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Content
May 2008, Volume 52, Issue 9
- 4410-4416 Using integrated weighted survival difference for the two-sample censored data problem
by Lee, Seung-Hwan & Lee, Eun-Joo & Omolo, Bernard Oguna
- 4417-4431 Influence diagnostics in beta regression
by Espinheira, Patricia L. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco
- 4432-4457 On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap
by Poulin, Jennifer & Duchesne, Pierre
- 4458-4473 A random effects four-part model, with application to correlated medical costs
by Liu, Lei & Conaway, Mark R. & Knaus, William A. & Bergin, James D.
- 4474-4486 A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
by Alonso, A. & Litière, S. & Molenberghs, G.
- 4487-4501 Assessing influence in Gaussian long-memory models
by Palma, Wilfredo & Bondon, Pascal & Tapia, José
- 4502-4511 On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution
by Jukic, Dragan & Bensic, Mirta & Scitovski, Rudolf
- 4512-4520 A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE
by Wang, Qin & Yin, Xiangrong
- 4521-4532 Off-the-peg and bespoke classifiers for fraud detection
by Juszczak, Piotr & Adams, Niall M. & Hand, David J. & Whitrow, Christopher & Weston, David J.
- 4533-4543 Favorability functions based on kernel density estimation for logistic models: A case study
by Colubi, Ana & González-Rodriguez, Gil & Dominguez-Cuesta, Maria José & Jiménez-Sánchez, Montserrat
- 4544-4566 Detection of unknown computer worms based on behavioral classification of the host
by Moskovitch, Robert & Elovici, Yuval & Rokach, Lior
April 2008, Volume 52, Issue 8
- 3902-3912 Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic
by Wong, A.C.M.
- 3913-3927 On the equivalence between Non-negative Matrix Factorization and Probabilistic Latent Semantic Indexing
by Ding, Chris & Li, Tao & Peng, Wei
- 3928-3938 Generating random networks from a given distribution
by Carter, Nathan & Hadlock, Charles & Haughton, Dominique
- 3939-3953 The EM algorithm for the extended finite mixture of the factor analyzers model
by Zhou, Xingcai & Liu, Xinsheng
- 3954-3970 SiZer analysis for the comparison of regression curves
by Park, Cheolwoo & Kang, Kee-Hoon
- 3971-3987 Pair-perturbation influence functions of nongaussianity by projection pursuit
by Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho
- 3988-3999 NHPP models with Markov switching for software reliability
by Ravishanker, Nalini & Liu, Zhaohui & Ray, Bonnie K.
- 4000-4020 Transformations for semi-continuous data
by Shmueli, Galit & Jank, Wolfgang & Hyde, Valerie
- 4021-4039 Log-modified Weibull regression models with censored data: Sensitivity and residual analysis
by Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Paula, Gilberto A.
- 4040-4058 Point and interval estimation for extreme-value regression model under Type-II censoring
by Chan, P.S. & Ng, H.K.T. & Balakrishnan, N. & Zhou, Q.
- 4059-4075 Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model
by Hrdlicková, Zuzana
- 4076-4090 Regression models for binary time series with gaps
by Klingenberg, Bernhard
- 4091-4103 Notes on interval estimation of risk difference in stratified noncompliance randomized trials: A Monte Carlo evaluation
by Lui, Kung-Jong
- 4104-4115 New normalization methods using support vector machine quantile regression approach in microarray analysis
by Sohn, Insuk & Kim, Sujong & Hwang, Changha & Lee, Jae Won
- 4116-4131 Sequence alignment for masquerade detection
by Coull, Scott E. & Szymanski, Boleslaw K.
- 4132-4146 First-passage-time location function: Application to determine first-passage-time densities in diffusion processes
by Román, P. & Serrano, J.J. & Torres, F.
March 2008, Volume 52, Issue 7
- 3300-3309 Approximate distribution of demerit statistic--A bounding approach
by Chang, Fengming M. & Chen, Long-Hui & Chen, Yueh-Li & Huang, Chien-Yu
- 3310-3330 Multiscale spectral analysis for detecting short and long range change points in time series
by Olsen, Lena Ringstad & Chaudhuri, Probal & Godtliebsen, Fred
- 3331-3341 Robustified L2 boosting
by Lutz, Roman Werner & Kalisch, Markus & Buhlmann, Peter
- 3342-3353 Copula model evaluation based on parametric bootstrap
by Nikoloulopoulos, Aristidis K. & Karlis, Dimitris
- 3354-3370 Sieve bootstrap t-tests on long-run average parameters
by Fuertes, Ana-Maria
- 3371-3388 On the scalability of ordered multi-class ROC analysis
by Waegeman, Willem & De Baets, Bernard & Boullart, Luc
- 3389-3407 Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
by Sadefo Kamdem, J. & Genz, A.
