hafidi, Abdallah Mkhadri:
  A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression. 1524-1550
• 
  José Antonio Roldán Nofuentes, Juan de Dios Luna del Castillo:
  Comparing two binary diagnostic tests in the presence of verification bias. 1551-1564
• 
  Jesus Orbe, Vicente Núñez-Antón:
  Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model. 1565-1582
• 
  Friedrich Schmid, Axel Schmidt:
  Nonparametric estimation of the coefficient of overlapping - theory and empirical application. 1583-1596
• 
  Shunfang Wang, Nian-Sheng Tang, Xueren Wang:
  Analysis of the risk difference of marginal and conditional probabilities in an incomplete correlated 2×2 table. 1597-1614

Section III: Special Applications

• 
  Xiaomi Hu:
  Approximation of partial distribution in renewal function calculation. 1615-1624

Volume 50, Number 7, April 2006

Section I: Computational Statistics

• 
  Laura Bocci, Donatella Vicari, Maurizio Vichi:
  A mixture model for the classification of three-way proximity data. 1625-1654
• 
  William J. Browne:
  MCMC algorithms for constrained variance matrices. 1655-1677
• 
  Davide Raggi, Silvano Bordignon:
  Comparing stochastic volatility models through Monte Carlo simulations. 1678-1699
• 
  Giorgio Tomasi, Rasmus Bro:
  A comparison of algorithms for fitting the PARAFAC model. 1700-1734

Section II: Statistical Methodology for Data Analysis

• 
  Frank Bretz:
  An extension of the Williams trend test to general unbalanced linear models. 1735-1748
• 
  Arjun K. Gupta, T. Nguyen, Leandro Pardo:
  Preliminary Phi-divergence test estimator for multinomial probabilities. 1749-1773
• 
  Gareth M. James, Ashish Sood:
  Performing hypothesis tests on the shape of functional data. 1774-1792
• 
  Myung Suk Kim, Suojin Wang:
  Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models. 1793-1806
• 
  Baibing Li, Xiangning Huang:
  Existence and uniqueness of relative incidence estimates in case-series analysis. 1807-1817
• 
  Joan G. Staniswalis:
  On fitting generalized non-linear models with varying coefficients. 1818-1839
• 
  S. J. Steel, D. W. Uys:
  Influential data cases when the C. 1840-1854
• 
  Biao Zhang:
  A semiparametric hypothesis testing procedure for the ROC curve area under a density ratio model. 1855-1876

Volume 50, Number 8, April 2006

Section I: Computational Statistics

• 
  Oliver Kuss:
  On the estimation of the stereotype regression model. 1877-1890
• 
  Christian Menn, Svetlozar T. Rachev:
  Calibrated FFT-based density approximations for alpha. 1891-1904

Section II: Statistical Methodology for Data Analysis

• 
  Ana M. Aguilera, Manuel Escabias, Mariano J. Valderrama:
  Using principal components for estimating logistic regression with high-dimensional multicollinear data. 1905-1924
• 
  Elvan Ceyhan, Carey E. Priebe, John C. Wierman:
  Relative density of the random r. 1925-1964
• 
  Aurore Delaigle, Irène Gijbels:
  Data-driven boundary estimation in deconvolution problems. 1965-1994
• 
  E. Deschepper, Olivier Thas, Jean-Pierre Ottoy:
  Regional residual plots for assessing the fit of linear regression models. 1995-2013
• 
  Arturo J. Fernández:
  Bounding maximum likelihood estimates based on incomplete ordered data. 2014-2027
• 
  Pilar Loreto Iglesias, Héctor Jorquera, Wilfredo Palma:
  Data analysis using regression models with missing observations and long-memory: an application study. 2028-2043
• 
  Sung-Ho Kim:
  Conditional log-linear structures for log-linear modelling. 2044-2064
• 
  Rafael Schmidt, Tomas Hrycej, Eric Stützle:
  Multivariate distribution models with generalized hyperbolic margins. 2065-2096
• 
  Timo Similä:
  Self-organizing map visualizing conditional quantile functions with multidimensional covariates. 2097-2110
• 
  Tomoya Yamada, Takakazu Sugiyama:
  On the permutation test in canonical correlation analysis. 2111-2123

Section III: Special Applications

• 
  Francesca Di Iorio, Giorgio Calzolari:
  Discontinuities in indirect estimation: An application to EAR models. 2124-2136

