# Elsevier

# Computational Statistics & Data Analysis

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### June 2008, Volume 52, Issue 10

**4872-4877 Confidence interval estimation of a common correlation coefficient***by*Tian, Lili & Wilding, Gregory E.

### May 2008, Volume 52, Issue 9

**4147-4160 Direct maximization of the likelihood of a hidden Markov model***by*Turner, Rolf**4161-4174 Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems***by*Verdier, Ghislain & Hilgert, Nadine & Vila, Jean-Pierre**4175-4183 Computer generation of negative binomial variates by envelope rejection***by*Ong, S.H. & Lee, Wen-Jau**4184-4202 Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?***by*Gschlößl, Susanne & Czado, Claudia**4203-4224 On the estimation of a large sparse Bayesian system: The Snaer program***by*Danilov, Dmitry & Magnus, Jan R.**4225-4242 Feature significance for multivariate kernel density estimation***by*Duong, Tarn & Cowling, Arianna & Koch, Inge & Wand, M.P.**4243-4252 Chisquare as a rotation criterion in factor analysis***by*Knüsel, Leo**4253-4271 On the estimation of the general parameter***by*Stearns, Matthew & Singh, Sarjinder**4272-4286 New statistical software for the proportional hazards model with current status data***by*Mongoué-Tchokoté, Solange & Kim, Jong-Sung**4287-4304 Aggregation and systematic sampling of periodic ARMA processes***by*Roy, Roch & Saidi, Abdessamad**4305-4324 Robust designs for series estimation***by*Dette, Holger & Wiens, Douglas P.**4325-4345 Notes on estimation of proportion ratio under a non-compliance randomized trial with missing outcomes***by*Lui, Kung-Jong & Cumberland, William G.**4346-4356 A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity***by*Congdon, Peter**4357-4368 Count data regression charts for the monitoring of surveillance time series***by*Höhle, Michael & Paul, Michaela**4369-4379 Discovering patterns in categorical time series using IFS***by*Weiß, Christian H. & Göb, Rainer**4380-4394 A new genetic algorithm in proteomics: Feature selection for SELDI-TOF data***by*Reynès, Christelle & Sabatier, Robert & Molinari, Nicolas & Lehmann, Sylvain**4395-4409 Adaptive CUSUM procedures with Markovian mean estimation***by*Shu, Lianjie & Jiang, Wei & Wu, Zhang**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 & ZakoIÂ¨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