# Elsevier

# Computational Statistics & Data Analysis

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### February 2007, Volume 51, Issue 5

**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

### December 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

### December 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

### November 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**918-930 Automatic dimensionality selection from the scree plot via the use of profile likelihood***by*Zhu, Mu & Ghodsi, Ali**931-946 Combinatorial individual differences scaling within the city-block metric***by*Kohn, Hans-Friedrich**947-959 Estimation of quantile mixtures via L-moments and trimmed L-moments***by*Karvanen, Juha**960-981 Improved point and interval estimation for a beta regression model***by*Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P.**982-1001 Optimal confidence interval for the largest normal mean under heteroscedasticity***by*Chen, Hubert J. & Wen, Miin-Jye**1002-1011 Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models***by*Silva, E.M. & Franco, G.C. & Reisen, V.A. & Cruz, F.R.B.**1012-1021 Interval estimation of binomial proportions based on weighted Polya posterior***by*Lee, Seung-Chun**1022-1038 A studentized range test for the equivalency of normal means under heteroscedasticity***by*Wen, Miin-Jye & Chen, Hubert J.**1039-1050 Resampling methods for ranked set samples***by*Modarres, Reza & Hui, Terrence P. & Zheng, Gang**1051-1062 Improved confidence regions for a mean vector under general conditions***by*Xu, Jin & Gupta, Arjun K.**1063-1074 On the use of the bootstrap for estimating functions with functional data***by*Cuevas, Antonio & Febrero, Manuel & Fraiman, Ricardo**1075-1088 Blocking response surface designs***by*Goos, P. & Donev, A.N.**1089-1099 Model-sensitive sequential optimal designs***by*Ruggoo, Arvind & Vandebroek, Martina**1100-1118 On tests of independence based on minimum [phi]-divergence estimator with constraints: An application to modeling DNA***by*Menendez, M.L. & Pardo, J.A. & Pardo, L. & Zografos, K.**1119-1130 Bayesian estimation based on trimmed samples from Pareto populations***by*Fernandez, Arturo J.**1131-1146 Deletion measures for generalized linear mixed effects models***by*Xu, Liang & Lee, Sik-Yum & Poon, Wai-Yin**1147-1155 Classification of pathological stage of prostate cancer patients using penalized splines***by*Banerjee, Tathagata & Maiti, Tapabrata & Mukhopadhyay, Pushpal**1156-1162 Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable***by*Tian, Lili**1163-1183 A novel method for testing normality in a mixed model of a nested classification***by*Hwang, Yi-Ting & Wei, Peir Feng**1184-1196 Threshold-based clustering with merging and regularization in application to network intrusion detection***by*Nikulin, V.**1197-1212 A SAS/IML software program for GEE and regression diagnostics***by*Hammill, Bradley G. & Preisser, John S.**1213-1231 Sensitivity analysis of constrained linear L1 regression: Perturbations to constraints, addition and deletion of observations***by*Lukas, Mark A. & Shi, Mingren**1232-1242 Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising***by*ter Braak, Cajo J.F.**1243-1259 Simulation-based approach to estimation of latent variable models***by*Qian, Zhiguang & Shapiro, Alexander**1260-1277 An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study***by*N'Guessan, Assi & Essai, Azeddine & N'Zi, Modeste**1278-1292 Data mining based Bayesian networks for best classification***by*Ouali, Abdelaziz & Ramdane Cherif, Amar & Krebs, Marie-Odile**1293-1311 An analysis of the flexibility of Asymmetric Power GARCH models***by*Ane, Thierry**1312-1329 Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market***by*Roch, Oriol & Alegre, Antonio**1330-1346 An atmosphere-ocean time series model of global climate change***by*Stern, David I.**1347-1363 Hierarchical Bayesian modelling of spatial age-dependent mortality***by*Miklos Arato, N. & Dryden, Ian L. & Taylor, Charles C.**1364-1383 Stability of household income in European countries in the 1990s***by*Longford, N.T. & Pittau, M.G.**1384-1392 Some extensions of Langenberg model for clinical trials with delayed observations normally distributed responses***by*Mady, Afaf M.**1393-1410 Theoretical framework for local PLS1 regression, and application to a rainfall data set***by*Sicard, E. & Sabatier, R.**1411-1419 An empirical assessment of ranking accuracy in ranked set sampling***by*Chen, Haiying & Stasny, Elizabeth A. & Wolfe, Douglas A.**1420-1441 Early warning systems for sovereign debt crises: The role of heterogeneity***by*Fuertes, Ana-Maria & Kalotychou, Elena