- 3408-3423 Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2
by Meyer, Renate & Cai, Bo & Perron, François
- 3424-3425 E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)
by Winker, Peter
- 3426-3440 Reliability inference and sample-size determination under double censoring for some two-parameter models
by Fernández, Arturo J.
- 3441-3458 Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
by Komárek, Arnost & Lesaffre, Emmanuel
- 3459-3467 A geometric interpretation of Mallows' Cp statistic and an alternative plot in variable selection
by Siniksaran, Enis
- 3468-3473 Likelihood and Bayesian estimation of using lower record values from the generalized exponential distribution
by Baklizi, Ayman
- 3474-3492 Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses
by Li, Yonghai & Schafer, Daniel W.
- 3493-3500 Automatic bandwidth selection for circular density estimation
by Taylor, Charles C.
- 3501-3516 Confidence interval estimating procedures for standardized incidence rates
by Ng, Hon Keung Tony & Filardo, Giovanni & Zheng, Gang
- 3517-3527 Hierarchical-likelihood approach for nonlinear mixed-effects models
by Noh, Maengseok & Lee, Youngjo
- 3528-3542 Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression
by Tian, Guo-Liang & Tang, Man-Lai & Fang, Hong-Bin & Tan, Ming
- 3543-3559 Bayesian significance testing and multiple comparisons from MCMC outputs
by Hoshino, Takahiro
- 3560-3569 Choosing an appropriate number of factors in factor analysis with incomplete data
by Song, Juwon & Belin, Thomas R.
- 3570-3582 GeD spline estimation of multivariate Archimedean copulas
by Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I.
- 3583-3602 Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks
by Pendharkar, Parag C.
- 3603-3615 Locally optimal tests for exponential distributions with type-I censoring
by Liang, Tachen & Huang, Wen-Tao & Yang, Kun-Cheng
- 3616-3644 High-dimensional data visualisation: The textile plot
by Kumasaka, Natsuhiko & Shibata, Ritei
- 3645-3657 Subset selection for vector autoregressive processes using Lasso
by Hsu, Nan-Jung & Hung, Hung-Lin & Chang, Ya-Mei
- 3658-3669 Predictive performance of Dirichlet process shrinkage methods in linear regression
by Nott, David J.
- 3670-3685 Adaptive functional mixed NHPP models for the analysis of recurrent event panel data
by Nielsen, J.D. & Dean, C.B.
- 3686-3696 Continuum redundancy-PLS regression: A simple continuum approach
by Bougeard, S. & Hanafi, M. & Qannari, E.M.
- 3697-3708 Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
by Zhang, Xiao & Boscardin, W. John & Belin, Thomas R.
- 3709-3718 Stepwise feature selection using generalized logistic loss
by Park, Changyi & Koo, Ja-Yong & Kim, Peter T. & Lee, Jae Won
- 3719-3729 Testing the equality of proportions for correlated otolaryngologic data
by Tang, Nian-Sheng & Tang, Man-Lai & Qiu, Shi-Fang
- 3730-3748 A test for the two-sample problem based on empirical characteristic functions
by Alba Fernández, V. & Jiménez Gamero, M.D. & Muñoz Garcia, J.
- 3749-3764 Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project
by Sun, Xiaoqian & He, Zhuoqiong & Kabrick, John
- 3765-3778 Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses
by Huang, Yangxin
- 3779-3788 Interval estimation for a Pareto distribution based on a doubly type II censored sample
by Wu, Shu-Fei
- 3789-3805 Complex-valued ICA based on a pair of generalized covariance matrices
by Ollila, Esa & Oja, Hannu & Koivunen, Visa
- 3806-3819 Linear B-spline copulas with applications to nonparametric estimation of copulas
by Shen, Xiaojing & Zhu, Yunmin & Song, Lixin
- 3820-3842 Log-Burr XII regression models with censored data
by Silva, Giovana Oliveira & Ortega, Edwin M.M. & Cancho, Vicente G. & Barreto, Mauricio Lima
- 3843-3851 A novel moment-based sufficient dimension reduction approach in multivariate regression
by Yoo, Jae Keun
- 3852-3876 Uncertainty propagation: Avoiding the expensive sampling process for real-time image-based measurements
by Fernandes, Leandro A.F. & Oliveira, Manuel M. & Silva, Roberto da
- 3877-3888 Some properties of regression estimators in GEE models for clustered ordinal data
by Nores, Maria Laura & Diaz, Maria del Pilar
February 2008, Volume 52, Issue 6
- 2846-2862 Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
by Ruiz, Esther & Veiga, Helena
- 2863-2876 Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
by Creal, Drew D.
