Computational Statistics & Data Analysis, Volume 52

Volume 52, Number 1, September 2007

2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems, Edited by Manfred Gilli and Peter Winker

• 
  Manfred Gilli, Peter Winker:
  2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems. 2-3
• 
  George Kapetanios:
  Variable selection in regression models using nonstandard optimisation of information criteria. 4-15
• 
  Marc Hofmann, Cristian Gatu, Erricos John Kontoghiorghes:
  Efficient algorithms for computing the best subset regression models for large-scale problems. 16-29
• 
  Federico Ambrogi, Nicola Lama, Patrizia Boracchi, Elia Biganzoli:
  Selection of artificial neural network models for survival analysis with Genetic Algorithms. 30-42
• 
  Luiz Duczmal, André Luiz Fernandes Cançado, Ricardo H. C. Takahashi, Lupércio F. Bessegato:
  A genetic algorithm for irregularly shaped spatial scan statistics. 43-52
• 
  Timur Keskintürk, Sebnem Er:
  A genetic algorithm approach to determine stratum boundaries and sample sizes of each stratum in stratified sampling. 53-67
• 
  Thiemo Krink, Sandra Paterlini, Andrea Resti:
  Using differential evolution to improve the accuracy of bank rating systems. 68-87
• 
  Bernd Fitzenberger, Peter Winker:
  Improving the computation of censored quantile regressions. 88-108
• 
  Zheng Yang, Zheng Tian, Zixia Yuan:
  GSA-based maximum likelihood estimation for threshold vector error correction model. 109-120
• 
  Anna Staszewska:
  Representing uncertainty about response paths: The use of heuristic optimisation methods. 121-132
• 
  M. M. Ali:
  Synthesis of the beta-distribution as an aid to stochastic global optimization. 133-149

Machine Learning and Robust Data Mining, Edited by Christophe Croux, Efstratios Gallopoulos, Stefan Van Aelst and Hongyuan Zha

• 
  Christophe Croux, Efstratios Gallopoulos, Stefan Van Aelst, Hongyuan Zha:
  Machine Learning and Robust Data Mining. 151-154
• 
  Michael W. Berry, Murray Browne, Amy Nicole Langville, V. Paul Pauca, Robert J. Plemmons:
  Algorithms and applications for approximate nonnegative matrix factorization. 155-173
• 
  Jane Tougas, Raymond J. Spiteri:
  Updating the partial singular value decomposition in latent semantic indexing. 174-183
• 
  Hongyuan Zha, Zhenyue Zhang:
  Continuum Isomap for manifold learnings. 184-200
• 
  Sio Iong Ao, Michael K. Ng, Pak Chung Sham:
  Constrained unidimensional scaling with application to genomics. 201-210
• 
  Shuo Chen, Don Hong, Yu Shyr:
  Wavelet-based procedures for proteomic mass spectrometry data processing. 211-220
• 
  Roland Fried, Ursula Gather:
  On rank tests for shift detection in time series. 221-233
• 
  Tadeusz Bednarski:
  On a robust modification of Breslow's cumulated hazard estimator. 234-238
• 
  Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar:
  Building a robust linear model with forward selection and stepwise procedures. 239-248
• 
  Lauren McCann, Roy E. Welsch:
  Robust variable selection using least angle regression and elemental set sampling. 249-257
• 
  Christian Hennig:
  Cluster-wise assessment of cluster stability. 258-271
• 
  Anthony C. Atkinson, Marco Riani:
  Exploratory tools for clustering multivariate data. 272-285
• 
  Xiaogang Wang, Weiliang Qiu, Ruben H. Zamar:
  CLUES: A non-parametric clustering method based on local shrinking. 286-298
• 
  N. M. Neykov, Peter Filzmoser, R. Dimova, P. N. Neytchev:
  Robust fitting of mixtures using the trimmed likelihood estimator. 299-308
• 
  Alexander N. Dolia, Christopher J. Harris, John Shawe-Taylor, D. Mike Titterington:
  Kernel ellipsoidal trimming. 309-324
• 
  C. Andy Tsao, Yuan-chin Ivan Chang:
  A stochastic approximation view of boosting. 325-334
• 
  Chien-Ming Huang, Yuh-Jye Lee, Dennis K. J. Lin, Su-Yun Huang:
  Model selection for support vector machines via uniform design. 335-346
• 
  Andreas Christmann, Ingo Steinwart, Mia Hubert:
  Robust learning from bites for data mining. 347-361
• 
  Christophe Croux, Kristel Joossens, Aurélie Lemmens:
  Trimmed bagging. 362-368

Statistical Learning Methods Including Dimensionality Reduction, Edited by Hans-Hermann Bock and Maurizio Vichi

• 
  Hans-Hermann Bock, Maurizio Vichi:
  Statistical Learning Methods Including Dimensionality Reduction. 370-373
• 
  Nicolai Meinshausen:
  Relaxed Lasso. 374-393
• 
  Yoshio Takane, Heungsun Hwang:
  Regularized linear and kernel redundancy analysis. 394-405
• 
  Timo Similä, Jarkko Tikka:
  Input selection and shrinkage in multiresponse linear regression. 406-422
• 
  Jurjen Duintjer Tebbens, Pavel Schlesinger:
  Improving implementation of linear discriminant analysis for the high dimension/small sample size problem. 423-437
• 
  Luca Scrucca:
  Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression. 438-451
• 
  Chunming Zhang, Haoda Fu, Yuan Jiang, Tao Yu:
  High-dimensional pseudo-logistic regression and classification with applications to gene expression data. 452-470
• 
  Daniela G. Calò:
  Gaussian mixture model classification: A projection pursuit approach. 471-482
• 
  Carolin Strobl, Anne-Laure Boulesteix, Thomas Augustin:
  Unbiased split selection for classification trees based on the Gini Index. 483-501
• 
  Charles Bouveyron, Stéphane Girard, Cordelia Schmid:
  High-dimensional data clustering. 502-519
• 
  Giuliano Galimberti, Gabriele Soffritti:
  Model-based methods to identify multiple cluster structures in a data set. 520-536
• 
  Iven Van Mechelen, Jan Schepers:
  A unifying model involving a categorical and/or dimensional reduction for multimode data. 537-549
• 
  Jonathan A. Cumming, David A. Wooff:
  Dimension reduction via principal variables. 550-565
• 
  Rosaria Lombardo, Eric J. Beh, Luigi D'Ambra:
  Non-symmetric correspondence analysis with ordinal variables using orthogonal polynomials. 566-577
• 
  José Ramón Quevedo, Antonio Bahamonde, Oscar Luaces:
  A simple and efficient method for variable ranking according to their usefulness for learning. 578-595
• 
  Marie Plasse, Ndèye Niang, Gilbert Saporta, Alexandre Villeminot, Laurent Leblond:
  Combined use of association rules mining and clustering methods to find relevant links between binary rare attributes in a large data set. 596-613

