# Elsevier

# Computational Statistics & Data Analysis

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### 2013, Volume 57, Issue 1

**518-535 A simple generalisation of the Hill estimator***by*Fátima Brilhante, M. & Ivette Gomes, M. & Pestana, Dinis**536-548 One-step robust estimation of fixed-effects panel data models***by*Aquaro, M. & Čížek, P.**549-557 Likelihood inference in generalized linear mixed measurement error models***by*Torabi, Mahmoud**558-569 Assessing model adequacy in possibly misspecified quantile regression***by*Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid**570-588 Stochastic models for multiple pathways of temporal natural history on co-morbidity of chronic disease***by*Yen, Amy Ming-Fang & Chen, Hsiu-Hsi**589-599 Modeling respiratory illnesses with change point: A lesson from the SARS epidemic in Hong Kong***by*Wong, Heung & Shao, Quanxi & Ip, Wai-cheung**600-614 A Bayesian model averaging approach to analyzing categorical data with nonignorable nonresponse***by*Janicki, Ryan & Malec, Donald**615-630 Smoothed rank correlation of the linear transformation regression model***by*Lin, Huazhen & Peng, Heng**631-644 An extended variable inclusion and shrinkage algorithm for correlated variables***by*Mkhadri, Abdallah & Ouhourane, Mohamed**645-660 On Crevecoeur’s bathtub-shaped failure rate model***by*Liu, Junfeng & Wang, Yi**661-671 Variational Bayesian inference for the Latent Position Cluster Model for network data***by*Salter-Townshend, Michael & Murphy, Thomas Brendan**672-683 Parameter estimation for growth interaction processes using spatio-temporal information***by*Redenbach, Claudia & Särkkä, Aila**684-698 Change point models for cognitive tests using semi-parametric maximum likelihood***by*van den Hout, Ardo & Muniz-Terrera, Graciela & Matthews, Fiona E.

