# Elsevier

# Computational Statistics & Data Analysis

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### 2006, Volume 50, Issue 3

**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

### 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

### 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

### 2005, Volume 49, Issue 4

**969-973 Optimising k-means clustering results with standard software packages***by*Hand, David J. & Krzanowski, Wojtek J.**974-997 How many principal components? stopping rules for determining the number of non-trivial axes revisited***by*Peres-Neto, Pedro R. & Jackson, Donald A. & Somers, Keith M.**998-1019 Confidence intervals for probabilistic network classifiers***by*Egmont-Petersen, M. & Feelders, A. & Baesens, B.**1020-1038 Maximum likelihood estimation in nonlinear mixed effects models***by*Kuhn, E. & Lavielle, M.**1039-1052 Efficient MCMC estimation of discrete distributions***by*Liang, Faming & Liu, Chuanhai**1053-1067 Approximating the distribution function of risk***by*Christophi, Costas A. & Modarres, Reza**1068-1078 Bundling classifiers by bagging trees***by*Hothorn, Torsten & Lausen, Berthold**1079-1104 Most mean powerful test of a composite null against a composite alternative***by*Begum, Nelufa & King, Maxwell L.**1105-1119 On generalized multivariate decision tree by using GEE***by*Keon Lee, Seong**1120-1131 Bayesian analysis of correlated misclassified binary data***by*Paulino, Carlos Daniel & Silva, Giovani & Alberto Achcar, Jorge**1132-1147 Estimation in the three-parameter inverse Gaussian distribution***by*Koutrouvelis, Ioannis A. & Canavos, George C. & Meintanis, Simos G.**1148-1172 Response modeling methodology (RMM)--maximum likelihood estimation procedures***by*Shore, Haim**1173-1191 Pairwise likelihood inference in spatial generalized linear mixed models***by*Varin, Cristiano & Host, Gudmund & Skare, Oivind**1192-1204 Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data***by*Park, Soo Jung & Wan Shin, Dong & Uk Park, Byeong & Chul Kim, Woo & Oh, Man-Suk**1205-1227 Relevance measures for subset variable selection in regression problems based on k-additive mutual information***by*Kojadinovic, Ivan**1228-1243 Applications of unbiased perturbations towards quantifying robustness with pragmatic geometric methods***by*Varma, Vishal & Halverson, Don R.**1244-1252 On the accuracy of statistical procedures in Microsoft Excel 2003***by*McCullough, B.D. & Wilson, Berry

### 2005, Volume 49, Issue 3

**631-641 Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria***by*Zhao, Yanli & Grambsch, Patricia M. & Neaton, James D.**643-662 Choosing the best Rukhin goodness-of-fit statistics***by*Marhuenda, Y. & Morales, D. & Pardo, J.A. & Pardo, M.C.**663-688 Hidden hybrid Markov/semi-Markov chains***by*Guedon, Yann**689-708 Restricted methods in symmetrical linear regression models***by*Cysneiros, Francisco Jose A. & Paula, Gilberto A.**709-721 Likelihood-ratio tests for normality***by*Zhang, Jin & Wu, Yuehua**723-739 Testing general hypotheses under binomial sampling: the two sample case--asymptotic theory and exact procedures***by*Munk, A. & Skipka, G. & Stratmann, B.**741-756 A large deviation approach to normality testing***by*Sigut, J. & Pineiro, J. & Moreno, L. & Estevez, J. & Aguilar, R. & Marichal, R.**757-770 Inverse boosting for monotone regression functions***by*Kim, Yuwon & Koo, Ja-Yong**771-783 Asymptotic robustness of the asymptotic biases in structural equation modeling***by*Ogasawara, Haruhiko**785-808 An extended redundancy analysis and its applications to two practical examples***by*Takane, Yoshio & Hwang, Heungsun**809-819 Two simple resistant regression estimators***by*Olive, David J.**821-836 Bayesian modeling of missing data in clinical research***by*Austin, Peter C. & Escobar, Michael D.**837-848 Stochastic programming methods in the response surface methodology***by*Diaz-Garcia, Jose A. & Ramos-Quiroga, Rogelio & Cabrera-Vicencio, Enrique**849-861 Generalised indirect classifiers***by*Peters, A. & Hothorn, T. & Lausen, B.**863-874 A robust testing procedure for the equality of covariance matrices***by*Aslam, Shagufta & Rocke, David M.**875-891 Robust regression diagnostics with data transformations***by*Cheng, Tsung-Chi**893-915 Regression trees for analysis of count data with extra Poisson variation***by*Choi, Yunhee & Ahn, Hongshik & Chen, James J.**917-934 A mixture model for preferences data analysis***by*D'Elia, Angela & Piccolo, Domenico**935-934 Addendum to "Confidence intervals based on estimators with unknown rates of convergence" [Comp. Stat. and Data 46/1 (2003) 123-139]***by*Sherman, Michael & Carlstein, Edward**937-953 Multiple imputation of missing values in a cancer mortality analysis with estimated exposure dose***by*Sartori, Nicola & Salvan, Alberto & Thomaseth, Karl**955-968 Statistical analysis of neuromuscular blockade response: contributions to an automatic controller calibration***by*Eduarda Silva, M. & Mendonca, Teresa & Silva, Isabel & Magalhaes, Hugo