Volume 52, Number 2, October 2007

Special Issue on Statistical Algorithms and Software, Edited by Cristian Gatu, James Gentle, John Hinde and Moon Huh

• 
  Cristian Gatu, James Gentle, John Hinde, Moon Huh:
  Special Issue on Statistical Algorithms and Software. 616-617
• 
  Markus Krätzig:
  A software framework for data analysis. 618-634
• 
  Tomàs Aluja-Banet, Josep Daunis-i-Estadella, David Pellicer:
  GRAFT, a complete system for data fusion. 635-649
• 
  Takeshi Fujiwara, Junji Nakano, Yoshikazu Yamamoto:
  Using mathematical expressions in a statistical language. 650-662
• 
  Michael Massmann:
  Cobra: A package for co-breaking analysis. 663-679
• 
  Michael Höhle, Ulrike Feldmann:
  RLadyBug - An R package for stochastic epidemic models. 680-686
• 
  Marie Chavent, Yves Lechevallier, Olivier Briant:
  DIVCLUS-T: A monothetic divisive hierarchical clustering method. 687-701
• 
  W. T. P. S. Fernando, D. D. Sarath Kulatunga:
  On the computation and some applications of multivariate isotonic regression. 702-712
• 
  Josef Tvrdík, Ivan Krivý, Ladislav Misík:
  Adaptive population-based search: Application to estimation of nonlinear regression parameters. 713-724
• 
  Jens Gramm, Jiong Guo, Falk Hüffner, Rolf Niedermeier, Hans-Peter Piepho, Ramona Schmid:
  Algorithms for compact letter displays: Comparison and evaluation. 725-736
• 
  Farid Beninel, Gérard Grélaud:
  Exact algorithms for computing p-values of statistics-linear combination of 3-nomial variables. 737-749
• 
  Byung-Hoon Park, George Ostrouchov, Nagiza F. Samatova:
  Sampling streaming data with replacement. 750-762
• 
  Thorsten Bernholt, Robin Nunkesser, Karen Schettlinger:
  Computing the least quartile difference estimator in the plane. 763-772
• 
  Stefano Maria Iacus, Giuseppe Porro:
  Missing data imputation, matching and other applications of random recursive partitioning. 773-789
• 
  Guido Consonni, Jean-Michel Marin:
  Mean-field variational approximate Bayesian inference for latent variable models. 790-798
• 
  Cristian Gatu, Petko Yanev, Erricos John Kontoghiorghes:
  A graph approach to generate all possible regression submodels. 799-815

2nd Special Issue on Statistical Signal Extraction and Filtering, Edited by D.S.G. Pollock and Tommaso Proietti

• 
  D. S. G. Pollock, Tommaso Proietti:
  2nd Special Issue on Statistical Signal Extraction and Filtering. 817-820
• 
  Bart Bakker, Tom Heskes:
  Learning and approximate inference in dynamic hierarchical models. 821-839
• 
  Vladimir Shin, Georgy Shevlyakov, Kiseon Kim:
  A new fusion formula and its application to continuous-time linear systems with multisensor environment. 840-854
• 
  Katy Klauenberg, Francesco Lagona:
  Hidden Markov random field models for TCA image analysis. 855-868
• 
  Phil G. Howlett, Anatoli Torokhti, Charles E. M. Pearce:
  Optimal multilinear estimation of a random vector under constraints of causality and limited memory. 869-878
• 
  Elizabeth Ann Maharaj, Andrés M. Alonso:
  Discrimination of locally stationary time series using wavelets. 879-895
• 
  Gianluca Cubadda:
  A unifying framework for analysing common cyclical features in cointegrated time series. 896-906
• 
  Camilla Mastromarco, Ulrich Woitek:
  Regional business cycles in Italy. 907-918
• 
  Claudio Morana:
  Multivariate modelling of long memory processes with common components. 919-934
• 
  Tommaso Proietti:
  Signal extraction and filtering by linear semiparametric methods. 935-958
• 
  Howard L. Weinert:
  Efficient computation for Whittaker-Henderson smoothing. 959-974
• 
  Agustín Maravall, A. del Río:
  Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter. 975-998
• 
  Marcos Bujosa, Antonio García-Ferrer, Peter C. Young:
  Linear dynamic harmonic regression. 999-1024
• 
  Kostas Triantafyllopoulos, Guy P. Nason:
  A Bayesian analysis of moving average processes with time-varying parameters. 1025-1046
• 
  Sergio Ledesma, Derong Liu, Donato Hernández:
  Two approximation methods to synthesize the power spectrum of fractional Gaussian noise. 1047-1062
• 
  Roland Fried:
  On the robust detection of edges in time series filtering. 1063-1074

Total Least Squares and Errors-in-variables Modeling, Edited by Sabine Van Huffel, Chi-Lun Cheng, Nicola Mastronardi, Chris Paige and Alexander Kukush

• 
  Sabine Van Huffel, Chi-Lun Cheng, Nicola Mastronardi, Chris Paige, Alexander Kukush:
  Total Least Squares and Errors-in-variables Modeling. 1076-1079
• 
  G. A. Watson:
  Robust counterparts of errors-in-variables problems. 1080-1089
• 
  Jörg Lampe, Heinrich Voss:
  On a quadratic eigenproblem occurring in regularized total least squares. 1090-1102
• 
  Diana Maria Sima, Sabine Van Huffel:
  Level choice in truncated total least squares. 1103-1118
• 
  Nicola Mastronardi, Dianne P. O'Leary:
  Fast robust regression algorithms for problems with Toeplitz structure. 1119-1131
• 
  Mario de Castro, Manuel Galea-Rojas, Heleno Bolfarine:
  Local influence assessment in heteroscedastic measurement error models. 1132-1142
• 
  Hans Schneeweiss, H. Shalabh:
  On the estimation of the linear relation when the error variances are known. 1143-1148
• 
  Shalabh, Gaurav Garg, Neeraj Misra:
  Restricted regression estimation in measurement error models. 1149-1166
• 
  Alexander Kukush, Ivan Markovsky, Sabine Van Huffel:
  Estimation in a linear multivariate measurement error model with a change point in the data. 1167-1182
• 
  Kimmo Vehkalahti, Simo Puntanen, Lauri Tarkkonen:
  Effects of measurement errors in predictor selection of linear regression model. 1183-1195
• 
  Michelli Barros, Viviana Giampaoli, Claudia R. O. P. Lima:
  Hypothesis testing in the unrestricted and restricted parametric spaces of structural models. 1196-1207
• 
  Ken-ichi Kanatani, Yasuyuki Sugaya:
  Performance evaluation of iterative geometric fitting algorithms. 1208-1222
• 
  Ivo Petrás, Igor Podlubny:
  State space description of national economies: The V4 countries. 1223-1233
• 
  José A. Ramos:
  Applications of TLS and related methods in the environmental sciences. 1234-1267

