# Elsevier

# Computational Statistics & Data Analysis

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### 2007, Volume 51, Issue 8

**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**2339-2349 Fast algorithm for nonparametric arbitrage-free SPD estimation***by*Hlavka, Zdenek**2350-2364 Time series of count data: modeling, estimation and diagnostics***by*Jung, Robert C. & Kukuk, Martin & Liesenfeld, Roman**2365-2373 Pairwise likelihood inference for ordinal categorical time series***by*Varin, Cristiano & Vidoni, Paolo

### 2006, Volume 51, Issue 3

**1445-1462 Multivariate time series modeling and classification via hierarchical VAR mixtures***by*Prado, Raquel & Molina, Francisco & Huerta, Gabriel**1463-1478 Analysis of new variable selection methods for discriminant analysis***by*Pacheco, Joaquin & Casado, Silvia & Nunez, Laura & Gomez, Olga**1479-1490 Detection of linear and circular shapes in image analysis***by*Garlipp, T. & Muller, C.H.**1491-1508 Analysis of K sets of data, with differential emphasis on agreement between and within sets***by*Hanafi, Mohamed & Kiers, Henk A.L.**1509-1522 Fast estimation algorithm for likelihood-based analysis of repeated categorical responses***by*Jokinen, Jukka**1523-1534 Estimation of interclass correlation via a Kotz-type distribution***by*Helu, Amal & Naik, Dayanand N.**1535-1548 Numerical integration in logistic-normal models***by*Gonzalez, Jorge & Tuerlinckx, Francis & De Boeck, Paul & Cools, Ronald**1549-1561 Accelerating the convergence of the EM algorithm using the vector [epsilon] algorithm***by*Kuroda, Masahiro & Sakakihara, Michio**1562-1574 Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model***by*Samson, Adeline & Lavielle, Marc & Mentre, France**1575-1583 Maximum likelihood estimation for constrained parameters of multinomial distributions--Application to Zipf-Mandelbrot models***by*Izsak, F.**1584-1590 FIM for Arnold and Strauss's bivariate gamma distribution***by*Nadarajah, Saralees**1591-1601 Two classes of multiplicative algorithms for constructing optimizing distributions***by*Torsney, B. & Mandal, S.**1602-1613 Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models***by*Guolo, Annamaria & Brazzale, Alessandra R. & Salvan, Alessandra**1614-1622 Generating good pseudo-random numbers***by*Wichmann, B.A. & Hill, I.D.**1623-1642 Three-mode partitioning***by*Schepers, Jan & van Mechelen, Iven & Ceulemans, Eva**1643-1655 Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data***by*Kim, Yongdai & Kwon, Sunghoon & Heun Song, Seuck**1656-1663 Power analysis of database search using multiple scoring matrices***by*Frommlet, F. & Bogdan, M. & Futschik, A.**1664-1675 Causal effects in longitudinal studies: Definition and maximum likelihood estimation***by*Neugebauer, Romain & van der Laan, Mark J.**1676-1697 G-computation estimation for causal inference with complex longitudinal data***by*Neugebauer, Romain & van der Laan, Mark J.**1698-1718 The analysis of marked point patterns evolving through space and time***by*Sarkka, Aila & Renshaw, Eric**1719-1730 Bayesian multiscale analysis for time series data***by*Oigard, Tor Arne & Rue, Havard & Godtliebsen, Fred**1731-1738 Improved Pena-Rodriguez portmanteau test***by*Lin, Jen-Wen & McLeod, A.Ian**1739-1753 Criteria for global minimum of sum of squares in nonlinear regression***by*Demidenko, Eugene**1754-1764 Flexible temporal expression profile modelling using the Gaussian process***by*Yuan, Ming**1765-1778 Choice of B-splines with free parameters in the flexible discriminant analysis context***by*Reynes, Christelle & Sabatier, Robert & Molinari, Nicolas**1779-1802 A simple multivariate ARCH model specified by random coefficients***by*Fong, P.W. & Li, W.K. & An, Hong-Zhi**1803-1821 Minimum distance estimation of GARCH(1,1) models***by*Storti, G.**1822-1839 Construction of bivariate S-distributions with copulas***by*Yu, Lining & Voit, Eberhard O.**1840-1847 An algorithm for simulating permutation tests of graph-intersection measures of association***by*Stover, Jason H.**1848-1861 A hierarchical modeling approach for risk assessment in developmental toxicity studies***by*Faes, Christel & Geys, Helena & Aerts, Marc & Molenberghs, Geert**1862-1874 The specification of rank reducing observation sets in experimental design***by*Godolphin, J.D.**1875-1891 Partially parametric interval estimation of Pr{Y>X}***by*Adimari, Gianfranco & Chiogna, Monica**1892-1903 Detecting change-points in multidimensional stochastic processes***by*De Gooijer, Jan G.**1904-1923 Bayesian analysis of autoregressive moving average processes with unknown orders***by*Philippe, Anne**1924-1933 Semiparametric and nonparametric analysis of recurrent events with observation gaps***by*Zhao, Qiang & Sun, Jianguo**1934-1943 Comparing medians***by*Wilcox, Rand R.**1944-1956 Additive two-way hazards model with varying coefficients***by*Kauermann, Goran & Khomski, Pavel**1957-1964 A test against an umbrella ordered alternative***by*Singh, Parminder & Liu, Wei**1965-1985 Frequency estimation of undamped exponential signals using genetic algorithms***by*Mitra, Amit & Kundu, Debasis & Agrawal, Gunjan**1986-1996 The numerical evaluation of the probability density function of a quadratic form in normal variables***by*Lu, Zeng-Hua**1997-2028 Time-frequency analysis--G([lambda])-stationary processes***by*Jiang, Huiping & Gray, Henry L. & Woodward, Wayne A.**2029-2042 Bayesian testing for non-linearity in volatility modeling***by*Miazhynskaia, Tatiana & Fruhwirth-Schnatter, Sylvia & Dorffner, Georg**2043-2055 Variable selection in kernel Fisher discriminant analysis by means of recursive feature elimination***by*Louw, N. & Steel, S.J.**2056-2064 Additional sources of bias in half-life estimation***by*Seong, Byeongchan & Mahbub Morshed, A.K.M. & Ahn, Sung K.**2065-2077 Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches***by*Soliman, Ahmed A. & Abd Ellah, A.H. & Sultan, K.S.**2078-2090 Statistical designs for two-color microarray experiments involving technical replication***by*Tsai, Shin-Fu & Liao, Chen-Tuo & Chai, Feng-Shun**2091-2113 Local likelihood regression in generalized linear single-index models with applications to microarray data***by*Lambert-Lacroix, Sophie & Peyre, Julie