### 2005, Volume 49, Issue 2

**283-285 Second Special issue on Computational Econometrics***by*Belsley, David A. & John Kontoghiorghes, Erricos**287-310 An option pricing formula for the GARCH diffusion model***by*Barone-Adesi, Giovanni & Rasmussen, Henrik & Ravanelli, Claudia**311-331 Optimal aggregation of linear time series models***by*Chipman, J. & Winker, P.**333-348 Small-sample improvements in the statistical analysis of seasonally cointegrated systems***by*Cubadda, Gianluca & Omtzigt, Pieter**349-360 Estimating confidence regions over bounded domains***by*Eklund, Bruno**361-376 Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap***by*Flachaire, Emmanuel**377-395 The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models***by*Godfrey, L.G. & Tremayne, A.R.**397-416 Computing estimates of continuous time macroeconometric models on the basis of discrete data***by*Jewitt, Giles & Roderick McCrorie, J.**417-444 Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks***by*Joseph, Agnes S. & Kiviet, Jan F.**445-460 Exact tests of the stability of the Phillips curve: the Canadian case***by*Khalaf, Lynda & Kichian, Maral**461-475 Computational algorithms for double bootstrap confidence intervals***by*Nankervis, John C.**477-498 New algorithms for dating the business cycle***by*Proietti, Tommaso**499-525 Third-order inference for the Weibull distribution***by*Rekkas, M. & Wong, A.**527-554 Simulation-based Bayesian estimation of an affine term structure model***by*Sanford, Andrew D. & Martin, Gael M.**555-573 A comparison of semiparametric estimators for the ordered response model***by*Stewart, Mark B.**575-590 How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US***by*Swamy, P.A.V.B. & Tavlas, George S. & Chang, I-Lok**591-609 An adaptive algorithm for least squares piecewise monotonic data fitting***by*Vassiliou, E. & Demetriou, I.C.**611-629 Evaluating volatility forecasts in option pricing in the context of a simulated options market***by*Xekalaki, Evdokia & Degiannakis, Stavros