Volume 52, Number 3, January 2008

Section I: Computational Statistics

• 
  Pierre-Andre Cornillon, W. Imam, Eric Matzner-Løber:
  Forecasting time series using principal component analysis with respect to instrumental variables. 1269-1280
• 
  Miguel González, Jacinto Martín, Rodrigo Martínez, Manuel Mota:
  Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods. 1281-1291
• 
  Jan Kloppenborg Møller, Henrik Aalborg Nielsen, Henrik Madsen:
  Time-adaptive quantile regression. 1292-1303
• 
  Quanxi Shao, Yongqin D. Chen, Lu Zhang:
  An extension of three-parameter Burr III distribution for low-flow frequency analysis. 1304-1314
• 
  Nicolas Wicker, Jean Muller, Ravi Kiran Reddy Kalathur, Olivier Poch:
  A maximum likelihood approximation method for Dirichlet's parameter estimation. 1315-1322
• 
  Paul N. Somerville, Claudia Hemmelmann:
  Step-up and step-down procedures controlling the number and proportion of false positives. 1323-1334
• 
  James D. Stamey, Doyle H. Boese, Dean M. Young:
  Confidence intervals for parameters of two diagnostic tests in the absence of a gold standard. 1335-1346
• 
  Remus K. W. Ho, Inchi Hu:
  Flexible modelling of random effects in linear mixed models - A Bayesian approach. 1347-1361

Section II: Statistical Methodology for Data Analysis

• 
  J. Brian Gray, Guangzhe Fan:
  Classification tree analysis using TARGET. 1362-1372
• 
  David J. Marchette, Carey E. Priebe:
  Predicting unobserved links in incompletely observed networks. 1373-1386
• 
  Guei-Feng Tsai, Annie Qu:
  Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions. 1387-1398
• 
  Chu-Chih Chen:
  Extended rank analysis of covariance adjusting for local correlations. 1399-1412
• 
  Takahiro Hoshino:
  A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm. 1413-1429
• 
  Khalaf S. Sultan, Gannat R. Al-Dayian, Hebatalla H. Mohammad:
  Estimation and prediction from gamma distribution based on record values. 1430-1440
• 
  Rolando De la Cruz-Mesía, Fernando A. Quintana, Guillermo Marshall:
  Model-based clustering for longitudinal data. 1441-1457
• 
  Heung Wong, Wai-Cheung Ip, Riquan Zhang:
  Varying-coefficient single-index model. 1458-1476
• 
  Leandro Pardo, M. C. Pardo:
  An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model. 1477-1489
• 
  Seng Huat Ong, K. Shimizu, Choung Min Ng:
  A class of discrete distributions arising from difference of two random variables. 1490-1499
• 
  Eufrásio de Andrade Lima Neto, Francisco de A. T. de Carvalho:
  Centre and Range method for fitting a linear regression model to symbolic interval data. 1500-1515
• 
  Arthur Pewsey:
  The wrapped stable family of distributions as a flexible model for circular data. 1516-1523
• 
  Binbing Yu, Yingwei Peng:
  Mixture cure models for multivariate survival data. 1524-1532
• 
  Caroline Beunckens, Cristina Sotto, Geert Molenberghs:
  A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data. 1533-1548
• 
  D. Giannikis, Ioannis D. Vrontos, Petros Dellaportas:
  Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. 1549-1571
• 
  S. T. Bate, E. J. Godolphin, Janet D. Godolphin:
  Choosing cross-over designs when few subjects are available. 1572-1586
• 
  Jun-Wu Yu, Guo-Liang Tian, Man-Lai Tang:
  Statistical inference and prediction for the Weibull process with incomplete observations. 1587-1603
• 
  Michiel Debruyne, Mia Hubert, Stephen Portnoy, K. Vanden Branden:
  Censored depth quantiles. 1604-1614
• 
  María Concepción Ausín, Michael P. Wiper, Rosa E. Lillo:
  Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. 1615-1635
• 
  Chang Yu, Daniel Zelterman:
  Sums of exchangeable Bernoulli random variables for family and litter frequency data. 1636-1649
• 
  Lila Ricci, Raúl Martínez:
  Adjusted R²-type measures for Tweedie models. 1650-1660
• 
  Pedro Delicado, M. N. Goria:
  A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution. 1661-1673
• 
  Andrew Golightly, Darren J. Wilkinson:
  Bayesian inference for nonlinear multivariate diffusion models observed with error. 1674-1693
• 
  Peter Filzmoser, Ricardo A. Maronna, Mark Werner:
  Outlier identification in high dimensions. 1694-1711
• 
  Sven Serneels, Tim Verdonck:
  Principal component analysis for data containing outliers and missing elements. 1712-1727
• 
  Moti L. Tiku, M. Qamarul Islam, Hakan S. Sazak:
  Estimation in bivariate nonnormal distributions with stochastic variance functions. 1728-1745
• 
  José Alberto Mauricio:
  Computing and using residuals in time series models. 1746-1763

Volume 52, Number 4, January 2008

Section I: Computational Statistics

• 
  Ajay Jasra, Arnaud Doucet, David A. Stephens, Christopher C. Holmes:
  Interacting sequential Monte Carlo samplers for trans-dimensional simulation. 1765-1791