### 2012, Volume 56, Issue 11

**2993-3005 Jump robust daily covariance estimation by disentangling variance and correlation components***by*Boudt, Kris & Cornelissen, Jonathan & Croux, Christophe**3006-3019 A Bayesian conditional autoregressive geometric process model for range data***by*Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S.**3020-3034 Detection of structural breaks in linear dynamic panel data models***by*De Wachter, Stefan & Tzavalis, Elias**3035-3054 Bayesian estimation of generalized hyperbolic skewed student GARCH models***by*Deschamps, Philippe J.**3055-3069 Modeling dynamic effects of promotion on interpurchase times***by*Fok, Dennis & Paap, Richard & Franses, Philip Hans**3070-3079 Covariate unit root tests with good size and power***by*Fossati, Sebastian**3080-3090 On the online estimation of local constant volatilities***by*Fried, Roland**3091-3104 Econometric analysis of volatile art markets***by*Bocart, Fabian Y.R.P. & Hafner, Christian M.**3105-3119 Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling***by*Kleppe, Tore Selland & Skaug, Hans Julius**3120-3133 The dynamics of UK and US inflation expectations***by*Gefang, Deborah & Koop, Gary & Potter, Simon M.**3134-3152 Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling***by*Dordonnat, Virginie & Koopman, Siem Jan & Ooms, Marius**3153-3181 Estimation of SEM with GARCH errors***by*Krishnakumar, Jaya & Kabili, Andi & Roko, Ilir**3182-3197 Robust small sample accurate inference in moment condition models***by*Lô, Serigne N. & Ronchetti, Elvezio**3198-3211 Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations***by*Luger, Richard**3212-3229 Counterfactual distributions of wages via quantile regression with endogeneity***by*Martinez-Sanchis, Elena & Mora, Juan & Kandemir, Ilker**3230-3240 Optimal control of nonlinear dynamic econometric models: An algorithm and an application***by*Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R.**3241-3259 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form***by*Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia**3260-3275 Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein–Uhlenbeck processes***by*Raknerud, Arvid & Skare, Øivind**3276-3285 Robust analysis of default intensity***by*Bellini, Tiziano & Riani, Marco**3286-3306 On the asymptotic t-test for large nonstationary panel models***by*Trapani, Lorenzo**3309-3321 An application of shrinkage estimation to the nonlinear regression model***by*Ahmed, S. Ejaz & Nicol, Christopher J.**3322-3344 Localized level crossing random walk test robust to the presence of structural breaks***by*Alexeev, Vitali & Maynard, Alex**3345-3365 Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market***by*Tsay, Ruey S. & Ando, Tomohiro**3366-3380 A new class of independence tests for interval forecasts evaluation***by*Araújo Santos, P. & Fraga Alves, M.I.**3381-3397 Forecasting with spatial panel data***by*Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain**3398-3414 A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood***by*Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K.**3415-3429 On marginal likelihood computation in change-point models***by*Bauwens, Luc & Rombouts, Jeroen V.K.**3430-3443 On robust tail index estimation***by*Beran, Jan & Schell, Dieter**3444-3458 Efficient bootstrap with weakly dependent processes***by*Bravo, Francesco & Crudu, Federico**3459-3476 Modelling and forecasting wind speed intensity for weather risk management***by*Caporin, Massimiliano & Preś, Juliusz**3477-3490 Structural model of credit migration***by*Chan, Ngai Hang & Wong, Hoi Ying & Zhao, Jing**3491-3497 A wavelet-based approach to test for financial market contagion***by*Gallegati, Marco**3498-3516 Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution***by*Chen, Qian & Gerlach, Richard & Lu, Zudi**3517-3532 Dynamic risk exposures in hedge funds***by*Billio, Monica & Getmansky, Mila & Pelizzon, Loriana**3533-3545 On the estimation of dynamic conditional correlation models***by*Hafner, Christian M. & Reznikova, Olga**3546-3566 Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment***by*Guidolin, Massimo & Hyde, Stuart**3567-3586 Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation***by*Kiviet, Jan F. & Niemczyk, Jerzy**3587-3598 Specification tests for the error distribution in GARCH models***by*Klar, B. & Lindner, F. & Meintanis, S.G.**3599-3622 Applications of the characteristic function-based continuum GMM in finance***by*Kotchoni, Rachidi**3623-3631 Recursive computation of piecewise constant volatilities***by*Davies, Laurie & Höhenrieder, Christian & Krämer, Walter**3632-3644 On the estimation and diagnostic checking of the ARFIMA–HYGARCH model***by*Kwan, Wilson & Li, Wai Keung & Li, Guodong**3645-3658 A spectral estimation of tempered stable stochastic volatility models and option pricing***by*Li, Junye & Favero, Carlo & Ortu, Fulvio**3659-3673 Vine copulas with asymmetric tail dependence and applications to financial return data***by*Nikoloulopoulos, Aristidis K. & Joe, Harry & Li, Haijun**3674-3689 Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors***by*Ishihara, Tsunehiro & Omori, Yasuhiro**3690-3704 Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution***by*Nakajima, Jouchi & Omori, Yasuhiro**3705-3729 Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models***by*Kiviet, Jan F. & Phillips, Garry D.A.**3730-3742 Long memory and nonlinearities in realized volatility: A Markov switching approach***by*Raggi, Davide & Bordignon, Silvano**3743-3756 Likelihood-free Bayesian inference for α-stable models***by*Peters, G.W. & Sisson, S.A. & Fan, Y.**3757-3773 Modelling multi-output stochastic frontiers using copulas***by*Carta, Alessandro & Steel, Mark F.J.**3774-3792 Bayesian inference in a Stochastic Volatility Nelson–Siegel model***by*Hautsch, Nikolaus & Yang, Fuyu**3793-3807 The power of weather***by*Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen

### 2012, Volume 56, Issue 10

**2840-2855 Small area estimation of poverty proportions under area-level time models***by*Esteban, M.D. & Morales, D. & Pérez, A. & Santamaría, L.**2856-2863 Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census***by*Burgard, Jan Pablo & Münnich, Ralf T.**2864-2874 Small area estimation using skew normal models***by*Ferraz, V.R.S. & Moura, F.A.S.**2875-2888 Small area estimation under spatial nonstationarity***by*Chandra, Hukum & Salvati, Nicola & Chambers, Ray & Tzavidis, Nikos**2889-2902 Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators***by*Marchetti, Stefano & Tzavidis, Nikos & Pratesi, Monica**2903-2917 A new class of semi-mixed effects models and its application in small area estimation***by*José Lombardía, María & Sperlich, Stefan**2918-2933 Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends***by*Krieg, Sabine & van den Brakel, Jan A.**2934-2948 Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators***by*Militino, A.F. & Goicoa, T. & Ugarte, M.D.**2949-2962 Estimators of error covariance matrices for small area prediction***by*Berg, Emily J. & Fuller, Wayne A.**2965-2975 A particle swarm algorithm with broad applicability in shape-constrained estimation***by*Wolters, Mark A.**2976-2990 An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors***by*She, Yiyuan

### 2012, Volume 56, Issue 9

**2609-2625 Estimating discrete Markov models from various incomplete data schemes***by*Pasanisi, Alberto & Fu, Shuai & Bousquet, Nicolas**2626-2636 Fitting very large sparse Gaussian graphical models***by*Kiiveri, Harri & de Hoog, Frank**2637-2649 Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families***by*Balakrishnan, N. & Davies, K.F. & Keating, J.P. & Mason, R.L.**2650-2662 The marginal likelihood of dynamic mixture models***by*Fiorentini, G. & Planas, C. & Rossi, A.**2663-2674 Bayesian variable selection for logistic mixed model with nonparametric random effects***by*Yang, Mingan**2675-2687 Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model***by*Yu, Lili & Peace, Karl E.**2688-2704 Model-based replacement of rounded zeros in compositional data: Classical and robust approaches***by*Martín-Fernández, J.A. & Hron, K. & Templ, M. & Filzmoser, P. & Palarea-Albaladejo, J.**2705-2717 Mantel–Haenszel estimators of odds ratios for stratified dependent binomial data***by*Suesse, Thomas & Liu, Ivy**2718-2728 Identification of breast cancer prognosis markers via integrative analysis***by*Ma, Shuangge & Dai, Ying & Huang, Jian & Xie, Yang**2729-2741 Shape restricted nonparametric regression with Bernstein polynomials***by*Wang, J. & Ghosh, S.K.**2742-2755 Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy***by*Chakraborty, Sounak**2756-2770 Regression analysis under incomplete linkage***by*Kim, Gunky & Chambers, Raymond**2771-2781 A doubly optimal ellipse fit***by*Al-Sharadqah, A. & Chernov, N.**2782-2794 Robust descriptive discriminant analysis for repeated measures data***by*Sajobi, Tolulope T. & Lix, Lisa M. & Dansu, Bolanle M. & Laverty, William & Li, Longhai**2795-2808 Dissimilarity measures and divisive clustering for symbolic multimodal-valued data***by*Kim, Jaejik & Billard, L.**2809-2815 Model-averaged Wald confidence intervals***by*Turek, Daniel & Fletcher, David**2816-2829 EM algorithms for multivariate Gaussian mixture models with truncated and censored data***by*Lee, Gyemin & Scott, Clayton**2830-2836 Split variable selection for tree modeling on rank data***by*Kung, Yi-Hung & Lin, Chang-Ting & Shih, Yu-Shan

