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Content
December 2010, Volume 54, Issue 12
- 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
- 3324-3335 New approaches to compute Bayes factor in finite mixture models
by Rufo, M.J. & Martín, J. & Pérez, C.J.
- 3336-3347 Frequentist Model Averaging with missing observations
by Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian
- 3348-3358 A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis
by Unkel, S. & Trendafilov, N.T.
- 3359-3370 Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection
by Wang, You-Gan & Hin, Lin-Yee
- 3371-3378 Robustness of design for the testing of lack of fit and for estimation in binary response models
by Wiens, Douglas P.
- 3379-3380 3rd Special issue on matrix computations and statistics
by Barlow, Jesse & Eldén, Lars & Foschi, Paolo
- 3381-3391 Update formulas for split-plot and block designs
by Arnouts, Heidi & Goos, Peter
- 3392-3403 Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
by Hofmann, Marc & Kontoghiorghes, Erricos John
- 3404-3410 A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions
by Ichimura, Tsuyoshi & Fukuda, Daisuke
- 3411-3420 Approximate low-rank factorization with structured factors
by Markovsky, Ivan & Niranjan, Mahesan
- 3421-3429 Local-moment nonparametric density estimation of pre-binned data
by Papkov, Galen I. & Scott, David W.
- 3430-3445 Regularization parameter estimation for large-scale Tikhonov regularization using a priori information
by Renaut, Rosemary A. & Hnetynková, Iveta & Mead, Jodi
- 3446-3457 Stepwise estimation of common principal components
by Trendafilov, Nickolay T.
- 3458-3465 -optimal designs for a hierarchically ordered system of regression models
by Yue, Rong-Xian & Liu, Xin
November 2010, Volume 54, Issue 11
- 2359-2359 The Fifth Special Issue on Computational Econometrics
by Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K.
- 2360-2371 Joint forecasts of Dow Jones stocks under general multivariate loss function
by Alp, Tansel & Demetrescu, Matei
- 2372-2382 Modeling tick-by-tick realized correlations
by Audrino, Francesco & Corsi, Fulvio
- 2383-2399 Time-varying joint distribution through copulas
by Ausin, M. Concepcion & Lopes, Hedibert F.
- 2400-2418 Intradaily dynamic portfolio selection
by Bauwens, Luc & Ben Omrane, Walid & Rengifo, Erick
- 2419-2431 Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
by Ben Omrane, Walid & Heinen, Andréas
- 2432-2442 From short to long memory: Aggregation and estimation
by Beran, Jan & Schützner, Martin & Ghosh, Sucharita
- 2443-2458 Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion
by Billio, Monica & Caporin, Massimiliano
- 2459-2469 Robust M-estimation of multivariate GARCH models
by Boudt, Kris & Croux, Christophe
- 2470-2486 Automated variable selection in vector multiplicative error models
by Cipollini, Fabrizio & Gallo, Giampiero M.
- 2487-2497 Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation
by Dai, J. & Sperlich, S.
- 2498-2511 Tests for cointegration with structural breaks based on subsamples
by Davidson, James & Monticini, Andrea
- 2512-2531 On testing for serial correlation of unknown form using wavelet thresholding
by Duchesne, Pierre & Li, Linyuan & Vandermeerschen, Jill
- 2532-2553 Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
by Dufour, Jean-Marie & Taamouti, Abderrahim
- 2554-2561 Estimation uncertainty in structural inflation models with real wage rigidities
by Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral
- 2562-2579 Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects
by Fantazzini, Dean
- 2580-2593 Wavelet-based detection of outliers in financial time series
by Grané, Aurea & Veiga, Helena
- 2594-2608 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
by Griffin, J.E. & Steel, M.F.J.
- 2609-2627 Efficient estimation of a semiparametric dynamic copula model
by Hafner, Christian M. & Reznikova, Olga
- 2628-2640 Real time detection of structural breaks in GARCH models
by He, Zhongfang & Maheu, John M.
