# Elsevier

# Computational Statistics & Data Analysis

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### 1999, Volume 30, Issue 1

### 1999, Volume 29, Issue 4

**387-410 Hyperparameter estimation in forecast models***by*Lopes, Hedibert Freitas & Moreira, Ajax R. Bello & Schmidt, Alexandra Mello**411-427 Estimation of posterior density functions from a posterior sample***by*Oh, Man-Suk**429-444 Monte Carlo EM with importance reweighting and its applications in random effects models***by*Quintana, Fernando A. & Liu, Jun S. & Pino, Guido E. del**445-469 Diagnostics for nonlinearity in generalized linear models***by*Cai, Zongwu & Tsai, Chih-Ling**471-483 Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors***by*Meng, Xiangyi & Schenker, Nathaniel**485-499 On least-squares estimation of the residual variance in the first-order moving average model***by*Mentz, R. P. & Morettin, P. A. & Toloi, C. M. C.

### 1999, Volume 29, Issue 3

**253-259 An efficient algorithm for computing quantiles of the noncentral chi-squared distribution***by*Ding, Cherng G.**261-273 Identifying multiple discordant observations: a computer intensive approach***by*Venter, J. H. & Viljoen, H.**275-284 Rank-based tests for interactions in a two-way design***by*Wilcox, Rand R.**285-294 Automatic aggregation of categories in multivariate contingency tables using information theory***by*Ocerin, J. M. Caridad & Mohedano, R. Espejo & Segador, A. Gallego**295-312 Kriging by local polynomials***by*Host, Gudmund**313-324 Estimating binary multilevel models through indirect inference***by*Mealli, Fabrizia & Rampichini, Carla**325-343 Reparameterisation Issues in Mixture Modelling and their bearing on MCMC algorithms***by*Robert, Christian P. & Mengersen, Kerrie L.**345-368 A numerical study of large sparse matrix exponentials arising in Markov chains***by*Sidje, Roger B. & Stewart, William J.

### 1998, Volume 29, Issue 2

**129-144 A rank test for equality of two multivariate populations vs a particular ordered alternative***by*Chen, Yi-Ju & Hewett, John & Wang, Yazhen & Johnson, Jane**145-161 A procedure for the detection of multivariate outliers***by*Kosinski, Andrzej S.**163-176 Resampled quantile functions for error estimation and a relationship to density estimation***by*LeBlanc, Michael**177-189 Multifactor analysis of variance based on the aligned rank transform technique***by*Mansouri, H.**191-211 Nonparametric tail estimation using a double bootstrap method***by*Caers, Jef & Dyck, Jozef Van**213-216 A corrected normal approximation for the Student's t distribution***by*Li, Baibing & Moor, Bart De**217-229 Design keys, pseudo-factors and general balance***by*Payne, Roger W.**231-238 Alternative equations for combining the results of Kalman filters***by*Taplin, Ross H.

### 1998, Volume 29, Issue 1

**1-26 Image analysis with partially ordered markov models***by*Cressie, Noel & Davidson, Jennifer L.**27-34 Estimation in partially linear models***by*Eubank, R. L. & Kambour, E. L. & Kim, J. T. & Klipple, K. & Reese, C. S. & Schimek, M.**35-53 Best- and worst-case variances when bounds are available for the distribution function***by*Fishman, George S. & Rubin, David S.**55-68 Parameter and quantile estimation for a fatigue model***by*Dupuis, D. J.**69-79 Unmasking outliers in two-way contingency tables***by*Yick, John S. & Lee, Andy H.**81-103 Minimum Hellinger distance estimation for Poisson mixtures***by*Karlis, Dimitris & Xekalaki, Evdokia**107-115 Fisher's Mid-P-value arrangement in 2x2 Comparative trials***by*Martin Andres, A. & Sanchez Quevedo, M. J. & Silva Mato, A.**116-115 Feelings from last COMPSTAT***by*Aluja-Banet, Tomas**117-115 Compstat'98 -- a bridge between statistical theory and computational applied statistics***by*Kaarik, Ene**118-119 Participants' views of meetings : Compstat 98 - one person's view***by*Nash, John C.