### 2012, Volume 56, Issue 8

**2375-2387 Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency***by*Volant, Stevenn & Martin Magniette, Marie-Laure & Robin, Stéphane**2388-2403 Large gap imputation in remote sensed imagery of the environment***by*Rulloni, Valeria & Bustos, Oscar & Flesia, Ana Georgina**2404-2409 On quantile quantile plots for generalized linear models***by*Augustin, Nicole H. & Sauleau, Erik-André & Wood, Simon N.**2410-2420 Parametric bootstrap under model mis-specification***by*Lu, H.Y. Kevin & Young, G. Alastair**2421-2429 A simple additivity test for conditionally heteroscedastic nonlinear autoregression***by*Levine, Michael & Li, Jinguang (Tony)**2430-2441 The cost of using decomposable Gaussian graphical models for computational convenience***by*Fitch, A. Marie & Jones, Beatrix**2442-2453 Bayesian inference for the correlation coefficient in two seemingly unrelated regressions***by*Wang, Min & Sun, Xiaoqian**2454-2470 Root selection in normal mixture models***by*Seo, Byungtae & Kim, Daeyoung**2471-2485 Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data***by*Soliman, Ahmed A. & Abd-Ellah, Ahmed H. & Abou-Elheggag, Naser A. & Abd-Elmougod, Gamal A.**2486-2500 Mixtures of weighted distance-based models for ranking data with applications in political studies***by*Lee, Paul H. & Yu, Philip L.H.**2501-2512 Benchmark testing of algorithms for very robust regression: FS, LMS and LTS***by*Torti, Francesca & Perrotta, Domenico & Atkinson, Anthony C. & Riani, Marco**2513-2525 Correlated binomial regression models***by*Pires, Rubiane M. & Diniz, Carlos A.R.**2526-2538 Quantile regression for longitudinal data with a working correlation model***by*Fu, Liya & Wang, You-Gan**2539-2561 Distribution-free exponentially weighted moving average control charts for monitoring unknown location***by*Graham, M.A. & Mukherjee, A. & Chakraborti, S.**2562-2573 Sampling designs via a multivariate hypergeometric-Dirichlet process model for a multi-species assemblage with unknown heterogeneity***by*Zhang, Hongmei & Ghosh, Kaushik & Ghosh, Pulak**2574-2582 Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard***by*Beavers, Daniel P. & Stamey, James D.**2583-2597 Adaptive LASSO for general transformation models with right censored data***by*Li, Jianbo & Gu, Minggao**2598-2608 Semiparametric model for the dichotomized functional outcome after stroke: The Northern Manhattan Study***by*Chen, Huaihou & Paik, Myunghee Cho & Dhamoon, Mandip S. & Moon, Yeseon Park & Willey, Joshua & Sacco, Ralph L. & Elkind, Mitchell S.V.

### 2012, Volume 56, Issue 7

**2183-2205 The Bayesian method for causal discovery of latent-variable models from a mixture of experimental and observational data***by*Yoo, Changwon**2206-2218 New approaches to nonparametric density estimation and selection of smoothing parameters***by*Golyandina, Nina & Pepelyshev, Andrey & Steland, Ansgar**2219-2236 Case-deletion type diagnostics for calibration estimators in survey sampling***by*Barranco-Chamorro, I. & Jiménez-Gamero, M.D. & Moreno-Rebollo, J.L. & Muñoz-Pichardo, J.M.**2237-2250 A goodness-of-fit test for parametric models based on dependently truncated data***by*Emura, Takeshi & Konno, Yoshihiko**2251-2257 On the Marshall–Olkin transformation as a skewing mechanism***by*Rubio, F.J. & Steel, M.F.J.**2258-2272 On simultaneously identifying outliers and heteroscedasticity without specific form***by*Cheng, Tsung-Chi**2273-2287 Classification of image pixels based on minimum distance and hypothesis testing***by*Ghimire, Santosh & Wang, Haiyan**2288-2302 Least squares type estimation for Cox regression model and specification error***by*Gradowska, P.L. & Cooke, R.M.**2303-2316 Bootstrap testing multiple changes in persistence for a heavy-tailed sequence***by*Chen, Zhanshou & Jin, Zi & Tian, Zheng & Qi, Peiyan**2317-2333 Joint adaptive mean–variance regularization and variance stabilization of high dimensional data***by*Dazard, Jean-Eudes & Sunil Rao, J.**2334-2346 Supervised classification for functional data: A weighted distance approach***by*Alonso, Andrés M. & Casado, David & Romo, Juan**2347-2359 Robust fitting of mixture regression models***by*Bai, Xiuqin & Yao, Weixin & Boyer, John E.**2360-2374 Phase and amplitude-based clustering for functional data***by*Slaets, Leen & Claeskens, Gerda & Hubert, Mia