Section II: Statistical Methodology for Data Analysis

• 
  Andrés M. Alonso, Ana E. Sipols:
  A time series bootstrap procedure for interpolation intervals. 1792-1805
• 
  Makoto Tomita, Masahiro Hatsumichi, Koji Kurihara:
  Identify LD blocks based on hierarchical spatial data. 1806-1820
• 
  Ammar M. Sarhan, Debasis Kundu:
  Bayes estimators for reliability measures in geometric distribution model using masked system life test data. 1821-1836
• 
  Marieke E. Timmerman, Cajo J. F. ter Braak:
  Bootstrap confidence intervals for principal response curves. 1837-1849
• 
  Jörn Dannemann, Hajo Holzmann:
  The likelihood ratio test for hidden Markov models in two-sample problems. 1850-1859
• 
  Marcella Corduas, Domenico Piccolo:
  Time series clustering and classification by the autoregressive metric. 1860-1872
• 
  Debasis Kundu, Rameshwar D. Gupta:
  Generalized exponential distribution: Bayesian estimations. 1873-1883
• 
  Simos G. Meintanis, George Iliopoulos:
  Fourier methods for testing multivariate independence. 1884-1895
• 
  Jean G. Orelien, Lloyd J. Edwards:
  Fixed-effect variable selection in linear mixed models using R² statistics. 1896-1907
• 
  Simon J. Sheather, Joseph W. McKean, Kimberly Crimin:
  Sliced mean variance-covariance inverse regression. 1908-1927
• 
  Chun-Xia Zhang, Jiang-She Zhang:
  A local boosting algorithm for solving classification problems. 1928-1941
• 
  Patrick Musonda, Mounia N. Hocine, Heather J. Whitaker, C. Paddy Farrington:
  Self-controlled case series analyses: Small-sample performance. 1942-1957
• 
  Javier Roca-Pardiñas, Carmen Cadarso-Suárez, Pablo G. Tahoces, María J. Lado:
  Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection. 1958-1970
• 
  Juha Karvanen, Arto Nuutinen:
  Characterizing the generalized lambda distribution by L-moments. 1971-1983
• 
  Roberto Rocci, Maurizio Vichi:
  Two-mode multi-partitioning. 1984-2003
• 
  Junfeng Shang, Joseph E. Cavanaugh:
  Bootstrap variants of the Akaike information criterion for mixed model selection. 2004-2021
• 
  M. Ivette Gomes, Andreia Hall, M. Cristina Miranda:
  Subsampling techniques and the Jackknife methodology in the estimation of the extremal index. 2022-2041
• 
  Tsung-Chi Cheng, Atanu Biswas:
  Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data. 2042-2065
• 
  Mohammad Fraiwan Al-Saleh, Monjed Hisham Samuh:
  On multistage ranked set sampling for distribution and median estimation. 2066-2078
• 
  Víctor Leiva, Marco Riquelme, Narayanaswamy Balakrishnan, Antonio Sanhueza:
  Lifetime analysis based on the generalized Birnbaum-Saunders distribution. 2079-2097
• 
  Madhuri S. Mulekar, John C. Knutson, Jyoti A. Champanerkar:
  How useful are approximations to mean and variance of the index of dissimilarity? 2098-2109
• 
  Milovan Krnjajic, Athanasios Kottas, David Draper:
  Parametric and nonparametric Bayesian model specification: A case study involving models for count data. 2110-2128
• 
  Enrique F. Castillo, Ali S. Hadi, Beatriz Lacruz, Rosa Eva Pruneda:
  Semi-parametric nonlinear regression and transformation using functional networks. 2129-2157
• 
  Micha Mandel, Rebecca A. Betensky:
  Simultaneous confidence intervals based on the percentile bootstrap approach. 2158-2165
• 
  A. Ian McLeod, Ying Zhang:
  Faster ARMA maximum likelihood estimation. 2166-2176
• 
  (Withdrawn) Social networks of author-coauthor relationships. 2177-2184
• 
  Daniele Coin:
  A goodness-of-fit test for normality based on polynomial regression. 2185-2198
• 
  Silvina San Martino, Julio M. Singer, Edward J. Stanek III:
  Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study. 2199-2217
• 
  A. R. de Leon, Y. Zhu:
  ANOVA extensions for mixed discrete and continuous data. 2218-2227
• 
  Stéphane Dray:
  On the number of principal components: A test of dimensionality based on measurements of similarity between matrices. 2228-2237
• 
  Weiwen Miao, Paul Chiou:
  Confidence intervals for the difference between two means. 2238-2248
• 
  Kellie J. Archer, Ryan V. Kimes:
  Empirical characterization of random forest variable importance measures. 2249-2260

Section III: Special Applications

• 
  Hakan Demirtas:
  On imputing continuous data when the eventual interest pertains to ordinalized outcomes via threshold concept. 2261-2271

Volume 52, Number 5, January 2008

Section I: Computational Statistics

• 
  Yaming Yu:
  Efficient simulation of a bivariate exponential conditionals distribution. 2273-2276
• 
  Tianni Zhou, Robert Shumway:
  One-step approximations for detecting regime changes in the state space model with application to the influenza data. 2277-2291
• 
  Yalcin Tuncer, Murat M. Tanik, David B. Allison:
  An overview of statistical decomposition techniques applied to complex systems. 2292-2310
• 
  Roberta Paroli, Luigi Spezia:
  Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables. 2311-2330
• 
  Linda Hartman, Ola Hössjer:
  Fast kriging of large data sets with Gaussian Markov random fields. 2331-2349
• 
  Alain Celisse, Stéphane Robin:
  Nonparametric density estimation by exact leave-p-out cross-validation. 2350-2368
• 
  Roselinde Kessels, Peter Goos, Martina Vandebroek:
  Optimal designs for conjoint experiments. 2369-2387
• 
  Yong Wang:
  Dimension-reduced nonparametric maximum likelihood computation for interval-censored data. 2388-2402

Section II: Statistical Methodology for Data Analysis

• 
  Ingunn Berget, Bjørn-Helge Mevik, Tormod Næs:
  New modifications and applications of fuzzy C-means methodology. 2403-2418
• 
  Laura Spierdijk:
  Nonparametric conditional hazard rate estimation: A local linear approach. 2419-2434
• 
  Francesco Giordano, Maria Lucia Parrella:
  Neural networks for bandwidth selection in local linear regression of time series. 2435-2450
• 
  Jean-Baptiste Aubin, Samuela Leoni-Aubin:
  Projection density estimation under a m-sample semiparametric model. 2451-2468
• 
  Joel Corrêa da Rosa, Álvaro Veiga, Marcelo C. Medeiros:
  Tree-structured smooth transition regression models. 2469-2488
• 
  Bonifacio Salvador, Miguel Alejandro Fernández, I. Martín, Cristina Rueda:
  Robustness of classification rules that incorporate additional information. 2489-2495
• 
  Simos G. Meintanis:
  A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution. 2496-2503
• 
  Andrei Semenov:
  Testing the random walk hypothesis through robust estimation of correlation. 2504-2513
• 
  Göran Kauermann, Ronghui Xu, Florin Vaida:
  Stacked Laplace-EM algorithm for duration models with time-varying and random effects. 2514-2528
• 
  Vito M. R. Muggeo, Giancarlo Ferrara:
  Fitting generalized linear models with unspecified link function: A P-spline approach. 2529-2537
• 
  Hua Liang, Guohua Zou:
  Improved AIC selection strategy for survival analysis. 2538-2548
• 
  Joseph Sexton, Petter Laake:
  LogitBoost with errors-in-variables. 2549-2559
• 
  Yi He, James S. Hodges:
  Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models. 2560-2577
• 
  Changyi Park, Ja-Yong Koo, Sujong Kim, Insuk Sohn, Jae Won Lee:
  Classification of gene functions using support vector machine for time-course gene expression data. 2578-2587
• 
  Athanassios Kondylis, Joe Whittaker:
  Spectral preconditioning of Krylov spaces: Combining PLS and PC regression. 2588-2603
• 
  George Streftaris, Bruce J. Worton:
  Efficient and accurate approximate Bayesian inference with an application to insurance data. 2604-2622
• 
  Ignacio López-de-Ullibarri, Ricardo Cao, Carmen Cadarso-Suárez, María J. Lado:
  Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer. 2623-2631
• 
  Emily L. Webb, Jonathan J. Forster:
  Bayesian model determination for multivariate ordinal and binary data. 2632-2649
• 
  Shengde Liang, Sudipto Banerjee, Sally Bushhouse, Andrew O. Finley, Bradley P. Carlin:
  Hierarchical multiresolution approaches for dense point-level breast cancer treatment data. 2650-2668
• 
  Lihua An, S. Ejaz Ahmed:
  Improving the performance of kurtosis estimator. 2669-2681
• 
  Myung Suk Kim, Suojin Wang:
  Consistent estimation in regression models for the drift function in some continuous time models. 2682-2691
• 
  Debasis Kundu, Nandini Kannan, N. Balakrishnan:
  On the hazard function of Birnbaum-Saunders distribution and associated inference. 2692-2702
• 
  Xian-Jin Xie, Jane Pendergast, William Clarke:
  Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors. 2703-2713
• 
  Daisuke Watanabe, Susumu Okada, Yasunori Fujikoshi, Takakazu Sugiyama:
  Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population. 2714-2724
• 
  N. Balakrishnan, Abbas Rasouli:
  Exact likelihood inference for two exponential populations under joint Type-II censoring. 2725-2738
• 
  Patrice Bertail, Stéphan Clémençon:
  Approximate regenerative-block bootstrap for Markov chains. 2739-2756
• 
  G. Aneiros-Pérez, J. M. Vilar-Fernández:
  Local polynomial estimation in partial linear regression models under dependence. 2757-2777
• 
  Anika Buchholz, Norbert Holländer, Willi Sauerbrei:
  On properties of predictors derived with a two-step bootstrap model averaging approach - A simulation study in the linear regression model. 2778-2793
• 
  Noel Cressie, Nicolas Verzelen:
  Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields. 2794-2807
• 
  Graciela Boente, Daniela Rodriguez:
  Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis. 2808-2828
• 
  Yue Fang:
  Semi-parametric specification tests for mixing distributions. 2829-2839

