# Elsevier

# Computational Statistics & Data Analysis

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### 2015, Volume 85, Issue C

### 2015, Volume 84, Issue C

**1-13 Nonparametric estimation of pair-copula constructions with the empirical pair-copula***by*Hobæk Haff, Ingrid & Segers, Johan**14-26 Approximate maximum likelihood estimation of the autologistic model***by*Bee, Marco & Espa, Giuseppe & Giuliani, Diego**27-40 An exact polynomial time algorithm for computing the least trimmed squares estimate***by*Klouda, Karel**41-53 A Gaussian pseudolikelihood approach for quantile regression with repeated measurements***by*Fu, Liya & Wang, You-Gan & Zhu, Min**54-67 A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations***by*Sun, Libo & Lee, Chihoon & Hoeting, Jennifer A.**68-84 Iterated Bernstein operators for distribution function and density estimation: Balancing between the number of iterations and the polynomial degree***by*Manté, Claude**85-98 A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests***by*Liu, Wei & Zhang, Bo & Zhang, Zhiwei & Chen, Baojiang & Zhou, Xiao-Hua**99-115 A semiparametric Bayesian approach for joint-quantile regression with clustered data***by*Jang, Woosung & Wang, Huixia Judy**116-134 Confidence interval construction for the Youden index based on partially validated series***by*Poon, Wai-Yin & Qiu, Shi-Fang & Tang, Man-Lai**135-151 A new MM algorithm for constrained estimation in the proportional hazards model***by*Ding, Jieli & Tian, Guo-Liang & Yuen, Kam Chuen

### 2015, Volume 83, Issue C

**1-13 Accurate ensemble pruning with PL-bagging***by*Chung, Dongjun & Kim, Hyunjoong**14-25 Stationary bootstrapping for semiparametric panel unit root tests***by*Hwang, Eunju & Shin, Dong Wan**26-36 Inference on the Weibull distribution based on record values***by*Wang, Bing Xing & Ye, Zhi-Sheng**37-51 Prediction intervals for integrals of Gaussian random fields***by*De Oliveira, Victor & Kone, Bazoumana**52-64 Checking the adequacy for a distortion errors-in-variables parametric regression model***by*Zhang, Jun & Li, Gaorong & Feng, Zhenghui**65-81 Modeling and forecasting duration-dependent mortality rates***by*Christiansen, Marcus C. & Niemeyer, Andreas & Teigiszerová, Lucia**82-90 Performance measures of the bivariate random effects model for meta-analyses of diagnostic accuracy***by*Diaz, Mireya**91-100 Computation of optimum reliability acceptance sampling plans in presence of hybrid censoring***by*Bhattacharya, Ritwik & Pradhan, Biswabrata & Dewanji, Anup**101-115 Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter***by*Mbalawata, Isambi S. & Särkkä, Simo & Vihola, Matti & Haario, Heikki**116-128 Likelihood inference for generalized Pareto distribution***by*Castillo, Joan del & Serra, Isabel**129-139 Multi-way PLS regression: Monotony convergence of tri-linear PLS2 and optimality of parameters***by*Hanafi, Mohamed & Ouertani, Samia Samar & Boccard, Julien & Mazerolles, Gérard & Rudaz, Serge**140-150 Regression analysis of bivariate current status data under the Gamma-frailty proportional hazards model using the EM algorithm***by*Wang, Naichen & Wang, Lianming & McMahan, Christopher S.**151-167 A class of transformed hazards models for recurrent gap times***by*Kang, Fangyuan & Sun, Liuquan & Zhao, Xingqiu**168-181 A Monte Carlo approach to quantifying model error in Bayesian parameter estimation***by*White, Staci A. & Herbei, Radu**182-199 Systematic physics constrained parameter estimation of stochastic differential equations***by*Peavoy, Daniel & Franzke, Christian L.E. & Roberts, Gareth O.**200-222 Type I multivariate zero-inflated Poisson distribution with applications***by*Liu, Yin & Tian, Guo-Liang**223-235 Mixtures of common t-factor analyzers for modeling high-dimensional data with missing values***by*Wang, Wan-Lun**236-250 Domain selection for the varying coefficient model via local polynomial regression***by*Kong, Dehan & Bondell, Howard D. & Wu, Yichao**251-261 Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings***by*Touloumis, Anestis**262-274 High finite-sample efficiency and robustness based on distance-constrained maximum likelihood***by*Maronna, Ricardo A. & Yohai, Victor J.**275-286 Testing predictor significance with ultra high dimensional multivariate responses***by*Ma, Yingying & Lan, Wei & Wang, Hansheng**287-301 Three-step estimation of latent Markov models with covariates***by*Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia

### 2015, Volume 82, Issue C

**1-18 Weighted kappa statistic for clustered matched-pair ordinal data***by*Yang, Zhao & Zhou, Ming**19-34 Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall–Olkin bivariate Weibull distribution***by*Feizjavadian, S.H. & Hashemi, R.**35-46 Using retrospective sampling to estimate models of relationship status in large longitudinal social networks***by*O’Malley, A. James & Paul, Sudeshna**47-58 Comparison of concordance correlation coefficient via variance components, generalized estimating equations and weighted approaches with model selection***by*Tsai, Miao-Yu**59-73 Double Generalized Threshold Models with constraint on the dispersion by the mean***by*Wu, K.Y.K. & Li, W.K.**74-88 An efficient and robust variable selection method for longitudinal generalized linear models***by*Lv, Jing & Yang, Hu & Guo, Chaohui**89-109 Ridge-based method for finding curvilinear structures from noisy data***by*Pulkkinen, Seppo**110-125 Stein’s method in high dimensional classification and applications***by*Park, Junyong & Park, DoHwan**126-136 Cook’s distance for generalized linear mixed models***by*Pinho, Luis Gustavo B. & Nobre, Juvêncio S. & Singer, Julio M.**137-151 Robust heart rate variability analysis by generalized entropy minimization***by*La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide**152-163 Ordinal Logic Regression: A classifier for discovering combinations of binary markers for ordinal outcomes***by*Wolf, Bethany J. & Slate, Elizabeth H. & Hill, Elizabeth G.**164-172 A new adaptive procedure for multiple window scan statistics***by*Wu, Tung-Lung & Glaz, Joseph**173-185 A hot deck imputation procedure for multiply imputing nonignorable missing data: The proxy pattern-mixture hot deck***by*Sullivan, Danielle & Andridge, Rebecca**186-198 Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers***by*Chen, Xiwei & Vexler, Albert & Markatou, Marianthi**199-206 Kernel multilogit algorithm for multiclass classification***by*Dalmau, Oscar & Alarcón, Teresa E. & González, Graciela**207-222 Variable selection in general multinomial logit models***by*Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz**223-237 A new partially reduced-bias mean-of-order p class of extreme value index estimators***by*Gomes, M. Ivette & Brilhante, M. Fátima & Caeiro, Frederico & Pestana, Dinis

### 2014, Volume 80, Issue C

**1-16 The bivariate Sinh-Elliptical distribution with applications to Birnbaum–Saunders distribution and associated regression and measurement error models***by*Vilca, Filidor & Balakrishnan, N. & Zeller, Camila Borelli**17-25 A Bayesian approach to estimating animal density from binary acoustic transects***by*Horrocks, Julie & Rueffer, Matthew**26-43 The complexity of computation and approximation of the t-ratio over one-dimensional interval data***by*Černý, Michal & Hladík, Milan**44-56 Minimum density power divergence estimator for Poisson autoregressive models***by*Kang, Jiwon & Lee, Sangyeol**57-69 Evaluation of the Fisher information matrix in nonlinear mixed effect models using adaptive Gaussian quadrature***by*Nguyen, Thu Thuy & Mentré, France**70-77 Intra-cluster correlation structure in longitudinal data analysis: Selection criteria and misspecification tests***by*Xu, Jianwen & Wang, You-Gan**78-88 Markov transition model to dementia with death as a competing event***by*Wei, Shaoceng & Xu, Liou & Kryscio, Richard J.**89-98 Notes on testing equality in binary data under a three period crossover design***by*Lui, Kung-Jong & Cumberland, William G. & Chang, Kuang-Chao**99-110 RMCMC: A system for updating Bayesian models***by*Lau, F. Din-Houn & Gandy, Axel**111-116 Bayesian Cholesky factor models in random effects covariance matrix for generalized linear mixed models***by*Lee, Keunbaik & Yoo, Jae Keun**117-128 Stable estimation of a covariance matrix guided by nuclear norm penalties***by*Chi, Eric C. & Lange, Kenneth**129-139 Variable selection by Random Forests using data with missing values***by*Hapfelmeier, A. & Ulm, K.**140-152 Robust estimation for survival partially linear single-index models***by*Wang, Xiaoguang & Shi, Xinyong**153-166 Bounding rare event probabilities in computer experiments***by*Auffray, Yves & Barbillon, Pierre & Marin, Jean-Michel**167-183 A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice***by*Kobayashi, Genya**184-196 Stable computational methods for additive binomial models with application to adjusted risk differences***by*Donoghoe, Mark W. & Marschner, Ian C.**197-208 Partially linear structure identification in generalized additive models with NP-dimensionality***by*Lian, Heng & Du, Pang & Li, YuanZhang & Liang, Hua**209-222 Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm***by*Rohart, Florian & San Cristobal, Magali & Laurent, Béatrice**223-239 Variational inferences for partially linear additive models with variable selection***by*Zhao, Kaifeng & Lian, Heng**240-250 Efficient MCMC for temporal epidemics via parameter reduction***by*Xiang, Fei & Neal, Peter