### 2012, Volume 56, Issue 6

**1303-1318 Frailty modeling via the empirical Bayes–Hastings sampler***by*Levine, Richard A. & Fan, Juanjuan & Strickland, Pamela Ohman & Demirel, Shaban**1319-1332 On efficient calculations for Bayesian variable selection***by*Ruggieri, Eric & Lawrence, Charles E.**1333-1349 Estimating the diffusion coefficient function for a diversified world stock index***by*Ignatieva, Katja & Platen, Eckhard**1350-1361 Predictive inference for a future response using symmetrically trimmed sample from the half-normal model***by*Khan, Hafiz M.R.**1362-1380 Approximate Bayesian inference for large spatial datasets using predictive process models***by*Eidsvik, Jo & Finley, Andrew O. & Banerjee, Sudipto & Rue, Håvard**1381-1395 Initializing the EM algorithm in Gaussian mixture models with an unknown number of components***by*Melnykov, Volodymyr & Melnykov, Igor**1396-1404 Asymmetric type II compound Laplace distribution and its application to microarray gene expression***by*Punathumparambath, Bindu & Kulathinal, Sangita & George, Sebastian**1405-1416 Residual analysis of linear mixed models using a simulation approach***by*Schützenmeister, André & Piepho, Hans-Peter**1417-1433 Gaussian component mixtures and CAR models in Bayesian disease mapping***by*Moraga, Paula & Lawson, Andrew B.**1434-1449 A fast and recursive algorithm for clustering large datasets with k-medians***by*Cardot, Hervé & Cénac, Peggy & Monnez, Jean-Marie**1450-1467 Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm***by*Rigat, F. & Mira, A.**1468-1481 Approximate Bayesian computing for spatial extremes***by*Erhardt, Robert J. & Smith, Richard L.**1482-1498 Wavelets in functional data analysis: Estimation of multidimensional curves and their derivatives***by*Pigoli, Davide & Sangalli, Laura M.**1499-1510 A Poisson mixed model with nonnormal random effect distribution***by*Fabio, Lizandra C. & Paula, Gilberto A. & Castro, Mário de**1511-1527 Efficient Bayesian inference for stochastic time-varying copula models***by*Almeida, Carlos & Czado, Claudia**1528-1544 Objective Bayesian analysis for the normal compositional model***by*Kazianka, Hannes**1545-1551 Modeling the random effects covariance matrix for generalized linear mixed models***by*Lee, Keunbaik & Lee, JungBok & Hagan, Joseph & Yoo, Jae Keun**1552-1565 Recursive partitioning on incomplete data using surrogate decisions and multiple imputation***by*Hapfelmeier, A. & Hothorn, T. & Ulm, K.**1566-1580 Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data***by*Kohler, Michael & Krzyżak, Adam**1581-1593 Stationary bootstrap for kernel density estimators under ψ-weak dependence***by*Hwang, Eunju & Shin, Dong Wan**1594-1608 Bandwidth choice for robust nonparametric scale function estimation***by*Boente, Graciela & Ruiz, Marcelo & Zamar, Ruben H.**1609-1623 A general class of zero-or-one inflated beta regression models***by*Ospina, Raydonal & Ferrari, Silvia L.P.**1624-1643 A method for increasing the robustness of multiple imputation***by*Daniel, Rhian M. & Kenward, Michael G.**1644-1661 Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure***by*Leiva, Ricardo & Roy, Anuradha**1662-1680 Diagnostic procedures in Birnbaum–Saunders nonlinear regression models***by*Vanegas, Luis Hernando & Rondón, Luz Marina & Cysneiros, Francisco José A.**1681-1691 Semi-supervised wavelet shrinkage***by*Lee, Kichun & Vidakovic, Brani**1692-1702 A confidence region for the largest and the smallest means under heteroscedasticity***by*Chen, Hubert J. & Wu, Shu-Fei**1703-1713 Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data***by*Borges, Patrick & Rodrigues, Josemar & Balakrishnan, Narayanaswamy**1714-1722 Bayesian nonparametric mixed random utility models***by*Karabatsos, George & Walker, Stephen G.**1723-1736 Inference on a stochastic two-compartment model in tumor growth***by*Albano, Giuseppina & Giorno, Virginia & Román-Román, Patricia & Torres-Ruiz, Francisco**1737-1747 A new class of semiparametric semivariogram and nugget estimators***by*Carmack, Patrick S. & Spence, Jeffrey S. & Schucany, William R. & Gunst, Richard F. & Lin, Qihua & Haley, Robert W.