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Content
May 2011, Volume 55, Issue 5
- 1919-1932 Conditional copulas, association measures and their applications
by Gijbels, Irène & Veraverbeke, Noël & Omelka, Marel
- 1933-1941 Ensemble classification of paired data
by Adler, Werner & Brenning, Alexander & Potapov, Sergej & Schmid, Matthias & Lausen, Berthold
- 1942-1960 Distance functions for matching in small samples
by Dettmann, E. & Becker, C. & Schmeißer, C.
- 1961-1968 Anisotropic generalized Procrustes analysis
by Bennani Dosse, Mohammed & Kiers, Henk A.L. & Ten Berge, Jos M.F.
- 1969-1979 On biological validity indices for soft clustering algorithms for gene expression data
by Wu, Han-Ming
- 1980-1992 An affine invariant multiple test procedure for assessing multivariate normality
by Tenreiro, Carlos
- 1993-2002 Comparison of several means: A fiducial based approach
by Li, Xinmin & Wang, Juan & Liang, Hua
- 2003-2010 Adaptive R charts with variable parameters
by Lee, Pei-Hsi
April 2011, Volume 55, Issue 4
- 1509-1520 Design of experiments for bivariate binary responses modelled by Copula functions
by Denman, N.G. & McGree, J.M. & Eccleston, J.A. & Duffull, S.B.
- 1521-1529 Fast computation of high-dimensional multivariate normal probabilities
by Phinikettos, Ioannis & Gandy, Axel
- 1530-1539 One-sided multiple comparisons for treatment means with a control mean
by Wright, F.T. & Nashimoto, Kane
- 1540-1551 Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables
by Strasak, Alexander M. & Umlauf, Nikolaus & Pfeiffer, Ruth M. & Lang, Stefan
- 1552-1569 Split Bregman method for large scale fused Lasso
by Ye, Gui-Bo & Xie, Xiaohui
- 1570-1580 Approximate predictive densities and their applications in generalized linear models
by Chen, Min & Wang, Xinlei
- 1581-1595 Usage of a pair of -paths in Bayesian estimation of a unimodal density
by Ho, Man-Wai
- 1596-1609 Empirical likelihood calibration estimation for the median treatment difference in observational studies
by Wang, Qihua & Lai, Peng
- 1610-1616 A random effects epidemic-type aftershock sequence model
by Lin, Feng-Chang
- 1617-1628 Analyzing survival curves at a fixed point in time for paired and clustered right-censored data
by Su, Pei-Fang & Chi, Yunchan & Li, Chung-I & Shyr, Yu & Liao, Yi-De
- 1629-1637 Sufficient bootstrapping
by Singh, Sarjinder & Sedory, Stephen A.
- 1638-1655 Mechanism-based emulation of dynamic simulation models: Concept and application in hydrology
by Reichert, P. & White, G. & Bayarri, M.J. & Pitman, E.B.
- 1656-1664 Estimation of inverse mean: An orthogonal series approach
by Wang, Qin & Yin, Xiangrong
- 1665-1678 Estimation of extreme percentiles in Birnbaum-Saunders distributions
by Vilca, Filidor & Santana, Lucia & Leiva, Víctor & Balakrishnan, N.
- 1679-1695 A half-region depth for functional data
by López-Pintado, Sara & Romo, Juan
- 1696-1714 Robust likelihood inference for regression parameters in partially linear models
by Shen, Chung-Wei & Tsou, Tsung-Shan & Balakrishnan, N.
- 1715-1725 Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints
by Ingrassia, Salvatore & Rocci, Roberto
- 1726-1735 Estimating the mean of a mark variable under right censoring on the basis of a state function
by Fang, Hong-Bin & Wang, Jiantian & Deng, Dianliang & Tang, Man-Lai
- 1736-1747 Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains
by Fabrizi, Enrico & Ferrante, Maria Rosaria & Pacei, Silvia & Trivisano, Carlo
- 1748-1759 A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models
by Baghishani, Hossein & Mohammadzadeh, Mohsen
- 1760-1769 Gibbs ensembles for nearly compatible and incompatible conditional models
by Chen, Shyh-Huei & Ip, Edward H. & Wang, Yuchung J.