### 2014, Volume 78, Issue C

**1-20 Center-within-trial versus trial-level evaluation of surrogate endpoints***by*Renfro, Lindsay A. & Shi, Qian & Xue, Yuan & Li, Junlong & Shang, Hongwei & Sargent, Daniel J.**21-32 Statistical inference for the geometric distribution based on δ-records***by*Gouet, Raúl & López, F. Javier & Maldonado, Lina P. & Sanz, Gerardo**33-42 M-regression, false discovery rates and outlier detection with application to genetic association studies***by*Lourenço, V.M. & Pires, A.M.**43-55 Testing proportionality of two large-dimensional covariance matrices***by*Xu, Lin & Liu, Baisen & Zheng, Shurong & Bao, Shaokun**56-68 Bayesian nonparametric classification for spectroscopy data***by*Gutiérrez, Luis & Gutiérrez-Peña, Eduardo & Mena, Ramsés H.**69-81 Three-group ROC analysis: A nonparametric predictive approach***by*Coolen-Maturi, Tahani & Elkhafifi, Faiza F. & Coolen, Frank P.A.**82-99 Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling***by*Trevezas, S. & Malefaki, S. & Cournède, P.-H.**100-118 Modeling rating data with Nonlinear CUB models***by*Manisera, Marica & Zuccolotto, Paola**119-134 Efficient classification for longitudinal data***by*Wang, Xianlong & Qu, Annie**135-140 Model based on skew normal distribution for square contingency tables with ordinal categories***by*Yamamoto, Kouji & Murakami, Hidetoshi**141-152 A modified conditional Metropolis–Hastings sampler***by*Johnson, Alicia A. & Flegal, James M.**153-158 Fast highly efficient and robust one-step M-estimators of scale based on Qn***by*Smirnov, Pavel O. & Shevlyakov, Georgy L.**159-175 Small area prediction for a unit-level lognormal model***by*Berg, Emily & Chandra, Hukum**176-185 Variable and boundary selection for functional data via multiclass logistic regression modeling***by*Matsui, Hidetoshi**186-205 Transformation-based estimation***by*Feng, Zhenghui & Wang, Tao & Zhu, Lixing**206-217 Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation***by*Wang, Kaibo & Yeh, Arthur B. & Li, Bo**218-234 A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density***by*Zhang, Xibin & King, Maxwell L. & Shang, Han Lin**235-242 On infimum Dickey–Fuller unit root tests allowing for a trend break under the null***by*Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert

### 2014, Volume 77, Issue C

**1-13 Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index***by*Yin, Jingjing & Tian, Lili**14-24 Exact sequential test of equivalence hypothesis based on bivariate non-central t-statistics***by*Liu, Fang & Li, Qing**25-37 Fast approximate L∞ minimization: Speeding up robust regression***by*Shen, Fumin & Shen, Chunhua & Hill, Rhys & van den Hengel, Anton & Tang, Zhenmin**38-53 A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis***by*Brusco, Michael J.**54-69 On the use of marginal posteriors in marginal likelihood estimation via importance sampling***by*Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G.**70-83 GEE for longitudinal ordinal data: Comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN***by*Nooraee, Nazanin & Molenberghs, Geert & van den Heuvel, Edwin R.**84-97 A Bayesian mixture of lasso regressions with t-errors***by*Cozzini, Alberto & Jasra, Ajay & Montana, Giovanni & Persing, Adam**98-112 Multivariate distributions with proportional reversed hazard marginals***by*Kundu, Debasis & Franco, Manuel & Vivo, Juana-Maria**113-129 Semiparametric Bayesian joint models of multivariate longitudinal and survival data***by*Tang, Nian-Sheng & Tang, An-Min & Pan, Dong-Dong**130-145 Strong consistency and rates of convergence for a random estimator of a fuzzy set***by*Terán, Pedro & López-Díaz, Miguel**146-156 Variable assessment in latent class models***by*Zhang, Q. & Ip, E.H.**157-169 Sample size determination for estimating prevalence and a difference between two prevalences of sensitive attributes using the non-randomized triangular design***by*Qiu, Shi-Fang & Zou, G.Y. & Tang, Man-Lai**170-187 Partially linear modeling of conditional quantiles using penalized splines***by*Wu, Chaojiang & Yu, Yan**188-205 Statistical inference for population quantiles and variance in judgment post-stratified samples***by*Ozturk, Omer**206-222 Semi-parametric estimation of Brown–Proschan preventive maintenance effects and intrinsic wear-out***by*Doyen, L.**223-232 Screening active factors in supersaturated designs***by*Das, Ujjwal & Gupta, Sudhir & Gupta, Shuva**233-251 Parsimonious parameterization of correlation matrices using truncated vines and factor analysis***by*Brechmann, Eike C. & Joe, Harry**252-266 Discovering and orienting the edges connected to a target variable in a DAG via a sequential local learning approach***by*Wang, Changzhang & Zhou, You & Zhao, Qiang & Geng, Zhi**267-284 Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion***by*Schweer, Sebastian & Weiß, Christian H.**285-299 A new sliced inverse regression method for multivariate response***by*Coudret, R. & Girard, S. & Saracco, J.**300-312 Making classifier performance comparisons when ROC curves intersect***by*Gigliarano, Chiara & Figini, Silvia & Muliere, Pietro**313-325 Nonparametric additive model with grouped lasso and maximizing area under the ROC curve***by*Choi, Sungwoo & Park, Junyong**326-335 Mixtures of skew-t factor analyzers***by*Murray, Paula M. & Browne, Ryan P. & McNicholas, Paul D.**336-351 Monotone splines lasso***by*Bergersen, Linn Cecilie & Tharmaratnam, Kukatharmini & Glad, Ingrid K.**352-370 Adaptive likelihood ratio approaches for the detection of space–time disease clusters***by*de Lima, Max Sousa & Duczmal, Luiz Henrique**371-382 Asymmetric ν-tube support vector regression***by*Huang, Xiaolin & Shi, Lei & Pelckmans, Kristiaan & Suykens, Johan A.K.

