# Elsevier

# Computational Statistics & Data Analysis

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### October 1999, Volume 31, Issue 4

**475-486 The optimal discretization of probability density functions***by*Christofides, A. & Tanyi, B. & Christofides, S. & Whobrey, D. & Christofides, N.

### September 1999, Volume 31, Issue 3

**255-278 A general algorithm for obtaining simple structure of core arrays in N-way PCA with application to fluorometric data***by*Andersson, Claus A. & Henrion, Rene**279-293 An entropic approach to dimensionality reduction on discrete processes***by*del Moral, M. J. & Valderrama, M. J.**295-310 Block length selection in the bootstrap for time series***by*Buhlmann, Peter & Kunsch, Hans R.**311-321 Optimal unconditional test in 2x2 multinomial trials***by*Andres, Martin & Garcia, Tapia**323-339 Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers***by*Meintanis, S. G. & Donatos, G. S.**341-353 Local influence in ridge regression***by*Shi, Lei & Wang, Xueren

### August 1999, Volume 31, Issue 2

**131-145 Beta kernel estimators for density functions***by*Chen, Song Xi**147-158 An accurate, non-iterative approximation for studentized range quantiles***by*Gleason, John R.**159-186 Exact inference on stratified two-stage Markov chain models***by*Hirji, Karim F. & Johnson, Timothy D.**187-202 The threshold bootstrap and threshold jackknife***by*Park, Daesu & Willemain, Thomas R.**203-225 Bartlett corrections in cointegration testing***by*Jacobson, Tor & Larsson, Rolf**227-238 A comparison of a mixture likelihood method and the EM algorithm for an estimation problem in animal carcinogenicity studies***by*Moon, Hojin & Ahn, Hongshik & Kodell, Ralph L. & Pearce, Bruce A.

### July 1999, Volume 31, Issue 1

**1-11 Some computational issues in cluster analysis with no a priori metric***by*Coleman, Dan & Dong, Xioapeng & Hardin, Johanna & Rocke, David M. & Woodruff, David L.**13-26 On computing the largest fraction of missing information for the EM algorithm and the worst linear function for data augmentation***by*Fraley, Chris**27-37 On the accuracy of statistical procedures in Microsoft Excel 97***by*McCullough, B. D. & Wilson, Berry**39-58 Cluster tests for geographical areas with binary data***by*Gebhardt, Friedrich**59-87 Bayesian ordinal and binary regression models with a parametric family of mixture links***by*Lang, Joseph B.**89-108 Monte Carlo Bayesian methods for quantitative traits***by*Lin, Shili

### June 1999, Volume 30, Issue 4

**359-379 A least squares algorithm for a mixture model for compositional data***by*Mooijaart, Ab & van der Heijden, Peter G. M. & van der Ark, L. Andries**381-392 Displaying a clustering with CLUSPLOT***by*Pison, Greet & Struyf, Anja & Rousseeuw, Peter J.**393-401 A new test against an umbrella alternative and the associated simultaneous confidence intervals***by*Hayter, A. J. & Liu, W.**403-412 An exact Cochran-Armitage test for trend when dose-response shapes are a priori unknown***by*Neuhauser, Markus & Hothorn, Ludwig A.**413-427 One-sided tests in generalized linear dose-response models***by*Paula, Gilberto A.**429-441 The mean-shift outlier model in general weighted regression and its applications***by*Wei, Wen Hsiang & Fung, Wing Kam**443-455 Contextual classification in image analysis: an assessment of accuracy of ICM***by*Arbia, Giuseppe & Benedetti, Roberto & Espa, Giuseppe**457-469 Small-sample properties of some tests for unit root with data-based choice of the degree of augmentation***by*Oke, T. & Lyhagen, J.**477-478 Nonresponse in household interview surveys : Robert M. Groves and Mick P. Couper (1998): John Wiley, New York, 344 pp., US $ 51.00, ISBN 0-471-18245-1***by*Warschburger, Sabine**478-479 Analysis of incomplete multivariate data : J.L. Shafer (1997): Chapman & Hall, London, 430 pp., GB [pound sign] 39.00, ISBN 0-412-04061-1***by*Schlittgen, Rainer

### May 1999, Volume 30, Issue 3

**253-270 An application of changepoint methods in studying the effect of age on survival in breast cancer***by*Contal, Cecile & O'Quigley, John**271-280 Estimation of the population spectrum with replicated time series***by*Hernandez-Flores, C. N. & Artiles-Romero, J. & Saavedra-Santana, P.**281-301 Applications of quasi-periodic oscillation models to seasonal small count time series***by*Higuchi, Tomoyuki**303-315 Operating characteristics of the standard phase I clinical trial design***by*Reiner, Ethan & Paoletti, Xavier & O'Quigley, John**317-341 Application of orthogonal arrays and MARS to inventory forecasting stochastic dynamic programs***by*Chen, Victoria C. P.

