# Elsevier

# Computational Statistics & Data Analysis

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### 2011, Volume 55, Issue 1

**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.

### 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**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

### 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

### 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

### 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

### 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

### 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

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