- 1770-1780 The specification of the propensity score in multilevel observational studies
by Arpino, Bruno & Mealli, Fabrizia
- 1781-1790 Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments
by Sinn, Mathieu & Keller, Karsten
- 1791-1806 Approximate Bayesian inference in spatial GLMM with skew normal latent variables
by Hosseini, Fatemeh & Eidsvik, Jo & Mohammadzadeh, Mohsen
- 1807-1814 A bootstrap test for symmetry based on ranked set samples
by Drikvandi, Reza & Modarres, Reza & Jalilian, Abdullah H.
- 1815-1827 Laplace random effects models for interlaboratory studies
by Rukhin, Andrew L. & Possolo, Antonio
- 1828-1844 An experimental comparison of cross-validation techniques for estimating the area under the ROC curve
by Airola, Antti & Pahikkala, Tapio & Waegeman, Willem & De Baets, Bernard & Salakoski, Tapio
- 1845-1866 Robust diagnostics for the heteroscedastic regression model
by Cheng, Tsung-Chi
- 1867-1883 Local influence in estimating equations
by Venezuela, Maria Kelly & Sandoval, Mônica Carneiro & Botter, Denise Aparecida
- 1884-1896 A comparative study of nonparametric estimation in Weibull regression: A penalized likelihood approach
by Kim, Young-Ju
March 2011, Volume 55, Issue 3
- 1173-1179 Exact computation of bivariate projection depth and the Stahel-Donoho estimator
by Zuo, Yijun & Lai, Shaoyong
- 1180-1195 Indirect density estimation using the iterative Bayes algorithm
by Ma, Jun
- 1196-1214 Efficient maximum likelihood estimation of copula based meta t-distributions
by Zhang, Ran & Czado, Claudia & Min, Aleksey
- 1215-1225 Weighted and robust archetypal analysis
by Eugster, Manuel J.A. & Leisch, Friedrich
- 1226-1235 Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function
by Shoukri, Mohamed M. & Kumar, Pranesh & Colak, Dilek
- 1236-1249 Allowing for missing genotypes in any members of the nuclear families in transmission disequilibrium test
by Alpargu, Gülhan
- 1250-1259 The complementary exponential power lifetime model
by Barriga, Gladys D.C. & Louzada-Neto, Franscisco & Cancho, Vicente G.
- 1260-1272 Bayesian semiparametric modeling of survival data based on mixtures of B-spline distributions
by Cai, Bo & Meyer, Renate
- 1273-1284 Testing equality of risk ratios in multiple 2x2 tables with structural zero
by Tang, Nian-Sheng & Jiang, Shao-Ping
- 1285-1303 Progressively Type-II censored competing risks data from Lomax distributions
by Cramer, Erhard & Schmiedt, Anja Bettina
- 1304-1318 On estimation and influence diagnostics for zero-inflated negative binomial regression models
by Garay, Aldo M. & Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Lachos, Víctor H.
- 1319-1330 Generalized spatial dynamic factor models
by Lopes, Hedibert Freitas & Gamerman, Dani & Salazar, Esther
- 1331-1341 Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
by Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu
- 1342-1356 A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data
by Chakraborty, Sounak & Guo, Ruixin
- 1357-1366 Partial correlation with copula modeling
by Kim, Jong-Min & Jung, Yoon-Sung & Choi, Taeryon & Sungur, Engin A.
- 1367-1378 Simulation-based two-stage estimation for multiple nonparametric regression
by Lin, Lu & Zhang, Qi & Li, Feng & Cui, Xia
- 1379-1393 Bias and skewness in a general extreme-value regression model
by Barreto-Souza, Wagner & Vasconcellos, Klaus L.P.