### April 1999, Volume 30, Issue 2

**119-142 Goodness-of-fit analysis for multivariate normality based on generalized quantiles***by*Beirlant, J. & Mason, D. M. & Vynckier, C.**143-168 An assessment of finite sample performance of adaptive methods in density estimation***by*Farmen, Mark & Marron, J. S.**169-184 PRESS model selection in repeated measures data***by*Liu, Honghu & Weiss, Robert E. & Jennrich, Robert I. & Wenger, Neil S.**185-196 Two semi-parametric empirical Bayes estimators***by*Pan, Wei & Louis, Thomas A.**197-204 On the maximum-likelihood analysis of the general linear model in categorical data***by*Paulino, Carlos Daniel M. & Silva, Giovani Loiola**205-219 A Monte Carlo comparison of several high breakdown and efficient estimators***by*You, Jiazhong**221-228 A dynamic plot for the specification of curvature in linear regression***by*Seo, Han Son

### March 1999, Volume 30, Issue 1

**1-11 Improved feasible solution algorithms for high breakdown estimation***by*Hawkins, Douglas M. & Olive, David J.**13-17 The lower bound method in probit regression***by*Bohning, Dankmar**19-30 A semi-Bayesian method for nonparametric density estimation***by*de Bruin, R. & Salome, D. & Schaafsma, W.**31-44 A t-distribution plot to detect non-multinormality***by*Liang, Jia-Juan & Bentler, Peter M.**45-55 A test for a difference between spectral peak frequencies***by*Timmer, J. & Lauk, M. & Vach, W. & Lucking, C. H.**57-66 Power family of transformation for Cox's regression with random effects***by*Yau, Kelvin K. W. & McGilchrist, C. A.**67-86 Reducing bias in curve estimation by use of weights***by*Hall, Peter & Turlach, Berwin A.**87-102 A comparison between neural networks and chaotic models for exchange rate prediction***by*Lisi, Francesco & Schiavo, Rosa A.

### February 1999, Volume 29, Issue 4

**387-410 Hyperparameter estimation in forecast models***by*Lopes, Hedibert Freitas & Moreira, Ajax R. Bello & Schmidt, Alexandra Mello**411-427 Estimation of posterior density functions from a posterior sample***by*Oh, Man-Suk**429-444 Monte Carlo EM with importance reweighting and its applications in random effects models***by*Quintana, Fernando A. & Liu, Jun S. & Pino, Guido E. del**445-469 Diagnostics for nonlinearity in generalized linear models***by*Cai, Zongwu & Tsai, Chih-Ling**471-483 Maximum likelihood estimation for linear regression models with right censored outcomes and missing predictors***by*Meng, Xiangyi & Schenker, Nathaniel**485-499 On least-squares estimation of the residual variance in the first-order moving average model***by*Mentz, R. P. & Morettin, P. A. & Toloi, C. M. C.

### January 1999, Volume 29, Issue 3

**253-259 An efficient algorithm for computing quantiles of the noncentral chi-squared distribution***by*Ding, Cherng G.**261-273 Identifying multiple discordant observations: a computer intensive approach***by*Venter, J. H. & Viljoen, H.**275-284 Rank-based tests for interactions in a two-way design***by*Wilcox, Rand R.**285-294 Automatic aggregation of categories in multivariate contingency tables using information theory***by*Ocerin, J. M. Caridad & Mohedano, R. Espejo & Segador, A. Gallego**295-312 Kriging by local polynomials***by*Host, Gudmund**313-324 Estimating binary multilevel models through indirect inference***by*Mealli, Fabrizia & Rampichini, Carla**325-343 Reparameterisation Issues in Mixture Modelling and their bearing on MCMC algorithms***by*Robert, Christian P. & Mengersen, Kerrie L.**345-368 A numerical study of large sparse matrix exponentials arising in Markov chains***by*Sidje, Roger B. & Stewart, William J.