Volume 52, Number 6, February 2008

Special Issue on Statistical and Computational Methods in Finance

• 
  Alessandra Amendola, David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Yasuhiro Omori, Eric Zivot:
  Special Issue on Statistical and Computational Methods in Finance. 2842-2845
• 
  Esther Ruiz, Helena Veiga:
  Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. 2846-2862
• 
  Drew D. Creal:
  Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models. 2863-2876
• 
  Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst:
  Sequential calibration of options. 2877-2891
• 
  Yasuhiro Omori, Toshiaki Watanabe:
  Block sampler and posterior mode estimation for asymmetric stochastic volatility models. 2892-2910
• 
  Chris M. Strickland, Gael M. Martin, Catherine S. Forbes:
  Parameterisation and efficient MCMC estimation of non-Gaussian state space models. 2911-2930
• 
  Andréas Heinen, Erick Rengifo:
  Multivariate reduced rank regression in non-Gaussian contexts, using copulas. 2931-2944
• 
  Ludovic Giet, Michel Lubrano:
  A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. 2945-2965
• 
  M. E. Mancino, Simona Sanfelici:
  Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise. 2966-2989
• 
  Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin:
  Volatility forecasting using threshold heteroskedastic models of the intra-day range. 2990-3010
• 
  Giampiero M. Gallo, Edoardo Otranto:
  Volatility spillovers, interdependence and comovements: A Markov Switching approach. 3011-3026
• 
  Christian Francq, Jean-Michel Zakoian:
  Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. 3027-3046
• 
  Alessandra Amendola, Giuseppe Storti:
  A GMM procedure for combining volatility forecasts. 3047-3060
• 
  Marco Gallegati:
  Wavelet analysis of stock returns and aggregate economic activity. 3061-3074
• 
  Jerry Coakley, Jian Dollery, Neil Kellard:
  The role of long memory in hedging effectiveness. 3075-3082
• 
  Lorne D. Johnson, Georgios Sakoulis:
  Maximizing equity market sector predictability in a Bayesian time-varying parameter model. 3083-3106
• 
  Luciana Dalla Valle, Paolo Giudici:
  A Bayesian approach to estimate the marginal loss distributions in operational risk management. 3107-3127
• 
  Ana Debón, Francisco Montes, Jorge Mateu, Emilio Porcu, Moreno Bevilacqua:
  Modelling residuals dependence in dynamic life tables: A geostatistical approach. 3128-3147
• 
  Denis Bolduc, Lynda Khalaf, Érick Moyneur:
  Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. 3148-3161

Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis, Edited by Patrice Bertrand and Gilbert Saporta

• 
  Patrice Bertrand, Gilbert Saporta:
  Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis. 3164-3166
• 
  Dominique Pastor:
  A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise. 3167-3186
• 
  Ana M. Aguilera, Manuel Escabias, Mariano J. Valderrama:
  Forecasting binary longitudinal data by a functional PC-ARIMA model. 3187-3197
• 
  Leslie Regad, Frédéric Guyon, Julien Maupetit, Pierre Tufféry, Anne-Claude Camproux:
  A Hidden Markov Model applied to the protein 3D structure analysis. 3198-3207
• 
  Amor Messaoud, Claus Weihs, Franz Hering:
  Detection of chatter vibration in a drilling process using multivariate control charts. 3208-3219
• 
  Jean-Jacques Daudin, Tristan Mary-Huard:
  Estimation of the conditional risk in classification: The swapping method. 3220-3232
• 
  Gérard Govaert, Mohamed Nadif:
  Block clustering with Bernoulli mixture models: Comparison of different approaches. 3233-3245
• 
  Angela Montanari, Daniela G. Calò, Cinzia Viroli:
  Independent factor discriminant analysis. 3246-3254
• 
  Mónica Bécue-Bertaut, Jérôme Pagès:
  Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data. 3255-3268
• 
  Alfonso Iodice D'Enza, Francesco Palumbo, Michael Greenacre:
  Exploratory data analysis leading towards the most interesting simple association rules. 3269-3281