- 1394-1409 Dealing with monotone likelihood in a model for speckled data
by Pianto, Donald M. & Cribari-Neto, Francisco
- 1410-1425 A compound class of Weibull and power series distributions
by Morais, Alice Lemos & Barreto-Souza, Wagner
- 1426-1444 Practical estimation of high dimensional stochastic differential mixed-effects models
by Picchini, Umberto & Ditlevsen, Susanne
- 1445-1461 The [beta]-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling
by Cordeiro, Gauss M. & Lemonte, Artur J.
- 1462-1478 Local influence for Student-t partially linear models
by Ibacache-Pulgar, Germán & Paula, Gilberto A.
- 1479-1487 A semiparametric accelerated failure time partial linear model and its application to breast cancer
by Zou, Yubo & Zhang, Jiajia & Qin, Guoyou
- 1488-1497 Latent growth curve modeling for longitudinal ordinal responses with applications
by Lu, Tong-Yu & Poon, Wai-Yin & Tsang, Yim-Fan
- 1498-1508 Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling
by Liu, Rui-Yin & Tao, Jian & Shi, Ning-Zhong & He, Xuming
February 2011, Volume 55, Issue 2
- 955-963 Approximate unconditional test procedure for comparing two ordered multinomials
by Tang, Man-Lai & Poon, Wai-Yin & Ling, Leevan & Liao, Yijie & Chui, Hang-Wai
- 964-972 Estimation of reliability in a series system with random sample size
by Al-Mutairi, D.K. & Ghitany, M.E. & Gupta, Ramesh C.
- 973-982 Stepwise local influence analysis
by Shi, Lei & Huang, Mei
- 983-992 Joint estimation of mean-covariance model for longitudinal data with basis function approximations
by Mao, Jie & Zhu, Zhongyi & Fung, Wing K.
- 993-1007 Regression models for grouped survival data: Estimation and sensitivity analysis
by Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Paula, Gilberto A. & Barreto, Mauricio L.
- 1008-1017 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
by Kascha, Christian & Trenkler, Carsten
- 1018-1028 Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient
by Burch, Brent D.
- 1029-1040 Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters
by Jang, Dongik & Oh, Hee-Seok
- 1041-1052 Regularized reduced rank growth curve models
by Takane, Yoshio & Jung, Kwanghee & Hwang, Heungsun
- 1053-1060 Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model
by Wen, Chi-Chung & Chen, Yi-Hau
- 1061-1070 Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data
by Yang, Jingyun & Chinchilli, Vernon M.
- 1071-1085 Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach
by Pryseley, Assam & Tchonlafi, Clotaire & Verbeke, Geert & Molenberghs, Geert
- 1086-1098 Goodness-of-fit testing in growth curve models: A general approach based on finite differences
by Mandal, A. & Huang, W.T. & Bhandari, S.K. & Basu, A.
- 1099-1108 Estimation of sample selection models with two selection mechanisms
by Li, Phillip
- 1109-1117 Size and power properties of some tests in the Birnbaum-Saunders regression model
by Lemonte, Artur J. & Ferrari, Silvia L.P.
- 1118-1136 The beta Burr XII distribution with application to lifetime data
by Paranaíba, Patrícia F. & Ortega, Edwin M.M. & Cordeiro, Gauss M. & Pescim, Rodrigo R.
- 1137-1149 On nonlinear regression estimator with denoised variables
by Cui, Hengjian & Hu, Tao
- 1150-1159 Approximate repeated-measures shrinkage
by Brentnall, Adam R. & Crowder, Martin J. & Hand, David J.
- 1160-1170 Joint segmentation of multivariate Gaussian processes using mixed linear models
by Picard, F. & Lebarbier, E. & Budinskà, E. & Robin, S.