### December 1998, Volume 29, Issue 2

**129-144 A rank test for equality of two multivariate populations vs a particular ordered alternative***by*Chen, Yi-Ju & Hewett, John & Wang, Yazhen & Johnson, Jane**145-161 A procedure for the detection of multivariate outliers***by*Kosinski, Andrzej S.**163-176 Resampled quantile functions for error estimation and a relationship to density estimation***by*LeBlanc, Michael**177-189 Multifactor analysis of variance based on the aligned rank transform technique***by*Mansouri, H.**191-211 Nonparametric tail estimation using a double bootstrap method***by*Caers, Jef & Dyck, Jozef Van**213-216 A corrected normal approximation for the Student's t distribution***by*Li, Baibing & Moor, Bart De**217-229 Design keys, pseudo-factors and general balance***by*Payne, Roger W.**231-238 Alternative equations for combining the results of Kalman filters***by*Taplin, Ross H.

### November 1998, Volume 29, Issue 1

**1-26 Image analysis with partially ordered markov models***by*Cressie, Noel & Davidson, Jennifer L.**27-34 Estimation in partially linear models***by*Eubank, R. L. & Kambour, E. L. & Kim, J. T. & Klipple, K. & Reese, C. S. & Schimek, M.**35-53 Best- and worst-case variances when bounds are available for the distribution function***by*Fishman, George S. & Rubin, David S.**55-68 Parameter and quantile estimation for a fatigue model***by*Dupuis, D. J.**69-79 Unmasking outliers in two-way contingency tables***by*Yick, John S. & Lee, Andy H.**81-103 Minimum Hellinger distance estimation for Poisson mixtures***by*Karlis, Dimitris & Xekalaki, Evdokia**107-115 Fisher's Mid-P-value arrangement in 2x2 Comparative trials***by*Martin Andres, A. & Sanchez Quevedo, M. J. & Silva Mato, A.**116-115 Feelings from last COMPSTAT***by*Aluja-Banet, Tomas**117-115 Compstat'98 -- a bridge between statistical theory and computational applied statistics***by*Kaarik, Ene**118-119 Participants' views of meetings : Compstat 98 - one person's view***by*Nash, John C.

### October 1998, Volume 28, Issue 4

**339-351 Improving the accuracy of goodness-of-fit tests based on Rao's divergence with small sample size***by*Pardo, M. C.**353-369 Wavelet regression for random or irregular design***by*Antoniadis, Anestis & Dinh Tuan Pham**371-386 A multivariate version of Ghosh's T3-plot to detect non-multinormality***by*Fang, Kai-Tai & Li, Run-Ze & Liang, Jia-Juan**387-411 Models for the association between ordinal variables***by*Lapp, Krista & Molenberghs, Geert & Lesaffre, Emmanuel**413-431 A unified framework for significance testing in fractional factorials***by*Langsrud, Oyvind & Naes, Tormod**435-431 IASC Elections 1999 Call for CANDIDATES***by*Edler, Lutz**435-431 5th Summer School of ERS IASC 3rd Millennium Challenge for Industrial Statistics***by*Kitsos, Christos P. & Antoch, Jaromir

### September 1998, Volume 28, Issue 3

**243-256 Alternative Gee estimation procedures for discrete longitudinal data***by*Park, Taesung & Davis, Charles S. & Li, Ning**257-270 Robust bivariate boxplots and multiple outlier detection***by*Zani, Sergio & Riani, Marco & Corbellini, Aldo**271-281 On the relative efficiency of estimators of population total in unequal probability sampling when study variable has weak relationship with size variable***by*Agarwal, S. K. & Kumar, P.**283-296 Lattices and dual lattices in optimal experimental design for Fourier models***by*Bates, R. A. & Riccomagno, E. & Schwabe, R. & Wynn, H. P.**297-306 Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study***by*Siu Hung Cheung & Ka Ho Wu & Wai Sum Chan**307-324 Three-way SIMPLIMAX for oblique rotation of the three-mode factor analysis core to simple structure***by*Kiers, Henk A. L.**327-324 Telegram***by*Pesarin, Fortunato & Salmaso, Luigi**327-330 IASC news***by*Asano, Chooichiro