### 2005, Volume 49, Issue 1

**1-18 Bayesian inference for spatially inhomogeneous pairwise interacting point processes***by*Bognar, Matthew A.**19-32 Computing the constrained M-estimates for regression***by*Edlund, Ove & Ekblom, Hakan**33-43 An improved method for the computation of maximum likeliood estimates for multinomial overdispersion models***by*Neerchal, Nagaraj K. & Morel, Jorge G.**45-62 An evaluation of the edge effects in disease map modelling***by*Vidal Rodeiro, Carmen L. & Lawson, Andrew B.**63-76 A spectral clustering method for microarray data***by*Tritchler, David & Fallah, Shafagh & Beyene, Joseph**77-84 Estimating cell probabilities under order-restricted odds ratios***by*Gao, Wei & Shi, Ning-Zhong**85-97 A new algorithm for solving binary discrimination in conditional logistic regression, with two choices of strata***by*Yau Fu, Chong & Hung, Jeng-Hsiu & Liu, Shih-Hua & Chien, Yung-Lin**99-108 Clusterwise PLS regression on a stochastic process***by*Preda, C. & Saporta, G.**109-129 Sums, products, and ratios for the bivariate lomax distribution***by*Nadarajah, Saralees**131-146 On a family of interval estimators of effective doses***by*Huang, Yangxin**147-167 Minimum message length estimation using EM methods: a case study***by*Jorgensen, Murray**169-186 Penalized spline smoothing in multivariable survival models with varying coefficients***by*Kauermann, Goran**187-200 Generalized Rayleigh distribution: different methods of estimations***by*Kundu, Debasis & Raqab, Mohammad Z.**201-216 Model-robust and model-sensitive designs***by*Goos, Peter & Kobilinsky, Andre & O'Brien, Timothy E. & Vandebroek, Martina**217-226 Equivalence of two treatments and sample size determination under exponential survival model with censoring***by*Nam, Jun-mo & Kim, Jinheum & Lee, Seungyeoun**227-242 Tests for normal mixtures based on the empirical characteristic function***by*Klar, Bernhard & Meintanis, Simos G.**243-263 Statistical methods and software for risk assessment: applications to a neurophysiological data set***by*Karavasilis, G.J. & Kotti, V.K. & Tsitsis, D.S. & Vassiliadis, V.G. & Rigas, A.G.**265-281 Multidimensional data visualization in the statistical analysis of curricula***by*Dzemyda, Gintautas

### 2005, Volume 48, Issue 4

**677-ix Erratum to "Wavelet estimation of partially linear models" [Computational Statistics and Data Analysis 47/1 (2004) 31-48]***by*Chang, Xiao-Wen & Qu, Leming**679-684 Power comparisons for an improved disease clustering test***by*Ozonoff, Al & Bonetti, Marco & Forsberg, Laura & Pagano, Marcello**685-701 Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM***by*Jank, Wolfgang**703-715 Fast and robust bootstrap for LTS***by*Willems, Gert & Van Aelst, Stefan**717-734 An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints***by*Li, Lei M.**735-753 Bayesian predictive model comparison via parallel sampling***by*Congdon, P.**755-764 Alternative computational formulae for generalized linear model diagnostics: identifying influential observations with SAS software***by*Preisser, John S. & Garcia, Daniel I.**765-778 Robustness properties of A-, D-, and E-optimal designs for polynomial growth models with autocorrelated errors***by*Moerbeek, M.**779-802 Sensitivity analysis of constrained linear L1 regression: perturbations to response and predictor variables***by*Shi, Mingren & Lukas, Mark A.**803-808 A normal approximation for the chi-square distribution***by*Canal, Luisa**809-819 Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment***by*Oh, Hee-Seok & Lee, Thomas C. M.**821-834 The use of mixtures for dealing with non-normal regression errors***by*Bartolucci, F. & Scaccia, L.**835-855 Including long- and short-term data in blinded sample size recalculation for binary endpoints***by*Wust, Kirsten & Kieser, Meinhard**857-868 Bayesian computation for logistic regression***by*Groenewald, Pieter C. N. & Mokgatlhe, Lucky**869-885 An extensive comparison of recent classification tools applied to microarray data***by*Lee, Jae Won & Lee, Jung Bok & Park, Mira & Song, Seuck Heun**887-908 Sequential Monte Carlo estimation of aerosol size distributions***by*Voutilainen, Arto & Kaipio, Jari P.

