Computational Statistics & Data Analysis, Volume 55

Volume 55, Number 1, January 2011

Section I: Computational Statistics

• 
  Avijit Joarder, Hare Krishna, Debasis Kundu:
  Inferences on Weibull parameters with conventional type-I censoring. 1-11
• 
  S.-J. Cho, Sophia Rabe-Hesketh:
  Alternating imputation posterior estimation of models with crossed random effects. 12-25
• 
  Hua Zhou, Kenneth Lange:
  A fast procedure for calculating importance weights in bootstrap sampling. 26-33
• 
  Jan G. De Gooijer, Ao Yuan:
  Some exact tests for manifest properties of latent trait models. 34-44
• 
  John T. Ormerod:
  Grid based variational approximations. 45-56
• 
  Marius Hofert:
  Efficiently sampling nested Archimedean copulas. 57-70
• 
  Ruggero Bellio, Luca Grassetti:
  Semiparametric stochastic frontier models for clustered data. 71-83
• 
  Yu Ryan Yue, Håvard Rue:
  Bayesian inference for additive mixed quantile regression models. 84-96
• 
  Carlos A. Navarrete, Fernando A. Quintana:
  Similarity analysis in Bayesian random partition models. 97-109
• 
  Jie Chen, Jianfeng Luo, Kenneth Liu, Devan V. Mehrotra:
  On power and sample size computation for multiple testing procedures. 110-122
• 
  Michael J. Brusco, Douglas L. Steinley:
  Exact and approximate algorithms for variable selection in linear discriminant analysis. 123-131
• 
  Pierre Barbillon, Gilles Celeux, Agnès Grimaud, Yannick Lefebvre, Etienne de Rocquigny:
  Nonlinear methods for inverse statistical problems. 132-142
• 
  Masahiro Kuroda, Yuichi Mori, Masaya Iizuka, Michio Sakakihara:
  Acceleration of the alternating least squares algorithm for principal components analysis. 143-153
• 
  Hugo Hammer, Håkon Tjelmeland:
  Approximate forward-backward algorithm for a switching linear Gaussian model. 154-167
• 
  Maher Maalouf, Theodore B. Trafalis:
  Robust weighted kernel logistic regression in imbalanced and rare events data. 168-183
• 
  Chonggang Xu, George Z. Gertner:
  Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST). 184-198
• 
  William J. McCausland, Shirley Miller, Denis Pelletier:
  Simulation smoothing for state-space models: A computational efficiency analysis. 199-212
• 
  Josef Leydold, Wolfgang Hörmann:
  Generating generalized inverse Gaussian random variates by fast inversion. 213-217

