# Elsevier

# Computational Statistics & Data Analysis

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### 2007, Volume 51, Issue 10

**5061-5067 Lepage type statistic based on the modified Baumgartner statistic***by*Murakami, Hidetoshi**5068-5076 Nonparametric multiple-comparison methods for simply ordered medians***by*Nashimoto, Kane & Wright, F.T.**5077-5089 Bayesian R-estimates in two-sample location models***by*Zhan, Xiaojiang & Hettmansperger, Thomas P.**5090-5102 Robustness of the estimators of transition rates for size-classified matrix models***by*Zetlaoui, M. & Picard, N. & Bar-Hen, A.**5103-5111 Independent component analysis based on symmetrised scatter matrices***by*Taskinen, S. & Sirkia, S. & Oja, H.**5112-5129 Quantile curves and dependence structure for bivariate distributions***by*Belzunce, F. & Castano, A. & Olvera-Cervantes, A. & Suarez-Llorens, A.**5130-5141 Weighted empirical likelihood estimates and their robustness properties***by*Glenn, N.L. & Zhao, Yichuan**5142-5154 Robustness of the linear mixed model to misspecified error distribution***by*Jacqmin-Gadda, Helene & Sibillot, Solenne & Proust, Cecile & Molina, Jean-Michel & Thiebaut, Rodolphe**5155-5171 Smooth functions and local extreme values***by*Kovac, A.**5172-5183 Robust ANalysis Of VAriance: An approach based on the Forward Search***by*Bertaccini, Bruno & Varriale, Roberta**5184-5191 Shapiro-Wilk-type test of normality under nuisance regression and scale***by*Jureckova, Jana & Picek, Jan**5192-5204 A studentized permutation test for the non-parametric Behrens-Fisher problem***by*Neubert, Karin & Brunner, Edgar

