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Content
June 2007, Volume 51, Issue 10
May 2007, Volume 51, Issue 9
- 4083-4100 Kernel logistic PLS: A tool for supervised nonlinear dimensionality reduction and binary classification
by Tenenhaus, Arthur & Giron, Alain & Viennet, Emmanuel & Bera, Michel & Saporta, Gilbert & Fertil, Bernard
- 4101-4123 On Bayesian principal component analysis
by Smidl, Vaclav & Quinn, Anthony
- 4124-4142 Bowker's test for symmetry and modifications within the algebraic framework
by Krampe, Anne & Kuhnt, Sonja
- 4143-4151 Planning experiments when some specified interactions are investigated
by Wang, P.C.
- 4152-4163 Flexible surrogate marker evaluation from several randomized clinical trials with continuous endpoints, using R and SAS
by Tilahun, Abel & Pryseley, Assam & Alonso, Ariel & Molenberghs, Geert
- 4164-4177 Parameter constraints in generalized linear latent variable models
by Tsonaka, R. & Moustaki, I.
- 4178-4192 Modeling dichotomous item responses with free-knot splines
by Johnson, Matthew S.
- 4193-4205 Canonical STATIS: Biplot analysis of multi-table group structured data based on STATIS-ACT methodology
by Vallejo-Arboleda, Amparo & Vicente-Villardon, Jose L. & Galindo-Villardon, M.P.
- 4206-4226 Absorption of shocks in nonlinear autoregressive models
by van Dijk, Dick & Hans Franses, Philip & Peter Boswijk, H.
- 4227-4239 Testing equality of covariance matrices when data are incomplete
by Jamshidian, Mortaza & Schott, James R.
- 4240-4253 Improving the robustness of fractional polynomial models by preliminary covariate transformation: A pragmatic approach
by Royston, P. & Sauerbrei, W.
- 4254-4268 Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach
by Yu, Jun-Wu & Tian, Guo-Liang & Tang, Man-Lai
- 4269-4281 Two-sample tests of the equality of two cumulative incidence functions
by Bajorunaite, Ruta & Klein, John P.
- 4282-4296 Bayesian mixture models in a longitudinal setting for analysing sheep CAT scan images
by Alston, C.L. & Mengersen, K.L. & Robert, C.P. & Thompson, J.M. & Littlefield, P.J. & Perry, D. & Ball, A.J.
- 4297-4307 Testing transformations for the linear mixed model
by Gurka, Matthew J. & Edwards, Lloyd J. & Nylander-French, Leena
- 4308-4323 Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes
by Mante, Claude
- 4324-4336 Parametric and semi-parametric approaches in the analysis of short-term effects of air pollution on health
by Baccini, Michela & Biggeri, Annibale & Lagazio, Corrado & Lertxundi, Aitana & Saez, Marc
- 4337-4353 A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic
by John, Majnu & Priebe, Carey E.
- 4354-4368 Assessment of local influence in elliptical linear models with longitudinal structure
by Osorio, Felipe & Paula, Gilberto A. & Galea, Manuel
- 4369-4378 Finite mixture of gamma distributions: A conjugate prior
by Al-Saleh, Jamal A. & Agarwal, Satish K.
- 4379-4392 Robust estimation of mixture complexity for count data
by Woo, Mi-Ja & Sriram, T.N.
- 4393-4402 Bias reduction in kernel binary regression
by Hazelton, Martin L.
- 4403-4412 The importance of the scales in heterogeneous robust clustering
by Garcia-Escudero, L.A. & Gordaliza, A.
- 4413-4423 An alternative estimation method for the accelerated failure time frailty model
by Zhang, Jiajia & Peng, Yingwei
- 4424-4437 A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities
by Tang, Yongqiang & Ghosal, Subhashis
- 4438-4449 Bayesian nearest-neighbor analysis via record value statistics and nonhomogeneous spatial Poisson processes
by Yang, Tae Young & Lee, Jae Chang
- 4450-4464 Goodness-of-fit tests for logistic regression models when data are collected using a complex sampling design
by Archer, Kellie J. & Lemeshow, Stanley & Hosmer, David W.