### 1998, Volume 28, Issue 4

**339-351 Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size***by*Pardo, M. C.**353-369 Wavelet regression for random or irregular design***by*Antoniadis, Anestis & Dinh Tuan Pham**371-386 A multivariate version of Ghosh's T3-plot to detect non-multinormality***by*Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan**387-411 Models for the association between ordinal variables***by*Lapp, Krista & Molenberghs, Geert & Lesaffre, Emmanuel**413-431 A unified framework for significance testing in fractional factorials***by*Langsrud, Oyvind & Naes, Tormod**435-431 IASC Elections 1999 Call for CANDIDATES***by*Edler, Lutz**435-431 5th Summer School of ERS IASC 3rd Millennium Challenge for Industrial Statistics***by*Kitsos, Christos P. & Antoch, Jaromir

### 1998, Volume 28, Issue 3

**243-256 Alternative Gee estimation procedures for discrete longitudinal data***by*Park, Taesung & Davis, Charles S. & Li, Ning**257-270 Robust bivariate boxplots and multiple outlier detection***by*Zani, Sergio & Riani, Marco & Corbellini, Aldo**271-281 On the relative efficiency of estimators of population total in unequal probability sampling when study variable has weak relationship with size variable***by*Agarwal, S. K. & Kumar, P.**283-296 Lattices and dual lattices in optimal experimental design for Fourier models***by*Bates, R. A. & Riccomagno, E. & Schwabe, R. & Wynn, H. P.**297-306 Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study***by*Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan**307-324 Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure***by*Kiers, Henk A. L.**327-324 Telegram***by*Pesarin, Fortunato & Salmaso, Luigi**327-330 IASC news***by*Asano, Chooichiro

### 1998, Volume 28, Issue 2

**131-137 On the use of random walks to estimate correlation in fitness landscapes***by*Greenwood, Garrison W. & Hu, Xiaobo (Sharon)**139-155 Order-restricted inference for monotone trend alternatives in contingency tables***by*Agresti, Alan & Coull, Brent A.**157-169 Nearest-neighbor classification with categorical variables***by*Buttrey, Samuel E.**171-191 Smoothing non-Gaussian time series with autoregressive structure***by*Grunwald, Gary K. & Hyndman, Rob J.**193-209 Direct generalized additive modeling with penalized likelihood***by*Marx, Brian D. & Eilers, Paul H. C.**211-215 Operational equations for data in rectangular array***by*Silver, G. L.**217-223 Small-sample comparison of McCullagh and Nair analyses for nominal-ordinal categorical data***by*Best, D. J. & Rayner, J. C. W. & Stephens, L. G.**225-232 A method for calculating probability convolution using "ternary" numbers with application in the determination of twin zygosity***by*Zhao, J. H. & Sham, P. C.

### 1998, Volume 28, Issue 1

**1-32 Some practical estimation procedures for variance components***by*Khattree, Ravindra**33-50 Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model***by*Pan, Wei & Chappell, Rick**51-76 Informational complexity criteria for regression models***by*Bozdogan, Hamparsum & Haughton, Dominique M. A.**77-85 A Bayesian bivariate failure time regression model***by*Damien, Paul & Muller, Peter**87-103 Bayesian predictive simultaneous variable and transformation selection in the linear model***by*Hoeting, Jennifer A. & Ibrahim, Joseph G.**105-113 Detecting influential covariates in a growth curve model***by*Liu, Aiyi**118-121 Net news***by*Thomas, Shannon**122-123 IASC News***by*Soofi, Ehsan S.

### 1998, Volume 27, Issue 4

**371-388 Parameter estimation in latent profile models***by*Dunmur, A. P. & Titterington, D. M.**389-399 Exact calculations for the repeated many-one test***by*Qin Wang**401-419 Treatment comparisons with screenable endpoints***by*Chan, I. S. F. & Hillman, D. & Louis, T. A.**421-431 On the Lagrange gamma distribution***by*Famoye, Felix & Govindarajulu, Z.**433-443 A graphical approach for evaluating and comparing designs for nonlinear models***by*Khuri, AndreI. & Lee, Juneyoung**445-459 Estimating correlation matrices that have common eigenvectors***by*Schott, James R.**461-484 A clustering algorithm for identifying multiple outliers in linear regression***by*Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A.**487-495 Revisiting the pseudorandom number generator ran1 from the NUMERICAL RECIPES***by*Antoch, Jaromir & Deshouillers, Jean-Marc & Purnaba, Gusti Putu