### 2007, Volume 51, Issue 9

**4083-4100 Kernel logistic PLS: A tool for supervised nonlinear dimensionality reduction and binary classification***by*Tenenhaus, Arthur & Giron, Alain & Viennet, Emmanuel & Bera, Michel & Saporta, Gilbert & Fertil, Bernard**4101-4123 On Bayesian principal component analysis***by*Smidl, Vaclav & Quinn, Anthony**4124-4142 Bowker's test for symmetry and modifications within the algebraic framework***by*Krampe, Anne & Kuhnt, Sonja**4143-4151 Planning experiments when some specified interactions are investigated***by*Wang, P.C.**4152-4163 Flexible surrogate marker evaluation from several randomized clinical trials with continuous endpoints, using R and SAS***by*Tilahun, Abel & Pryseley, Assam & Alonso, Ariel & Molenberghs, Geert**4164-4177 Parameter constraints in generalized linear latent variable models***by*Tsonaka, R. & Moustaki, I.**4178-4192 Modeling dichotomous item responses with free-knot splines***by*Johnson, Matthew S.**4193-4205 Canonical STATIS: Biplot analysis of multi-table group structured data based on STATIS-ACT methodology***by*Vallejo-Arboleda, Amparo & Vicente-Villardon, Jose L. & Galindo-Villardon, M.P.**4206-4226 Absorption of shocks in nonlinear autoregressive models***by*van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H.**4227-4239 Testing equality of covariance matrices when data are incomplete***by*Jamshidian, Mortaza & Schott, James R.**4240-4253 Improving the robustness of fractional polynomial models by preliminary covariate transformation: A pragmatic approach***by*Royston, P. & Sauerbrei, W.**4254-4268 Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach***by*Yu, Jun-Wu & Tian, Guo-Liang & Tang, Man-Lai**4269-4281 Two-sample tests of the equality of two cumulative incidence functions***by*Bajorunaite, Ruta & Klein, John P.**4282-4296 Bayesian mixture models in a longitudinal setting for analysing sheep CAT scan images***by*Alston, C.L. & Mengersen, K.L. & Robert, C.P. & Thompson, J.M. & Littlefield, P.J. & Perry, D. & Ball, A.J.**4297-4307 Testing transformations for the linear mixed model***by*Gurka, Matthew J. & Edwards, Lloyd J. & Nylander-French, Leena**4308-4323 Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes***by*Mante, Claude**4324-4336 Parametric and semi-parametric approaches in the analysis of short-term effects of air pollution on health***by*Baccini, Michela & Biggeri, Annibale & Lagazio, Corrado & Lertxundi, Aitana & Saez, Marc**4337-4353 A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic***by*John, Majnu & Priebe, Carey E.**4354-4368 Assessment of local influence in elliptical linear models with longitudinal structure***by*Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel**4369-4378 Finite mixture of gamma distributions: A conjugate prior***by*Al-Saleh, Jamal A. & Agarwal, Satish K.**4379-4392 Robust estimation of mixture complexity for count data***by*Woo, Mi-Ja & Sriram, T.N.**4393-4402 Bias reduction in kernel binary regression***by*Hazelton, Martin L.**4403-4412 The importance of the scales in heterogeneous robust clustering***by*Garcia-Escudero, L.A. & Gordaliza, A.**4413-4423 An alternative estimation method for the accelerated failure time frailty model***by*Zhang, Jiajia & Peng, Yingwei**4424-4437 A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities***by*Tang, Yongqiang & Ghosal, Subhashis**4438-4449 Bayesian nearest-neighbor analysis via record value statistics and nonhomogeneous spatial Poisson processes***by*Yang, Tae Young & Lee, Jae Chang**4450-4464 Goodness-of-fit tests for logistic regression models when data are collected using a complex sampling design***by*Archer, Kellie J. & Lemeshow, Stanley & Hosmer, David W.**4465-4483 Markov models for digraph panel data: Monte Carlo-based derivative estimation***by*Schweinberger, Michael & Snijders, Tom A.B.**4484-4496 L-moments and TL-moments of the generalized lambda distribution***by*Asquith, William H.**4497-4509 A new lifetime distribution***by*Kus, Coskun**4510-4525 Estimation of Hurst exponent revisited***by*Mielniczuk, J. & Wojdyllo, P.**4526-4542 Simulation-based sequential analysis of Markov switching stochastic volatility models***by*Carvalho, Carlos M. & Lopes, Hedibert F.**4543-4561 Generalized likelihood ratio test for varying-coefficient models with different smoothing variables***by*Ip, Wai-Cheung & Wong, Heung & Zhang, Riquan**4562-4576 Classification of type I-censored bivariate data***by*Langdon, Matthew J. & Taylor, Charles C. & West, Robert M.**4577-4596 Model comparison and selection for stationary space-time models***by*Huang, H.-C. & Martinez, F. & Mateu, J. & Montes, F.**4597-4604 Bootstrapping estimation for estimating relative potency in combinations of bioassays***by*Chen, D.G.**4605-4621 Knot selection by boosting techniques***by*Leitenstorfer, Florian & Tutz, Gerhard**4622-4632 An enhanced sign test for dependent binary data with small numbers of clusters***by*Gerard, Patrick D. & Schucany, William R.**4633-4642 A goodness of fit test for copulas based on Rosenblatt's transformation***by*Dobric, Jadran & Schmid, Friedrich**4643-4655 Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table***by*Iliopoulos, G. & Kateri, M. & Ntzoufras, I.**4656-4681 Improved statistical inference for the two-parameter Birnbaum-Saunders distribution***by*Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P.**4682-4691 k-Sample tests based on the likelihood ratio***by*Zhang, Jin & Wu, Yuehua**4692-4706 Diagnostics analysis for log-Birnbaum-Saunders regression models***by*Xie, Feng-Chang & Wei, Bo-Cheng**4707-4716 Correlation analysis of principal components from two populations***by*Yamamoto, Michiyo & Sugiyama, Takakazu & Murakami, Hidetoshi & Sakaori, Fumitake**4717-4730 Random Riemann Sum estimator versus Monte Carlo***by*Urmeneta, Henar & Hernandez, Victor**4731-4741 Estimating the width of a uniform distribution when data are measured with additive normal errors with known variance***by*Bensic, Mirta & Sabo, Kristian**4742-4750 Triangular fuzzification of random variables and power of distribution tests: Empirical discussion***by*Colubi, Ana & Gonzalez-Rodriguez, Gil**4751-4752 F. Ferraty and P. Vieu, Nonparametric functional data analysis: Theory and practice, Springer Series in Statistics, Springer, Berlin (2006) ISBN 978-0-387-30369-7, p. XX, 268pp 29 illus., Hardcover.***by*Hall, Peter**4753-4760 Asymptotical distributions, parameters and coverage probabilities of tolerance limits***by*Hu, Xiaomi**4761-4785 Modeling data with multiple time dimensions***by*Breeden, Joseph L.