### 2006, Volume 51, Issue 2

**453-456 A linear programming procedure based on de la Vallee Poussin's minimax estimation procedure***by*Farebrother, Richard William**457-465 Optimal two-stage genome-wide association designs based on false discovery rate***by*Wang, Hansong & Stram, Daniel O.**466-480 A classification EM algorithm for binned data***by*Same, Allou & Ambroise, Christophe & Govaert, Gerard**481-489 Convergence of the sequence of parameters generated by alternating least squares algorithms***by*Krijnen, Wim P.**490-498 A major improvement to the Network Algorithm for Fisher's Exact Test in 2xc contingency tables***by*Requena, F. & Ciudad, N. Martin**499-512 Computation of the ARL for CUSUM-S2 schemes***by*Knoth, Sven**513-525 KNN-kernel density-based clustering for high-dimensional multivariate data***by*Tran, Thanh N. & Wehrens, Ron & Buydens, Lutgarde M.C.**526-544 A toolbox for K-centroids cluster analysis***by*Leisch, Friedrich**545-555 Robust estimation of dimension reduction space***by*Cizek, P. & Hardle, W.**556-569 Derived components regression using the BACON algorithm***by*Kondylis, Athanassios & Hadi, Ali S.**570-586 Interval estimation in a finite mixture model: Modeling P-values in multiple testing applications***by*Xiang, Qinfang & Edwards, Jode & Gadbury, Gary L.**587-600 Model-based cluster and discriminant analysis with the MIXMOD software***by*Biernacki, Christophe & Celeux, Gilles & Govaert, Gerard & Langrognet, Florent**601-611 Estimators of sensitivity and specificity in the presence of verification bias: A Bayesian approach***by*Martinez, Edson Zangiacomi & Alberto Achcar, Jorge & Louzada-Neto, Francisco**612-620 Choosing the optimal set of instruments from large instrument sets***by*Kapetanios, George**621-640 MCMC methods to approximate conditional predictive distributions***by*Bayarri, M.J. & Castellanos, M.E. & Morales, J.**641-658 Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data***by*He, Yi & Pan, Wei & Lin, Jizhen**659-667 Unbiased variable selection for classification trees with multivariate responses***by*Lee, Tzu-Haw & Shih, Yu-Shan**668-678 Bregman divergences in the (mxk)-partitioning problem***by*Kokolakis, G. & Nanopoulos, Ph. & Fouskakis, D.**679-698 Perfect simulation for marked point processes***by*van Lieshout, M.N.M. & Stoica, R.S.**699-709 Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models***by*Skaug, Hans J. & Fournier, David A.**710-722 The sizes of the three popular asymptotic tests for testing homogeneity of two binomial proportions***by*Kang, Seung-Ho & Lee, Yonghee & Park, EunSug**723-736 New criteria for robust integer-valued designs in linear models***by*Adewale, Adeniyi J. & Wiens, Douglas P.**737-746 Robust centroid method***by*Choulakian, V. & Allard, J. & Almhana, J.**747-761 Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions***by*Jank, Wolfgang**762-776 Time series clustering based on forecast densities***by*Alonso, A.M. & Berrendero, J.R. & Hernandez, A. & Justel, A.**777-792 Mixed model-based inference in geoadditive hazard regression for interval-censored survival times***by*Kneib, Thomas**793-796 Testing for preference using a sum of Wilcoxon signed rank statistics***by*Capanu, Marinela & Jones, Gregory A. & Randles, Ronald H.**797-800 On unit root testing with smooth transitions***by*Vougas, Dimitrios V.**801-808 Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models***by*Zheng, Guoqing & Zhang, Pingjian**809-822 Bayesian copula selection***by*Huard, David & Evin, Guillaume & Favre, Anne-Catherine**823-835 MCMC-based local parametric sensitivity estimations***by*Perez, C.J. & Martin, J. & Rufo, M.J.**836-858 Reciprocal curves***by*Hinkle, John E. & Rayens, William S.**859-871 Statistical reconstruction of random point patterns***by*Tscheschel, A. & Stoyan, D.**872-884 Very accurate posterior approximations based on finite mixtures of the hyperparameters conditionals***by*Gilardoni, G.L.**885-903 Forecasting daily time series using periodic unobserved components time series models***by*Koopman, Siem Jan & Ooms, Marius**904-917 Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators***by*Luceno, Alberto