- 4465-4483 Markov models for digraph panel data: Monte Carlo-based derivative estimation
by Schweinberger, Michael & Snijders, Tom A.B.
- 4484-4496 L-moments and TL-moments of the generalized lambda distribution
by Asquith, William H.
- 4497-4509 A new lifetime distribution
by Kus, Coskun
- 4510-4525 Estimation of Hurst exponent revisited
by Mielniczuk, J. & Wojdyllo, P.
- 4526-4542 Simulation-based sequential analysis of Markov switching stochastic volatility models
by Carvalho, Carlos M. & Lopes, Hedibert F.
- 4543-4561 Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
by Ip, Wai-Cheung & Wong, Heung & Zhang, Riquan
- 4562-4576 Classification of type I-censored bivariate data
by Langdon, Matthew J. & Taylor, Charles C. & West, Robert M.
- 4577-4596 Model comparison and selection for stationary space-time models
by Huang, H.-C. & Martinez, F. & Mateu, J. & Montes, F.
- 4597-4604 Bootstrapping estimation for estimating relative potency in combinations of bioassays
by Chen, D.G.
- 4605-4621 Knot selection by boosting techniques
by Leitenstorfer, Florian & Tutz, Gerhard
- 4622-4632 An enhanced sign test for dependent binary data with small numbers of clusters
by Gerard, Patrick D. & Schucany, William R.
- 4633-4642 A goodness of fit test for copulas based on Rosenblatt's transformation
by Dobric, Jadran & Schmid, Friedrich
- 4643-4655 Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table
by Iliopoulos, G. & Kateri, M. & Ntzoufras, I.
- 4656-4681 Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
by Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P.
- 4682-4691 k-Sample tests based on the likelihood ratio
by Zhang, Jin & Wu, Yuehua
- 4692-4706 Diagnostics analysis for log-Birnbaum-Saunders regression models
by Xie, Feng-Chang & Wei, Bo-Cheng
- 4707-4716 Correlation analysis of principal components from two populations
by Yamamoto, Michiyo & Sugiyama, Takakazu & Murakami, Hidetoshi & Sakaori, Fumitake
- 4717-4730 Random Riemann Sum estimator versus Monte Carlo
by Urmeneta, Henar & Hernandez, Victor
- 4731-4741 Estimating the width of a uniform distribution when data are measured with additive normal errors with known variance
by Bensic, Mirta & Sabo, Kristian
- 4742-4750 Triangular fuzzification of random variables and power of distribution tests: Empirical discussion
by Colubi, Ana & Gonzalez-Rodriguez, Gil
- 4751-4752 F. Ferraty and P. Vieu, Nonparametric functional data analysis: Theory and practice, Springer Series in Statistics, Springer, Berlin (2006) ISBN 978-0-387-30369-7, p. XX, 268pp 29 illus., Hardcover.
by Hall, Peter
- 4753-4760 Asymptotical distributions, parameters and coverage probabilities of tolerance limits
by Hu, Xiaomi
- 4761-4785 Modeling data with multiple time dimensions
by Breeden, Joseph L.
May 2007, Volume 51, Issue 8
- 3627-3630 An example of a misclassification problem applied to Australian equity data
by Bertram, William K. & Peiris, M. Shelton
- 3631-3653 Computational techniques for spatial logistic regression with large data sets
by Paciorek, Christopher J.
- 3654-3665 The computational order of a DACE dynamical model
by Drignei, Dorin
- 3666-3678 A modified PLS path modeling algorithm handling reflective categorical variables and a new model building strategy
by Jakobowicz, Emmanuel & Derquenne, Christian
- 3679-3688 An adjustment for edge effects using an augmented neighborhood model in the spatial auto-logistic model
by Lim, Johan & Wang, Xinlei & Sherman, Michael
- 3689-3702 Acceleration schemes with application to the EM algorithm
by Berlinet, A. & Roland, Ch.