### 1998, Volume 27, Issue 3

**257-270 Theory and method for constrained estimation in structural equation models with incomplete data***by*Tang, Man-Lai & Bentler, Peter M.**271-289 An algorithm to generate samples of multi-variate distributions with correlated marginals***by*van der Geest, P. A. G.**291-309 Estimating population proportions from imputed data***by*Nordbotten, Svein**311-331 Principal classifications analysis: a method for generating consensus dendrograms and its application to three-way data***by*Vichi, Maurizio**333-344 Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution***by*Wong, Augustine C. M. & Jianrong Wu**345-354 Forecast modelling for rotations of principal axes of multidimensional data sets***by*Huiwen Wang & Qiang Liu**357-361 Nonparametric comparisons of medians of survival functions***by*Frick, Hans

### 1998, Volume 27, Issue 2

**125-139 The use of conditionally conjugate priors in the study of ratios of gamma scale parameters***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, JoseMaria**141-150 Asymmetric quadratic loss adjustments for a predictive t variable***by*Cain, Michael**151-170 Overdispersion: Models and estimation***by*Hinde, John & Demetrio, Clarice G. B.**171-194 A Gibbs sampling approach to estimation and prediction of time-varying-parameter models***by*Min, Chung-ki**195-208 Bayesian analysis of a change-point in exponential families with applications***by*Lee, Chung-Bow**209-227 Statistical methods in surveying by trilateration***by*Navidi, William & Murphy, William S. & Hereman, Willy**229-235 Fisher consistency of GEE models under link misspecification***by*Park, Chongsun & Weisberg, Sanford**239-245 Using covariates in loglinear models with sampling zeros; A cautionary note***by*Dessens, Jos & Jansen, Wim & van der Heijden, Peter G. M.

### 1998, Volume 27, Issue 1

**1-9 Assessing fast Fourier transform algorithms***by*Hirji, Karim F.**11-26 Estimating the variance of the LAD regression coefficients***by*Furno, Marilena**27-31 Weighing experiments with n [identical to] 2 (mod 4) observations***by*Koukouvinos, Christos**33-46 Analysis of structural equation models with censored or truncated data via EM algorithm***by*Tang, Man-Lai & Lee, Sik-Yum**47-60 A comparison between rosenblatt's estimator and parametric density estimators for determining test limits***by*Albers, W. & Kallenberg, W. C. M. & Otten, G. D.**61-81 A comparison of techniques of estimation in long-memory processes***by*Bisaglia, Luisa & Guegan, Dominique**83-97 An experimental comparison of gradient methods in econometric duration analysis***by*Carling, Kenneth & Soderberg, Hans**99-112 Statistical inference for geometric processes with lognormal distribution***by*Lam Yeh & So Kuen Chan**113-112 Erratum to "Maximum likelihood parameter estimation in the three-parameter gamma distribution" : [Computational Statistics & Data Analysis 20, 343-354 (1995)]***by*Hirose, H.

### 1998, Volume 26, Issue 4

**393-410 Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise***by*Hudson, H. Malcolm & Lee, Thomas C. M.**411-424 Ordinal principal component analysis theory and an application***by*Korhonen, Pekka & Siljamaki, Aapo**425-436 A quantitative method for identifying active contrasts in unreplicated factorial designs based on the half-normal plot***by*Lawson, John & Grimshaw, Scott & Burt, Jason**437-443 Diagnostic check for monotone spread***by*McLeod, A. Ian**445-460 An alternative way to compute Fourier amplitude sensitivity test (FAST)***by*Saltelli, Andrea & Bolado, Ricardo**461-484 Multiple comparison procedures with the average for exponential location parameters***by*Wu, Shu-Fei & Chen, Hubert J.**491-492 COMPSTAT'98 registration form (please print in a fixed-width font)***by*Lane, Peter**494-495 Current IASC officers IASC executives 1997-1999***by*Hudson, Malcolm