**1748-1756 High-throughput DNA methylation datasets for evaluating false discovery rate methodologies***by*Asomaning, N. & Archer, K.J.**1757-1770 The least trimmed quantile regression***by*Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N.**1771-1783 Constrained spanning tree algorithms for irregularly-shaped spatial clustering***by*Costa, Marcelo Azevedo & Assunção, Renato Martins & Kulldorff, Martin**1784-1794 Computing highly accurate or exact P-values using importance sampling***by*Lloyd, Chris J.**1795-1807 Benchmarking historical corporate performance***by*Scott, James G.**1808-1828 Direct fitting of dynamic models using integrated nested Laplace approximations — INLA***by*Ruiz-Cárdenas, Ramiro & Krainski, Elias T. & Rue, Håvard**1829-1836 Testing ratio of marginal probabilities in clustered matched-pair binary data***by*Yang, Zhao & Sun, Xuezheng & Hardin, James W.**1837-1853 Estimation for the single-index models with random effects***by*Pang, Zhen & Xue, Liugen**1854-1868 Inference in generalized linear regression models with a censored covariate***by*Tsimikas, John V. & Bantis, Leonidas E. & Georgiou, Stelios D.**1869-1879 Selecting the number of components in principal component analysis using cross-validation approximations***by*Josse, Julie & Husson, François**1880-1897 Generalized beta-generated distributions***by*Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María**1898-1907 Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis***by*Marín, J.M. & Rodríguez-Bernal, M.T.**1908-1919 A new model for explaining long-range correlations in human time interval production***by*Diniz, Ana & Barreiros, João & Crato, Nuno**1920-1934 A study of variable selection using g-prior distribution with ridge parameter***by*Baragatti, M. & Pommeret, D.**1935-1943 Adaptive combination of dependent tests***by*Sexton, Joseph & Blomhoff, Rune & Karlsen, Anette & Laake, Petter**1944-1951 A combined overdispersed and marginalized multilevel model***by*Iddi, Samuel & Molenberghs, Geert**1952-1965 Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression***by*Arslan, Olcay**1966-1980 Assessing the predictive ability of a multilevel binary regression model***by*Van Oirbeek, R. & Lesaffre, E.**1981-1993 An alternating determination–optimization approach for an additive multi-index model***by*Feng, Zhenghui & Zhu, Lixing**1994-2005 The robust estimation method for a finite mixture of Poisson mixed-effect models***by*Xiang, Liming & Yau, Kelvin K.W. & Lee, Andy H.**2006-2017 Semiparametric regression models with additive nonparametric components and high dimensional parametric components***by*Du, Pang & Cheng, Guang & Liang, Hua**2018-2030 Progressively first-failure censored reliability sampling plans with cost constraint***by*Wu, Shuo-Jye & Huang, Syuan-Rong**2031-2040 Weighted kernel Fisher discriminant analysis for integrating heterogeneous data***by*Hamid, Jemila S. & Greenwood, Celia M.T. & Beyene, Joseph**2041-2050 Statistical analysis of bivariate failure time data with Marshall–Olkin Weibull models***by*Li, Yang & Sun, Jianguo & Song, Shuguang**2051-2058 On efficient estimation in additive hazards regression with current status data***by*Lu, Xuewen & Song, Peter X.-K.**2059-2072 Improving the efficiency of individualized designs for the mixed logit choice model by including covariates***by*Crabbe, M. & Vandebroek, M.**2073-2085 Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm***by*Delattre, M. & Lavielle, M.**2086-2096 Cost-effective designs for trials with discrete-time survival endpoints***by*Jóźwiak, Katarzyna & Moerbeek, Mirjam**2097-2111 Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data***by*Quessy, Jean-François & Éthier, François**2112-2128 Self-tuning weighted measurement fusion Kalman filtering algorithm***by*Ran, Chenjian & Deng, Zili**2129-2138 Comparison of quantiles for several normal populations***by*Li, Xinmin & Tian, Lili & Wang, Juan & Muindi, Josephia R.**2139-2158 Doubly fractional models for dynamic heteroscedastic cycles***by*Artiach, Miguel & Arteche, Josu**2159-2181 Statistical measures of two dimensional point set uniformity***by*Ong, Meng Sang & Kuang, Ye Chow & Ooi, Melanie Po-Leen