### 2014, Volume 76, Issue C

**4-19 The univariate MT-STAR model and a new linearity and unit root test procedure***by*Addo, Peter Martey & Billio, Monica & Guégan, Dominique**20-33 Sovereign credit ratings, market volatility, and financial gains***by*Afonso, António & Gomes, Pedro & Taamouti, Abderrahim**34-42 Maximum likelihood estimates for positive valued dynamic score models; The DySco package***by*Andres, Philipp**43-60 Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks***by*Audrino, Francesco**61-75 Maximum likelihood estimation of the Markov-switching GARCH model***by*Augustyniak, Maciej**76-94 Modeling tails of aggregate economic processes in a stochastic growth model***by*Auray, Stéphane & Eyquem, Aurélien & Jouneau-Sion, Frédéric**95-115 Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle***by*Bada, Oualid & Kneip, Alois**116-131 Modified information criteria and selection of long memory time series models***by*Baillie, Richard T. & Kapetanios, George & Papailias, Fotis**132-143 On the usefulness of cross-validation for directional forecast evaluation***by*Bergmeir, Christoph & Costantini, Mauro & Benítez, José M.**144-157 Long memory with stochastic variance model: A recursive analysis for US inflation***by*Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius**158-171 Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood***by*Calzolari, Giorgio & Halbleib, Roxana & Parrini, Alessandro**172-185 Robust ranking of multivariate GARCH models by problem dimension***by*Caporin, Massimiliano & McAleer, Michael**186-193 Modelling breaks and clusters in the steady states of macroeconomic variables***by*Chan, Joshua C.C. & Koop, Gary**194-209 Bayesian estimation of smoothly mixing time-varying parameter GARCH models***by*Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H.**210-236 Multivariate GARCH estimation via a Bregman-proximal trust-region method***by*Chrétien, Stéphane & Ortega, Juan-Pablo**237-247 Numerical distribution functions for seasonal unit root tests***by*Diaz-Emparanza, Ignacio**248-261 Testing for serial independence of panel errors***by*Du, Zaichao**262-282 Multiple break detection in the correlation structure of random variables***by*Galeano, Pedro & Wied, Dominik**283-290 Interest rate spreads and output: A time scale decomposition analysis using wavelets***by*Gallegati, Marco & Ramsey, James B. & Semmler, Willi**291-300 Comparison of specification tests for GARCH models***by*Ghoudi, Kilani & Rémillard, Bruno**301-319 When long memory meets the Kalman filter: A comparative study***by*Grassi, Stefano & Santucci de Magistris, Paolo**320-338 EGARCH models with fat tails, skewness and leverage***by*Harvey, Andrew & Sucarrat, Genaro**339-358 Infinite-order, long-memory heterogeneous autoregressive models***by*Hwang, Eunju & Shin, Dong Wan**359-376 Estimation of risk measures in energy portfolios using modern copula techniques***by*Jäschke, Stefan**377-390 Panel cointegration testing in the presence of a time trend***by*Karaman Örsal, Deniz Dilan & Droge, Bernd**391-407 Testing for unit roots in short panels allowing for a structural break***by*Karavias, Yiannis & Tzavalis, Elias**408-423 Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models***by*Kastner, Gregor & Frühwirth-Schnatter, Sylvia**424-448 Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models***by*Kiviet, Jan F. & Phillips, Garry D.A.**449-463 Efficient importance sampling in mixture frameworks***by*Kleppe, Tore Selland & Liesenfeld, Roman**464-488 The indirect continuous-GMM estimation***by*Kotchoni, Rachidi**489-501 A likelihood ratio type test for invertibility in moving average processes***by*Larsson, Rolf**502-522 Testing for persistence change in fractionally integrated models: An application to world inflation rates***by*Martins, Luis F. & Rodrigues, Paulo M.M.**523-535 SCOMDY models based on pair-copula constructions with application to exchange rates***by*Min, Aleksey & Czado, Claudia**536-555 Forecasting with a noncausal VAR model***by*Nyberg, Henri & Saikkonen, Pentti**556-576 Variance clustering improved dynamic conditional correlation MGARCH estimators***by*Aielli, Gian Piero & Caporin, Massimiliano**577-587 A joint test for structural stability and a unit root in autoregressions***by*Pitarakis, Jean-Yves**588-605 Bayesian option pricing using mixed normal heteroskedasticity models***by*Rombouts, Jeroen V.K. & Stentoft, Lars**606-617 Dynamic factor multivariate GARCH model***by*Santos, André A.P. & Moura, Guilherme V.**618-641 Realized stochastic volatility with leverage and long memory***by*Shirota, Shinichiro & Hizu, Takayuki & Omori, Yasuhiro**642-654 A flexible and automated likelihood based framework for inference in stochastic volatility models***by*Skaug, Hans J. & Yu, Jun**655-671 Vine-copula GARCH model with dynamic conditional dependence***by*So, Mike K.P. & Yeung, Cherry Y.T.**672-686 Regime switches in the dependence structure of multidimensional financial data***by*Stöber, Jakob & Czado, Claudia**687-707 Extended stochastic volatility models incorporating realised measures***by*Venter, J.H. & de Jongh, P.J.**708-722 Optimal design of Fourier estimator in the presence of microstructure noise***by*Wang, Fangfang**723-736 A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution***by*Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel**737-759 Solving norm constrained portfolio optimization via coordinate-wise descent algorithms***by*Yen, Yu-Min & Yen, Tso-Jung