- 3703-3717 Computational aspects of order [pi]ps sampling schemes
by Matei, Alina & Tille, Yves
- 3718-3736 DALASS: Variable selection in discriminant analysis via the LASSO
by Trendafilov, Nickolay T. & Jolliffe, Ian T.
- 3737-3748 Computational methods for case-cohort studies
by Langholz, Bryan & Jiao, Jenny
- 3749-3764 Mixed model regression mapping for QTL detection in experimental crosses
by Gilmour, A.R.
- 3765-3775 Efficient and exact tests of the risk ratio in a correlated 2x2 table with structural zero
by Lloyd, Chris J.
- 3776-3787 Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations
by Wang, Yong
- 3788-3799 Box and Cox power-transformation to confined and censored nonnormal responses in regression
by Hamasaki, Toshimitsu & Kim, Seo Young
- 3800-3810 Identifying outliers with sequential fences
by Schwertman, Neil C. & de Silva, Rapti
- 3811-3831 A comparative study of the reliability of nine statistical software packages
by Keeling, Kellie B. & Pavur, Robert J.
- 3832-3843 Sample size calculation for non-compliance randomized trials with repeated measurements in binary data
by Lui, Kung-Jong
- 3844-3861 Influence functions and local influence in linear discriminant analysis
by Huang, Yufen & Kao, Tzu-Ling & Wang, Tai-Ho
- 3862-3870 The quality control chart for monitoring multivariate autocorrelated processes
by Jarrett, Jeffrey E. & Pan, Xia
- 3871-3884 Forecasting nonlinear time series with neural network sieve bootstrap
by Giordano, Francesco & La Rocca, Michele & Perna, Cira
- 3885-3897 Kernel estimation for adjusted p-values in multiple testing
by Tsai, Chen-An & Chen, James J.
- 3898-3912 A smoothed residual based goodness-of-fit statistic for logistic hierarchical regression models
by Sturdivant, Rodney X. & Hosmer Jr., David W.
- 3913-3930 Comparison of different estimation procedures for proportional hazards model with random effects
by Abrahantes, Jose Cortinas & Legrand, Catherine & Burzykowski, Tomasz & Janssen, Paul & Ducrocq, Vincent & Duchateau, Luc
- 3931-3945 Arbitrarily shaped multiple spatial cluster detection for case event data
by Demattei[diaeresis], Christophe & Molinari, Nicolas & Daures, Jean-Pierre
- 3946-3954 Chi-squared components for tests of fit and improved models for the grouped exponential distribution
by Best, D.J. & Rayner, J.C.W.
- 3955-3967 Bayesian identification of clustered outliers in multiple regression
by Mohr, Donna L.
- 3968-3982 Statistics to measure correlation for data mining applications
by Rayward-Smith, V.J.
- 3983-3998 Numerical maximum log likelihood estimation for generalized lambda distributions
by Su, Steve
- 3999-4000 Erratum to "The optimal confidence interval for the largest normal mean with unknown variance" [Computational Statistics and Data Analysis 47 (2004) 845-866]
by Chen, Hubert J. & Chen, Shun-Yi
- 4001-4000 Erratum to "Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples": [Computational Statistics & Data Analysis 50 (2006) 3222-3242]
by Ng, H.K.T. & Kundu, D. & Balakrishnan, N.
- 4002-4012 Application of a mixture model for determining the cutoff threshold for activity in high-throughput screening
by Tong, Donald D.M. & Buxser, Stephen & Vidmar, Thomas J.