### 2005, Volume 48, Issue 3

**445-449 On the accuracy of statistical distributions in Microsoft Excel 2003***by*Knusel, Leo**451-466 A genetic method of LAD estimation for models with censored data***by*Zhou, Xiuqing & Wang, Jinde**467-487 Kernel weighted influence measures***by*Hens, Niel & Aerts, Marc & Molenberghs, Geert & Thijs, Herbert & Verbeke, Geert**489-507 Shrinkage estimation for the difference between exponential guarantee time parameters***by*Chiou, Paul & Miao, Weiwen**509-523 Estimation of parameters for exponentiated-Weibull family under type-II censoring scheme***by*Singh, Umesh & Gupta, Pramod K. & Upadhyay, S. K.**525-547 Modeling and prediction of multivariate space-time random fields***by*De Iaco, S. & Palma, M. & Posa, D.**549-570 Generalized nonlinear models and variance function estimation***by*Zhang, Nansong & Wei, Bo-cheng & Lin, Jin-guan**571-585 A data-based method for selecting tuning parameters in minimum distance estimators***by*Warwick, J.**587-603 Homogeneity analysis using absolute deviations***by*Michailidis, George & De Leeuw, Jan**605-621 A simple improved inferential method for some discrete distributions***by*Cai, Yong & Krishnamoorthy, K.**623-631 Bootstrap tests for independence in two-way ordinal contingency tables***by*Jeong, Hyeong Chul & Jhun, Myoungshic & Kim, Daehak**633-657 Distribution of mutual information from complete and incomplete data***by*Hutter, Marcus & Zaffalon, Marco**659-675 Latent class models for mixed variables with applications in Archaeometry***by*Moustaki, Irini & Papageorgiou, Ioulia

### 2005, Volume 48, Issue 2

**221-234 Assessment of two approximation methods for computing posterior model probabilities***by*Boone, Edward L. & Ye, Keying & Smith, Eric P.**235-254 Improved biclustering of microarray data demonstrated through systematic performance tests***by*Turner, Heather & Bailey, Trevor & Krzanowski, Wojtek**255-268 Extension to the product partition model: computing the probability of a change***by*Loschi, R.H. & Cruz, F.R.B.**269-290 A Bayesian approach to paired comparison rankings based on a graphical model***by*Kim, Hea-Jung**291-306 Multiple comparison procedures for detecting differences in simply ordered means***by*Nashimoto, Kane & Wright, F.T.**307-316 Multivariate least-trimmed squares regression estimator***by*Jung, Kang-Mo**317-343 A visual display device for significant features in complicated signals***by*Godtliebsen, Fred & Oigard, Tor Arne**345-361 On likelihood inference in binary mixed model with an application to COPD data***by*Sutradhar, Brajendra C. & Mukerjee, Rahul**363-389 Implementing componentwise Hastings algorithms***by*Levine, Richard A. & Yu, Zhaoxia & Hanley, William G. & Nitao, John J.**391-413 A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series***by*Kwan, Andy C.C. & Sim, Ah-Boon & Wu, Yangru**415-429 Variable selection in neural network regression models with dependent data: a subsampling approach***by*La Rocca, Michele & Perna, Cira**431-443 Statistical analysis of financial networks***by*Boginski, Vladimir & Butenko, Sergiy & Pardalos, Panos M.

### 2005, Volume 48, Issue 1

**1-4 Editorial***by*Esposito Vinzi, Vincenzo & Lauro, Carlo**5-16 Dimensionality reduction approach to multivariate prediction***by*Abraham, Bovas & Merola, Giovanni**17-46 PLS generalised linear regression***by*Bastien, Philippe & Vinzi, Vincenzo Esposito & Tenenhaus, Michel**47-62 Combined Procrustes analysis and PLSR for internal and external mapping of data from multiple sources***by*Dijksterhuis, Garmt & Martens, Harald & Martens, Magni**63-67 An alternative algorithm to the PLS B problem***by*Hanafi, M. & Qannari, E. M.**69-85 PCA and PLS with very large data sets***by*Kettaneh, Nouna & Berglund, Anders & Wold, Svante**87-101 A non-linear nested partial least-squares algorithm***by*Li, Baibing & Hassel, Per A. & Morris, A. Julian & Martin, Elaine B.**103-123 Regression of a data matrix on descriptors of both its rows and of its columns via latent variables: L-PLSR***by*Martens, Harald & Anderssen, Endre & Flatberg, Arnar & Gidskehaug, Lars Halvor & Hoy, Martin & Westad, Frank & Thybo, Anette & Martens, Magni**125-138 DPLS and PPLS: two PLS algorithms for large data sets***by*Milidiu, Ruy L. & Renteria, Raul P.**139-147 Discrimination on latent components with respect to patterns. Application to multicollinear data***by*Nocairi, Hicham & Mostafa Qannari, El & Vigneau, Evelyne & Bertrand, Dominique**149-158 PLS regression on a stochastic process***by*Preda, C. & Saporta, G.**159-205 PLS path modeling***by*Tenenhaus, Michel & Vinzi, Vincenzo Esposito & Chatelin, Yves-Marie & Lauro, Carlo**207-219 Interpretation of partial least-squares regression models with VARIMAX rotation***by*Wang, Huiwen & Liu, Qiang & Tu, Yongping