### August 1998, Volume 28, Issue 2

**131-137 On the use of random walks to estimate correlation in fitness landscapes***by*Greenwood, Garrison W. & Hu, Xiaobo (Sharon)**139-155 Order-restricted inference for monotone trend alternatives in contingency tables***by*Agresti, Alan & Coull, Brent A.**157-169 Nearest-neighbor classification with categorical variables***by*Buttrey, Samuel E.**171-191 Smoothing non-Gaussian time series with autoregressive structure***by*Grunwald, Gary K. & Hyndman, Rob J.**193-209 Direct generalized additive modeling with penalized likelihood***by*Marx, Brian D. & Eilers, Paul H. C.**211-215 Operational equations for data in rectangular array***by*Silver, G. L.**217-223 Small-sample comparison of McCullagh and Nair analyses for nominal-ordinal categorical data***by*Best, D. J. & Rayner, J. C. W. & Stephens, L. G.**225-232 A method for calculating probability convolution using "ternary" numbers with application in the determination of twin zygosity***by*Zhao, J. H. & Sham, P. C.

### July 1998, Volume 28, Issue 1

**1-32 Some practical estimation procedures for variance components***by*Khattree, Ravindra**33-50 Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model***by*Pan, Wei & Chappell, Rick**51-76 Informational complexity criteria for regression models***by*Bozdogan, Hamparsum & Haughton, Dominique M. A.**77-85 A Bayesian bivariate failure time regression model***by*Damien, Paul & Muller, Peter**87-103 Bayesian predictive simultaneous variable and transformation selection in the linear model***by*Hoeting, Jennifer A. & Ibrahim, Joseph G.**105-113 Detecting influential covariates in a growth curve model***by*Liu, Aiyi**118-121 Net news***by*Thomas, Shannon**122-123 IASC News***by*Soofi, Ehsan S.

### June 1998, Volume 27, Issue 4

**371-388 Parameter estimation in latent profile models***by*Dunmur, A. P. & Titterington, D. M.**389-399 Exact calculations for the repeated many-one test***by*Qin Wang**401-419 Treatment comparisons with screenable endpoints***by*Chan, I. S. F. & Hillman, D. & Louis, T. A.**421-431 On the Lagrange gamma distribution***by*Famoye, Felix & Govindarajulu, Z.**433-443 A graphical approach for evaluating and comparing designs for nonlinear models***by*Khuri, AndreI. & Lee, Juneyoung**445-459 Estimating correlation matrices that have common eigenvectors***by*Schott, James R.**461-484 A clustering algorithm for identifying multiple outliers in linear regression***by*Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A.**487-495 Revisiting the pseudorandom number generator ran1 from the NUMERICAL RECIPES***by*Antoch, Jaromir & Deshouillers, Jean-Marc & Purnaba, Gusti Putu

### May 1998, Volume 27, Issue 3

**257-270 Theory and method for constrained estimation in structural equation models with incomplete data***by*Tang, Man-Lai & Bentler, Peter M.**271-289 An algorithm to generate samples of multi-variate distributions with correlated marginals***by*van der Geest, P. A. G.**291-309 Estimating population proportions from imputed data***by*Nordbotten, Svein**311-331 Principal classifications analysis: a method for generating consensus dendrograms and its application to three-way data***by*Vichi, Maurizio**333-344 Comparisons of approximate tail probabilities for the shape parameter of the gamma distribution***by*Wong, Augustine C. M. & Jianrong Wu**345-354 Forecast modelling for rotations of principal axes of multidimensional data sets***by*Huiwen Wang & Qiang Liu**357-361 Nonparametric comparisons of medians of survival functions***by*Frick, Hans

### April 1998, Volume 27, Issue 2

**125-139 The use of conditionally conjugate priors in the study of ratios of gamma scale parameters***by*Arnold, Barry C. & Castillo, Enrique & Sarabia, JoseMaria**141-150 Asymmetric quadratic loss adjustments for a predictive t variable***by*Cain, Michael**151-170 Overdispersion: Models and estimation***by*Hinde, John & Demetrio, Clarice G. B.**171-194 A Gibbs sampling approach to estimation and prediction of time-varying-parameter models***by*Min, Chung-ki**195-208 Bayesian analysis of a change-point in exponential families with applications***by*Lee, Chung-Bow**209-227 Statistical methods in surveying by trilateration***by*Navidi, William & Murphy, William S. & Hereman, Willy**229-235 Fisher consistency of GEE models under link misspecification***by*Park, Chongsun & Weisberg, Sanford**239-245 Using covariates in loglinear models with sampling zeros; A cautionary note***by*Dessens, Jos & Jansen, Wim & van der Heijden, Peter G. M.