- 4013-4027 Two-way imputation: A Bayesian method for estimating missing scores in tests and questionnaires, and an accurate approximation
by Van Ginkel, Joost R. & Andries Van der Ark, L. & Sijtsma, Klaas & Vermunt, Jeroen K.
- 4028-4037 A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP
by Cerrato, Mario & Sarantis, Nicholas
- 4038-4053 Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process
by Gutierrez, R. & Rico, N. & Roman, P. & Torres, F.
- 4054-4063 Detecting an interaction between treatment and a continuous covariate: A comparison of two approaches
by Sauerbrei, Willi & Royston, Patrick & Zapien, Karina
- 4064-4068 On the performance of bias-reduction techniques for variance estimation in approximate Bayesian bootstrap imputation
by Demirtas, Hakan & Arguelles, Lester M. & Chung, Hwan & Hedeker, Donald
- 4069-4082 Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
by Arbia, Giuseppe & Lafratta, Giovanni & Simeoni, Carla
April 2007, Volume 51, Issue 7
- 3258-3258 The Third Special Issue on Computational Econometrics
by Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R.
- 3259-3281 Improving the reliability of bootstrap tests with the fast double bootstrap
by Davidson, Russell & MacKinnon, James G.
- 3282-3295 Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
by Godfrey, L.G.
- 3296-3318 The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
by Kiviet, Jan F. & Niemczyk, Jerzy
- 3319-3329 Multivariate out-of-sample tests for Granger causality
by Gelper, Sarah & Croux, Christophe
- 3330-3354 Worst-case estimation for econometric models with unobservable components
by Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M.
- 3355-3367 Bias-adjusted estimation in the ARX(1) model
by Broda, Simon & Carstensen, Kai & Paolella, Marc S.
- 3368-3380 Estimation of the income distribution and detection of subpopulations: An explanatory model
by Flachaire, Emmanuel & Nunez, Olivier
- 3381-3392 Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand
by Swamy, P.A.V.B. & Yaghi, Wisam & Mehta, Jatinder S. & Chang, I-Lok
- 3393-3417 Monte Carlo methods for derivatives of options with discontinuous payoffs
by Detemple, Jerome & Rindisbacher, Marcel
- 3418-3432 Half-life estimation based on the bias-corrected bootstrap: A highest density region approach
by Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J.
- 3433-3447 Approximating the distributions of estimators of financial risk under an asymmetric Laplace law
by Trindade, A. Alexandre & Zhu, Yun
- 3448-3469 On sovereign credit migration: A study of alternative estimators and rating dynamics
by Fuertes, Ana-Maria & Kalotychou, Elena
- 3470-3483 Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data
by Bartolucci, Francesco & Nigro, Valentina
- 3484-3504 A bootstrap approach to test the conditional symmetry in time series models
by Perez-Alonso, Alicia
- 3506-3508 Computational techniques for applied econometric analysis of macroeconomic and financial processes
by Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K.
- 3509-3528 Auxiliary mixture sampling with applications to logistic models
by Fruhwirth-Schnatter, Sylvia & Fruhwirth, Rudolf
- 3529-3550 Interpretation and inference in mixture models: Simple MCMC works
by Geweke, John
- 3551-3566 Multivariate mixed normal conditional heteroskedasticity
by Bauwens, L. & Hafner, C.M. & Rombouts, J.V.K.
- 3567-3579 Multilevel modeling using spatial processes: Application to the Singapore housing market
by Gelfand, Alan E. & Banerjee, Sudipto & Sirmans, C.F. & Tu, Yong & Eng Ong, Seow
- 3580-3594 Bootstrap prediction intervals for autoregressive time series
by Clements, Michael P. & Kim, Jae H.
- 3595-3611 Robust optimal decisions with imprecise forecasts
by Gulpinar, Nalan & Rustem, Berc
- 3612-3625 Forecast comparison of principal component regression and principal covariate regression
by Heij, Christiaan & Groenen, Patrick J.F. & van Dijk, Dick
March 2007, Volume 51, Issue 6
- 2783-2787 Logical operators of some statistical computing packages and missing values
by Cordeiro, Jose Antonio
- 2788-2791 Nonstandard operator precedence in Excel
by Berger, Roger L.