### 1998, Volume 26, Issue 3

**259-277 Bootstrap confidence intervals for tail indices***by*Caers, Jef & Beirlant, Jan & Vynckier, Petra**279-302 Modeling publication bias using weighted distributions in a Bayesian framework***by*Larose, Daniel T. & Dey, Dipak K.**303-311 A supremum version of logrank test for detecting late occurring survival differences***by*Lee, Jae Won & Sather, Harland N.**313-326 Multiple outliers detection through reweighted least deviances***by*Luceno, Alberto**327-349 Misspecifying the likelihood for clustered binary data***by*Molenberghs, Geert & Declerck, Lieven & Aerts, Marc**351-371 A simulation program for adaptive two stage designs***by*Bauer, M. & Bauer, P. & Budde, M.**375-377 On the accuracy of statistical distributions in Microsoft Excel 97***by*Knusel, Leo**377-378 Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00***by*Kramer, Walter**378-379 Methods and Applications of Linear Models -- Regression and the Analysis of Variance : Ronald R. Hocking (1996): Wiley Series in Probability and Statistics, ISBN 0-471-59282-X, pp. 731, [pound sign] 55.00***by*Trenkler, Gotz**379-379 Information : Call for Papers 10th International Conference on Scienctific and Statistical Database Management (SSDBM) Capri, Italy -- July 1-3, 1998***by*Galway, Lionel

### 1997, Volume 26, Issue 2

**117-132 Computing the exact distribution of the extremes of sums of consecutive spacings***by*Huffer, Fred W. & Chien-Tai Lin**133-148 Some simple methods for generating correlated categorical variates***by*Lee, A. J.**149-161 Quadrature methods for computing distributions***by*Routledge, Rick & Tsao, Min**163-176 Smoothed bootstrap confidence intervals with discrete data***by*Guerra, Rudy & Polansky, Alan M. & Schucany, William R.**177-198 Improving parameter tests in covariance structure analysis***by*Yuan, Ke-Hai & Bentler, Peter M.**199-218 A combined adaptive-mixtures/plug-in estimator of multivariate probability densities***by*Cwik, J. & Koronacki, J.**219-233 Design and analysis for a two-level factorial experiment in the presence of variance heterogeneity***by*Mays, Darcy P. & Myers, Raymond H.**235-233 Erratum***by*Martin Andres, A. & Silva Mato, A.**239-250 A SASR macro for the multivariate extension of the Kruskal-Wallis test including multiple comparisons: Randomization and [varkappa]2 criteria***by*May, Warren L. & Johnson, William D.

### 1997, Volume 26, Issue 1

**1-15 Sparse matrix tools for Gaussian models on lattices***by*Smith, S. P.**17-37 Integrating robust clustering techniques in S-PLUS***by*Struyf, Anja & Hubert, Mia & Rousseeuw, Peter J.**39-52 Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression***by*Barrett, Bruce E. & Gray, J. Brian**53-69 The size and power of the exact bivariate symmetry test***by*Hilton, Joan F. & Gee, Lauren**71-82 Multivariate regression splines***by*Chen, Lin-An**83-99 The permutation distribution of the Friedman test***by*Rohmel, Joachim**101-99 Erratum***by*McCulloch, J. Huston & Panton, Don B.**105-99 Satellite meeting on industrial statistics: Aims and computational aspects August 16-17, 1997, Athens, Greece***by*Antoch, Jaromir**107-106 Probability -- A survey of the mathematical theory : John W. Lamperti (1996): 2nd ed. New York: Wiley, ISBN 0-471-15407-5, pp. 189, [pound sign] 32.50***by*Ugarte, M. Dolores**108-109 Ordinal and symbolic data analysis : E. Diday, Y. Lechevallier, O. Opitz (eds.) (1996): Springer, ISBN 3-540-61081-2; pp. 372, DM 135.00***by*Lenz, Hans-Joachim**107-108 Probability and statistical inference : Robert Bartoszynski and Magdalena Niewiadomska-Bugaj (1996): Wiley, New York, pp. 826, ISBN 0-471-31073-5, [pound sign] 50.00***by*Ugarte, M. Dolores**105-106 ISI satellite conference on industrial statistics: Aims and computational aspects, Athens, Greece, 16-17 August 1997***by*Salmaso, Luigi

### 1997, Volume 25, Issue 4

**377-398 Length modified ridge regression***by*Aldrin, Magne**399-415 Estimating the square root of a density via compactly supported wavelets***by*Pinheiro, Aluisio & Vidakovic, Brani**417-439 Nonlinear and nonnormal filters using Monte Carlo methods***by*Tanizaki, Hisashi**441-452 An adaptive test against ordered alternatives***by*Beier, F. & Buning, H.**453-464 Stayers in mixed Markov renewal models***by*Oskrochi, G. R. & Davies, R. B.**465-490 Two Taylor-series approximation methods for nonlinear mixed models***by*Wolfinger, Russell D. & Xihong Lin**493-494 Methodological Knowledge: Notation and Implementation in Expert Systems : H. J. Ader (1995): Universiteit van Amsterdam, ISBN 909009022-3, pp. 227***by*Lenz, Hans-Joachim**494-494 Programmer's Guide to Fortran 90, 3rd ed. : Walter S. Brainerd, Jeanne C. Adams, Charles H. Goldberg (1995): Springer, ISBN 0-387-94570-9, pp. 460, DM 58.00***by*Lenz, Hans-Joachim**495-495 Report on ERC Activities for the use of money***by*Antoch, Jaromir**494-495 ERS of IASC call for nominations***by*Falguerolles, Antonie de