- 2641-2654 Exact maximum likelihood estimation for non-stationary periodic time series models
by Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius
- 2655-2675 Factor-GMM estimation with large sets of possibly weak instruments
by Kapetanios, George & Marcellino, Massimiliano
- 2676-2692 Forecasting volatility under fractality, regime-switching, long memory and student-t innovations
by Lux, Thomas & Morales-Arias, Leonardo
- 2693-2706 Optimization heuristics for determining internal rating grading scales
by Lyra, M. & Paha, J. & Paterlini, S. & Winker, P.
- 2707-2720 Exploratory data analysis and model criticism with posterior plots
by Naylor, J.C. & Tremayne, A.R. & Marriott, J.M.
- 2721-2735 Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach
by Ohtsuka, Yoshihiro & Oga, Takashi & Kakamu, Kazuhiko
- 2736-2752 Tobit model with covariate dependent thresholds
by Omori, Yasuhiro & Miyawaki, Koji
- 2753-2762 Efficient importance sampling maximum likelihood estimation of stochastic differential equations
by Pastorello, S. & Rossi, E.
- 2763-2775 Semiparametric indirect utility and consumer demand
by Pendakur, Krishna & Scholz, Michael & Sperlich, Stefan
- 2776-2785 A regression tree algorithm for the identification of convergence clubs
by Postiglione, Paolo & Benedetti, Roberto & Lafratta, Giovanni
- 2786-2800 Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis
by Rossi, E. & Spazzini, F.
- 2801-2813 Robust panel unit root tests for cross-sectionally dependent multiple time series
by Shin, Dong Wan & Park, Sangun
- 2814-2835 Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach
by Strid, Ingvar
- 2836-2849 A linearly distributed lag estimator with r-convex coefficients
by Vassiliou, E.E. & Demetriou, I.C.
- 2850-2865 Non-linear time series clustering based on non-parametric forecast densities
by Vilar, J.A. & Alonso, A.M. & Vilar, J.M.
- 2866-2877 Sparse seemingly unrelated regression modelling: Applications in finance and econometrics
by Wang, Hao
October 2010, Volume 54, Issue 10
- 2203-2213 Early stopping in L2Boosting
by Ivan Chang, Yuan-Chin & Huang, Yufen & Huang, Yu-Pai
- 2214-2229 Design-based estimation for geometric quantiles with application to outlier detection
by Chaouch, Mohamed & Goga, Camelia
- 2230-2243 Variable selection via combined penalization for high-dimensional data analysis
by Wang, Xiaoming & Park, Taesung & Carriere, K.C.
- 2244-2252 A multivariate control chart for simultaneously monitoring process mean and variability
by Zhang, Jiujun & Li, Zhonghua & Wang, Zhaojun
- 2253-2266 Mixtures of regressions with predictor-dependent mixing proportions
by Young, D.S. & Hunter, D.R.
- 2267-2275 Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables
by White, Ian R. & Daniel, Rhian & Royston, Patrick
- 2276-2283 Estimating the mixing proportion in a semiparametric mixture model
by Song, Seongjoo & Nicolae, Dan L. & Song, Jongwoo
- 2284-2295 Order selection tests with multiply imputed data
by Consentino, Fabrizio & Claeskens, Gerda
- 2296-2305 Confidence intervals for dependent data: Equating non-overlap with statistical significance
by Afshartous, David & Preston, Richard A.
- 2306-2316 A bootstrap test for equality of variances
by Cahoy, Dexter O.
- 2317-2327 Statistical simulation and the distribution of distances between identical elements in a random sequence
by Zörnig, Peter
- 2328-2342 New EWMA control charts for monitoring process dispersion
by Huwang, Longcheen & Huang, Chun-Jung & Wang, Yi-Hua Tina
- 2343-2357 Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition
by Köhn, Hans-Friedrich
- 2358-2358 Retracted: The functional singular value decomposition for bivariate stochastic processes
by Gervini, Daniel
September 2010, Volume 54, Issue 9
- 2053-2065 Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem -- An asymptotic power study
by Kössler, Wolfgang
- 2066-2081 Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint
by Han, Donghoon & Balakrishnan, N.