Volume 50, Number 9, May 2006

Statistical signal extraction and filtering

• 
  D. S. G. Pollock:
  Introduction to the special issue on statistical signal extraction and filtering. 2137-2145
• 
  Carmen Broto, Esther Ruiz:
  Unobserved component models with asymmetric conditional variances. 2146-2166
• 
  Agustín Maravall:
  An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment. 2167-2190
• 
  Mario Mazzocchi:
  Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm. 2191-2205
• 
  Tucker McElroy, Andrew Sutcliffe:
  An iterated parametric approach to nonstationary signal extraction. 2206-2231
• 
  E. J. Godolphin, Kostas Triantafyllopoulos:
  Decomposition of time series models in state-space form. 2232-2246
• 
  Chris M. Strickland, Catherine S. Forbes, Gael M. Martin:
  Bayesian analysis of the stochastic conditional duration model. 2247-2267
• 
  D. S. G. Pollock:
  Econometric methods of signal extraction. 2268-2292
• 
  Lorenzo Pascual, Juan Romo, Esther Ruiz:
  Bootstrap prediction for returns and volatilities in GARCH models. 2293-2312
• 
  Roland Fried, Thorsten Bernholt, Ursula Gather:
  Repeated median and hybrid filters. 2313-2338
• 
  Hernando Ombao, Moon-ho Ringo Ho:
  Time-dependent frequency domain principal components analysis of multichannel non-stationary signals. 2339-2360
• 
  Jerry Coakley, Ana-María Fuertes, Ron Smith:
  Unobserved heterogeneity in panel time series models. 2361-2380
• 
  Mina Aminghafari, Nathalie Cheze, Jean-Michel Poggi:
  Multivariate denoising using wavelets and principal component analysis. 2381-2398
• 
  Brandon J. Whitcher:
  Wavelet-based bootstrapping of spatial patterns on a finite lattice. 2399-2421
• 
  Umberto Amato, Anestis Antoniadis, Italia De Feis:
  Dimension reduction in functional regression with applications. 2422-2446
• 
  Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, George Michailidis, J. S. Marron:
  LASS: a tool for the local analysis of self-similarity. 2447-2471
• 
  Yujing Zeng, Javier Garcia-Frías:
  A novel HMM-based clustering algorithm for the analysis of gene expression time-course data. 2472-2494
• 
  Aki Lehtinen:
  Signal extraction for simulated games with a large number of players. 2495-2507

Volume 50, Number 10, June 2006

Section I: Computational Statistics

• 
  Debasis Kundu, Avijit Joarder:
  Analysis of Type-II progressively hybrid censored data. 2509-2528
• 
  Roger Lafosse, Jos M. F. ten Berge:
  A simultaneous CONCOR algorithm for the analysis of two partitioned matrices. 2529-2535
• 
  Yuichi Nagahara:
  Erratum to "A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation" [Comput. Statist. Data Analysis 47 (2004) 1-29]. 2536
• 
  Jan Purczynski, Przemyslaw Wlodarski:
  On fast generation of fractional Gaussian noise. 2537-2551