Volume 52, Number 7, March 2008

• 
  Fabian Scheipl, Sonja Greven, Helmut Küchenhoff:
  Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models. 3283-3299
• 
  Fengming M. Chang, Long-Hui Chen, Yueh-Li Chen, Chien-Yu Huang:
  Approximate distribution of demerit statistic - A bounding approach. 3300-3309
• 
  Lena Ringstad Olsen, Probal Chaudhuri, Fred Godtliebsen:
  Multiscale spectral analysis for detecting short and long range change points in time series. 3310-3330
• 
  Roman Werner Lutz, Markus Kalisch, Peter Bühlmann:
  Robustified L₂ boosting. 3331-3341
• 
  Aristidis K. Nikoloulopoulos, Dimitris Karlis:
  Copula model evaluation based on parametric bootstrap. 3342-3353
• 
  Ana-María Fuertes:
  Sieve bootstrap t-tests on long-run average parameters. 3354-3370
• 
  Willem Waegeman, Bernard De Baets, Luc Boullart:
  On the scalability of ordered multi-class ROC analysis. 3371-3388
• 
  Jules Sadefo Kamdem, Alan Genz:
  Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. 3389-3407
• 
  Renate Meyer, Bo Cai, François Perron:
  Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2. 3408-3423
• 
  Peter Winker:
  E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). 3424-3425
• 
  Arturo J. Fernández:
  Reliability inference and sample-size determination under double censoring for some two-parameter models. 3426-3440
• 
  Arnost Komárek, Emmanuel Lesaffre:
  Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution. 3441-3458
• 
  Enis Siniksaran:
  A geometric interpretation of Mallows' C_p statistic and an alternative plot in variable selection. 3459-3467
• 
  Ayman Baklizi:
  Likelihood and Bayesian estimation of I using lower record values from the generalized exponential distribution. 3468-3473
• 
  Yonghai Li, Daniel W. Schafer:
  Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses. 3474-3492
• 
  Charles C. Taylor:
  Automatic bandwidth selection for circular density estimation. 3493-3500
• 
  Hon Keung Tony Ng, Giovanni Filardo, Gang Zheng:
  Confidence interval estimating procedures for standardized incidence rates. 3501-3516
• 
  Maengseok Noh, Youngjo Lee:
  Hierarchical-likelihood approach for nonlinear mixed-effects models. 3517-3527
• 
  Guo-Liang Tian, Man-Lai Tang, Hong-Bin Fang, Ming Tan:
  Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression. 3528-3542
• 
  Takahiro Hoshino:
  Bayesian significance testing and multiple comparisons from MCMC outputs. 3543-3559
• 
  Juwon Song, Thomas R. Belin:
  Choosing an appropriate number of factors in factor analysis with incomplete data. 3560-3569
• 
  Dimitrina S. Dimitrova, Vladimir K. Kaishev, Spiridon I. Penev:
  GeD spline estimation of multivariate Archimedean copulas. 3570-3582
• 
  Parag C. Pendharkar:
  Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks. 3583-3602
• 
  TaChen Liang, Wen-Tao Huang, Kun-Cheng Yang:
  Locally optimal tests for exponential distributions with type-I censoring. 3603-3615
• 
  Natsuhiko Kumasaka, Ritei Shibata:
  High-dimensional data visualisation: The textile plot. 3616-3644
• 
  Nan-Jung Hsu, Hung-Lin Hung, Ya-Mei Chang:
  Subset selection for vector autoregressive processes using Lasso. 3645-3657
• 
  David J. Nott:
  Predictive performance of Dirichlet process shrinkage methods in linear regression. 3658-3669
• 
  J. D. Nielsen, Charmaine B. Dean:
  Adaptive functional mixed NHPP models for the analysis of recurrent event panel data. 3670-3685
• 
  Stéphanie Bougeard, Mohamed Hanafi, Mostafa El Qannari:
  Continuum redundancy-PLS regression: A simple continuum approach. 3686-3696
• 
  Xiao Zhang, W. John Boscardin, Thomas R. Belin:
  Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models. 3697-3708
• 
  Changyi Park, Ja-Yong Koo, Peter T. Kim, Jae Won Lee:
  Stepwise feature selection using generalized logistic loss. 3709-3718
• 
  Nian-Sheng Tang, Man-Lai Tang, Shi-Fang Qiu:
  Testing the equality of proportions for correlated otolaryngologic data. 3719-3729
• 
  V. Alba Fernández, María-Dolores Jiménez-Gamero, Joaquín Muñoz-García:
  A test for the two-sample problem based on empirical characteristic functions. 3730-3748
• 
  Xiaoqian Sun, Zhuoqiong He, John Kabrick:
  Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project. 3749-3764
• 
  Yangxin Huang:
  Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses. 3765-3778
• 
  Shu-Fei Wu:
  Interval estimation for a Pareto distribution based on a doubly type II censored sample. 3779-3788
• 
  Esa Ollila, Hannu Oja, Visa Koivunen:
  Complex-valued ICA based on a pair of generalized covariance matrices. 3789-3805
• 
  Xiaojing Shen, Yunmin Zhu, Lixin Song:
  Linear B-spline copulas with applications to nonparametric estimation of copulas. 3806-3819
• 
  Giovana Oliveira Silva, Edwin M. M. Ortega, Vicente G. Cancho, Maurício Lima Barreto:
  Log-Burr XII regression models with censored data. 3820-3842
• 
  Jae Keun Yoo:
  A novel moment-based sufficient dimension reduction approach in multivariate regression. 3843-3851
• 
  Leandro A. F. Fernandes, Manuel M. Oliveira, Roberto da Silva:
  Uncertainty propagation: Avoiding the expensive sampling process for real-time image-based measurements. 3852-3876
• 
  María Laura Nores, María del Pilar Díaz:
  Some properties of regression estimators in GEE models for clustered ordinal data. 3877-3888

Volume 52, Number 8, April 2008

• 
  Rasool Tahmasbi, Sadegh Rezaei:
  A two-parameter lifetime distribution with decreasing failure rate. 3889-3901
• 
  Augustine C. M. Wong:
  Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic. 3902-3912
• 
  Chris H. Q. Ding, Tao Li, Wei Peng:
  On the equivalence between Non-negative Matrix Factorization and Probabilistic Latent Semantic Indexing. 3913-3927
• 
  Nathan Carter, Charles Hadlock, Dominique Haughton:
  Generating random networks from a given distribution. 3928-3938
• 
  Xingcai Zhou, Xinsheng Liu:
  The EM algorithm for the extended finite mixture of the factor analyzers model. 3939-3953
• 
  Cheolwoo Park, Kee-Hoon Kang:
  SiZer analysis for the comparison of regression curves. 3954-3970
• 
  Yufen Huang, Ching-Ren Cheng, Tai-Ho Wang:
  Pair-perturbation influence functions of nongaussianity by projection pursuit. 3971-3987
• 
  Nalini Ravishanker, Zhaohui Liu, Bonnie K. Ray:
  NHPP models with Markov switching for software reliability. 3988-3999
• 
  Galit Shmueli, Wolfgang Jank, Valerie Hyde:
  Transformations for semi-continuous data. 4000-4020
• 
  Jalmar M. F. Carrasco, Edwin M. M. Ortega, Gilberto A. Paula:
  Log-modified Weibull regression models with censored data: Sensitivity and residual analysis. 4021-4039
• 
  Ping-Shing Chan, H. K. T. Ng, N. Balakrishnan, Q. Zhou:
  Point and interval estimation for extreme-value regression model under Type-II censoring. 4040-4058
• 
  Zuzana Hrdlicková:
  Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model. 4059-4075
• 
  Bernhard Klingenberg:
  Regression models for binary time series with gaps. 4076-4090
• 
  Kung-Jong Lui:
  Notes on interval estimation of risk difference in stratified noncompliance randomized trials: A Monte Carlo evaluation. 4091-4103
• 
  Insuk Sohn, Sujong Kim, Changha Hwang, Jae Won Lee:
  New normalization methods using support vector machine quantile regression approach in microarray analysis. 4104-4115
• 
  Scott E. Coull, Boleslaw K. Szymanski:
  Sequence alignment for masquerade detection. 4116-4131
• 
  Patricia Román-Román, J. J. Serrano, Francisco Torres-Ruiz:
  First-passage-time location function: Application to determine first-passage-time densities in diffusion processes. 4132-4146