- 2792-2793 Comment on "Information matrices for Laplace and Pareto mixtures" by S. Nadarajah
by Arslan, Olcay
- 2794-2795 Reply to the Comment by O. Arslan on "Information matrices for Laplace and Pareto mixtures"
by Nadarajah, Saralees
- 2796-2802 A convenient way of generating gamma random variables using generalized exponential distribution
by Kundu, Debasis & Gupta, Rameshwar D.
- 2803-2812 A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation
by Wang, Hansheng
- 2813-2835 Estimating the parameters of a generalized lambda distribution
by Fournier, B. & Rupin, N. & Bigerelle, M. & Najjar, D. & Iost, A. & Wilcox, R.
- 2836-2850 Comparison of semiparametric and parametric methods for estimating copulas
by Kim, Gunky & Silvapulle, Mervyn J. & Silvapulle, Paramsothy
- 2851-2870 Parsimonious additive models
by Avalos, Marta & Grandvalet, Yves & Ambroise, Christophe
- 2871-2888 Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials
by Diaz, Rafael E.
- 2889-2906 Sampling algorithms for generating joint uniform distributions using the vine-copula method
by Kurowicka, D. & Cooke, R.M.
- 2907-2918 Saddlepoint approximations for the doubly noncentral t distribution
by Broda, Simon & Paolella, Marc S.
- 2919-2933 On improved EM algorithm and confidence interval construction for incomplete rxc tables
by Tang, Man-Lai & Wang Ng, Kai & Tian, Guo-Liang & Tan, Ming
- 2934-2945 Computational Bayesian inference for estimating the size of a finite population
by Nandram, Balgobin & Zelterman, Daniel
- 2946-2957 A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models
by Wang, Ji-Ping
- 2958-2968 Exploring k-circulant supersaturated designs via genetic algorithms
by Koukouvinos, Christos & Mylona, Kalliopi & Simos, Dimitris E.
- 2969-2981 Parallel exact sampling and evaluation of Gaussian Markov random fields
by Steinsland, Ingelin
- 2982-2992 Bayesian sample size determination for case-control studies with misclassification
by Stamey, James & Gerlach, Richard
- 2993-3001 A new Bayes estimate of the change point in the hazard function
by Sertkaya Karasoy, Durdu & Kadilar, Cem
- 3002-3015 Testing linear independence in linear models with interval-valued data
by Gil, Maria Angeles & Gonzalez-Rodriguez, Gil & Colubi, Ana & Montenegro, Manuel
- 3016-3026 Optimum allocation in stratified surveys: Stochastic programming
by Diaz-Garcia, Jose A. & Garay-Tapia, Ma. Magdalena
- 3027-3040 Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version
by Candel, Math J.J.M.
- 3041-3056 Non-linear properties of conditional returns under scale mixtures
by Fotopoulos, Stergios B. & Jandhyala, Venkata K. & Chen, Kim-Heng
- 3057-3069 Reweighted kernel density estimation
by Hazelton, Martin L. & Turlach, Berwin A.
- 3070-3084 Statistical inference for the risk ratio in 2x2 binomial trials with structural zero
by Gupta, Ramesh C. & Tian, Suzhong
- 3085-3099 A comparative study of tests for the difference of two Poisson means
by Ng, H.K.T. & Gu, K. & Tang, M.L.
- 3100-3114 Estimation of fractional integration in the presence of data noise
by Haldrup, Niels & Nielsen, Morten Orregaard
- 3115-3122 Prediction intervals for regression models
by Olive, David J.