- 1171-1171 Corrigendum
by Ren, Dianxu
January 2011, Volume 55, Issue 1
- 1-11 Inferences on Weibull parameters with conventional type-I censoring
by Joarder, Avijit & Krishna, Hare & Kundu, Debasis
- 12-25 Alternating imputation posterior estimation of models with crossed random effects
by Cho, S.-J. & Rabe-Hesketh, S.
- 26-33 A fast procedure for calculating importance weights in bootstrap sampling
by Zhou, Hua & Lange, Kenneth
- 34-44 Some exact tests for manifest properties of latent trait models
by De Gooijer, Jan G. & Yuan, Ao
- 45-56 Grid based variational approximations
by Ormerod, John T.
- 57-70 Efficiently sampling nested Archimedean copulas
by Hofert, Marius
- 71-83 Semiparametric stochastic frontier models for clustered data
by Bellio, Ruggero & Grassetti, Luca
- 84-96 Bayesian inference for additive mixed quantile regression models
by Yue, Yu Ryan & Rue, Håvard
- 97-109 Similarity analysis in Bayesian random partition models
by Navarrete, Carlos A. & Quintana, Fernando A.
- 110-122 On power and sample size computation for multiple testing procedures
by Chen, Jie & Luo, Jianfeng & Liu, Kenneth & Mehrotra, Devan V.
- 123-131 Exact and approximate algorithms for variable selection in linear discriminant analysis
by Brusco, Michael J. & Steinley, Douglas
- 132-142 Nonlinear methods for inverse statistical problems
by Barbillon, Pierre & Celeux, Gilles & Grimaud, Agnès & Lefebvre, Yannick & De Rocquigny, Étienne
- 143-153 Acceleration of the alternating least squares algorithm for principal components analysis
by Kuroda, Masahiro & Mori, Yuichi & Iizuka, Masaya & Sakakihara, Michio
- 154-167 Approximate forward-backward algorithm for a switching linear Gaussian model
by Hammer, Hugo & Tjelmeland, Håkon
- 168-183 Robust weighted kernel logistic regression in imbalanced and rare events data
by Maalouf, Maher & Trafalis, Theodore B.
- 184-198 Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)
by Xu, Chonggang & Gertner, George
- 199-212 Simulation smoothing for state-space models: A computational efficiency analysis
by McCausland, William J. & Miller, Shirley & Pelletier, Denis
- 213-217 Generating generalized inverse Gaussian random variates by fast inversion
by Leydold, Josef & Hörmann, Wolfgang
- 218-225 A note on influence diagnostics in nonlinear mixed-effects elliptical models
by Patriota, Alexandre G.
- 226-235 Cutpoint selection for discretizing a continuous covariate for generalized estimating equations
by Tunes-da-Silva, Gisela & Klein, John P.
- 236-247 Optimal allocation of change points in simple step-stress experiments under Type-II censoring
by Kateri, Maria & Kamps, Udo & Balakrishnan, Narayanaswamy
- 248-260 The hierarchical-likelihood approach to autoregressive stochastic volatility models
by Lee, Woojoo & Lim, Johan & Lee, Youngjo & del Castillo, Joan
- 261-279 A Bayesian approach to model-based clustering for binary panel probit models
by Aßmann, Christian & Boysen-Hogrefe, Jens
- 280-290 Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method
by Pedersen, M.W. & Thygesen, U.H. & Madsen, H.
- 291-300 Semiparametric regression analysis of panel count data with informative observation times
by Zhao, Xingqiu & Tong, Xingwei
- 301-311 MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness
by Sotto, Cristina & Beunckens, Caroline & Molenberghs, Geert & Kenward, Michael G.
- 312-323 Derivation of centralized and distributed filters using covariance information
by García-Ligero, M.J. & Hermoso-Carazo, A. & Linares-Pérez, J.