- 2082-2093 A new image segmentation algorithm with applications to image inpainting
by Ojeda, Silvia & Vallejos, Ronny & Bustos, Oscar
- 2094-2102 An encompassing prior generalization of the Savage-Dickey density ratio
by Wetzels, Ruud & Grasman, Raoul P.P.P. & Wagenmakers, Eric-Jan
- 2103-2112 Extending the long-term survivor mixture model with random effects for clustered survival data
by Lai, Xin & Yau, Kelvin K.W.
- 2113-2127 James-Stein shrinkage to improve k-means cluster analysis
by Gao, Jinxin & Hitchcock, David B.
- 2128-2144 A variance shift model for detection of outliers in the linear mixed model
by Gumedze, Freedom N. & Welham, Sue J. & Gogel, Beverley J. & Thompson, Robin
- 2145-2158 Bayesian analysis of semiparametric reproductive dispersion mixed-effects models
by Chen, Xue-Dong & Tang, Nian-Sheng
- 2159-2171 Small area estimation using a nonparametric model-based direct estimator
by Salvati, Nicola & Chandra, Hukum & Giovanna Ranalli, M. & Chambers, Ray
- 2172-2186 Semiparametric Bayes hierarchical models with mean and variance constraints
by Yang, Mingan & Dunson, David B. & Baird, Donna
- 2187-2201 On the measure and the estimation of evenness and diversity
by Ginebra, Josep & Puig, Xavier
August 2010, Volume 54, Issue 8
- 1895-1905 Testing and estimation of purely nonparametric effects in repeated measures designs
by Konietschke, F. & Bathke, A.C. & Hothorn, L.A. & Brunner, E.
- 1906-1920 D-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm
by Candel, Math J.J.M. & Van Breukelen, Gerard J.P.
- 1921-1929 A Bayesian MCMC approach to survival analysis with doubly-censored data
by Yu, Binbing
- 1930-1941 A computational strategy for doubly smoothed MLE exemplified in the normal mixture model
by Seo, Byungtae & Lindsay, Bruce G.
- 1942-1951 Goodness-of-fit tests for the error distribution in nonparametric regression
by Heuchenne, Cédric & Van Keilegom, Ingrid
- 1952-1961 An analysis of three-level orthogonal saturated designs
by Chen, Ying & Chan, Chi Kin & Leung, Bartholomew P.K.
- 1962-1974 Bayesian analysis for outliers in survey sampling
by Unnikrishnan, N.K.
- 1975-1982 On sufficient dimension reduction for proportional censorship model with covariates
by Wen, Xuerong Meggie
- 1983-1998 Data-driven smooth tests for the martingale difference hypothesis
by Escanciano, Juan Carlos & Mayoral, Silvia
- 1999-2011 A clipped latent variable model for spatially correlated ordered categorical data
by Higgs, Megan Dailey & Hoeting, Jennifer A.
- 2012-2020 Bayesian classification for bivariate normal gene expression
by Ramos, Sandra & Amaral Turkman, Antónia & Antunes, Marília
- 2021-2034 A new skew generalization of the normal distribution: Properties and applications
by García, V.J. & Gómez-Déniz, E. & Vázquez-Polo, F.J.
- 2035-2045 Nonparametric k-sample test based on kernel density estimator for paired design
by Martínez-Camblor, Pablo
- 2046-2051 Familial database search on two-person mixture
by Chung, Yuk-Ka & Fung, Wing K. & Hu, Yue-Qing
July 2010, Volume 54, Issue 7
- 1707-1718 Fast kernel conditional density estimation: A dual-tree Monte Carlo approach
by Holmes, Michael P. & Gray, Alexander G. & Isbell Jr., Charles Lee
- 1719-1731 A path sampling identity for computing the Kullback-Leibler and J divergences
by Lefebvre, Geneviève & Steele, Russell & Vandal, Alain C.
- 1732-1743 Prediction for Pareto distribution based on progressively Type-II censored samples
by Raqab, Mohammad Z. & Asgharzadeh, A. & Valiollahi, R.