- 3123-3144 Disentangling mark/point interaction in marked-point processes
by Renshaw, Eric & Mateu, Jorge & Saura, Fuensanta
- 3145-3155 Correspondence analysis approach for finding allele associations in population genetic study
by Park, Mira & Lee, Jae Won & Kim, Choongrak
- 3156-3172 Comparison of feature selection and classification algorithms in identifying malicious executables
by Cai, D. Michael & Gokhale, Maya & Theiler, James
- 3173-3186 Confounding in the estimation of mediation effects
by Li, Yan & Bienias, Julia L. & Bennett, David A.
- 3187-3196 Fracture orientation characterization: Minimizing statistical modelling errors
by Tran, Nam H.
- 3197-3212 Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes
by Congdon, Peter
- 3213-3222 Identification of the minimum effective dose for right-censored survival data
by Chen, Yuh-Ing & Chang, Yu-Mei
- 3223-3234 Conditional independence of multivariate binary data with an application in caries research
by Garcia-Zattera, Maria Jose & Jara, Alejandro & Lesaffre, Emmanuel & Declerck, Dominique
- 3235-3243 Robust balanced measurement designs when errors are serially correlated
by Liao, Chen-Tuo & Lin, Tsai-Yu
- 3244-3256 EM algorithms for nonlinear mixed effects models
by Wang, Jing
February 2007, Volume 51, Issue 5
- 2375-2378 Graphing Kendall's [tau]
by Davis, Matthew K. & Chen, Gemai
- 2379-2409 Exploring the state sequence space for hidden Markov and semi-Markov chains
by Guedon, Yann
- 2410-2419 A computationally efficient method for nonlinear mixed-effects models with nonignorable missing data in time-varying covariates
by Wu, Lang
- 2420-2427 Estimating joinpoints in continuous time scale for multiple change-point models
by Yu, Binbing & Barrett, Michael J. & Kim, Hyune-Ju & Feuer, Eric J.
- 2428-2441 Goodness of fit tests via exponential series density estimation
by Marsh, Patrick
- 2442-2460 Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
by Siani, Carole & de Peretti, Christian
- 2461-2486 A practical approximation algorithm for the LMS line estimator
by Mount, David M. & Netanyahu, Nathan S. & Romanik, Kathleen & Silverman, Ruth & Wu, Angela Y.
- 2487-2498 Parallelizing AdaBoost by weights dynamics
by Merler, Stefano & Caprile, Bruno & Furlanello, Cesare
- 2499-2512 Some extensions of score matching
by Hyvarinen, Aapo
- 2513-2530 Point set stratification and Delaunay depth
by Abellanas, Manuel & Claverol, Merce & Hurtado, Ferran
- 2531-2541 Algorithms for bounded-influence estimation
by Bellio, Ruggero
- 2542-2558 Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models
by Jullion, Astrid & Lambert, Philippe
- 2559-2572 Quantile estimation in two-phase sampling
by Rueda, Maria del Mar & Arcos, Antonio & Munoz, Juan Francisco & Singh, Sarjinder
- 2573-2585 A mixture of mixture models for a classification problem: The unity measure error
by Di Zio, Marco & Guarnera, Ugo & Rocci, Roberto
- 2586-2601 Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes
by Congdon, P.
- 2602-2620 Identifying differentially expressed genes in dye-swapped microarray experiments of small sample size
by Lian, I.B. & Chang, C.J. & Liang, Y.J. & Yang, M.J. & Fann, C.S.J.
- 2621-2635 On hybrid methods of inverse regression-based algorithms
by Zhu, Li-Xing & Ohtaki, Megu & Li, Yingxing
- 2636-2652 Bayesian estimation of the Gaussian mixture GARCH model
by Ausin, Maria Concepcion & Galeano, Pedro
- 2653-2669 Nonparametric estimation from length-biased data under competing risks
by de Una-Alvarez, Jacobo & Rodriguez-Casal, Alberto
- 2670-2687 Discovery, visualization and performance analysis of enterprise workflow
by Zhang, Ping & Serban, Nicoleta
- 2688-2700 Bayesian inference for [alpha]-stable distributions: A random walk MCMC approach
by Lombardi, Marco J.