- 324-337 A smoothing principle for the Huber and other location M-estimators
by Hampel, Frank & Hennig, Christian & Ronchetti, Elvezio
- 338-352 Mapping electron density in the ionosphere: A principal component MCMC algorithm
by Khorsheed, Eman & Hurn, Merrilee & Jennison, Christopher
- 353-365 Bayesian inference for a skew-normal IRT model under the centred parameterization
by Azevedo, Caio L.N. & Bolfarine, Heleno & Andrade, Dalton F.
- 366-374 Generalized additive models and inflated type I error rates of smoother significance tests
by Young, Robin L. & Weinberg, Janice & Vieira, Verónica & Ozonoff, Al & Webster, Thomas F.
- 375-388 On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models
by Kuha, Jouni & Firth, David
- 389-400 Partially varying coefficient single index proportional hazards regression models
by Li, Jianbo & Zhang, Riquan
- 401-420 Dimensionality reduction when data are density functions
by Delicado, P.
- 421-428 Quadratic approximation on SCAD penalized estimation
by Kwon, Sunghoon & Choi, Hosik & Kim, Yongdai
- 429-445 Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
by Lambert, Philippe
- 446-456 Inference in HIV dynamics models via hierarchical likelihood
by Commenges, D. & Jolly, D. & Drylewicz, J. & Putter, H. & Thiébaut, R.
- 457-465 Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions
by Zhan, Tingting & Chevoneva, Inna & Iglewicz, Boris
- 466-474 An extension of an over-dispersion test for count data
by Baksh, M. Fazil & Böhning, Dankmar & Lerdsuwansri, Rattana
- 475-490 A space-time filter for panel data models containing random effects
by Parent, Olivier & LeSage, James P.
- 491-497 Computational issues with fitting joint location/dispersion models in unreplicated 2k factorials
by Loughin, Thomas M. & Rodríguez, Jorge E.
- 498-519 Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction
by Dereudre, D. & Lavancier, F.
- 520-529 Model-based classification via mixtures of multivariate t-distributions
by Andrews, Jeffrey L. & McNicholas, Paul D. & Subedi, Sanjeena
- 530-543 Hierarchical multilinear models for multiway data
by Hoff, Peter D.
- 544-553 Error rates for multivariate outlier detection
by Cerioli, Andrea & Farcomeni, Alessio
- 554-566 A weighted quantile regression for randomly truncated data
by Zhou, Weihua
- 567-577 Feature selection in the Laplacian support vector machine
by Lee, Sangjun & Park, Changyi & Koo, Ja-Yong
- 578-587 A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics
by Iranpanah, N. & Mohammadzadeh, M. & Taylor, C.C.
- 588-602 Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics
by Cancho, Vicente G. & Dey, Dipak K. & Lachos, Victor H. & Andrade, Marinho G.
- 603-614 On testing the equivalence of treatments using the measure of range
by Chen, Hubert J. & Wen, Miin-Jye & Chuang, Chia-Jui
- 615-626 Estimation from aggregate data
by Gouno, E. & Courtrai, L. & Fredette, M.
- 627-640 Estimating inter-group interaction radius for point processes with nested spatial structures
by Chadoeuf, J. & Certain, G. & Bellier, E. & Bar-Hen, A. & Couteron, P. & Monestiez, P. & Bretagnolle, V.
- 641-643 A note on mean-field variational approximations in Bayesian probit models
by Armagan, Artin & Zaretzki, Russell L.
- 644-654 The bivariate generalized linear failure rate distribution and its multivariate extension
by Sarhan, Ammar M. & Hamilton, David C. & Smith, Bruce & Kundu, Debasis
- 655-666 Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe
by Qian, Guoqi & Li, Ning & Huggins, Richard
- 667-676 A semi-parametric generalization of the Cox proportional hazards regression model: Inference and applications
by Devarajan, Karthik & Ebrahimi, Nader
- 677-686 The Poisson-exponential lifetime distribution
by Cancho, Vicente G. & Louzada-Neto, Franscisco & Barriga, Gladys D.C.