### 2007, Volume 51, Issue 8

**3627-3630 An example of a misclassification problem applied to Australian equity data***by*Bertram, William K. & Peiris, M. Shelton**3631-3653 Computational techniques for spatial logistic regression with large data sets***by*Paciorek, Christopher J.**3654-3665 The computational order of a DACE dynamical model***by*Drignei, Dorin**3666-3678 A modified PLS path modeling algorithm handling reflective categorical variables and a new model building strategy***by*Jakobowicz, Emmanuel & Derquenne, Christian**3679-3688 An adjustment for edge effects using an augmented neighborhood model in the spatial auto-logistic model***by*Lim, Johan & Wang, Xinlei & Sherman, Michael**3689-3702 Acceleration schemes with application to the EM algorithm***by*Berlinet, A. & Roland, Ch.**3703-3717 Computational aspects of order [pi]ps sampling schemes***by*Matei, Alina & Tille, Yves**3718-3736 DALASS: Variable selection in discriminant analysis via the LASSO***by*Trendafilov, Nickolay T. & Jolliffe, Ian T.**3737-3748 Computational methods for case-cohort studies***by*Langholz, Bryan & Jiao, Jenny**3749-3764 Mixed model regression mapping for QTL detection in experimental crosses***by*Gilmour, A.R.**3765-3775 Efficient and exact tests of the risk ratio in a correlated 2x2 table with structural zero***by*Lloyd, Chris J.**3776-3787 Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations***by*Wang, Yong**3788-3799 Box and Cox power-transformation to confined and censored nonnormal responses in regression***by*Hamasaki, Toshimitsu & Kim, Seo Young**3800-3810 Identifying outliers with sequential fences***by*Schwertman, Neil C. & de Silva, Rapti**3811-3831 A comparative study of the reliability of nine statistical software packages***by*Keeling, Kellie B. & Pavur, Robert J.**3832-3843 Sample size calculation for non-compliance randomized trials with repeated measurements in binary data***by*Lui, Kung-Jong**3844-3861 Influence functions and local influence in linear discriminant analysis***by*Huang, Yufen & Kao, Tzu-Ling & Wang, Tai-Ho**3862-3870 The quality control chart for monitoring multivariate autocorrelated processes***by*Jarrett, Jeffrey E. & Pan, Xia**3871-3884 Forecasting nonlinear time series with neural network sieve bootstrap***by*Giordano, Francesco & La Rocca, Michele & Perna, Cira**3885-3897 Kernel estimation for adjusted p-values in multiple testing***by*Tsai, Chen-An & Chen, James J.**3898-3912 A smoothed residual based goodness-of-fit statistic for logistic hierarchical regression models***by*Sturdivant, Rodney X. & Hosmer Jr., David W.**3913-3930 Comparison of different estimation procedures for proportional hazards model with random effects***by*Abrahantes, Jose Cortinas & Legrand, Catherine & Burzykowski, Tomasz & Janssen, Paul & Ducrocq, Vincent & Duchateau, Luc**3931-3945 Arbitrarily shaped multiple spatial cluster detection for case event data***by*Demattei[diaeresis], Christophe & Molinari, Nicolas & Daures, Jean-Pierre**3946-3954 Chi-squared components for tests of fit and improved models for the grouped exponential distribution***by*Best, D.J. & Rayner, J.C.W.**3955-3967 Bayesian identification of clustered outliers in multiple regression***by*Mohr, Donna L.**3968-3982 Statistics to measure correlation for data mining applications***by*Rayward-Smith, V.J.**3983-3998 Numerical maximum log likelihood estimation for generalized lambda distributions***by*Su, Steve**3999-4000 Erratum to "The optimal confidence interval for the largest normal mean with unknown variance" [Computational Statistics and Data Analysis 47 (2004) 845-866]***by*Chen, Hubert J. & Chen, Shun-Yi**4001-4000 Erratum to "Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples": [Computational Statistics & Data Analysis 50 (2006) 3222-3242]***by*Ng, H.K.T. & Kundu, D. & Balakrishnan, N.**4002-4012 Application of a mixture model for determining the cutoff threshold for activity in high-throughput screening***by*Tong, Donald D.M. & Buxser, Stephen & Vidmar, Thomas J.**4013-4027 Two-way imputation: A Bayesian method for estimating missing scores in tests and questionnaires, and an accurate approximation***by*Van Ginkel, Joost R. & Andries Van der Ark, L. & Sijtsma, Klaas & Vermunt, Jeroen K.**4028-4037 A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP***by*Cerrato, Mario & Sarantis, Nicholas**4038-4053 Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process***by*Gutierrez, R. & Rico, N. & Roman, P. & Torres, F.**4054-4063 Detecting an interaction between treatment and a continuous covariate: A comparison of two approaches***by*Sauerbrei, Willi & Royston, Patrick & Zapien, Karina**4064-4068 On the performance of bias-reduction techniques for variance estimation in approximate Bayesian bootstrap imputation***by*Demirtas, Hakan & Arguelles, Lester M. & Chung, Hwan & Hedeker, Donald**4069-4082 Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys***by*Arbia, Giuseppe & Lafratta, Giovanni & Simeoni, Carla