- 2701-2719 Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
by Walde, Janette F.
- 2720-2733 Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model
by Gonzalez-Manteiga, W. & Lombardia, M.J. & Molina, I. & Morales, D. & Santamaria, L.
- 2734-2746 Robust directed tests of normality against heavy-tailed alternatives
by Gel, Yulia R. & Miao, Weiwen & Gastwirth, Joseph L.
- 2747-2752 Optimization of large simulations using statistical software
by Novikov, Ilya & Oberman, Bernice
- 2753-2768 Detecting local regions of change in high-dimensional criminal or terrorist point processes
by Porter, Michael D. & Brown, Donald E.
- 2769-2781 Using the EM algorithm for inference in a mixture of distributions with censored but partially identifiable data
by Contreras-Cristan, Alberto
December 2006, Volume 51, Issue 4
- 2115-2117 Special Issue on Nonlinear Modelling and Financial Econometrics
by Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan
- 2118-2141 Semiparametric estimation in perturbed long memory series
by Arteche, J.
- 2142-2163 Testing for multivariate autoregressive conditional heteroskedasticity using wavelets
by Duchesne, Pierre
- 2164-2178 Comparison of nonnested asymmetric heteroskedastic models
by Chen, Cathy W.S. & Gerlach, Richard & So, Mike K.P.
- 2179-2191 Regime-switching Pareto distributions for ACD models
by De Luca, Giovanni & Zuccolotto, Paola
- 2192-2209 Stylized facts of financial time series and hidden semi-Markov models
by Bulla, Jan & Bulla, Ingo
- 2210-2217 On the applicability of stochastic volatility models
by Suk Kim, Myung & Wang, Suojin
- 2218-2231 A class of nonlinear stochastic volatility models and its implications for pricing currency options
by Yu, Jun & Yang, Zhenlin & Zhang, Xibin
- 2232-2245 Financial econometric analysis at ultra-high frequency: Data handling concerns
by Brownlees, C.T. & Gallo, G.M.
- 2246-2266 Nonlinear dynamics in Nasdaq dealer quotes
by Frijns, Bart & Schotman, Peter C.
- 2267-2277 A dynamic model of expected bond returns: A functional gradient descent approach
by Audrino, Francesco & Barone-Adesi, Giovanni
- 2278-2294 Testing the martingale difference hypothesis using integrated regression functions
by Escanciano, J. Carlos & Velasco, Carlos
- 2295-2312 Accurate value-at-risk forecasting based on the normal-GARCH model
by Hartz, Christoph & Mittnik, Stefan & Paolella, Marc
- 2313-2338 Extremal financial risk models and portfolio evaluation
by Zhang, Zhengjun & Huang, James
- 2339-2349 Fast algorithm for nonparametric arbitrage-free SPD estimation
by Hlavka, Zdenek
- 2350-2364 Time series of count data: modeling, estimation and diagnostics
by Jung, Robert C. & Kukuk, Martin & Liesenfeld, Roman
- 2365-2373 Pairwise likelihood inference for ordinal categorical time series
by Varin, Cristiano & Vidoni, Paolo
December 2006, Volume 51, Issue 3
- 1445-1462 Multivariate time series modeling and classification via hierarchical VAR mixtures
by Prado, Raquel & Molina, Francisco & Huerta, Gabriel
- 1463-1478 Analysis of new variable selection methods for discriminant analysis
by Pacheco, Joaquin & Casado, Silvia & Nunez, Laura & Gomez, Olga
- 1479-1490 Detection of linear and circular shapes in image analysis
by Garlipp, T. & Muller, C.H.
- 1491-1508 Analysis of K sets of data, with differential emphasis on agreement between and within sets
by Hanafi, Mohamed & Kiers, Henk A.L.