### November 2006, Volume 51, Issue 1

**1-14 The fuzzy approach to statistical analysis***by*Coppi, Renato & Gil, Maria A. & Kiers, Henk A.L.**15-46 Generalized theory of uncertainty (GTU)--principal concepts and ideas***by*Zadeh, Lotfi A.**47-69 Possibility theory and statistical reasoning***by*Dubois, Didier**70-85 Random and fuzzy sets in coarse data analysis***by*Nguyen, Hung T. & Wu, Berlin**86-108 Practical representations of incomplete probabilistic knowledge***by*Baudrit, C. & Dubois, D.**109-114 Tools for fuzzy random variables: Embeddings and measurabilities***by*Lopez-Diaz, Miguel & Ralescu, Dan A.**115-132 Conditional probability and fuzzy information***by*Coletti, Giulianella & Scozzafava, Romano**133-147 Univariate statistical analysis with fuzzy data***by*Viertl, Reinhard**148-162 Bootstrap approach to the multi-sample test of means with imprecise data***by*Gil, Maria Angeles & Montenegro, Manuel & Gonzalez-Rodriguez, Gil & Colubi, Ana & Rosa Casals, Maria**163-176 A fuzzy representation of random variables: An operational tool in exploratory analysis and hypothesis testing***by*Gonzalez-Rodriguez, Gil & Colubi, Ana & Angeles Gil, Maria**177-191 A decision support system methodology for forecasting of time series based on soft computing***by*Bermudez, J.D. & Segura, J.V. & Vercher, E.**192-214 Data analysis with fuzzy clustering methods***by*Doring, Christian & Lesot, Marie-Jeanne & Kruse, Rudolf**215-234 Extending fuzzy and probabilistic clustering to very large data sets***by*Hathaway, Richard J. & Bezdek, James C.**235-252 Regression with fuzzy random data***by*Nather, Wolfgang**253-266 Dual models for possibilistic regression analysis***by*Guo, Peijun & Tanaka, Hideo**267-286 Least squares estimation of a linear regression model with LR fuzzy response***by*Coppi, Renato & D'Urso, Pierpaolo & Giordani, Paolo & Santoro, Adriana**287-313 Fuzzy clusterwise linear regression analysis with symmetrical fuzzy output variable***by*D'Urso, Pierpaolo & Santoro, Adriana**314-322 The coefficient of concordance for vague data***by*Grzegorzewski, Przemyslaw**323-334 Goodman-Kruskal [gamma] measure of dependence for fuzzy ordered categorical data***by*Hryniewicz, Olgierd**335-359 Fuzzy multidimensional scaling***by*Hebert, Pierre-Alexandre & Masson, Marie-Helene & Denoeux, Thierry**360-378 I-Scal: Multidimensional scaling of interval dissimilarities***by*Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E.**379-397 A comparison of three methods for principal component analysis of fuzzy interval data***by*Giordani, Paolo & Kiers, Henk A.L.**398-416 Design of local fuzzy models using evolutionary algorithms***by*Bonissone, Piero P. & Varma, Anil & Aggour, Kareem S. & Xue, Feng**417-433 Fuzzy modelling and estimation of economic relationships***by*Shepherd, David & Shi, Francis K.C.**434-451 Development of fuzzy process control charts and fuzzy unnatural pattern analyses***by*Gulbay, Murat & Kahraman, Cengiz