### March 1998, Volume 27, Issue 1

**1-9 Assessing fast Fourier transform algorithms***by*Hirji, Karim F.**11-26 Estimating the variance of the LAD regression coefficients***by*Furno, Marilena**27-31 Weighing experiments with n [identical to] 2 (mod 4) observations***by*Koukouvinos, Christos**33-46 Analysis of structural equation models with censored or truncated data via EM algorithm***by*Tang, Man-Lai & Lee, Sik-Yum**47-60 A comparison between rosenblatt's estimator and parametric density estimators for determining test limits***by*Albers, W. & Kallenberg, W. C. M. & Otten, G. D.**61-81 A comparison of techniques of estimation in long-memory processes***by*Bisaglia, Luisa & Guegan, Dominique**83-97 An experimental comparison of gradient methods in econometric duration analysis***by*Carling, Kenneth & Soderberg, Hans**99-112 Statistical inference for geometric processes with lognormal distribution***by*Lam Yeh & So Kuen Chan**113-112 Erratum to "Maximum likelihood parameter estimation in the three-parameter gamma distribution" : [Computational Statistics & Data Analysis 20, 343-354 (1995)]***by*Hirose, H.

### February 1998, Volume 26, Issue 4

**393-410 Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise***by*Hudson, H. Malcolm & Lee, Thomas C. M.**411-424 Ordinal principal component analysis theory and an application***by*Korhonen, Pekka & Siljamaki, Aapo**425-436 A quantitative method for identifying active contrasts in unreplicated factorial designs based on the half-normal plot***by*Lawson, John & Grimshaw, Scott & Burt, Jason**437-443 Diagnostic check for monotone spread***by*McLeod, A. Ian**445-460 An alternative way to compute Fourier amplitude sensitivity test (FAST)***by*Saltelli, Andrea & Bolado, Ricardo**461-484 Multiple comparison procedures with the average for exponential location parameters***by*Wu, Shu-Fei & Chen, Hubert J.**491-492 COMPSTAT'98 registration form (please print in a fixed-width font)***by*Lane, Peter**494-495 Current IASC officers IASC executives 1997-1999***by*Hudson, Malcolm

### January 1998, Volume 26, Issue 3

**259-277 Bootstrap confidence intervals for tail indices***by*Caers, Jef & Beirlant, Jan & Vynckier, Petra**279-302 Modeling publication bias using weighted distributions in a Bayesian framework***by*Larose, Daniel T. & Dey, Dipak K.**303-311 A supremum version of logrank test for detecting late occurring survival differences***by*Lee, Jae Won & Sather, Harland N.**313-326 Multiple outliers detection through reweighted least deviances***by*Luceno, Alberto**327-349 Misspecifying the likelihood for clustered binary data***by*Molenberghs, Geert & Declerck, Lieven & Aerts, Marc**351-371 A simulation program for adaptive two stage designs***by*Bauer, M. & Bauer, P. & Budde, M.**375-377 On the accuracy of statistical distributions in Microsoft Excel 97***by*Knusel, Leo**377-378 Time Series Analysis -- Nonstationary and noninvertible distribution theory : Katsuo Tanaka (1996): New York: Wiley, ISBN 0-471-14191-7, x + 623 pages, $ 70.00***by*Kramer, Walter**378-379 Methods and Applications of Linear Models -- Regression and the Analysis of Variance : Ronald R. Hocking (1996): Wiley Series in Probability and Statistics, ISBN 0-471-59282-X, pp. 731, [pound sign] 55.00***by*Trenkler, Gotz**379-379 Information : Call for Papers 10th International Conference on Scienctific and Statistical Database Management (SSDBM) Capri, Italy -- July 1-3, 1998***by*Galway, Lionel

### December 1997, Volume 26, Issue 2

**117-132 Computing the exact distribution of the extremes of sums of consecutive spacings***by*Huffer, Fred W. & Chien-Tai Lin**133-148 Some simple methods for generating correlated categorical variates***by*Lee, A. J.**149-161 Quadrature methods for computing distributions***by*Routledge, Rick & Tsao, Min**163-176 Smoothed bootstrap confidence intervals with discrete data***by*Guerra, Rudy & Polansky, Alan M. & Schucany, William R.**177-198 Improving parameter tests in covariance structure analysis***by*Yuan, Ke-Hai & Bentler, Peter M.**199-218 A combined adaptive-mixtures/plug-in estimator of multivariate probability densities***by*Cwik, J. & Koronacki, J.**219-233 Design and analysis for a two-level factorial experiment in the presence of variance heterogeneity***by*Mays, Darcy P. & Myers, Raymond H.**235-233 Erratum***by*Martin Andres, A. & Silva Mato, A.**239-250 A SASR macro for the multivariate extension of the Kruskal-Wallis test including multiple comparisons: Randomization and [varkappa]2 criteria***by*May, Warren L. & Johnson, William D.