### 1997, Volume 25, Issue 3

**251-272 Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms***by*Hadi, Ali S. & Luceno, Alberto**273-285 An efficient algorithm for the exact test on unordered 2 x J contingency tables with equal column sums***by*Shao, Xuesi M.**287-304 Methodology for nonparametric regression from independent sources***by*Gerard, Patrick D. & Schucany, William R.**305-320 Locating a maximum using isotonic regression***by*Turner, T. R. & Wollan, P. C.**321-336 A review and a synthesis of the fast Fourier transform algorithms for exact analysis of discrete data***by*Hirji, Karim F.**337-360 An application of mathematical programming to sample allocation***by*Valliant, Richard & Gentle, James E.**363-369 Binning of kernel-based projection pursuit indices in XGobi***by*Klinke, Sigbert & Cook, Dianne

### 1997, Volume 25, Issue 2

**125-141 An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator***by*Croux, Christophe & Haesbroeck, Gentiane**143-157 On restricted hypotheses in extreme value regression models***by*Paula, Gilberto A. & Rojas, Oscar V.**159-166 A comparison of local constant and local linear regression quantile estimators***by*Yu, Keming & Jones, M. C.**167-179 A Monte Carlo study of Type I error rates for the two-sample Behrens-Fisher problem with and without rank transformation***by*Bradstreet, Thomas E.**181-206 T-distribution modeling using the available statistical software***by*Jamshidian, Mortaza**207-216 A possible way out of the pitfall of acceptance sampling by variables: Treating variances as unknown***by*Seidel, Wilfried**217-233 Multiple testing and simultaneous confidence intervals: calculation of constants***by*Somerville, Paul N.**237-239 A note on the proper use of the RAN1 random number generator***by*Baker, Frank B.**240-241 Practical handbook of spatial statistics : Arlinghaus, Sandra Lach (1996): CRC Press, ISBN: 0-8493-0132-7, pp. 336, $ 49.95***by*Tilke, Clemens**241-243 Multiple Comparisons Theory and Methods : Hsu, Jason C. (1996): London: Chapman & Hall, pp. 277, ISBN 0-412-98281-1, [pound sign] 35.00***by*Pigeot-Kubler, Iris**243-243 Handbook of Matrices : Lutkepohl, H. (1996): New York: John wiley & Sons, xvi + 304 pp., ISBN 0-471-96688-6; [pound sign] 50.00***by*Trenkler, Gotz**244-244 Introduction to Disjunctive Kriging and Non-Linear Geostatistics : Rivoirard, Jacques (1994): Clarendon Press, 182p., ISBN: 0-19-874180-4, Hardcover [pound sign] 27,50***by*Tilke, Clemens**243-244 VARIOWIN - Software for Spatial Data Analysis in 2D : Pannatier, Yvan (1996): Springer Verlag, 91p., ISBN: 0-387-94679-9, Hardcover DM 78.00***by*Tilke, Clemens

### 1997, Volume 25, Issue 1

**1-15 On the computation and efficiency of a HBP-GM estimator some simulation results***by*Hinloopen, Jeroen & Wagenvoort, Rien**17-24 AR parameter estimation by a feedback neural network***by*Tian, Jilei & Juhola, Martti & Gronfors, Tapio**25-42 Robust multiple confidence intervals for contrasts***by*Bachmaier, Martin & Precht, Manfred**43-53 A resampling method for regression models with serially correlated errors***by*Christoffersson, Jan**55-65 Confirmation of multiple outliers in generalized linear and nonlinear regressions***by*Lee, Andy H. & Fung, Wing K.**67-90 Prediction and classification when the diagnostic classes are related***by*Lesaffre, Emmanuel & Molenberghs, Geert & Scheys, Ilse**91-106 Modified maximum likelihood predictors of future order statistics from normal samples***by*Raqab, Mohammad Z.**109-106 Rapid communications section***by*Koch, Armin & Hormann, Allmut.**112-112 The 2nd world conference of the IASC from the point of view of a student (February 19 to 22, 1997, Pasadena, CA, Doubletree Hotel)***by*Grassmann, Janet**113-114 IASC 2nd world congress, Pasadena, USA, February 19-22, 1997***by*Hudson, Malcolm**109-112 Issues, Challenges, and Opportunities in Computational statistics and data analysis: IASC 2nd world conference, Pasadena, USA, February 16-21, 1997***by*Fouladi, Rachel Tanya