### 2004, Volume 47, Issue 4

**655-673 Bayesian sequential - optimal model-robust designs***by*Ruggoo, Arvind & Vandebroek, Martina**675-688 On a symmetrized simulation extrapolation estimator in linear errors-in-variables models***by*Polzehl, Jorg & Zwanzig, Silvelyn**689-704 Reiss and Thomas' automatic selection of the number of extremes***by*Neves, Claudia & Fraga Alves, M. I.**705-712 Gaussian process for nonstationary time series prediction***by*Brahim-Belhouari, Sofiane & Bermak, Amine**713-728 Statistical efficiency of curve fitting algorithms***by*Chernov, N. & Lesort, C.**729-743 Semiparametric models for capture-recapture studies with covariates***by*Zwane, E. N. & van der Heijden, P. G. M.**745-756 Comparing the asymptotic power of exact tests in 2x2 tables***by*Martin Andres, A. & Mato, A. Silva & Garcia, J. M. Tapia & Quevedo, M. J. Sanchez**757-773 Unconditional exact tests for the difference of binomial probabilities--contrasted and compared***by*Skipka, G. & Munk, A. & Freitag, G.**775-790 Isotonic single-index model for high-dimensional database marketing***by*Naik, Prasad A. & Tsai, Chih-Ling**791-807 Aggregating classifiers with mathematical programming***by*Adem, Jan & Gochet, Willy**809-821 Improved interval estimation for the two-parameter Birnbaum-Saunders distribution***by*Wu, Jianrong & Wong, A. C. M.**823-843 Discriminant analysis with independently repeated multivariate measurements: an L2 approach***by*Boumaza, Rachid**845-866 Optimal confidence interval for the largest normal mean with unknown variance***by*Chen, Hubert J. & Chen, Shun-Yi**867-880 Bayesian selection of fertilizer level when crop price depends on quality***by*Theobald, Chris M. & Talbot, Mike

### 2004, Volume 47, Issue 3

**401-431 Automatic monitoring and intervention in multivariate dynamic linear models***by*Salvador, Manuel & Gargallo, Pilar**433-440 An error in the Kinderman-Ramage method and how to fix it***by*Tirler, Gunter & Dalgaard, Peter & Hormann, Wolfgang & Leydold, Josef**441-453 A new algorithm to generate beta processes***by*Lee, Jaeyong & Kim, Yongdai**455-465 On homogeneous least-squares problems and the inconsistency introduced by mis-constraining***by*Yeredor, Arie & De Moor, Bart**467-485 A systematic comparison of methods for combining p-values from independent tests***by*Loughin, Thomas M.**487-515 The choice of smoothing parameter in nonparametric regression through Wild Bootstrap***by*Gonzalez Manteiga, W. & Martinez Miranda, M. D. & Perez Gonzalez, A.**517-536 Estimation in hazard regression models under ordered departures from proportionality***by*Bhattacharjee, Arnab**537-563 Choice of units of analysis and modeling strategies in multilevel hierarchical models***by*Abrahantes, Jose Cortinas & Molenberghs, Geert & Burzykowski, Tomasz & Shkedy, Ziv & Abad, Ariel Alonso & Renard, Didier**565-581 Statistical inference for geometric processes with gamma distributions***by*Chan, Jennifer S. K. & Lam, Yeh & Leung, Doris Y. P.**583-598 Data driven estimates for mixtures***by*Mendes, Beatriz Vaz de Melo & Lopes, Hedibert Freitas**599-609 Stable classification with applications to microarray data***by*Li, Chin-Shang & Cheng, Cheng**611-637 On estimating the proportion of true null hypotheses for false discovery rate controlling procedures in exploratory DNA microarray studies***by*Nguyen, Danh V.**639-653 Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies***by*Agresti, Alan & Caffo, Brian & Ohman-Strickland, Pamela