Volume 52, Number 9, May 2008

• 
  Rolf Turner:
  Direct maximization of the likelihood of a hidden Markov model. 4147-4160
• 
  Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila:
  Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems. 4161-4174
• 
  Seng Huat Ong, Wen Jau Lee:
  Computer generation of negative binomial variates by envelope rejection. 4175-4183
• 
  Susanne Gschlößl, Claudia Czado:
  Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? 4184-4202
• 
  Dmitry Danilov, Jan R. Magnus:
  On the estimation of a large sparse Bayesian system: The Snaer program. 4203-4224
• 
  Tarn Duong, Arianna Cowling, Inge Koch, Matt P. Wand:
  Feature significance for multivariate kernel density estimation. 4225-4242
• 
  Leo Knüsel:
  Chisquare as a rotation criterion in factor analysis. 4243-4252
• 
  Matthew Stearns, Sarjinder Singh:
  On the estimation of the general parameter. 4253-4271
• 
  Solange Mongoué-Tchokoté, Jong-Sung Kim:
  New statistical software for the proportional hazards model with current status data. 4272-4286
• 
  Roch Roy, Abdessamad Saidi:
  Aggregation and systematic sampling of periodic ARMA processes. 4287-4304
• 
  Holger Dette, Douglas P. Wiens:
  Robust designs for series estimation. 4305-4324
• 
  Kung-Jong Lui, William G. Cumberland:
  Notes on estimation of proportion ratio under a non-compliance randomized trial with missing outcomes. 4325-4345
• 
  Peter Congdon:
  A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity. 4346-4356
• 
  Michael Höhle, Michaela Paul:
  Count data regression charts for the monitoring of surveillance time series. 4357-4368
• 
  Christian H. Weiß, Rainer Göb:
  Discovering patterns in categorical time series using IFS. 4369-4379
• 
  Christelle Reynès, Robert Sabatier, Nicolas Molinari, Sylvain Lehmann:
  A new genetic algorithm in proteomics: Feature selection for SELDI-TOF data. 4380-4394
• 
  Lianjie Shu, Wei Jiang, Zhang Wu:
  Adaptive CUSUM procedures with Markovian mean estimation. 4395-4409
• 
  Seung-Hwan Lee, Eun-Joo Lee, Bernard Oguna Omolo:
  Using integrated weighted survival difference for the two-sample censored data problem. 4410-4416
• 
  Patrícia Leone Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto:
  Influence diagnostics in beta regression. 4417-4431
• 
  Jennifer Poulin, Pierre Duchesne:
  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. 4432-4457
• 
  Lei Liu, Mark R. Conaway, William A. Knaus, James D. Bergin:
  A random effects four-part model, with application to correlated medical costs. 4458-4473
• 
  Ariel Alonso Abad, S. Litière, Geert Molenberghs:
  A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models. 4474-4486
• 
  Wilfredo Palma, Pascal Bondon, José Tapia:
  Assessing influence in Gaussian long-memory models. 4487-4501
• 
  Dragan Jukic, Mirta Bensic, Rudolf Scitovski:
  On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution. 4502-4511
• 
  Qin Wang, Xiangrong Yin:
  A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE. 4512-4520
• 
  Piotr Juszczak, Niall M. Adams, David J. Hand, Christopher Whitrow, David John Weston:
  Off-the-peg and bespoke classifiers for fraud detection. 4521-4532
• 
  Ana Colubi, Gil González-Rodríguez, María José Domínguez-Cuesta, Montserrat Jiménez-Sánchez:
  Favorability functions based on kernel density estimation for logistic models: A case study. 4533-4543
• 
  Robert Moskovitch, Yuval Elovici, Lior Rokach:
  Detection of unknown computer worms based on behavioral classification of the host. 4544-4566

Volume 52, Number 10, June 2008

• 
  B. D. McCullough:
  Special section on Microsoft Excel 2007. 4568-4569
• 
  B. D. McCullough, David A. Heiser:
  On the accuracy of statistical procedures in Microsoft Excel 2007. 4570-4578
• 
  A. Talha Yalta:
  The accuracy of statistical distributions in Microsoft^® Excel 2007. 4579-4586
• 
  B. D. McCullough:
  Microsoft Excel's 'Not The Wichmann-Hill' random number generators. 4587-4593
• 
  Yu-Sung Su:
  It's easy to produce chartjunk using Microsoft^®Excel 2007 but hard to make good graphs. 4594-4601
• 
  John C. Nash:
  Teaching statistics with Excel 2007 and other spreadsheets. 4602-4606
• 
  Sylvia Frühwirth-Schnatter, Helga Wagner:
  Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. 4608-4624
• 
  S. Mukhopadhyay, André I. Khuri:
  Optimization in a multivariate generalized linear model situation. 4625-4634
• 
  Michael W. Trosset, Carey E. Priebe:
  The out-of-sample problem for classical multidimensional scaling. 4635-4642
• 
  Michael W. Trosset, Carey E. Priebe, Youngser Park, Michael I. Miller:
  Semisupervised learning from dissimilarity data. 4643-4657
• 
  Chieh-Yuan Tsai, Chuang-Cheng Chiu:
  Developing a feature weight self-adjustment mechanism for a K-means clustering algorithm. 4658-4672
• 
  S. Saburi, N. Chino:
  A maximum likelihood method for an asymmetric MDS model. 4673-4684
• 
  Edoardo Otranto:
  Clustering heteroskedastic time series by model-based procedures. 4685-4698
• 
  David B. Hitchcock, Zhimin Chen:
  Smoothing dissimilarities to cluster binary data. 4699-4711
• 
  Paul David McNicholas, Thomas Brendan Murphy, M. O'Regan:
  Standardising the lift of an association rule. 4712-4721
• 
  Ross McVinish, Kerrie L. Mengersen:
  Semiparametric Bayesian circular statistics. 4722-4730
• 
  Amandine Marrel, Bertrand Iooss, François Van Dorpe, Elena Volkova:
  An efficient methodology for modeling complex computer codes with Gaussian processes. 4731-4744
• 
  Guoyou Qin, Zhong Yi Zhu, Wing K. Fung:
  Robust estimating equations and bias correction of correlation parameters for longitudinal data. 4745-4753
• 
  Niklas Ahlgren, Jan Antell:
  Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. 4754-4767
• 
  Guo-Liang Tian, Kai Wang Ng, Ming Tan:
  EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions. 4768-4778
• 
  Robert Sabatier, Christelle Reynès:
  Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms. 4779-4789
• 
  Bin Li, Qingzhao Yu:
  Classification of functional data: A segmentation approach. 4790-4800
• 
  Hubert J. Chen, Hsiu-Ling Li, Miin-Jye Wen:
  Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation. 4801-4813
• 
  Sik-Yum Lee, Xinyuan Song:
  On Bayesian estimation and model comparison of an integrated structural equation model. 4814-4827
• 
  Peihua Qiu:
  A nonparametric procedure for blind image deblurring. 4828-4841
• 
  Ke-Hai Yuan, Wai Chan:
  Structural equation modeling with near singular covariance matrices. 4842-4858
• 
  Chunming Zhang, Yuefeng Lu, Tom Johnstone, Terry Oakes, Richard J. Davidson:
  Efficient modeling and inference for event-related fMRI data. 4859-4871
• 
  Lili Tian, Gregory E. Wilding:
  Confidence interval estimation of a common correlation coefficient. 4872-4877