- 1744-1755 Fisher scoring: An interpolation family and its Monte Carlo implementations
by Wang, Yong
- 1756-1765 Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables
by Wong, Tzu-Tsung
- 1766-1776 Statistical inference on attributed random graphs: Fusion of graph features and content: An experiment on time series of Enron graphs
by Priebe, Carey E. & Park, Youngser & Marchette, David J. & Conroy, John M. & Grothendieck, John & Gorin, Allen L.
- 1777-1790 Statistical inference on attributed random graphs: Fusion of graph features and content
by Grothendieck, John & Priebe, Carey E. & Gorin, Allen L.
- 1791-1807 Prediction of multivariate responses with a selected number of principal components
by Koch, Inge & Naito, Kanta
- 1808-1816 Multiple imputation method for the semiparametric accelerated failure time mixture cure model
by Xu, Linzhi & Zhang, Jiajia
- 1817-1823 Regression analysis of clustered interval-censored failure time data with informative cluster size
by Zhang, Xinyan & Sun, Jianguo
- 1824-1839 Bayesian skew selection for multivariate models
by Panagiotelis, Anastasios & Smith, Michael
- 1840-1857 Series of randomized complete block experiments with non-normal data
by Bathke, Arne C. & Harrar, Solomon W. & Wang, Haiyan & Zhang, Ke & Piepho, Hans-Peter
- 1858-1871 Factorial and reduced K-means reconsidered
by Timmerman, Marieke E. & Ceulemans, Eva & Kiers, Henk A.L. & Vichi, Maurizio
- 1872-1880 Goodness-of-fit tests for modeling longitudinal ordinal data
by Lin, Kuo-Chin
- 1881-1893 An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA
by Kherad-Pajouh, Sara & Renaud, Olivier
June 2010, Volume 54, Issue 6
- 1419-1425 Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs
by Yu, Yaming
- 1426-1433 Obtaining more information from conjoint experiments by best-worst choices
by Vermeulen, Bart & Goos, Peter & Vandebroek, Martina
- 1434-1441 Accurate estimation with one order statistic
by Glen, Andrew G.
- 1442-1456 An active set algorithm to estimate parameters in generalized linear models with ordered predictors
by Rufibach, Kaspar
- 1457-1466 Simplified modeling strategies for surrogate validation with multivariate failure-time data
by Cortiñas Abrahantes, José & Burzykowski, Tomasz
- 1467-1474 An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model
by Xu, Linzhi & Zhang, Jiajia
- 1475-1483 Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval
by Jamshidian, Mortaza & Liu, Wei & Bretz, Frank
- 1484-1504 Optimized fixed-size kernel models for large data sets
by De Brabanter, K. & De Brabanter, J. & Suykens, J.A.K. & De Moor, B.
- 1505-1515 Optimized U-type designs on flexible regions
by Lin, D.K.J. & Sharpe, C. & Winker, P.
- 1516-1524 Binary trees for dissimilarity data
by Piccarreta, Raffaella
- 1525-1534 Unified computational methods for regression analysis of zero-inflated and bound-inflated data
by Yang, Yan & Simpson, Douglas
- 1535-1546 Ensemble classification based on generalized additive models
by De Bock, Koen W. & Coussement, Kristof & Van den Poel, Dirk
- 1547-1558 Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data
by Kundu, Debasis & Howlader, Hatem
- 1559-1569 An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring
by Nandi, Swagata & Dewan, Isha
- 1570-1580 The aggregate association index
by Beh, Eric J.
- 1581-1591 Parameter estimations for generalized exponential distribution under progressive type-I interval censoring
by Chen, D.G. & Lio, Y.L.
- 1592-1604 Testing for two components in a switching regression model
by Dannemann, Jörn & Holzmann, Hajo
- 1605-1612 A cluster analysis selection strategy for supersaturated designs
by Li, Peng & Zhao, Shengli & Zhang, Runchu
- 1613-1621 Estimation of Kendall's tau from censored data
by Hsieh, Jin-Jian
- 1622-1633 A Bayesian solution to the multivariate Behrens-Fisher problem
by Ramos, Patrícia de Siqueira & Ferreira, Daniel Furtado
- 1634-1645 A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
by Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun
- 1646-1656 Incorporating historical control information into quantal bioassay with Bayesian approach
by Chen, D.G.