- 2877-2891 Sequential calibration of options
by Lindström, Erik & Ströjby, Jonas & Brodén, Mats & Wiktorsson, Magnus & Holst, Jan
- 2892-2910 Block sampler and posterior mode estimation for asymmetric stochastic volatility models
by Omori, Yasuhiro & Watanabe, Toshiaki
- 2911-2930 Parameterisation and efficient MCMC estimation of non-Gaussian state space models
by Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S.
- 2931-2944 Multivariate reduced rank regression in non-Gaussian contexts, using copulas
by Heinen, Andréas & Rengifo, Erick
- 2945-2965 A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
by Giet, Ludovic & Lubrano, Michel
- 2966-2989 Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
by Mancino, M.E. & Sanfelici, S.
- 2990-3010 Volatility forecasting using threshold heteroskedastic models of the intra-day range
by Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H.
- 3011-3026 Volatility spillovers, interdependence and comovements: A Markov Switching approach
by Gallo, Giampiero M. & Otranto, Edoardo
- 3027-3046 Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
by Francq, Christian & ZakoI¨an, Jean-Michel
- 3047-3060 A GMM procedure for combining volatility forecasts
by Amendola, Alessandra & Storti, Giuseppe
- 3061-3074 Wavelet analysis of stock returns and aggregate economic activity
by Gallegati, Marco
- 3075-3082 The role of long memory in hedging effectiveness
by Coakley, Jerry & Dollery, Jian & Kellard, Neil
- 3083-3106 Maximizing equity market sector predictability in a Bayesian time-varying parameter model
by Johnson, Lorne D. & Sakoulis, Georgios
- 3107-3127 A Bayesian approach to estimate the marginal loss distributions in operational risk management
by Dalla Valle, L. & Giudici, P.
- 3128-3147 Modelling residuals dependence in dynamic life tables: A geostatistical approach
by Debon, A. & Montes, F. & Mateu, J. & Porcu, E. & Bevilacqua, M.
- 3148-3161 Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
by Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick
- 3164-3166 Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis
by Bertrand, Patrice & Saporta, Gilbert
- 3167-3186 A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise
by Pastor, Dominique
- 3187-3197 Forecasting binary longitudinal data by a functional PC-ARIMA model
by Aguilera, Ana M. & Escabias, Manuel & Valderrama, Mariano J.
- 3198-3207 A Hidden Markov Model applied to the protein 3D structure analysis
by Regad, L. & Guyon, F. & Maupetit, J. & Tufféry, P. & Camproux, A.C.
- 3208-3219 Detection of chatter vibration in a drilling process using multivariate control charts
by Messaoud, Amor & Weihs, Claus & Hering, Franz
- 3220-3232 Estimation of the conditional risk in classification: The swapping method
by Daudin, Jean-Jacques & Mary-Huard, Tristan
- 3233-3245 Block clustering with Bernoulli mixture models: Comparison of different approaches
by Govaert, Gérard & Nadif, Mohamed
- 3246-3254 Independent factor discriminant analysis
by Montanari, Angela & Calo, Daniela G. & Viroli, Cinzia
- 3255-3268 Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data
by Bécue-Bertaut, Monica & Pagès, Jérome
- 3269-3281 Exploratory data analysis leading towards the most interesting simple association rules
by Iodice D'Enza, Alfonso & Palumbo, Francesco & Greenacre, Michael
January 2008, Volume 52, Issue 5
- 2273-2276 Efficient simulation of a bivariate exponential conditionals distribution
by Yu, Yaming
- 2277-2291 One-step approximations for detecting regime changes in the state space model with application to the influenza data
by Zhou, Tianni & Shumway, Robert
- 2292-2310 An overview of statistical decomposition techniques applied to complex systems
by Tuncer, Yalcin & Tanik, Murat M. & Allison, David B.