### 2007, Volume 51, Issue 7

**3258-viii The Third Special Issue on Computational Econometrics***by*Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R.**3259-3281 Improving the reliability of bootstrap tests with the fast double bootstrap***by*Davidson, Russell & MacKinnon, James G.**3282-3295 Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models***by*Godfrey, L.G.**3296-3318 The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations***by*Kiviet, Jan F. & Niemczyk, Jerzy**3319-3329 Multivariate out-of-sample tests for Granger causality***by*Gelper, Sarah & Croux, Christophe**3330-3354 Worst-case estimation for econometric models with unobservable components***by*Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M.**3355-3367 Bias-adjusted estimation in the ARX(1) model***by*Broda, Simon & Carstensen, Kai & Paolella, Marc S.**3368-3380 Estimation of the income distribution and detection of subpopulations: An explanatory model***by*Flachaire, Emmanuel & Nunez, Olivier**3381-3392 Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand***by*Swamy, P.A.V.B. & Yaghi, Wisam & Mehta, Jatinder S. & Chang, I-Lok**3393-3417 Monte Carlo methods for derivatives of options with discontinuous payoffs***by*Detemple, Jerome & Rindisbacher, Marcel**3418-3432 Half-life estimation based on the bias-corrected bootstrap: A highest density region approach***by*Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J.**3433-3447 Approximating the distributions of estimators of financial risk under an asymmetric Laplace law***by*Trindade, A. Alexandre & Zhu, Yun**3448-3469 On sovereign credit migration: A study of alternative estimators and rating dynamics***by*Fuertes, Ana-Maria & Kalotychou, Elena**3470-3483 Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data***by*Bartolucci, Francesco & Nigro, Valentina**3484-3504 A bootstrap approach to test the conditional symmetry in time series models***by*Perez-Alonso, Alicia**3506-3508 Computational techniques for applied econometric analysis of macroeconomic and financial processes***by*Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K.**3509-3528 Auxiliary mixture sampling with applications to logistic models***by*Fruhwirth-Schnatter, Sylvia & Fruhwirth, Rudolf**3529-3550 Interpretation and inference in mixture models: Simple MCMC works***by*Geweke, John**3551-3566 Multivariate mixed normal conditional heteroskedasticity***by*Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K.**3567-3579 Multilevel modeling using spatial processes: Application to the Singapore housing market***by*Gelfand, Alan E. & Banerjee, Sudipto & Sirmans, C.F. & Tu, Yong & Eng Ong, Seow**3580-3594 Bootstrap prediction intervals for autoregressive time series***by*Clements, Michael P. & Kim, Jae H.**3595-3611 Robust optimal decisions with imprecise forecasts***by*Gulpinar, Nalan & Rustem, Berc**3612-3625 Forecast comparison of principal component regression and principal covariate regression***by*Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick

### 2007, Volume 51, Issue 6

**2783-2787 Logical operators of some statistical computing packages and missing values***by*Cordeiro, Jose Antonio**2788-2791 Nonstandard operator precedence in Excel***by*Berger, Roger L.**2792-2793 Comment on "Information matrices for Laplace and Pareto mixtures" by S. Nadarajah***by*Arslan, Olcay**2794-2795 Reply to the Comment by O. Arslan on "Information matrices for Laplace and Pareto mixtures"***by*Nadarajah, Saralees**2796-2802 A convenient way of generating gamma random variables using generalized exponential distribution***by*Kundu, Debasis & Gupta, Rameshwar D.**2803-2812 A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation***by*Wang, Hansheng**2813-2835 Estimating the parameters of a generalized lambda distribution***by*Fournier, B. & Rupin, N. & Bigerelle, M. & Najjar, D. & Iost, A. & Wilcox, R.**2836-2850 Comparison of semiparametric and parametric methods for estimating copulas***by*Kim, Gunky & Silvapulle, Mervyn J. & Silvapulle, Paramsothy**2851-2870 Parsimonious additive models***by*Avalos, Marta & Grandvalet, Yves & Ambroise, Christophe**2871-2888 Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials***by*Diaz, Rafael E.**2889-2906 Sampling algorithms for generating joint uniform distributions using the vine-copula method***by*Kurowicka, D. & Cooke, R.M.**2907-2918 Saddlepoint approximations for the doubly noncentral t distribution***by*Broda, Simon & Paolella, Marc S.**2919-2933 On improved EM algorithm and confidence interval construction for incomplete rxc tables***by*Tang, Man-Lai & Wang Ng, Kai & Tian, Guo-Liang & Tan, Ming**2934-2945 Computational Bayesian inference for estimating the size of a finite population***by*Nandram, Balgobin & Zelterman, Daniel**2946-2957 A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models***by*Wang, Ji-Ping**2958-2968 Exploring k-circulant supersaturated designs via genetic algorithms***by*Koukouvinos, Christos & Mylona, Kalliopi & Simos, Dimitris E.**2969-2981 Parallel exact sampling and evaluation of Gaussian Markov random fields***by*Steinsland, Ingelin**2982-2992 Bayesian sample size determination for case-control studies with misclassification***by*Stamey, James & Gerlach, Richard**2993-3001 A new Bayes estimate of the change point in the hazard function***by*Sertkaya Karasoy, Durdu & Kadilar, Cem**3002-3015 Testing linear independence in linear models with interval-valued data***by*Gil, Maria Angeles & Gonzalez-Rodriguez, Gil & Colubi, Ana & Montenegro, Manuel**3016-3026 Optimum allocation in stratified surveys: Stochastic programming***by*Diaz-Garcia, Jose A. & Garay-Tapia, Ma. Magdalena**3027-3040 Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version***by*Candel, Math J.J.M.**3041-3056 Non-linear properties of conditional returns under scale mixtures***by*Fotopoulos, Stergios B. & Jandhyala, Venkata K. & Chen, Kim-Heng**3057-3069 Reweighted kernel density estimation***by*Hazelton, Martin L. & Turlach, Berwin A.**3070-3084 Statistical inference for the risk ratio in 2x2 binomial trials with structural zero***by*Gupta, Ramesh C. & Tian, Suzhong**3085-3099 A comparative study of tests for the difference of two Poisson means***by*Ng, H.K.T. & Gu, K. & Tang, M.L.**3100-3114 Estimation of fractional integration in the presence of data noise***by*Haldrup, Niels & Nielsen, Morten Orregaard**3115-3122 Prediction intervals for regression models***by*Olive, David J.**3123-3144 Disentangling mark/point interaction in marked-point processes***by*Renshaw, Eric & Mateu, Jorge & Saura, Fuensanta**3145-3155 Correspondence analysis approach for finding allele associations in population genetic study***by*Park, Mira & Lee, Jae Won & Kim, Choongrak**3156-3172 Comparison of feature selection and classification algorithms in identifying malicious executables***by*Cai, D. Michael & Gokhale, Maya & Theiler, James**3173-3186 Confounding in the estimation of mediation effects***by*Li, Yan & Bienias, Julia L. & Bennett, David A.**3187-3196 Fracture orientation characterization: Minimizing statistical modelling errors***by*Tran, Nam H.**3197-3212 Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes***by*Congdon, Peter**3213-3222 Identification of the minimum effective dose for right-censored survival data***by*Chen, Yuh-Ing & Chang, Yu-Mei**3223-3234 Conditional independence of multivariate binary data with an application in caries research***by*Garcia-Zattera, Maria Jose & Jara, Alejandro & Lesaffre, Emmanuel & Declerck, Dominique**3235-3243 Robust balanced measurement designs when errors are serially correlated***by*Liao, Chen-Tuo & Lin, Tsai-Yu**3244-3256 EM algorithms for nonlinear mixed effects models***by*Wang, Jing