Section II: Statistical Methodology for Data Analysis

• 
  Alexandre Galvão Patriota:
  A note on influence diagnostics in nonlinear mixed-effects elliptical models. 218-225
• 
  Gisela Tunes-da-Silva, John P. Klein:
  Cutpoint selection for discretizing a continuous covariate for generalized estimating equations. 226-235
• 
  Maria Kateri, Udo Kamps, Narayanaswamy Balakrishnan:
  Optimal allocation of change points in simple step-stress experiments under Type-II censoring. 236-247
• 
  Woojoo Lee, Johan Lim, Youngjo Lee, Joan del Castillo:
  The hierarchical-likelihood approach to autoregressive stochastic volatility models. 248-260
• 
  Christian Aßmann, Jens Boysen-Hogrefe:
  A Bayesian approach to model-based clustering for binary panel probit models. 261-279
• 
  Morten With Pedersen, Uffe Høgsbro Thygesen, Henrik Madsen:
  Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method. 280-290
• 
  Xingqiu Zhao, Xingwei Tong:
  Semiparametric regression analysis of panel count data with informative observation times. 291-300
• 
  Cristina Sotto, Caroline Beunckens, Geert Molenberghs, Michael G. Kenward:
  MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness. 301-311
• 
  María J. García-Ligero, Aurora Hermoso-Carazo, Josefa Linares-Pérez:
  Derivation of centralized and distributed filters using covariance information. 312-323
• 
  Frank Hampel, Christian Hennig, Elvezio Ronchetti:
  A smoothing principle for the Huber and other location M-estimators. 324-337
• 
  Eman Khorsheed, Merrilee Hurn, Christopher Jennison:
  Mapping electron density in the ionosphere: A principal component MCMC algorithm. 338-352
• 
  Caio L. N. Azevedo, Heleno Bolfarine, Dalton F. Andrade:
  Bayesian inference for a skew-normal IRT model under the centred parameterization. 353-365
• 
  Robin L. Young, Janice Weinberg, Verónica Vieira, Al Ozonoff, Thomas F. Webster:
  Generalized additive models and inflated type I error rates of smoother significance tests. 366-374
• 
  Jouni Kuha, David Firth:
  On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models. 375-388
• 
  Jianbo Li, Riquan Zhang:
  Partially varying coefficient single index proportional hazards regression models. 389-400
• 
  Pedro Delicado:
  Dimensionality reduction when data are density functions. 401-420
• 
  Sunghoon Kwon, Hosik Choi, Yongdai Kim:
  Quadratic approximation on SCAD penalized estimation. 421-428
• 
  Philippe Lambert:
  Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data. 429-445
• 
  Daniel Commenges, D. Jolly, Julia Drylewicz, Hein Putter, Rodolphe Thiébaut:
  Inference in HIV dynamics models via hierarchical likelihood. 446-456
• 
  Tingting Zhan, Inna Chervoneva, Boris Iglewicz:
  Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions. 457-465
• 
  M. Fazil Baksh, Dankmar Böhning, Rattana Lerdsuwansri:
  An extension of an over-dispersion test for count data. 466-474
• 
  Olivier Parent, James P. LeSage:
  A space-time filter for panel data models containing random effects. 475-490
• 
  Thomas M. Loughin, Jorge E. Rodríguez:
  Computational issues with fitting joint location/dispersion models in unreplicated 2^k factorials. 491-497
• 
  David Dereudre, Frédéric Lavancier:
  Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction. 498-519
• 
  Jeffrey L. Andrews, Paul D. McNicholas, Sanjeena Subedi:
  Model-based classification via mixtures of multivariate t-distributions. 520-529
• 
  Peter D. Hoff:
  Hierarchical multilinear models for multiway data. 530-543
• 
  Andrea Cerioli, Alessio Farcomeni:
  Error rates for multivariate outlier detection. 544-553
• 
  Weihua Zhou:
  A weighted quantile regression for randomly truncated data. 554-566
• 
  Sangjun Lee, Changyi Park, Ja-Yong Koo:
  Feature selection in the Laplacian support vector machine. 567-577
• 
  N. Iranpanah, M. Mohammadzadeh, Charles C. Taylor:
  A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics. 578-587
• 
  Vicente G. Cancho, Dipak K. Dey, Victor H. Lachos, Marinho Gomes Andrade:
  Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics. 588-602
• 
  Hubert J. Chen, Miin-Jye Wen, Chia-Jui Chuang:
  On testing the equivalence of treatments using the measure of range. 603-614
• 
  Evans Gouno, L. Courtrai, Marc Fredette:
  Estimation from aggregate data. 615-626
• 
  Joël Chadoeuf, G. Certain, Edwige Bellier, Avner Bar-Hen, P. Couteron, Pascal Monestiez, Vincent Bretagnolle:
  Estimating inter-group interaction radius for point processes with nested spatial structures. 627-640
• 
  Artin Armagan, Russell L. Zaretzki:
  A note on mean-field variational approximations in Bayesian probit models. 641-643
• 
  Ammar M. Sarhan, David C. Hamilton, Bruce Smith, Debasis Kundu:
  The bivariate generalized linear failure rate distribution and its multivariate extension. 644-654
• 
  Guoqi Q. Qian, Ning Li, Richard M. Huggins:
  Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe. 655-666
• 
  Karthik Devarajan, Nader Ebrahimi:
  A semi-parametric generalization of the Cox proportional hazards regression model: Inference and applications. 667-676
• 
  Vicente G. Cancho, Francisco Louzada-Neto, Gladys D. C. Barriga:
  The Poisson-exponential lifetime distribution. 677-686
• 
  Wai-Yin Wan, Jennifer So-Kuen Chan:
  Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions. 687-702
• 
  Xianzheng Huang:
  Detecting random-effects model misspecification via coarsened data. 703-714
• 
  R. Langrock, W. Zucchini:
  Hidden Markov models with arbitrary state dwell-time distributions. 715-724
• 
  David Tolusso, Xikui Wang:
  Interval estimation for response adaptive clinical trials. 725-730
• 
  Moonsu Kang, Heuiju Chun:
  A generalized false discovery rate in microarray studies. 731-737
• 
  Orietta Nicolis, Pepa Ramírez-Cobo, Brani Vidakovic:
  2D wavelet-based spectra with applications. 738-751
• 
  Luke A. Prendergast, Connie Li Wai Suen:
  A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets. 752-764
• 
  Xue-Dong Chen, Ying-Zi Fu:
  Model selection for zero-inflated regression with missing covariates. 765-773
• 
  Pavel Cízek:
  Semiparametrically weighted robust estimation of regression models. 774-788
• 
  Daniela M. Witten, Robert Tibshirani:
  Supervised multidimensional scaling for visualization, classification, and bipartite ranking. 789-801
• 
  Hyekyung Jung, Joseph L. Schafer, Byungtae Seo:
  A latent class selection model for nonignorably missing data. 802-812
• 
  Dewi Rahardja, Dean M. Young:
  Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data. 813-823
• 
  Keunbaik Lee, Yongsung Joo, Joon Jin Song, Dee Wood Harper:
  Analysis of zero-inflated clustered count data: A marginalized model approach. 824-837
• 
  S. Martínez, María del Mar Rueda, Antonio Arcos, H. Martínez, I. Sánchez-Borrego:
  Post-stratified calibration method for estimating quantiles. 838-851
• 
  Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy:
  Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. 852-862
• 
  Ana M. Martínez-Rodríguez, A. J. Sáez-Castillo, A. Conde-Sánchez:
  Modelling using an extended Yule distribution. 863-873
• 
  Isabella Locatelli, Alfio Marazzi, Victor J. Yohai:
  Robust accelerated failure time regression. 874-887
• 
  María Xosé Rodríguez-Álvarez, Pablo G. Tahoces, Carmen Cadarso-Suárez, María José Lado:
  Comparative study of ROC regression techniques - Applications for the computer-aided diagnostic system in breast cancer detection. 888-902
• 
  Wan-Yu Lin, Wen-Chung Lee:
  Floating prioritized subset analysis: A powerful method to detect differentially expressed genes. 903-913
• 
  Yi-Ting Hwang, Hao-Yun Tsai, Yeu-Jhy Chang, Hsun-Chih Kuo, Chun-Chao Wang:
  The joint model of the logistic model and linear random effect model - An application to predict orthostatic hypertension for subacute stroke patients. 914-923
• 
  Man-Suk Oh, Dong Wan Shin:
  A unified Bayesian inference on treatment means with order constraints. 924-934
• 
  Jeong Eun Min, Matthew D. Whiteside, Fiona S. L. Brinkman, Brad McNeney, Jinko Graham:
  A statistical approach to high-throughput screening of predicted orthologs. 935-943