- 2311-2330 Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
by Paroli, Roberta & Spezia, Luigi
- 2331-2349 Fast kriging of large data sets with Gaussian Markov random fields
by Hartman, Linda & Hossjer, Ola
- 2350-2368 Nonparametric density estimation by exact leave-p-out cross-validation
by Celisse, Alain & Robin, Stephane
- 2369-2387 Optimal designs for conjoint experiments
by Kessels, Roselinde & Goos, Peter & Vandebroek, Martina
- 2388-2402 Dimension-reduced nonparametric maximum likelihood computation for interval-censored data
by Wang, Yong
- 2403-2418 New modifications and applications of fuzzy C-means methodology
by Berget, Ingunn & Mevik, Bjorn-Helge & Naes, Tormod
- 2419-2434 Nonparametric conditional hazard rate estimation: A local linear approach
by Spierdijk, Laura
- 2435-2450 Neural networks for bandwidth selection in local linear regression of time series
by Giordano, F. & Parrella, M.L.
- 2451-2468 Projection density estimation under a m-sample semiparametric model
by Aubin, Jean-Baptiste & Leoni-Aubin, Samuela
- 2469-2488 Tree-structured smooth transition regression models
by da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C.
- 2489-2495 Robustness of classification rules that incorporate additional information
by Salvador, B. & Fernandez, M.A. & Martin, I. & Rueda, C.
- 2496-2503 A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
by Meintanis, Simos G.
- 2504-2513 Testing the random walk hypothesis through robust estimation of correlation
by Semenov, Andrei
- 2514-2528 Stacked Laplace-EM algorithm for duration models with time-varying and random effects
by Kauermann, Goran & Xu, Ronghui & Vaida, Florin
- 2529-2537 Fitting generalized linear models with unspecified link function: A P-spline approach
by Muggeo, Vito M.R. & Ferrara, Giancarlo
- 2538-2548 Improved AIC selection strategy for survival analysis
by Liang, Hua & Zou, Guohua
- 2549-2559 LogitBoost with errors-in-variables
by Sexton, Joseph & Laake, Petter
- 2560-2577 Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
by He, Yi & Hodges, James S.
- 2578-2587 Classification of gene functions using support vector machine for time-course gene expression data
by Park, Changyi & Koo, Ja-Yong & Kim, Sujong & Sohn, Insuk & Lee, Jae Won
- 2588-2603 Spectral preconditioning of Krylov spaces: Combining PLS and PC regression
by Kondylis, Athanassios & Whittaker, Joe
- 2604-2622 Efficient and accurate approximate Bayesian inference with an application to insurance data
by Streftaris, George & Worton, Bruce J.
- 2623-2631 Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer
by Lopez-de-Ullibarri, Ignacio & Cao, Ricardo & Cadarso-Suarez, Carmen & Lado, Maria J.
- 2632-2649 Bayesian model determination for multivariate ordinal and binary data
by Webb, Emily L. & Forster, Jonathan J.
- 2650-2668 Hierarchical multiresolution approaches for dense point-level breast cancer treatment data
by Liang, Shengde & Banerjee, Sudipto & Bushhouse, Sally & Finley, Andrew O. & Carlin, Bradley P.
- 2669-2681 Improving the performance of kurtosis estimator
by An, Lihua & Ahmed, S. Ejaz
- 2682-2691 Consistent estimation in regression models for the drift function in some continuous time models
by Kim, Myung Suk & Wang, Suojin
- 2692-2702 On the hazard function of Birnbaum-Saunders distribution and associated inference
by Kundu, Debasis & Kannan, Nandini & Balakrishnan, N.
- 2703-2713 Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors
by Xie, Xian-Jin & Pendergast, Jane & Clarke, William
- 2714-2724 Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
by Watanabe, Daisuke & Okada, Susumu & Fujikoshi, Yasunori & Sugiyama, Takakazu
- 2725-2738 Exact likelihood inference for two exponential populations under joint Type-II censoring
by Balakrishnan, N. & Rasouli, Abbas
- 2739-2756 Approximate regenerative-block bootstrap for Markov chains
by Bertail, Patrice & Clemencon, Stephan
- 2757-2777 Local polynomial estimation in partial linear regression models under dependence
by Aneiros-Perez, G. & Vilar-Fernandez, J.M.
- 2778-2793 On properties of predictors derived with a two-step bootstrap model averaging approach--A simulation study in the linear regression model
by Buchholz, Anika & Hollander, Norbert & Sauerbrei, Willi
- 2794-2807 Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields
by Cressie, Noel & Verzelen, Nicolas
- 2808-2828 Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
by Boente, Graciela & Rodriguez, Daniela
- 2829-2839 Semi-parametric specification tests for mixing distributions
by Fang, Yue
January 2008, Volume 52, Issue 4
- 1765-1791 Interacting sequential Monte Carlo samplers for trans-dimensional simulation
by Jasra, Ajay & Doucet, Arnaud & Stephens, David A. & Holmes, Christopher C.