### 2007, Volume 51, Issue 5

**2375-2378 Graphing Kendall's [tau]***by*Davis, Matthew K. & Chen, Gemai**2379-2409 Exploring the state sequence space for hidden Markov and semi-Markov chains***by*Guedon, Yann**2410-2419 A computationally efficient method for nonlinear mixed-effects models with nonignorable missing data in time-varying covariates***by*Wu, Lang**2420-2427 Estimating joinpoints in continuous time scale for multiple change-point models***by*Yu, Binbing & Barrett, Michael J. & Kim, Hyune-Ju & Feuer, Eric J.**2428-2441 Goodness of fit tests via exponential series density estimation***by*Marsh, Patrick**2442-2460 Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models***by*Siani, Carole & de Peretti, Christian**2461-2486 A practical approximation algorithm for the LMS line estimator***by*Mount, David M. & Netanyahu, Nathan S. & Romanik, Kathleen & Silverman, Ruth & Wu, Angela Y.**2487-2498 Parallelizing AdaBoost by weights dynamics***by*Merler, Stefano & Caprile, Bruno & Furlanello, Cesare**2499-2512 Some extensions of score matching***by*Hyvarinen, Aapo**2513-2530 Point set stratification and Delaunay depth***by*Abellanas, Manuel & Claverol, Merce & Hurtado, Ferran**2531-2541 Algorithms for bounded-influence estimation***by*Bellio, Ruggero**2542-2558 Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models***by*Jullion, Astrid & Lambert, Philippe**2559-2572 Quantile estimation in two-phase sampling***by*Rueda, Maria del Mar & Arcos, Antonio & Munoz, Juan Francisco & Singh, Sarjinder**2573-2585 A mixture of mixture models for a classification problem: The unity measure error***by*Di Zio, Marco & Guarnera, Ugo & Rocci, Roberto**2586-2601 Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes***by*Congdon, P.**2602-2620 Identifying differentially expressed genes in dye-swapped microarray experiments of small sample size***by*Lian, I.B. & Chang, C.J. & Liang, Y.J. & Yang, M.J. & Fann, C.S.J.**2621-2635 On hybrid methods of inverse regression-based algorithms***by*Zhu, Li-Xing & Ohtaki, Megu & Li, Yingxing**2636-2652 Bayesian estimation of the Gaussian mixture GARCH model***by*Ausin, Maria Concepcion & Galeano, Pedro**2653-2669 Nonparametric estimation from length-biased data under competing risks***by*de Una-Alvarez, Jacobo & Rodriguez-Casal, Alberto**2670-2687 Discovery, visualization and performance analysis of enterprise workflow***by*Zhang, Ping & Serban, Nicoleta**2688-2700 Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach***by*Lombardi, Marco J.**2701-2719 Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques***by*Walde, Janette F.**2720-2733 Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model***by*Gonzalez-Manteiga, W. & Lombardia, M.J. & Molina, I. & Morales, D. & Santamaria, L.**2734-2746 Robust directed tests of normality against heavy-tailed alternatives***by*Gel, Yulia R. & Miao, Weiwen & Gastwirth, Joseph L.**2747-2752 Optimization of large simulations using statistical software***by*Novikov, Ilya & Oberman, Bernice**2753-2768 Detecting local regions of change in high-dimensional criminal or terrorist point processes***by*Porter, Michael D. & Brown, Donald E.**2769-2781 Using the EM algorithm for inference in a mixture of distributions with censored but partially identifiable data***by*Contreras-Cristan, Alberto

### 2006, Volume 51, Issue 4

**2115-2117 Special Issue on Nonlinear Modelling and Financial Econometrics***by*Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan**2118-2141 Semiparametric estimation in perturbed long memory series***by*Arteche, J.**2142-2163 Testing for multivariate autoregressive conditional heteroskedasticity using wavelets***by*Duchesne, Pierre**2164-2178 Comparison of nonnested asymmetric heteroskedastic models***by*Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P.**2179-2191 Regime-switching Pareto distributions for ACD models***by*De Luca, Giovanni & Zuccolotto, Paola**2192-2209 Stylized facts of financial time series and hidden semi-Markov models***by*Bulla, Jan & Bulla, Ingo**2210-2217 On the applicability of stochastic volatility models***by*Suk Kim, Myung & Wang, Suojin**2218-2231 A class of nonlinear stochastic volatility models and its implications for pricing currency options***by*Yu, Jun & Yang, Zhenlin & Zhang, Xibin**2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns***by*Brownlees, C.T. & Gallo, G.M.**2246-2266 Nonlinear dynamics in Nasdaq dealer quotes***by*Frijns, Bart & Schotman, Peter C.**2267-2277 A dynamic model of expected bond returns: A functional gradient descent approach***by*Audrino, Francesco & Barone-Adesi, Giovanni**2278-2294 Testing the martingale difference hypothesis using integrated regression functions***by*Escanciano, J. Carlos & Velasco, Carlos**2295-2312 Accurate value-at-risk forecasting based on the normal-GARCH model***by*Hartz, Christoph & Mittnik, Stefan & Paolella, Marc**2313-2338 Extremal financial risk models and portfolio evaluation***by*Zhang, Zhengjun & Huang, James