### 2014, Volume 75, Issue C

**1-14 Kalman filter variants in the closed skew normal setting***by*Rezaie, Javad & Eidsvik, Jo**15-27 A joint convex penalty for inverse covariance matrix estimation***by*Maurya, Ashwini**28-38 Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation***by*Zougab, Nabil & Adjabi, Smail & Kokonendji, Célestin C.**39-52 Group subset selection for linear regression***by*Guo, Yi & Berman, Mark & Gao, Junbin**53-65 Bayesian variable selection under the proportional hazards mixed-effects model***by*Lee, Kyeong Eun & Kim, Yongku & Xu, Ronghui**66-80 Robust estimation of the parameters of g-and-h distributions, with applications to outlier detection***by*Xu, Yihuan & Iglewicz, Boris & Chervoneva, Inna**81-95 Classification of molecular sequence data using Bayesian phylogenetic mixture models***by*Loza-Reyes, E. & Hurn, M.A. & Robinson, A.**96-111 Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm***by*Zhang, Mimi & Hu, Qingpei & Xie, Min & Yu, Dan**112-123 Nonnegative bias reduction methods for density estimation using asymmetric kernels***by*Hirukawa, Masayuki & Sakudo, Mari**124-141 A random-projection based test of Gaussianity for stationary processes***by*Nieto-Reyes, Alicia & Cuesta-Albertos, Juan Antonio & Gamboa, Fabrice**142-150 A frame based shrinkage procedure for fast oscillating functions***by*De Canditiis, Daniela**151-161 Consistency-adjusted alpha allocation methods for a time-to-event analysis of composite endpoints***by*Rauch, G. & Wirths, M. & Kieser, M.**162-178 Family of power divergence spatial scan statistics***by*Zhang, Tonglin & Lin, Ge**179-189 A frequency domain test for detecting nonstationary time series***by*Chen, Yen-Hung & Hsu, Nan-Jung**190-202 Choice of generalized linear mixed models using predictive crossvalidation***by*Braun, Julia & Sabanés Bové, Daniel & Held, Leonhard**203-216 Finding the limit of diverging components in three-way Candecomp/Parafac—A demonstration of its practical merits***by*Stegeman, Alwin**217-226 The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints***by*Safarkhani, Maryam & Moerbeek, Mirjam**227-238 Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components***by*Baran, Sándor**239-247 A hybrid approach for regression analysis with block missing data***by*Li, Zhengbang & Li, Qizhai & Han, Chien-Pai & Li, Bo**248-264 Computing confidence intervals for log-concave densities***by*Azadbakhsh, Mahdis & Jankowski, Hanna & Gao, Xin

### 2014, Volume 74, Issue C

**1-16 Wald-type rank tests: A GEE approach***by*Fan, Chunpeng & Zhang, Donghui**17-25 Improving mixture tree construction using better EM algorithms***by*Chen, Shu-Chuan (Grace) & Lindsay, Bruce**26-38 A high-dimensional two-sample test for the mean using random subspaces***by*Thulin, Måns**39-51 Sample size determination for paired right-censored data based on the difference of Kaplan–Meier estimates***by*Su, Pei-Fang & Li, Chung-I & Shyr, Yu**52-63 Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations***by*He, W.**64-80 A dynamic linear model with extended skew-normal for the initial distribution of the state parameter***by*Cabral, Celso Rômulo Barbosa & da-Silva, Cibele Queiroz & Migon, Helio S.**81-94 Fast balanced sampling for highly stratified population***by*Hasler, Caren & Tillé, Yves**95-109 TVICA—Time varying independent component analysis and its application to financial data***by*Chen, Ray-Bing & Chen, Ying & Härdle, Wolfgang K.**110-124 Improved likelihood inference in generalized linear models***by*Vargas, Tiago M. & Ferrari, Silvia L.P. & Lemonte, Artur J.**125-141 Spatial prediction in the presence of left-censoring***by*Schelin, Lina & Sjöstedt-de Luna, Sara**142-156 On the maximum penalized likelihood approach for proportional hazard models with right censored survival data***by*Ma, Jun & Heritier, Stephane & Lô, Serigne N.**157-179 Dimension reduction in principal component analysis for trees***by*Alfaro, Carlos A. & Aydın, Burcu & Valencia, Carlos E. & Bullitt, Elizabeth & Ladha, Alim**181-197 Learning algorithms may perform worse with increasing training set size: Algorithm–data incompatibility***by*Yousef, Waleed A. & Kundu, Subrata**198-208 Bayesian semiparametric model for spatially correlated interval-censored survival data***by*Pan, Chun & Cai, Bo & Wang, Lianming & Lin, Xiaoyan**209-216 Least squares estimation of a k-monotone density function***by*Chee, Chew-Seng & Wang, Yong**217-227 Sample size calculation for the proportional hazards model with a time-dependent covariate***by*Wang, Songfeng & Zhang, Jiajia & Lu, Wenbin

### 2014, Volume 73, Issue C

**1-15 Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults***by*Şentürk, Damla & Ghosh, Samiran & Nguyen, Danh V.**16-26 Eliminating bias due to censoring in Kendall’s tau estimators for quasi-independence of truncation and failure***by*Austin, Matthew D. & Betensky, Rebecca A.**27-39 A non-parametric method to estimate the number of clusters***by*Fujita, André & Takahashi, Daniel Y. & Patriota, Alexandre G.**40-52 Efficient optimization of the likelihood function in Gaussian process modelling***by*Butler, A. & Haynes, R.D. & Humphries, T.D. & Ranjan, P.**53-68 Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data***by*Rachdi, Mustapha & Laksaci, Ali & Demongeot, Jacques & Abdali, Abdel & Madani, Fethi