- 1792-1805 A time series bootstrap procedure for interpolation intervals
by Alonso, Andres M. & Sipols, Ana E.
- 1806-1820 Identify LD blocks based on hierarchical spatial data
by Tomita, Makoto & Hatsumichi, Masahiro & Kurihara, Koji
- 1821-1836 Bayes estimators for reliability measures in geometric distribution model using masked system life test data
by Sarhan, Ammar M. & Kundu, Debasis
- 1837-1849 Bootstrap confidence intervals for principal response curves
by Timmerman, Marieke E. & Ter Braak, Cajo J.F.
- 1850-1859 The likelihood ratio test for hidden Markov models in two-sample problems
by Dannemann, Jorn & Holzmann, Hajo
- 1860-1872 Time series clustering and classification by the autoregressive metric
by Corduas, Marcella & Piccolo, Domenico
- 1873-1883 Generalized exponential distribution: Bayesian estimations
by Kundu, Debasis & Gupta, Rameshwar D.
- 1884-1895 Fourier methods for testing multivariate independence
by Meintanis, Simos G. & Iliopoulos, George
- 1896-1907 Fixed-effect variable selection in linear mixed models using R2 statistics
by Orelien, Jean G. & Edwards, Lloyd J.
- 1908-1927 Sliced mean variance-covariance inverse regression
by Sheather, Simon J. & McKean, Joseph W. & Crimin, Kimberly
- 1928-1941 A local boosting algorithm for solving classification problems
by Zhang, Chun-Xia & Zhang, Jiang-She
- 1942-1957 Self-controlled case series analyses: Small-sample performance
by Musonda, Patrick & Hocine, Mounia N. & Whitaker, Heather J. & Farrington, C. Paddy
- 1958-1970 Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection
by Roca-Pardinas, Javier & Cadarso-Suarez, Carmen & Tahoces, Pablo G. & Lado, Maria J.
- 1971-1983 Characterizing the generalized lambda distribution by L-moments
by Karvanen, Juha & Nuutinen, Arto
- 1984-2003 Two-mode multi-partitioning
by Rocci, Roberto & Vichi, Maurizio
- 2004-2021 Bootstrap variants of the Akaike information criterion for mixed model selection
by Shang, Junfeng & Cavanaugh, Joseph E.
- 2022-2041 Subsampling techniques and the Jackknife methodology in the estimation of the extremal index
by Gomes, M. Ivette & Hall, Andreia & Miranda, M. Cristina
- 2042-2065 Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
by Cheng, Tsung-Chi & Biswas, Atanu
- 2066-2078 On multistage ranked set sampling for distribution and median estimation
by Al-Saleh, Mohammad Fraiwan & Samuh, Monjed Hisham
- 2079-2097 Lifetime analysis based on the generalized Birnbaum-Saunders distribution
by Leiva, Victor & Riquelme, Marco & Balakrishnan, N. & Sanhueza, Antonio
- 2098-2109 How useful are approximations to mean and variance of the index of dissimilarity?
by Mulekar, Madhuri S. & Knutson, John C. & Champanerkar, Jyoti A.
- 2110-2128 Parametric and nonparametric Bayesian model specification: A case study involving models for count data
by Krnjajic, Milovan & Kottas, Athanasios & Draper, David
- 2129-2157 Semi-parametric nonlinear regression and transformation using functional networks
by Castillo, Enrique & Hadi, Ali S. & Lacruz, Beatriz & Pruneda, Rosa E.
- 2158-2165 Simultaneous confidence intervals based on the percentile bootstrap approach
by Mandel, Micha & Betensky, Rebecca A.
- 2166-2176 Faster ARMA maximum likelihood estimation
by McLeod, A.I. & Zhang, Y.
- 2177-2184 Social networks of author-coauthor relationships
by Said, Yasmin H. & Wegman, Edward J. & Sharabati, Walid K. & Rigsby, John T.
- 2185-2198 A goodness-of-fit test for normality based on polynomial regression
by Coin, Daniele
- 2199-2217 Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study
by San Martino, Silvina & Singer, Julio M. & Stanek III, Edward J.
- 2218-2227 ANOVA extensions for mixed discrete and continuous data
by de Leon, A.R. & Zhu, Y.
