# Elsevier

# Computational Statistics & Data Analysis

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### November 2006, Volume 51, Issue 2

**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.**3222-3242 Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples***by*Ng, H.K.T. & Kundu, D. & Balakrishnan, N.**3243-3262 Flexible distributions for triple-goal estimates in two-stage hierarchical models***by*Paddock, Susan M. & Ridgeway, Greg & Lin, Rongheng & Louis, Thomas A.**3263-3277 Mean estimation with calibration techniques in presence of missing data***by*Rueda, M. & Martinez, S. & Martinez, H. & Arcos, A.**3278-3293 Finding a causal ordering via independent component analysis***by*Shimizu, Shohei & Hyvarinen, Aapo & Hoyer, Patrik O. & Kano, Yutaka**3294-3310 Estimation in covariate-adjusted regression***by*Senturk, Damla & Nguyen, Danh V.**3311-3323 Estimating the linear regression model with categorical covariates subject to randomized response***by*van den Hout, Ardo & Kooiman, Peter**3324-3342 Multiple testing procedures for analyzing stratified comparative clinical trials using odds ratios***by*Wu, K.H. & Tang, M.L. & Lee, K.M.**3343-3353 On simulating multivariate non-normal distributions from the generalized lambda distribution***by*Headrick, Todd C. & Mugdadi, Abdel**3354-3368 A latent variable model for estimating disease transmission rate from data on household outbreaks***by*Li, Ning & Qian, Guoqi & Huggins, Richard

### June 2006, Volume 50, Issue 10

**2509-2528 Analysis of Type-II progressively hybrid censored data***by*Kundu, Debasis & Joarder, Avijit**2529-2535 A simultaneous CONCOR algorithm for the analysis of two partitioned matrices***by*Lafosse, Roger & ten Berge, Jos M.F.**2536-2535 Erratum to "A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation" [Comput. Statist. Data Anal. 47 (2004) 1-29]***by*Nagahara, Yuichi**2537-2551 On fast generation of fractional Gaussian noise***by*Purczynski, Jan & Wlodarski, Przemyslaw**2552-2570 Approximate inference for disease mapping***by*Ainsworth, L.M. & Dean, C.B.**2571-2588 Evaluation of transfer evidence for three-level multivariate data with the use of graphical models***by*Aitken, C.G.G. & Lucy, D. & Zadora, G. & Curran, J.M.**2589-2599 Comparison of time series using subsampling***by*Alonso, Andres M. & Maharaj, Elizabeth A.**2600-2634 Errors in discrimination with monotone missing data from multivariate normal populations***by*Batsidis, A. & Zografos, K. & Loukas, S.**2635-2654 An improved Akaike information criterion for state-space model selection***by*Bengtsson, Thomas & Cavanaugh, Joseph E.**2655-2667 Modelling the mean of a doubly stochastic Poisson process by functional data analysis***by*Bouzas, P.R. & Valderrama, M.J. & Aguilera, A.M. & Ruiz-Fuentes, N.**2668-2684 A periodogram-based metric for time series classification***by*Caiado, Jorge & Crato, Nuno & Pena, Daniel**2685-2701 Comparison of methodologies to assess the convergence of Markov chain Monte Carlo methods***by*El Adlouni, Salaheddine & Favre, Anne-Catherine & Bobee, Bernard**2702-2714 Analysis of longitudinal data with intermittent missing values using the stochastic EM algorithm***by*Gad, Ahmed M. & Ahmed, Abeer S.**2715-2733 Tests for regression models with heteroskedasticity of unknown form***by*Godfrey, L.G.**2734-2751 Sample size, lag order and critical values of seasonal unit root tests***by*Harvey, David I. & van Dijk, Dick**2752-2768 Robust Box-Cox transformations based on minimum residual autocorrelation***by*Marazzi, Alfio & Yohai, Victor J.**2769-2798 GS-distributions: A new family of distributions for continuous unimodal variables***by*Muino, J.M. & Voit, E.O. & Sorribas, A.**2799-2821 Identifying influential multinomial observations by perturbation***by*Nyangoma, S.O. & Fung, W.-K. & Jansen, R.C.**2822-2834 Local influence in measurement error models with ridge estimate***by*Rasekh, A.R.**2835-2854 Investigating omitted variable bias in regression parameter estimation: A genetic algorithm approach***by*Sessions, David N. & Stevans, Lonnie K.**2855-2862 Optimal sn factorial designs when observations within-blocks are correlated***by*Sethuraman, Venkat S. & Raghavarao, Damaraju & Sinha, Bikas K.**2863-2877 Continuous significant linear dimensionality: Geometric interpretation and statistical characteristics***by*Shimansky, Yury P.**2878-2901 Response shrinkage estimators in binary regression***by*Tutz, Gerhard & Leitenstorfer, Florian**2902-2919 Separability in the fixed part of multilevel models***by*Van Landeghem, Georges & Onghena, Patrick & Van Damme, Jan**2920-2932 Clustering of gene locations***by*Walters, Eli & Altman, Naomi S. & Elnitski, Laura**2933-2941 Pairwise comparisons of dependent groups based on medians***by*Wilcox, Rand R.**2942-2951 A-minimax and D-minimax robust optimal designs for approximately linear Haar-wavelet models***by*Tian, Yongge & Herzberg, Agnes M.

### May 2006, Volume 50, Issue 9

**2137-2145 Introduction to the special issue on statistical signal extraction and filtering***by*Pollock, D.S.G.**2146-2166 Unobserved component models with asymmetric conditional variances***by*Broto, Carmen & Ruiz, Esther**2167-2190 An application of the TRAMO-SEATS automatic procedure; direct versus indirect adjustment***by*Maravall, Agustin**2191-2205 Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm***by*Mazzocchi, Mario**2206-2231 An iterated parametric approach to nonstationary signal extraction***by*McElroy, Tucker & Sutcliffe, Andrew**2232-2246 Decomposition of time series models in state-space form***by*Godolphin, E.J. & Triantafyllopoulos, Kostas**2247-2267 Bayesian analysis of the stochastic conditional duration model***by*Strickland, Chris M. & Forbes, Catherine S. & Martin, Gael M.**2268-2292 Econometric methods of signal extraction***by*Pollock, D.S.G.**2293-2312 Bootstrap prediction for returns and volatilities in GARCH models***by*Pascual, Lorenzo & Romo, Juan & Ruiz, Esther**2313-2338 Repeated median and hybrid filters***by*Fried, Roland & Bernholt, Thorsten & Gather, Ursula**2339-2360 Time-dependent frequency domain principal components analysis of multichannel non-stationary signals***by*Ombao, Hernando & Ringo Ho, Moon-ho**2361-2380 Unobserved heterogeneity in panel time series models***by*Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron**2381-2398 Multivariate denoising using wavelets and principal component analysis***by*Aminghafari, Mina & Cheze, Nathalie & Poggi, Jean-Michel**2399-2421 Wavelet-based bootstrapping of spatial patterns on a finite lattice***by*Whitcher, Brandon**2422-2446 Dimension reduction in functional regression with applications***by*Amato, U. & Antoniadis, A. & De Feis, I.**2447-2471 LASS: a tool for the local analysis of self-similarity***by*Stoev, Stilian & Taqqu, Murad S. & Park, Cheolwoo & Michailidis, George & Marron, J.S.**2472-2494 A novel HMM-based clustering algorithm for the analysis of gene expression time-course data***by*Zeng, Yujing & Garcia-Frias, Javier**2495-2507 Signal extraction for simulated games with a large number of players***by*Lehtinen, Aki

### April 2006, Volume 50, Issue 8

**1877-1890 On the estimation of the stereotype regression model***by*Kuss, Oliver**1891-1904 Calibrated FFT-based density approximations for [alpha]-stable distributions***by*Menn, Christian & Rachev, Svetlozar T.**1905-1924 Using principal components for estimating logistic regression with high-dimensional multicollinear data***by*Aguilera, Ana M. & Escabias, Manuel & Valderrama, Mariano J.**1925-1964 Relative density of the random r-factor proximity catch digraph for testing spatial patterns of segregation and association***by*Ceyhan, Elvan & Priebe, Carey E. & Wierman, John C.**1965-1994 Data-driven boundary estimation in deconvolution problems***by*Delaigle, A. & Gijbels, I.**1995-2013 Regional residual plots for assessing the fit of linear regression models***by*Deschepper, E. & Thas, O. & Ottoy, J.P.**2014-2027 Bounding maximum likelihood estimates based on incomplete ordered data***by*Fernandez, Arturo J.**2028-2043 Data analysis using regression models with missing observations and long-memory: an application study***by*Iglesias, Pilar & Jorquera, Hector & Palma, Wilfredo**2044-2064 Conditional log-linear structures for log-linear modelling***by*Kim, Sung-Ho**2065-2096 Multivariate distribution models with generalized hyperbolic margins***by*Schmidt, Rafael & Hrycej, Tomas & Stutzle, Eric**2097-2110 Self-organizing map visualizing conditional quantile functions with multidimensional covariates***by*Simila, Timo**2111-2123 On the permutation test in canonical correlation analysis***by*Yamada, Tomoya & Sugiyama, Takakazu**2124-2136 Discontinuities in indirect estimation: An application to EAR models***by*Di Iorio, Francesca & Calzolari, Giorgio

### April 2006, Volume 50, Issue 7

**1625-1654 A mixture model for the classification of three-way proximity data***by*Bocci, Laura & Vicari, Donatella & Vichi, Maurizio**1655-1677 MCMC algorithms for constrained variance matrices***by*Browne, William J.**1678-1699 Comparing stochastic volatility models through Monte Carlo simulations***by*Raggi, Davide & Bordignon, Silvano**1700-1734 A comparison of algorithms for fitting the PARAFAC model***by*Tomasi, Giorgio & Bro, Rasmus**1735-1748 An extension of the Williams trend test to general unbalanced linear models***by*Bretz, Frank**1749-1773 Preliminary Phi-divergence test estimator for multinomial probabilities***by*Gupta, A.K. & Nguyen, T. & Pardo, L.**1774-1792 Performing hypothesis tests on the shape of functional data***by*James, Gareth M. & Sood, Ashish**1793-1806 Sizes of two bootstrap-based nonparametric specification tests for the drift function in continuous time models***by*Kim, Myung Suk & Wang, Suojin**1807-1817 Existence and uniqueness of relative incidence estimates in case-series analysis***by*Li, Baibing & Huang, Xiangning**1818-1839 On fitting generalized non-linear models with varying coefficients***by*Staniswalis, Joan G.**1840-1854 Influential data cases when the Cp criterion is used for variable selection in multiple linear regression***by*Steel, S.J. & Uys, D.W.**1855-1876 A semiparametric hypothesis testing procedure for the ROC curve area under a density ratio model***by*Zhang, Biao

### March 2006, Volume 50, Issue 6

**1391-1397 Least median of squares and regression through the origin***by*Barreto, Humberto & Maharry, David**1398-1406 On quantile estimation by bootstrap***by*Brodin, Erik**1407-1417 Effect of using principal coordinates and principal components on retrieval of clusters***by*Chae, Seong S. & Warde, William D.**1418-1440 Tests of fit for the three-parameter lognormal distribution***by*Chen, Colin**1441-1451 L1-norm projection pursuit principal component analysis***by*Choulakian, V.**1452-1477 Fuzzy unsupervised classification of multivariate time trajectories with the Shannon entropy regularization***by*Coppi, Renato & D'Urso, Pierpaolo**1478-1495 Stock and bond return predictability: the discrimination power of model selection criteria***by*Dell'Aquila, Rosario & Ronchetti, Elvezio**1496-1523 A weighted fuzzy c-means clustering model for fuzzy data***by*D'Urso, Pierpaolo & Giordani, Paolo**1524-1550 A corrected Akaike criterion based on Kullback's symmetric divergence: applications in time series, multiple and multivariate regression***by*Hafidi, B. & Mkhadri, A.**1551-1564 Comparing two binary diagnostic tests in the presence of verification bias***by*Nofuentes, Jose Antonio Roldan & del Castillo, Juan de Dios Luna**1565-1582 Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model***by*Orbe, Jesus & Nunez-Anton, Vicente