Section III: Special Applications

• 
  Valéria Lima Passos, Frans E. S. Tan, Martijn P. F. Berger:
  Cost-efficiency considerations in the choice of a microarray platform for time course experimental designs. 944-954

Volume 55, Number 2, February 2011

Section I: Computational Statistics

• 
  Man-Lai Tang, Wai-Yin Poon, Leevan Ling, Yijie Liao, Hang-Wai Chui:
  Approximate unconditional test procedure for comparing two ordered multinomials. 955-963

Section II: Statistical Methodology for Data Analysis

• 
  Dhaifalla K. Al-Mutairi, M. E. Ghitany, Ramesh C. Gupta:
  Estimation of reliability in a series system with random sample size. 964-972
• 
  Lei Shi, Mei Huang:
  Stepwise local influence analysis. 973-982
• 
  Jie Mao, Zhong Yi Zhu, Wing K. Fung:
  Joint estimation of mean-covariance model for longitudinal data with basis function approximations. 983-992
• 
  Elizabeth M. Hashimoto, Edwin M. M. Ortega, Gilberto A. Paula, Maurício Lima Barreto:
  Regression models for grouped survival data: Estimation and sensitivity analysis. 993-1007
• 
  Christian Kascha, Carsten Trenkler:
  Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. 1008-1017
• 
  Brent D. Burch:
  Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient. 1018-1028
• 
  Dongik Jang, Hee-Seok Oh:
  Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters. 1029-1040
• 
  Yoshio Takane, Kwanghee Jung, Heungsun Hwang:
  Regularized reduced rank growth curve models. 1041-1052
• 
  Chi-Chung Wen, Yi-Hau Chen:
  Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model. 1053-1060
• 
  Jingyun Yang, Vernon M. Chinchilli:
  Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data. 1061-1070
• 
  Assam Pryseley, Clotaire Tchonlafi, Geert Verbeke, Geert Molenberghs:
  Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach. 1071-1085
• 
  Abhijit Mandal, W. T. Huang, S. K. Bhandari, A. Basu:
  Goodness-of-fit testing in growth curve models: A general approach based on finite differences. 1086-1098
• 
  Phillip Li:
  Estimation of sample selection models with two selection mechanisms. 1099-1108
• 
  Artur J. Lemonte, Silvia L. P. Ferrari:
  Size and power properties of some tests in the Birnbaum-Saunders regression model. 1109-1117
• 
  Patrícia F. Paranaíba, Edwin M. M. Ortega, Gauss M. Cordeiro, Rodrigo Rossetto Pescim:
  The beta Burr XII distribution with application to lifetime data. 1118-1136
• 
  Hengjian Cui, Tao Hu:
  On nonlinear regression estimator with denoised variables. 1137-1149
• 
  Adam R. Brentnall, Martin Crowder, David J. Hand:
  Approximate repeated-measures shrinkage. 1150-1159
• 
  Franck Picard, Emilie Lebarbier, E. Budinskà, Stéphane Robin:
  Joint segmentation of multivariate Gaussian processes using mixed linear models. 1160-1170