- 2228-2237 On the number of principal components: A test of dimensionality based on measurements of similarity between matrices
by Dray, Stephane
- 2238-2248 Confidence intervals for the difference between two means
by Miao, Weiwen & Chiou, Paul
- 2249-2260 Empirical characterization of random forest variable importance measures
by Archer, Kellie J. & Kimes, Ryan V.
- 2261-2271 On imputing continuous data when the eventual interest pertains to ordinalized outcomes via threshold concept
by Demirtas, Hakan
January 2008, Volume 52, Issue 3
- 1269-1280 Forecasting time series using principal component analysis with respect to instrumental variables
by Cornillon, P.-A. & Imam, W. & Matzner-Lober, E.
- 1281-1291 Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods
by Gonzalez, M. & Martin, J. & Martinez, R. & Mota, M.
- 1292-1303 Time-adaptive quantile regression
by Moller, Jan Kloppenborg & Nielsen, Henrik Aalborg & Madsen, Henrik
- 1304-1314 An extension of three-parameter Burr III distribution for low-flow frequency analysis
by Shao, Quanxi & Chen, Yongqin D. & Zhang, Lu
- 1315-1322 A maximum likelihood approximation method for Dirichlet's parameter estimation
by Wicker, Nicolas & Muller, Jean & Kalathur, Ravi Kiran Reddy & Poch, Olivier
- 1323-1334 Step-up and step-down procedures controlling the number and proportion of false positives
by Somerville, Paul N. & Hemmelmann, Claudia
- 1335-1346 Confidence intervals for parameters of two diagnostic tests in the absence of a gold standard
by Stamey, James D. & Boese, Doyle H. & Young, Dean M.
- 1347-1361 Flexible modelling of random effects in linear mixed models--A Bayesian approach
by Ho, Remus K.W. & Hu, Inchi
- 1362-1372 Classification tree analysis using TARGET
by Gray, J. Brian & Fan, Guangzhe
- 1373-1386 Predicting unobserved links in incompletely observed networks
by Marchette, David J. & Priebe, Carey E.
- 1387-1398 Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions
by Tsai, Guei-Feng & Qu, Annie
- 1399-1412 Extended rank analysis of covariance adjusting for local correlations
by Chen, Chu-Chih
- 1413-1429 A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm
by Hoshino, Takahiro
- 1430-1440 Estimation and prediction from gamma distribution based on record values
by Sultan, K.S. & AL-Dayian, G.R. & Mohammad, H.H.
- 1441-1457 Model-based clustering for longitudinal data
by De la Cruz-Mesia, Rolando & Quintana, Fernando A. & Marshall, Guillermo
- 1458-1476 Varying-coefficient single-index model
by Wong, Heung & Ip, Wai-cheung & Zhang, Riquan
- 1477-1489 An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model
by Pardo, L. & Pardo, M.C.
- 1490-1499 A class of discrete distributions arising from difference of two random variables
by Ong, S.H. & Shimizu, K. & Min Ng, Choung
- 1500-1515 Centre and Range method for fitting a linear regression model to symbolic interval data
by Lima Neto, Eufrasio de A. & de Carvalho, Francisco de A.T.
- 1516-1523 The wrapped stable family of distributions as a flexible model for circular data
by Pewsey, Arthur
- 1524-1532 Mixture cure models for multivariate survival data
by Yu, Binbing & Peng, Yingwei
- 1533-1548 A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data
by Beunckens, Caroline & Sotto, Cristina & Molenberghs, Geert
- 1549-1571 Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models
by Giannikis, D. & Vrontos, I.D. & Dellaportas, P.
- 1572-1586 Choosing cross-over designs when few subjects are available
by Bate, S.T. & Godolphin, E.J. & Godolphin, J.D.
- 1587-1603 Statistical inference and prediction for the Weibull process with incomplete observations
by Yu, Jun-Wu & Tian, Guo-Liang & Tang, Man-Lai
- 1604-1614 Censored depth quantiles
by Debruyne, M. & Hubert, M. & Portnoy, S. & Vanden Branden, K.
- 1615-1635 Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems
by Ausin, M. Concepcion & Wiper, Michael P. & Lillo, Rosa E.
- 1636-1649 Sums of exchangeable Bernoulli random variables for family and litter frequency data
by Yu, Chang & Zelterman, Daniel
- 1650-1660 Adjusted R2-type measures for Tweedie models
by Ricci, Lila & Martinez, Raul