Section II: Statistical Methodology for Data Analysis

• 
  Laurie M. Ainsworth, Charmaine B. Dean:
  Approximate inference for disease mapping. 2552-2570
• 
  C. G. G. Aitken, D. Lucy, Grzegorz Zadora, J. M. Curran:
  Evaluation of transfer evidence for three-level multivariate data with the use of graphical models. 2571-2588
• 
  Andrés M. Alonso, Elizabeth Ann Maharaj:
  Comparison of time series using subsampling. 2589-2599
• 
  Apostolos Batsidis, Kostas Zografos, S. Loukas:
  Errors in discrimination with monotone missing data from multivariate normal populations. 2600-2634
• 
  Thomas Bengtsson, Joseph E. Cavanaugh:
  An improved Akaike information criterion for state-space model selection. 2635-2654
• 
  Paula R. Bouzas, Mariano J. Valderrama, Ana M. Aguilera, Nuria Ruiz-Fuentes:
  Modelling the mean of a doubly stochastic Poisson process by functional data analysis. 2655-2667
• 
  Jorge Caiado, Nuno Crato, Daniel Peña:
  A periodogram-based metric for time series classification. 2668-2684
• 
  Salaheddine El Adlouni, Anne-Catherine Favre, Bernard Bobée:
  Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods. 2685-2701
• 
  Ahmed M. Gad, Abeer S. Ahmed:
  Analysis of longitudinal data with intermittent missing values using the stochastic EM algorithm. 2702-2714
• 
  L. G. Godfrey:
  Tests for regression models with heteroskedasticity of unknown form. 2715-2733
• 
  David I. Harvey, Dick van Dijk:
  Sample size, lag order and critical values of seasonal unit root tests. 2734-2751
• 
  Alfio Marazzi, Victor J. Yohai:
  Robust Box-Cox transformations based on minimum residual autocorrelation. 2752-2768
• 
  J. M. Muiño, Eberhard O. Voit, Albert Sorribas:
  GS-distributions: A new family of distributions for continuous unimodal variables. 2769-2798
• 
  S. O. Nyangoma, W.-K. Fung, R. C. Jansen:
  Identifying influential multinomial observations by perturbation. 2799-2821
• 
  A. R. Rasekh:
  Local influence in measurement error models with ridge estimate. 2822-2834
• 
  David N. Sessions, Lonnie K. Stevans:
  Investigating omitted variable bias in regression parameter estimation: A genetic algorithm approach. 2835-2854
• 
  Venkat S. Sethuraman, Damaraju Raghavarao, Bikas K. Sinha:
  Optimal s. 2855-2862
• 
  Yury P. Shimansky:
  Continuous significant linear dimensionality: Geometric interpretation and statistical characteristics. 2863-2877
• 
  Gerhard Tutz, Florian Leitenstorfer:
  Response shrinkage estimators in binary regression. 2878-2901
• 
  Georges Van Landeghem, Patrick Onghena, Jan Van Damme:
  Separability in the fixed part of multilevel models. 2902-2919
• 
  Eli Walters, Naomi S. Altman, Laura Elnitski:
  Clustering of gene locations. 2920-2932
• 
  Rand R. Wilcox:
  Pairwise comparisons of dependent groups based on medians. 2933-2941

Section III: Special Applications

• 
  Yongge Tian, Agnes M. Herzberg:
  A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models. 2942-2951

Volume 50, Number 11, July 2006

Section I: Computational Statistics

• 
  Douglas G. Bonett:
  Confidence interval for a coefficient of quartile variation. 2953-2957
• 
  Guy Mélard, Roch Roy, Abdessamad Saidi:
  Exact maximum likelihood estimation of structured or unit root multivariate time series models. 2958-2986
• 
  Achim Zeileis:
  Implementing a class of structural change tests: An econometric computing approach. 2987-3008
• 
  Xibin Zhang, Maxwell L. King, Rob J. Hyndman:
  A Bayesian approach to bandwidth selection for multivariate kernel density estimation. 3009-3031

Section II: Statistical Methodology for Data Analysis

• 
  Francesco Audrino:
  The impact of general non-parametric volatility functions in multivariate GARCH models. 3032-3052
• 
  Rahman Azari, Lexin Li, Chih-Ling Tsai:
  Longitudinal data model selection. 3053-3066
• 
  Karim Benhenni, Mustapha Rachdi:
  Nonparametric estimation of the regression function from quantized observations. 3067-3085
• 
  Tobias Dahl, Tormod Næs:
  A bridge between Tucker-1 and Carroll's generalized canonical analysis. 3086-3098
• 
  Orhan Feyzioglu, I. Kuban Altinel, Süleyman Özekici:
  The design of optimum component test plans for system reliability. 3099-3112
• 
  Anil Kumar Ghosh:
  On optimum choice of k. 3113-3123
• 
  Avi Giloni, Jeffrey S. Simonoff, Bhaskar Sengupta:
  Robust weighted LAD regression. 3124-3140
• 
  Ramesh C. Gupta, Xue Li:
  Statistical inference for the common mean of two log-normal distributions and some applications in reliability. 3141-3164
• 
  Jinheum Kim, Dae Ryong Kang, Chung Mo Nam:
  Logrank-type tests for comparing survival curves with interval-censored data. 3165-3178
• 
  Jin-Guan Lin, Bo-Cheng Wei:
  Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models. 3179-3198
• 
  Joaquín Muñoz-García, J. M. Muñoz-Pichardo, Leandro Pardo:
  Cressie and Read power-divergences as influence measures for logistic regression models. 3199-3221
• 
  H. K. T. Ng, Debasis Kundu, N. Balakrishnan:
  Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples. 3222-3242
• 
  Susan M. Paddock, Greg Ridgeway, Rongheng Lin, Thomas A. Louis:
  Flexible distributions for triple-goal estimates in two-stage hierarchical models. 3243-3262
• 
  María del Mar Rueda, Sergio Martínez, Helena Martínez, Antonio Arcos:
  Mean estimation with calibration techniques in presence of missing data. 3263-3277
• 
  Shohei Shimizu, Aapo Hyvärinen, Patrik O. Hoyer, Yutaka Kano:
  Finding a causal ordering via independent component analysis. 3278-3293
• 
  Damla Sentürk, Danh V. Nguyen:
  Estimation in covariate-adjusted regression. 3294-3310
• 
  Ardo van den Hout, Peter Kooiman:
  Estimating the linear regression model with categorical covariates subject to randomized response. 3311-3323
• 
  K. H. Wu, Man-Lai Tang, K. M. Lee:
  Multiple testing procedures for analyzing stratified comparative clinical trials using odds ratios. 3324-3342