- 1657-1671 Assessing local model adequacy in Bayesian hierarchical models using the partitioned deviance information criterion
by Wheeler, David C. & Hickson, DeMarc A. & Waller, Lance A.
- 1672-1682 Distance-based tree models for ranking data
by Lee, Paul H. & Yu, Philip L.H.
- 1683-1695 A comparative study of robust designs for M-estimated regression models
by Wiens, Douglas P. & Wu, Eden K.H.
- 1696-1706 Testing, monitoring, and dating structural changes in exchange rate regimes
by Zeileis, Achim & Shah, Ajay & Patnaik, Ila
May 2010, Volume 54, Issue 5
- 1197-1205 The Bayesian Additive Classification Tree applied to credit risk modelling
by Zhang, Junni L. & Härdle, Wolfgang K.
- 1206-1218 Bayesian estimation of random effects models for multivariate responses of mixed data
by Wagner, Helga & Tüchler, Regina
- 1219-1233 k-mean alignment for curve clustering
by Sangalli, Laura M. & Secchi, Piercesare & Vantini, Simone & Vitelli, Valeria
- 1234-1246 Score tests for overdispersion in zero-inflated Poisson mixed models
by Yang, Zhao & Hardin, James W. & Addy, Cheryl L.
- 1247-1265 Conversion of categorical variables into numerical variables via Bayesian network classifiers for binary classifications
by Lee, Namgil & Kim, Jong-Min
- 1266-1280 Influence analyses of skew-normal/independent linear mixed models
by Zeller, Camila B. & Labra, Filidor V. & Lachos, Victor H. & Balakrishnan, N.
- 1281-1287 Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme
by Rahardja, Dewi & Young, Dean M.
- 1288-1306 Model selection with the Loss Rank Principle
by Hutter, Marcus & Tran, Minh-Ngoc
- 1307-1316 Improved likelihood inference in Birnbaum-Saunders regressions
by Lemonte, Artur J. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco
- 1317-1327 Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution
by Bingham, Melissa A. & Nordman, Daniel J. & Vardeman, Stephen B.
- 1328-1341 ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
by Wang, Wan-Lun & Fan, Tsai-Hung
- 1342-1354 Using earlier measures in a longitudinal sequence as a potential surrogate for a later one
by Pryseley, Assam & Tilahun, Abel & Alonso, Ariel & Molenberghs, Geert
- 1355-1371 Data-driven neighborhood selection of a Gaussian field
by Verzelen, Nicolas
- 1372-1380 One-stage multiple comparisons with the control for exponential location parameters under heteroscedasticity
by Wu, Shu-Fei & Lin, Ying-Po & Yu, Yuh-Ru
- 1381-1389 Entropy coefficient of determination for generalized linear models
by Eshima, Nobuoki & Tabata, Minoru
- 1390-1403 Pattern recognition via projection-based kNN rules
by Fraiman, Ricardo & Justel, Ana & Svarc, Marcela
- 1404-1404 Erratum to: "Confidence intervals for quantiles using generalized lambda distributions" [Comput. Statist. Data Anal. 53 (2009) 3324-3333]
by Su, Steve
- 1405-1418 Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data
by Pleydell, David R.J. & Chrétien, Stéphane
April 2010, Volume 54, Issue 4
- 803-803 On the Use of the Terms Repeatability and Reproducibility Regarding "Reproducibility of genotypes as measured by the Affymetrix GeneChip(R) 100Â K Human Mapping Array Set" by Fridley and colleagues (2008) Comput. Stat. Data Anal. 52:5367-74
by Vonthein, Reinhard & Ziegler, Andreas
- 804-805 Comparing two independent samples using the risk difference under inverse sampling
by Röhmel, Joachim
- 806-815 Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs
by Hines, R.J. O'Hara & Hines, W.G.S.