### November 1997, Volume 26, Issue 1

**1-15 Sparse matrix tools for Gaussian models on lattices***by*Smith, S. P.**17-37 Integrating robust clustering techniques in S-PLUS***by*Struyf, Anja & Hubert, Mia & Rousseeuw, Peter J.**39-52 Leverage, residual, and interaction diagnostics for subsets of cases in least squares regression***by*Barrett, Bruce E. & Gray, J. Brian**53-69 The size and power of the exact bivariate symmetry test***by*Hilton, Joan F. & Gee, Lauren**71-82 Multivariate regression splines***by*Chen, Lin-An**83-99 The permutation distribution of the Friedman test***by*Rohmel, Joachim**101-199 Erratum***by*McCulloch, J. Huston & Panton, Don B.**105-199 Satellite meeting on industrial statistics: Aims and computational aspects August 16-17, 1997, Athens, Greece***by*Antoch, Jaromir**107-106 Probability -- A survey of the mathematical theory : John W. Lamperti (1996): 2nd ed. New York: Wiley, ISBN 0-471-15407-5, pp. 189, [pound sign] 32.50***by*Ugarte, M. Dolores**108-109 Ordinal and symbolic data analysis : E. Diday, Y. Lechevallier, O. Opitz (eds.) (1996): Springer, ISBN 3-540-61081-2; pp. 372, DM 135.00***by*Lenz, Hans-Joachim**107-108 Probability and statistical inference : Robert Bartoszynski and Magdalena Niewiadomska-Bugaj (1996): Wiley, New York, pp. 826, ISBN 0-471-31073-5, [pound sign] 50.00***by*Ugarte, M. Dolores**105-106 ISI satellite conference on industrial statistics: Aims and computational aspects, Athens, Greece, 16-17 August 1997***by*Salmaso, Luigi

### September 1997, Volume 25, Issue 4

**377-398 Length modified ridge regression***by*Aldrin, Magne**399-415 Estimating the square root of a density via compactly supported wavelets***by*Pinheiro, Aluisio & Vidakovic, Brani**417-439 Nonlinear and nonnormal filters using Monte Carlo methods***by*Tanizaki, Hisashi**441-452 An adaptive test against ordered alternatives***by*Beier, F. & Buning, H.**453-464 Stayers in mixed Markov renewal models***by*Oskrochi, G. R. & Davies, R. B.**465-490 Two Taylor-series approximation methods for nonlinear mixed models***by*Wolfinger, Russell D. & Xihong Lin**493-494 Methodological Knowledge: Notation and Implementation in Expert Systems : H. J. Ader (1995): Universiteit van Amsterdam, ISBN 909009022-3, pp. 227***by*Lenz, Hans-Joachim**494-494 Programmer's Guide to Fortran 90, 3rd ed. : Walter S. Brainerd, Jeanne C. Adams, Charles H. Goldberg (1995): Springer, ISBN 0-387-94570-9, pp. 460, DM 58.00***by*Lenz, Hans-Joachim**495-495 Report on ERC Activities for the use of money***by*Antoch, Jaromir**494-495 ERS of IASC call for nominations***by*Falguerolles, Antonie de

### August 1997, Volume 25, Issue 3

**251-272 Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms***by*Hadi, Ali S. & Luceno, Alberto**273-285 An efficient algorithm for the exact test on unordered 2 x J contingency tables with equal column sums***by*Shao, Xuesi M.**287-304 Methodology for nonparametric regression from independent sources***by*Gerard, Patrick D. & Schucany, William R.**305-320 Locating a maximum using isotonic regression***by*Turner, T. R. & Wollan, P. C.**321-336 A review and a synthesis of the fast Fourier transform algorithms for exact analysis of discrete data***by*Hirji, Karim F.**337-360 An application of mathematical programming to sample allocation***by*Valliant, Richard & Gentle, James E.**363-369 Binning of kernel-based projection pursuit indices in XGobi***by*Klinke, Sigbert & Cook, Dianne