- 687-702 Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
by Wan, Wai-Yin & Chan, Jennifer So-Kuen
- 703-714 Detecting random-effects model misspecification via coarsened data
by Huang, Xianzheng
- 715-724 Hidden Markov models with arbitrary state dwell-time distributions
by Langrock, R. & Zucchini, W.
- 725-730 Interval estimation for response adaptive clinical trials
by Tolusso, David & Wang, Xikui
- 731-737 A generalized false discovery rate in microarray studies
by Kang, Moonsu & Chun, Heuiju
- 738-751 2D wavelet-based spectra with applications
by Nicolis, Orietta & Ramírez-Cobo, Pepa & Vidakovic, Brani
- 752-764 A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets
by Prendergast, Luke A. & Li Wai Suen, Connie
- 765-773 Model selection for zero-inflated regression with missing covariates
by Chen, Xue-Dong & Fu, Ying-Zi
- 774-788 Semiparametrically weighted robust estimation of regression models
by Cízek, Pavel
- 789-801 Supervised multidimensional scaling for visualization, classification, and bipartite ranking
by Witten, Daniela M. & Tibshirani, Robert
- 802-812 A latent class selection model for nonignorably missing data
by Jung, Hyekyung & Schafer, Joseph L. & Seo, Byungtae
- 813-823 Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data
by Rahardja, Dewi & Young, Dean M.
- 824-837 Analysis of zero-inflated clustered count data: A marginalized model approach
by Lee, Keunbaik & Joo, Yongsung & Song, Joon Jin & Harper, Dee Wood
- 838-851 Post-stratified calibration method for estimating quantiles
by Martínez, S. & Rueda, M. & Arcos, A. & Martínez, H. & Sánchez-Borrego, I.
- 852-862 Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures
by Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris
- 863-873 Modelling using an extended Yule distribution
by Martínez-Rodríguez, A.M. & Sáez-Castillo, A.J. & Conde-Sánchez, A.
- 874-887 Robust accelerated failure time regression
by Locatelli, Isabella & Marazzi, Alfio & Yohai, Victor J.
- 888-902 Comparative study of ROC regression techniques--Applications for the computer-aided diagnostic system in breast cancer detection
by Rodríguez-Álvarez, María Xosé & Tahoces, Pablo G. & Cadarso-Suárez, Carmen & Lado, María José
- 903-913 Floating prioritized subset analysis: A powerful method to detect differentially expressed genes
by Lin, Wan-Yu & Lee, Wen-Chung
- 914-923 The joint model of the logistic model and linear random effect model -- An application to predict orthostatic hypertension for subacute stroke patients
by Hwang, Yi-Ting & Tsai, Hao-Yun & Chang, Yeu-Jhy & Kuo, Hsun-Chih & Wang, Chun-Chao
- 924-934 A unified Bayesian inference on treatment means with order constraints
by Oh, Man-Suk & Shin, Dong Wan
- 935-943 A statistical approach to high-throughput screening of predicted orthologs
by Min, Jeong Eun & Whiteside, Matthew D. & Brinkman, Fiona S.L. & McNeney, Brad & Graham, Jinko
- 944-954 Cost-efficiency considerations in the choice of a microarray platform for time course experimental designs
by Lima Passos, Valéria & Tan, Frans E.S. & Berger, Martijn P.F.
December 2010, Volume 54, Issue 12
- 2879-2882 Special issue on variable selection and robust procedures
by Van Aelst, Stefan & Welsch, Roy & Zamar, Ruben H.
- 2883-2898 Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
by Abanto-Valle, C.A. & Bandyopadhyay, D. & Lachos, V.H. & Enriquez, I.