### 1997, Volume 24, Issue 4

**379-386 P-values from permutation and F-tests***by*Routledge, R. D.**387-400 A useful reparameterization for the reliability in the Weibull case***by*Achcar, Jorge Alberto & Fogo, JoseCarlos**401-409 Bayesian approximations in randomized response model***by*Migon, Helio S. & Tachibana, Vilma M.**411-416 A statistical information theory approach to compare the homogeneity of several variances***by*Pardo, J. A. & Pardo, M. C. & Vicente, M. L. & Esteban, M. D.**417-432 Log-linear models for a binary response with nonignorable nonresponse***by*Park, Taesung & Brown, Morton B.**433-441 Generalization of the Kolmogorov-Smirnov test***by*Reschenhofer, Erhard**443-454 Symbolic operators for multiple sums***by*Bellhouse, David R. & Philips, Robert & Stafford, James E.**455-466 The historical development of the linear minimax absolute residual estimation procedure 1786-1960***by*Farebrother, Richard William**467-482 Bayesian estimation of effective half-life in dosimetric applications***by*Hermanska, Jindriska & Karny, Miroslav**483-491 Local influence in maximum likelihood factor analysis***by*Jung, Kang-Mo & Kim, Myung Geun & Kim, Byung Chun**495-503 The utility of a consultation facility in a program for statistical computing***by*Popping, Roel**504-503 A handbook of statistical analyses using SAS : B. S. Everitt and G. Der (1996) London: Chapman & Hall, ISBN 0-412-71050-1, pp. 158, [pound sign] 19.99***by*Lenz, Hans J.**504-505 Robust statistical procedures, asymptotics and interrelations : Jana jureckova and pranab kumar sen (1996) New York: Wiley, pp. 466, ISBN 0-471-82221-3, [pound sign] 50.00***by*Militino, Ana Fernandez

### 1997, Volume 24, Issue 3

**255-270 Simultaneous non-parametric regressions of unbalanced longitudinal data***by*Besse, Philippe C. & Cardot, Herve & Ferraty, Frederic**271-281 Identification of outliers by means of L1 regression: Safe and unsafe configurations***by*Bradu, Dan**283-294 Detection of additive outliers in bilinear time series***by*Chen, Cathy W. S.**295-320 Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models***by*Fahrmeir, Ludwig & Wagenpfeil, Stefan**321-336 The use of univariate Bayes regression models for spatial smoothing***by*Nishii, Ryuei & Yanagimoto, Takemi & Kusanobu, Saeko**337-356 Three-factor association models for three-way contingency tables***by*Siciliano, Roberta & Mooijaart, Ab**357-366 Reduction of asymmetry by rank-one matrices***by*ten Berge, Jos M. F.**372-372 Multivariate statistical analysis : Narayan C. Giri (1996): New York: Marcel Dekker, Inc., xii + 378 pages, ISBN 0-8247-9338-2, US $ 135.00***by*Trenkler, Gotz**373-374 Robust statistics, data analysis, and computer intensive methods : Rieder, H. (Editor) (1996): New York: Springer, pp. 427, ISBN 0-387-94660-8, [pound sign] 33.50***by*Militino, Ana Fernandez**372-373 Genetic algorithms + data STRUCTURES = evolution programs : Zbigniew Michalewicz (1996): 3rd ed.. New York: Springer, pp. 387, ISBN 3-540-60676-9, 58,00 DM***by*Bousonville, Thomas

### 1997, Volume 24, Issue 2

**139-152 Maximum likelihood parameter estimation in the three-parameter log-normal distribution using the continuation method***by*Hirose, Hideo**153-167 Restricted polynomial regression***by*LeBlanc, Michael

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