Corrigendum

• 
  Dianxu Ren:
  Corrigendum. 1171

Volume 55, Number 3, March 2011

Section I: Computational Statistics

• 
  Yijun Zuo, Shaoyong Lai:
  Exact computation of bivariate projection depth and the Stahel-Donoho estimator. 1173-1179
• 
  Jun Ma:
  Indirect density estimation using the iterative Bayes algorithm. 1180-1195
• 
  Ran Zhang, Claudia Czado, Aleksey Min:
  Efficient maximum likelihood estimation of copula based meta t-distributions. 1196-1214
• 
  Manuel J. A. Eugster, Friedrich Leisch:
  Weighted and robust archetypal analysis. 1215-1225

Section II: Statistical Methodology for Data Analysis

• 
  Mohamed M. Shoukri, Pranesh Kumar, Dilek Colak:
  Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function. 1226-1235
• 
  Gülhan Alpargu:
  Allowing for missing genotypes in any members of the nuclear families in transmission disequilibrium test. 1236-1249
• 
  Gladys D. C. Barriga, Francisco Louzada-Neto, Vicente G. Cancho:
  The complementary exponential power lifetime model. 1250-1259
• 
  Bo Cai, Renate Meyer:
  Bayesian semiparametric modeling of survival data based on mixtures of B-spline distributions. 1260-1272
• 
  Nian-Sheng Tang, Shao-Ping Jiang:
  Testing equality of risk ratios in multiple 2×2 tables with structural zero. 1273-1284
• 
  Erhard Cramer, Anja Bettina Schmiedt:
  Progressively Type-II censored competing risks data from Lomax distributions. 1285-1303
• 
  Aldo M. Garay, Elizabeth M. Hashimoto, Edwin M. M. Ortega, Victor H. Lachos:
  On estimation and influence diagnostics for zero-inflated negative binomial regression models. 1304-1318
• 
  Hedibert Freitas Lopes, Dani Gamerman, Esther Salazar:
  Generalized spatial dynamic factor models. 1319-1330
• 
  Jan R. Magnus, Alan T. K. Wan, Xinyu Zhang:
  Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. 1331-1341
• 
  Sounak Chakraborty, Ruixin Guo:
  A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data. 1342-1356
• 
  Jong-Min Kim, Yoon-Sung Jung, Taeryon Choi, Engin A. Sungur:
  Partial correlation with copula modeling. 1357-1366
• 
  Lu Lin, Qi Zhang, Feng Li, Xia Cui:
  Simulation-based two-stage estimation for multiple nonparametric regression. 1367-1378
• 
  Wagner Barreto-Souza, Klaus L. P. Vasconcellos:
  Bias and skewness in a general extreme-value regression model. 1379-1393
• 
  Donald M. Pianto, Francisco Cribari-Neto:
  Dealing with monotone likelihood in a model for speckled data. 1394-1409
• 
  Alice Lemos Morais, Wagner Barreto-Souza:
  A compound class of Weibull and power series distributions. 1410-1425
• 
  Umberto Picchini, Susanne Ditlevsen:
  Practical estimation of high dimensional stochastic differential mixed-effects models. 1426-1444
• 
  Gauss M. Cordeiro, Artur J. Lemonte:
  The beta-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling. 1445-1461
• 
  Germán Ibacache-Pulgar, Gilberto A. Paula:
  Local influence for Student-t partially linear models. 1462-1478
• 
  Yubo Zou, Jiajia Zhang, Guoyou Qin:
  A semiparametric accelerated failure time partial linear model and its application to breast cancer. 1479-1487
• 
  Tong-Yu Lu, Wai-Yin Poon, Yim-Fan Tsang:
  Latent growth curve modeling for longitudinal ordinal responses with applications. 1488-1497
• 
  Rui-Yin Liu, Jian Tao, Ning-Zhong Shi, Xuming He:
  Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling. 1498-1508

Volume 55, Number 4, April 2011

Section I: Computational Statistics

• 
  N. G. Denman, James M. McGree, John A. Eccleston, Stephen B. Duffull:
  Design of experiments for bivariate binary responses modelled by Copula functions. 1509-1520
• 
  Ioannis Phinikettos, Axel Gandy:
  Fast computation of high-dimensional multivariate normal probabilities. 1521-1529
• 
  F. T. Wright, Kane Nashimoto:
  One-sided multiple comparisons for treatment means with a control mean. 1530-1539
•