Section III: Special Applications

• 
  Todd C. Headrick, Abdel Mugdadi:
  On simulating multivariate non-normal distributions from the generalized lambda distribution. 3343-3353
• 
  Ning Li, Guoqi Q. Qian, Richard M. Huggins:
  A latent variable model for estimating disease transmission rate from data on household outbreaks. 3354-3368

Volume 50, Number 12, August 2006

Section I: Computational Statistics

• 
  Doyle H. Boese, Dean M. Young, James D. Stamey:
  Confidence intervals for a binomial parameter based on binary data subject to false-positive misclassification. 3369-3385
• 
  Gilles Celeux, Jean-Michel Marin, Christian P. Robert:
  Iterated importance sampling in missing data problems. 3386-3404
• 
  Michael Levine:
  Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach. 3405-3431
• 
  Hui-Yi Lin, Leann Myers:
  Power and Type I error rates of goodness-of-fit statistics for binomial generalized estimating equations (GEE) models. 3432-3448
• 
  Saralees Nadarajah, M. Masoom Ali:
  The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables. 3449-3463
• 
  Willi Sauerbrei, Carolina Meier-Hirmer, Axel Benner, Patrick Royston:
  Multivariable regression model building by using fractional polynomials: Description of SAS, STATA and R programs. 3464-3485
• 
  Diana Maria Sima, Sabine Van Huffel:
  A class of template splines. 3486-3499

Section II: Statistical Methodology for Data Analysis

• 
  David R. Bickel, Rudolf Frühwirth:
  On a fast, robust estimator of the mode: Comparisons to other robust estimators with applications. 3500-3530
• 
  Seong S. Chae, Janice L. DuBien, William D. Warde:
  A method of predicting the number of clusters using Rand's statistic. 3531-3546
• 
  Jane L. Harvill, Bonnie K. Ray:
  Functional coefficient autoregressive models for vector time series. 3547-3566
• 
  Helmut Herwartz:
  Testing for random effects in panel data under cross sectional error correlation - A bootstrap approach to the Breusch Pagan test. 3567-3591
• 
  Yuan Ji, Kam-Wah Tsui, KyungMann Kim:
  A two-stage empirical Bayes method for identifying differentially expressed genes. 3592-3604
• 
  Takafumi Kanamori, Ichiro Takeuchi:
  Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions. 3605-3618
• 
  Lev Klebanov, Alexander Gordon, Yuanhui Xiao, H. Land, Andrei Yakovlev:
  A permutation test motivated by microarray data analysis. 3619-3628
• 
  Xiaochun Li, Ronghui Xu:
  Empirical and kernel estimation of covariate distribution conditional on survival time. 3629-3643
• 
  José Alberto Mauricio:
  Exact maximum likelihood estimation of partially nonstationary vector ARMA models. 3644-3662
• 
  James M. McMahon, Enrique R. Pouget, Stephanie Tortu:
  A guide for multilevel modeling of dyadic data with binary outcomes using SAS PROC NLMIXED. 3663-3680
• 
  Kurex Sidik, Jeffrey N. Jonkman:
  Robust variance estimation for random effects meta-analysis. 3681-3701
• 
  Kostas Triantafyllopoulos:
  Multivariate discount weighted regression and local level models. 3702-3720

Section III: Special Applications

• 
  Karen Kafadar, Edward J. Wegman:
  Visualizing "typical" and "exotic" Internet traffic data. 3721-3743