### August 2006, Volume 50, Issue 12

**3369-3385 Confidence intervals for a binomial parameter based on binary data subject to false-positive misclassification***by*Boese, Doyle H. & Young, Dean M. & Stamey, James D.**3386-3404 Iterated importance sampling in missing data problems***by*Celeux, Gilles & Marin, Jean-Michel & Robert, Christian P.**3405-3431 Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach***by*Levine, M.**3432-3448 Power and Type I error rates of goodness-of-fit statistics for binomial generalized estimating equations (GEE) models***by*Lin, Hui-Yi & Myers, Leann**3449-3463 The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables***by*Nadarajah, Saralees & Ali, M. Masoom**3464-3485 Multivariable regression model building by using fractional polynomials: Description of SAS, STATA and R programs***by*Sauerbrei, W. & Meier-Hirmer, C. & Benner, A. & Royston, P.**3486-3499 A class of template splines***by*Sima, Diana M. & Van Huffel, Sabine**3500-3530 On a fast, robust estimator of the mode: Comparisons to other robust estimators with applications***by*Bickel, David R. & Fruhwirth, Rudolf**3531-3546 A method of predicting the number of clusters using Rand's statistic***by*Chae, Seong S. & DuBien, Janice L. & Warde, William D.**3547-3566 Functional coefficient autoregressive models for vector time series***by*Harvill, Jane L. & Ray, Bonnie K.**3567-3591 Testing for random effects in panel data under cross sectional error correlation--A bootstrap approach to the Breusch Pagan test***by*Herwartz, Helmut**3592-3604 A two-stage empirical Bayes method for identifying differentially expressed genes***by*Ji, Yuan & Tsui, Kam-Wah & Kim, KyungMann**3605-3618 Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions***by*Kanamori, Takafumi & Takeuchi, Ichiro**3619-3628 A permutation test motivated by microarray data analysis***by*Klebanov, L. & Gordon, A. & Xiao, Y. & Land, H. & Yakovlev, A.**3629-3643 Empirical and kernel estimation of covariate distribution conditional on survival time***by*Li, Xiaochun & Xu, Ronghui**3644-3662 Exact maximum likelihood estimation of partially nonstationary vector ARMA models***by*Mauricio, Jose Alberto**3663-3680 A guide for multilevel modeling of dyadic data with binary outcomes using SAS PROC NLMIXED***by*McMahon, James M. & Pouget, Enrique R. & Tortu, Stephanie**3681-3701 Robust variance estimation for random effects meta-analysis***by*Sidik, Kurex & Jonkman, Jeffrey N.**3702-3720 Multivariate discount weighted regression and local level models***by*Triantafyllopoulos, Kostas**3721-3743 Visualizing "typical" and "exotic" Internet traffic data***by*Kafadar, Karen & Wegman, Edward J.

### July 2006, Volume 50, Issue 11

**2953-2957 Confidence interval for a coefficient of quartile variation***by*Bonett, Douglas G.**2958-2986 Exact maximum likelihood estimation of structured or unit root multivariate time series models***by*Melard, Guy & Roy, Roch & Saidi, Abdessamad**2987-3008 Implementing a class of structural change tests: An econometric computing approach***by*Zeileis, Achim**3009-3031 A Bayesian approach to bandwidth selection for multivariate kernel density estimation***by*Zhang, Xibin & King, Maxwell L. & Hyndman, Rob J.**3032-3052 The impact of general non-parametric volatility functions in multivariate GARCH models***by*Audrino, Francesco**3053-3066 Longitudinal data model selection***by*Azari, Rahman & Li, Lexin & Tsai, Chih-Ling**3067-3085 Nonparametric estimation of the regression function from quantized observations***by*Benhenni, K. & Rachdi, M.**3086-3098 A bridge between Tucker-1 and Carroll's generalized canonical analysis***by*Dahl, Tobias & Naes, Tormod**3099-3112 The design of optimum component test plans for system reliability***by*Feyzioglu, Orhan & Kuban Altinel, I. & Ozekici, Suleyman**3113-3123 On optimum choice of k in nearest neighbor classification***by*Ghosh, Anil K.**3124-3140 Robust weighted LAD regression***by*Giloni, Avi & Simonoff, Jeffrey S. & Sengupta, Bhaskar**3141-3164 Statistical inference for the common mean of two log-normal distributions and some applications in reliability***by*Gupta, Ramesh C. & Li, Xue**3165-3178 Logrank-type tests for comparing survival curves with interval-censored data***by*Kim, Jinheum & Kang, Dae Ryong & Nam, Chung Mo**3179-3198 Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models***by*Lin, Jin-Guan & Wei, Bo-cheng**3199-3221 Cressie and Read power-divergences as influence measures for logistic regression models***by*Munoz-Garcia, J. & Munoz-Pichardo, J.M. & Pardo, L.