Volume 52, Number 11, July 2008

• 
  Donald E. K. Martin, John A. D. Aston:
  Waiting time distribution of generalized later patterns. 4879-4890
• 
  Ji-Hong Zhang, Ling-Yun Wu, Jian Chen, Xiang-Sun Zhang:
  A fast haplotype inference method for large population genotype data. 4891-4902
• 
  Jeffrey A. Nisen, Neil C. Schwertman:
  A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions. 4903-4908
• 
  Elvira Di Nardo, Giuseppe Guarino, Domenico Senato:
  Symbolic computation of moments of sampling distributions. 4909-4922
• 
  Dirk Depril, Iven Van Mechelen, Boris G. Mirkin:
  Algorithms for additive clustering of rectangular data tables. 4923-4938
• 
  Audrey H. M. A. Cysneiros, Francisco Cribari-Neto, Carlos A. G. Araújo Jr.:
  On Birnbaum-Saunders inference. 4939-4950
• 
  Arne C. Bathke, Solomon W. Harrar, Laurence V. Madden:
  How to compare small multivariate samples using nonparametric tests. 4951-4965
• 
  Luisa Cutillo, Umberto Amato:
  Localized empirical discriminant analysis. 4966-4978
• 
  Juan Antonio Cuesta-Albertos, Alicia Nieto-Reyes:
  The random Tukey depth. 4979-4988
• 
  Antje Jahn-Eimermacher:
  Comparison of the Andersen-Gill model with poisson and negative binomial regression on recurrent event data. 4989-4997
• 
  Guglielmo Maria Caporale, Luis Alberiko Gil-Alana:
  Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks. 4998-5013
• 
  John A. Randal:
  A reinvestigation of robust scale estimation in finite samples. 5014-5021
• 
  Deli Wang, Seng-Jaw Soong:
  Comparisons of titer estimation methods for multiplexed pneumococcal opsonophagocytic killing assay. 5022-5032
• 
  Alejandro Jara, Fernando Quintana, Ernesto San Martín:
  Linear mixed models with skew-elliptical distributions: A Bayesian approach. 5033-5045
• 
  Jenö Reiczigel, Zsolt Abonyi-Tóth, Júlia Singer:
  An exact confidence set for two binomial proportions and exact unconditional confidence intervals for the difference and ratio of proportions. 5046-5053

Volume 52, Number 12, August 2008

• 
  José Fernando Vera, José A. Díaz-García:
  A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation. 5055-5065
• 
  Harry Joe:
  Accuracy of Laplace approximation for discrete response mixed models. 5066-5074
• 
  Celso Rômulo Barbosa Cabral, Heleno Bolfarine, José Raimundo Gomes Pereira:
  Bayesian density estimation using skew student-t-normal mixtures. 5075-5090
• 
  Koon-Shing Kwong, Yiu-Man Chan:
  On the evaluation of the joint distribution of order statistics. 5091-5099
• 
  Carsten H. Botts, Michael J. Daniels:
  A flexible approach to Bayesian multiple curve fitting. 5100-5120
• 
  Matías Salibián Barrera, Stefan Van Aelst:
  Robust model selection using fast and robust bootstrap. 5121-5135
• 
  Jiaqiao Hu, Zheng Su:
  Bootstrap quantile estimation via importance resampling. 5136-5142
• 
  Kane Nashimoto, F. T. Wright:
  Bayesian multiple comparisons of simply ordered means using priors with a point mass. 5143-5153
• 
  Pavel Cízek, J. Tamine, Wolfgang K. Härdle:
  Smoothed L-estimation of regression function. 5154-5162
• 
  Marius Hofert:
  Sampling Archimedean copulas. 5163-5174
• 
  Bhupendra Singh, K. K. Sharma, Anuj Kumar:
  A classical and Bayesian estimation of a k-components load-sharing parallel system. 5175-5185
• 
  Mia Hubert, Ellen Vandervieren:
  An adjusted boxplot for skewed distributions. 5186-5201
• 
  Mingan Yang, Timothy Hanson, Ronald Christensen:
  Nonparametric Bayesian estimation of a bivariate density with interval censored data. 5202-5214
• 
  Michael Last, Gheorghe Luta, Alessandro Orso, Adam A. Porter, Stan Young:
  Pooled ANOVA. 5215-5228
• 
  Keiji Takai, Yutaka Kano:
  Test of independence in a 2×2 contingency table with nonignorable nonresponse via constrained EM algorithm. 5229-5241
• 
  Wenceslao González-Manteiga, María José Lombardía, Isabel Molina, Domingo Morales, Laureano Santamaría:
  Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model. 5242-5252
• 
  Fetene B. Tekle, Frans E. S. Tan, Martijn P. F. Berger:
  Maximin D-optimal designs for binary longitudinal responses. 5253-5262
• 
  Antonio Forcina:
  Identifiability of extended latent class models with individual covariates. 5263-5268
• 
  Nam-Ky Nguyen, Min-Qian Liu:
  An algorithmic approach to constructing mixed-level orthogonal and near-orthogonal arrays. 5269-5276
• 
  Hansheng Wang, Chenlei Leng:
  A note on adaptive group lasso. 5277-5286
• 
  André Tscheschel, Sung Nok Chiu:
  Quasi-plus sampling edge correction for spatial point patterns. 5287-5295
• 
  Hui Zou, Ming Yuan:
  Regularized simultaneous model selection in multiple quantiles regression. 5296-5304
• 
  Harald Binder, Willi Sauerbrei:
  Increasing the usefulness of additive spline models by knot removal. 5305-5318
• 
  Luke A. Prendergast:
  Trimming influential observations for improved single-index model estimated sufficient summary plots. 5319-5327
• 
  Nikolai I. Chernov, P. N. Sapirstein:
  Fitting circles to data with correlated noise. 5328-5337
• 
  Donald John Best, John C. W. Rayner, Olivier Thas:
  Comparison of some tests of fit for the Laplace distribution. 5338-5343
• 
  Ralitza Gueorguieva, Robert Rosenheck, Daniel Zelterman:
  Dirichlet component regression and its applications to psychiatric data. 5344-5355
• 
  Xueli Liu, Sheng-Chien Lee, George Casella, Gary F. Peter:
  Assessing agreement of clustering methods with gene expression microarray data. 5356-5366
• 
  Brooke L. Fridley, Stephen T. Turner, Arlene B. Chapman, Andrei S. Rodin, Eric Boerwinkle, Kent R. Bailey:
  Reproducibility of genotypes as measured by the affymetrix GeneChip^® 100K Human Mapping Array set. 5367-5374