- 816-832 Bayesian density estimation and model selection using nonparametric hierarchical mixtures
by Argiento, Raffaele & Guglielmi, Alessandra & Pievatolo, Antonio
- 833-842 A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function
by Saldaña-Zepeda, Dayna P. & Vaquera-Huerta, Humberto & Arnold, Barry C.
- 843-857 RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator
by Schyns, M. & Haesbroeck, G. & Critchley, F.
- 858-862 Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods
by Duchesne, Pierre & Lafaye De Micheaux, Pierre
- 863-874 Shewhart-type control charts for variation in phase I data analysis
by Human, S.W. & Chakraborti, S. & Smit, C.F.
- 875-890 Robust designs for generalized linear models with possible overdispersion and misspecified link functions
by Adewale, Adeniyi J. & Xu, Xiaojian
- 891-905 Penalized spline estimation for functional coefficient regression models
by Cao, Yanrong & Lin, Haiqun & Wu, Tracy Z. & Yu, Yan
- 906-915 Inferences on the common mean of several inverse Gaussian populations
by Ye, Ren-Dao & Ma, Tie-Feng & Wang, Song-Gui
- 916-923 Allowing for the effect of data binning in a Bayesian Normal mixture model
by Alston, C.L. & Mengersen, K.L.
- 924-934 Estimating turning points of the failure rate of the extended Weibull distribution
by Gupta, Ramesh C. & Lvin, Sergey & Peng, Cheng
- 935-944 A new distribution with decreasing, increasing and upside-down bathtub failure rate
by Silva, Rodrigo B. & Barreto-Souza, Wagner & Cordeiro, Gauss M.
- 945-957 The beta generalized half-normal distribution
by Pescim, Rodrigo R. & Demétrio, Clarice G.B. & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Urbano, Mariana R.
- 958-965 Test of fit for a Laplace distribution against heavier tailed alternatives
by Gel, Yulia R.
- 966-975 Robust online signal extraction from multivariate time series
by Lanius, Vivian & Gather, Ursula
- 976-986 A sparse eigen-decomposition estimation in semiparametric regression
by Zhu, Li-Ping & Yu, Zhou & Zhu, Li-Xing
- 987-1001 Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models
by Ramalho, Esmeralda A. & Ramalho, Joaquim J.S.
- 1002-1016 Assessment of diagnostic procedures in symmetrical nonlinear regression models
by Vanegas, Luis Hernando & Cysneiros, Francisco José A.
- 1017-1035 The log-exponentiated Weibull regression model for interval-censored data
by Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Cancho, Vicente G. & Cordeiro, Gauss M.
- 1036-1050 Rank regression for analysis of clustered data: A natural induced smoothing approach
by Fu, Liya & Wang, You-Gan & Bai, Zhidong
- 1051-1065 Noise reduction for enhanced component identification in multi-dimensional biomolecular NMR studies
by Serban, Nicoleta
- 1066-1078 Unified generalized iterative scaling and its applications
by Gao, Wei & Shi, Ning-Zhong & Tang, Man-Lai & Fu, Lianyan & Tian, Guoliang
- 1079-1088 An empirical likelihood-based method for comparison of treatment effects--Test of equality of coefficients in linear models
by Su, Haiyan & Liang, Hua
- 1089-1102 Dimension reduction using the generalized gradient direction
by Zhao, Junlong & Zhao, Xiuli
- 1103-1108 A simulation study comparing methods for calculating confidence intervals for directly standardized rates
by Swift, Michael Bruce
- 1109-1116 A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model
by Chen, Ling & Sun, Jianguo
- 1117-1123 A variable selection method in principal canonical correlation analysis
by Ogura, Toru
- 1124-1137 Quantile map: Simultaneous visualization of patterns in many distributions with application to tandem mass spectrometry
by Tseng, George C.
- 1138-1150 Bayesian nonparametric quantile regression using splines
by Thompson, Paul & Cai, Yuzhi & Moyeed, Rana & Reeve, Dominic & Stander, Julian