- 2899-2913 Globally robust confidence intervals for simple linear regression
by Adrover, Jorge & Salibian-Barrera, Matias
- 2914-2925 Assessing when a sample is mostly normal
by Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos
- 2926-2941 Robust mixture modeling based on scale mixtures of skew-normal distributions
by Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak
- 2942-2966 Robust inference in generalized partially linear models
by Boente, Graciela & Rodriguez, Daniela
- 2967-2975 Detecting influential observations in principal components and common principal components
by Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.
- 2976-2989 Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
by Borra, Simone & Di Ciaccio, Agostino
- 2990-2998 A new approach for selecting the number of factors
by Chen, Yin-Ping & Huang, Hsin-Cheng & Tu, I-Ping
- 2999-3006 Robust exponential smoothing of multivariate time series
by Croux, Christophe & Gelper, Sarah & Mahieu, Koen
- 3007-3019 Detecting influential observations in Kernel PCA
by Debruyne, Michiel & Hubert, Mia & Van Horebeek, Johan
- 3020-3032 Robust estimation of constrained covariance matrices for confirmatory factor analysis
by Dupuis Lozeron, E. & Victoria-Feser, M.P.
- 3033-3043 A goodness-of-fit test for Archimedean copula models in the presence of right censoring
by Emura, Takeshi & Lin, Chien-Wei & Wang, Weijing
- 3044-3056 On the efficient computation of robust regression estimators
by Flores, Salvador
- 3057-3069 Robust clusterwise linear regression through trimming
by García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R.
- 3070-3079 Robust concentration graph model selection
by Gottard, Anna & Pacillo, Simona
- 3080-3094 A cross-validation deletion-substitution-addition model selection algorithm: Application to marginal structural models
by Haight, Thaddeus J. & Wang, Yue & van der Laan, Mark J. & Tager, Ira B.
- 3095-3107 Imputation of missing values for compositional data using classical and robust methods
by Hron, K. & Templ, M. & Filzmoser, P.
- 3108-3120 Rank tests and regression rank score tests in measurement error models
by Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes
- 3121-3130 Fast robust estimation of prediction error based on resampling
by Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H.
- 3131-3143 Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy
by Lee, Jong Soo & Cox, Dennis D.
- 3144-3157 Sparse CCA using a Lasso with positivity constraints
by Lykou, Anastasia & Whittaker, Joe
- 3158-3167 A comparison of design and model selection methods for supersaturated experiments
by Marley, Christopher J. & Woods, David C.
- 3168-3173 Correcting MM estimates for "fat" data sets
by Maronna, Ricardo A. & Yohai, Victor J.
- 3174-3180 Testing for the generalized normal-Laplace distribution with applications
by Meintanis, Simos G. & Tsionas, Efthimios
- 3181-3193 A diagnostic method for simultaneous feature selection and outlier identification in linear regression
by Menjoge, Rajiv S. & Welsch, Roy E.
- 3194-3211 Model selection strategies for identifying most relevant covariates in homoscedastic linear models
by Min, Aleksey & Holzmann, Hajo & Czado, Claudia
- 3212-3226 Outlier detection and least trimmed squares approximation using semi-definite programming
by Nguyen, T.D. & Welsch, R.
- 3227-3241 Bayesian projection approaches to variable selection in generalized linear models
by Nott, David J. & Leng, Chenlei
- 3242-3248 An evolutionary algorithm for robust regression
by Nunkesser, Robin & Morell, Oliver
- 3249-3268 Bayesian variable selection and model averaging in the arbitrage pricing theory model
by Ouysse, Rachida & Kohn, Robert
- 3269-3288 Default Bayesian model determination methods for generalised linear mixed models
by Overstall, Antony M. & Forster, Jonathan J.
- 3289-3299 Bayesian variable selection for Poisson regression with underreported responses
by Powers, Stephanie & Gerlach, Richard & Stamey, James
- 3300-3312 Robust model selection with flexible trimming
by Riani, Marco & Atkinson, Anthony C.
- 3313-3323 Combining regular and irregular histograms by penalized likelihood
by Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula