# Elsevier

# Computational Statistics & Data Analysis

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### August 2006, Volume 50, Issue 12

**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**1583-1596 Nonparametric estimation of the coefficient of overlapping--theory and empirical application***by*Schmid, Friedrich & Schmidt, Axel**1597-1614 Analysis of the risk difference of marginal and conditional probabilities in an incomplete correlated 2x2 table***by*Wang, Shun-Fang & Tang, Nian-Sheng & Wang, Xue-Ren**1615-1624 Approximation of partial distribution in renewal function calculation***by*Hu, Xiaomi

### March 2006, Volume 50, Issue 5

**1153-1163 Improving the convergence rate in conditional autoregressive models***by*Abellana, Rosa M. & Carrasco, Josep L. & Jover, Lluis & Ascaso, Carlos**1164-1187 Techniques for generic probabilistic inversion***by*Du, C. & Kurowicka, D. & Cooke, R.M.**1188-1205 A hybrid EM approach to spatial clustering***by*Hu, Tianming & Sung, Sam Yuan**1206-1219 On the ratio of logistic random variables***by*Nadarajah, Saralees & Gupta, Arjun K.**1220-1247 Differential evolution and particle swarm optimisation in partitional clustering***by*Paterlini, Sandra & Krink, Thiemo**1248-1271 Efficient calculation of the NPMLE of a mixing distribution for mixtures of exponentials***by*Seidel, Wilfried & Sever, Krunoslav & Sevcikova, Hana**1272-1286 Hierarchical models for repeated binary data using the IBF sampler***by*Tan, Ming & Tian, Guo-Liang & Wang Ng, Kai**1287-1312 Linear grouping using orthogonal regression***by*Van Aelst, Stefan & (Steven) Wang, Xiaogang & Zamar, Ruben H. & Zhu, Rong**1313-1337 On some predictors of times to failure of censored items in progressively censored samples***by*Basak, Indrani & Basak, Prasanta & Balakrishnan, N.**1338-1355 Responder identification in clinical trials with censored data***by*Kehl, Victoria & Ulm, Kurt**1356-1377 Assessing local influence for nonlinear structural equation models with ignorable missing data***by*Lee, Sik-Yum & Lu, Bin & Song, Xin-Yuan**1378-1390 Semi-parametric single-index two-part regression models***by*Zhou, Xiao-Hua & Liang, Hua

### February 2006, Volume 50, Issue 4

**891-910 Asymptotic expansion of the sample correlation coefficient under nonnormality***by*Ogasawara, Haruhiko**911-925 A [beta]-expectation tolerance interval for general balanced mixed linear models***by*Lin, Tsai-Yu & Liao, Chen-Tuo**926-949 Nearest neighbours in least-squares data imputation algorithms with different missing patterns***by*Wasito, Ito & Mirkin, Boris**950-966 Information matrices for Laplace and Pareto mixtures***by*Nadarajah, Saralees**967-991 Generalized structured additive regression based on Bayesian P-splines***by*Brezger, Andreas & Lang, Stefan**992-1015 Loevinger's measures of rule quality for assessing cluster stability***by*Bertrand, P. & Bel Mufti, G.**1016-1032 Clustering of spatial point patterns***by*Ayala, G. & Epifanio, I. & Simo, A. & Zapater, V.**1033-1051 Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution***by*Wang, Zhihui & Desmond, A.F. & Lu, Xuewen**1052-1071 Online EM algorithm for mixture with application to internet traffic modeling***by*Liu, Z. & Almhana, J. & Choulakian, V. & McGorman, R.**1072-1089 On the combination of transmission/disequilibrium test and mean test for linkage detection using affected sib pairs***by*Tai, John Jen & Hou, Chia-Ding**1090-1104 Evaluating latent class analysis models in qualitative phenotype identification***by*Yang, Chih-Chien**1105-1112 Nonparametric iterated combined tests for genetic differentiation***by*Salmaso, Luigi & Solari, Aldo**1113-1130 Mining the customer credit using classification and regression tree and multivariate adaptive regression splines***by*Lee, Tian-Shyug & Chiu, Chih-Chou & Chou, Yu-Chao & Lu, Chi-Jie**1131-1151 Estimating the functional form of a continuous covariate's effect on survival time***by*Hollander, Norbert & Schumacher, Martin

### February 2006, Volume 50, Issue 3

**585-603 Separation index and partial membership for clustering***by*Qiu, Weiliang & Joe, Harry**604-610 A recursive algorithm for computing the distribution of the number of successes in higher-order Markovian trials***by*Martin, Donald E.K.**611-641 A divide-and-conquer approach in applying EM for large recursive models with incomplete categorical data***by*Kim, Seong-Ho & Kim, Sung-Ho**642-658 An even faster algorithm for ridge regression of reduced rank data***by*Turlach, Berwin A.**659-674 An improved collapsed Gibbs sampler for Dirichlet process mixing models***by*Kuo, Lynn & Yang, Tae Young**675-687 Estimation in partially linear models and numerical comparisons***by*Liang, Hua**688-709 Bayesian curve estimation by model averaging***by*Pena, Daniel & Redondas, Dolores**710-719 Maximum a posteriori pruning on decision trees and its application to bootstrap BUMPing***by*Kim, Jinseog & Kim, Yongdai**720-732 Multivariate distributions with correlation matrices for nonlinear repeated measurements***by*Lindsey, J.K. & Lindsey, P.J.**733-759 Robust measures of tail weight***by*Brys, Guy & Hubert, Mia & Struyf, Anja**760-774 Nonparametric density estimation and clustering in astronomical sky surveys***by*Jang, Woncheol**775-782 Approximate confidence interval for standard deviation of nonnormal distributions***by*Bonett, Douglas G.**783-802 Identification of interaction patterns and classification with applications to microarray data***by*Boulesteix, Anne-Laure & Tutz, Gerhard**803-812 Robust edge detection in noisy images***by*Lim, Dong Hoon**813-829 GACV for quantile smoothing splines***by*Yuan, Ming**830-858 The nature of sensitivity in monotone missing not at random models***by*Jansen, Ivy & Hens, Niel & Molenberghs, Geert & Aerts, Marc & Verbeke, Geert & Kenward, Michael G.**859-877 Heterogeneous demand responses to discrete price changes: an application to the purchase of lottery tickets***by*Hartley, Roger & Lanot, Gauthier**878-890 Efficiency evaluation of MEV spatial sampling strategies: a scenario analysis***by*Lafratta, Giovanni

### January 2006, Volume 50, Issue 2

**267-284 Improved predictions penalizing both slope and curvature in additive models***by*Aldrin, Magne**285-300 A recursive approach to detect multivariable conditional variance components and conditional random effects***by*Wu, Jixiang & Wu, Dongfeng & Jenkins, Johnie N. & McCarty, Jack Jr.**301-310 Statistical functions and procedures in IDL 5.6 and 6.0***by*Bustos, Oscar H. & Frery, Alejandro C.**311-331 The asymptotic convexity of the negative likelihood function of GARCH models***by*Ip, W.C. & Wong, Heung & Pan, J.Z. & Li, D.F.**332-345 Permutation procedures with censored data***by*Lim, Johan**346-357 Bayesian model choice based on Monte Carlo estimates of posterior model probabilities***by*Congdon, Peter**358-378 INDSCAL model: geometrical interpretation and methodology***by*Husson, F. & Pages, J.**379-401 An extension of the Gauss-Newton algorithm for estimation under asymmetric loss***by*Demetrescu, Matei**402-421 Comparisons of improved risk estimators of the multivariate mean vector***by*Khan, B.U. & Ahmed, S.E.**422-445 A model for non-parametric spatially varying regression effects***by*Congdon, Peter**446-462 Local minima in categorical multiple regression***by*van der Kooij, Anita J. & Meulman, Jacqueline J. & Heiser, Willem J.**463-474 Estimation of shared Gamma frailty models by a modified EM algorithm***by*Yu, Binbing**475-498 A semiparametric model selection criterion with applications to the marginal structural model***by*Brookhart, M. Alan & van der Laan, Mark J.**499-517 Efficient design and analysis of two colour factorial microarray experiments***by*Landgrebe, Jobst & Bretz, Frank & Brunner, Edgar**518-532 Identifying differentially expressed genes in unreplicated multiple-treatment microarray timecourse experiments***by*DeCook, Rhonda & Nettleton, Dan & Foster, Carol & Wurtele, Eve S.**533-550 Boosting and instability for regression trees***by*Gey, Servane & Poggi, Jean-Michel**551-567 Segmenting magnetic resonance images via hierarchical mixture modelling***by*Priebe, Carey E. & Miller, Michael I. & Tilak Ratnanather, J.**568-582 Estimation of seasonal fractionally integrated processes***by*Reisen, Valderio Anselmo & Rodrigues, Alexandre L. & Palma, Wilfredo**583-582 Erratum to "Inverse boosting for monotone regression functions" [Comput. Statist. Data Anal. 49 (2005) 757-770]***by*Kim, Yuwon & Koo, Ja-Yong**584-582 Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]***by*Jung Park, Soo & Wan Shin, Dong & Uk Park, Byeong & Chul Kim, Woo & Oh, Man-Suk

### January 2006, Volume 50, Issue 1

**1-4 2nd Special issue on matrix computations and statistics***by*Barlow, Jesse L. & Park, Haesun & Groenen, Patrick J.F. & Zha, Hongyuan**5-20 Computation of Huber's M-estimates for a block-angular regression problem***by*Chang, Xiao-Wen**21-39 Principal component analysis of binary data by iterated singular value decomposition***by*de Leeuw, Jan**40-60 The l1 solution of linear inequalities***by*Dax, Achiya**61-76 Fast and compact smoothing on large multidimensional grids***by*Eilers, Paul H.C. & Currie, Iain D. & Durban, Maria**77-88 A comparison between the Grobner bases approach and hidden projection properties in factorial designs***by*Evangelaras, H. & Koukouvinos, C.**89-106 An application of the modified Leverrier-Faddeev algorithm to the spectral decomposition of symmetric block-circulant matrices***by*Gower, John C.**107-134 A synthesis of canonical variate analysis, generalised canonical correlation and Procrustes analysis***by*Gardner, Sugnet & Gower, John C. & le Roux, N.J.**135-153 Sensitivity analysis of the strain criterion for multidimensional scaling***by*Lewis, R.M. & Trosset, M.W.**154-162 Sign eigenanalysis and its applications to optimization problems and robust statistics***by*Li, Baibing**163-180 Two-way Poisson mixture models for simultaneous document classification and word clustering***by*Li, Jia & Zha, Hongyuan**181-209 The element-wise weighted total least-squares problem***by*Markovsky, Ivan & Luisa Rastello, Maria & Premoli, Amedeo & Kukush, Alexander & Van Huffel, Sabine**210-220 Kruskal's condition for uniqueness in Candecomp/Parafac when ranks and k-ranks coincide***by*Stegeman, Alwin & Ten Berge, Jos M.F.**221-241 An improved method for generalized constrained canonical correlation analysis***by*Takane, Yoshio & Yanai, Haruo & Hwang, Heungsun**242-253 Projected gradient approach to the numerical solution of the SCoTLASS***by*Trendafilov, Nickolay T. & Jolliffe, Ian T.**254-265 A general construction method for mixed-level supersaturated design***by*Yamada, Shu & Matsui, Michiyo & Matsui, Tomomi & Lin, Dennis K.J. & Takahashi, Takenori