### 2012, Volume 56, Issue 5

**1016-1027 Uncertainty estimation with a finite dataset in the assessment of classification models***by*Chen, Weijie & Yousef, Waleed A. & Gallas, Brandon D. & Hsu, Elizabeth R. & Lababidi, Samir & Tang, Rong & Pennello, Gene A. & Symmans, W. Fraser & Pusztai, Lajos**1028-1037 Meta-analysis of time-to-event outcomes using a hazard-based approach: Comparison with other models, robustness and meta-regression***by*Fiocco, Marta & Stijnen, Theo & Putter, Hein**1038-1051 Modified versions of Bayesian Information Criterion for genome-wide association studies***by*Frommlet, Florian & Ruhaltinger, Felix & Twaróg, Piotr & Bogdan, Małgorzata**1052-1060 Assessment of observer agreement for matched repeated binary measurements***by*Gao, Jingjing & Pan, Yi & Haber, Michael**1061-1068 Optimal dose de-escalation trial designs for novel contraceptives in women***by*Gerlinger, Christoph & Siedentop, Harald & Gerke, Oke & Schellschmidt, Ilka & Endrikat, Jan**1069-1078 Inference on the probability P(T1***by*Jiang, Shan & Tu, Dongsheng**1079-1089****Simultaneous score confidence bounds for risk differences in multiple comparisons to a control***by*Klingenberg, Bernhard**1090-1102 Ranking procedures for matched pairs with missing data — Asymptotic theory and a small sample approximation***by*Konietschke, F. & Harrar, S.W. & Lange, K. & Brunner, E.**1103-1114 Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point***by*Lai, Chin-Ying & Tian, Lili & Schisterman, Enrique F.**1115-1130 Stratified additive Poisson models: Computational methods and applications in clinical epidemiology***by*Marschner, Ian C. & Gillett, Alexandra C. & O’Connell, Rachel L.**1131-1149 Testing the equality of a large number of normal population means***by*Park, Junyong & Park, DoHwan**1150-1160 An R package for implementing simulations for seamless phase II/III clinical trials using early outcomes for treatment selection***by*Parsons, Nick & Friede, Tim & Todd, Susan & Marquez, Elsa Valdes & Chataway, Jeremy & Nicholas, Richard & Stallard, Nigel