# Elsevier

# Computational Statistics & Data Analysis

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### December 2011, Volume 55, Issue 12

**3379-3380 Comments on the article of C.-Y. Lai, L. Tian, and E.F. Schisterman on the "Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point"***by*Subtil, Fabien**3381-3385 A note on the binomial model with simplex constraints***by*Tian, Guo-Liang & Ng, Kai Wang & Yu, Philip L.H.**3386-3386 Retraction notice to "Social networks of author-coauthor relationships" [Comput. Statist. Data Anal. 52 (4) 2177-2184]***by*Said, Y.H. & Wegman, E.J. & Sharabati, W.K. & Rigsby, J.T.

### November 2011, Volume 55, Issue 11

**2889-2907 A mixture of generalized latent variable models for mixed mode and heterogeneous data***by*Cai, Jing-Heng & Song, Xin-Yuan & Lam, Kwok-Hap & Ip, Edward Hak-Sing**2908-2924 Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models***by*Zak-Szatkowska, Malgorzata & Bogdan, Malgorzata**2925-2936 A nonparametric-test-based structural similarity measure for digital images***by*Wang, Haiyan & Maldonado, Diego & Silwal, Sharad**2937-2950 Estimating residual variance in random forest regression***by*Mendez, Guillermo & Lohr, Sharon**2951-2961 On the Fernández-Steel distribution: Inference and application***by*Castillo, Nabor O. & Gómez, Héctor W. & Leiva, Víctor & Sanhueza, Antonio**2962-2974 Kernel interpolation***by*Mühlenstädt, Thomas & Kuhnt, Sonja**2975-2990 Two-group classification with high-dimensional correlated data: A factor model approach***by*Pedro Duarte Silva, A.**2991-3009 CUSUM control charts for monitoring optimal portfolio weights***by*Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang**3010-3026 Model-based SIR for dimension reduction***by*Scrucca, Luca**3027-3040 Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition***by*Zhang, Weiwei & Li, Gaorong & Xue, Liugen**3041-3048 Model-averaged confidence intervals for factorial experiments***by*Fletcher, David & Dillingham, Peter W.**3049-3058 Three predictive power measures for generalized linear models: The entropy coefficient of determination, the entropy correlation coefficient and the regression correlation coefficient***by*Eshima, Nobuoki & Tabata, Minoru**3059-3072 Region-based statistical analysis of 2D PAGE images***by*Li, Feng & Seillier-Moiseiwitsch, Françoise & Korostyshevskiy, Valeriy R.

### October 2011, Volume 55, Issue 10

**2775-2792 Relations for moments of progressively Type-II censored order statistics from half-logistic distribution with applications to inference***by*Balakrishnan, N. & Saleh, H.M.**2793-2806 Iterative stepwise regression imputation using standard and robust methods***by*Templ, Matthias & Kowarik, Alexander & Filzmoser, Peter**2807-2818 An efficient stochastic search for Bayesian variable selection with high-dimensional correlated predictors***by*Kwon, Deukwoo & Landi, Maria Teresa & Vannucci, Marina & Issaq, Haleem J. & Prieto, DaRue & Pfeiffer, Ruth M.**2819-2829 Adaptive EWMA procedures for monitoring processes subject to linear drifts***by*Su, Yan & Shu, Lianjie & Tsui, Kwok-Leung**2830-2839 Objective Bayesian analysis of accelerated competing failure models under Type-I censoring***by*Xu, Ancha & Tang, Yincai**2840-2855 Scale space multiresolution analysis of random signals***by*Holmström, Lasse & Pasanen, Leena & Furrer, Reinhard & Sain, Stephan R.**2856-2870 Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data***by*Gürler, Ülkü & Deniz Yenigün, C.**2871-2879 Semiparametric regression with shape-constrained penalized splines***by*Hazelton, Martin L. & Turlach, Berwin A.**2880-2887 Power and sample size requirements for non-inferiority in studies comparing two matched proportions where the events are correlated***by*Nam, Jun-mo

### September 2011, Volume 55, Issue 9

**2541-2556 Likelihood-free Bayesian estimation of multivariate quantile distributions***by*Drovandi, Christopher C. & Pettitt, Anthony N.**2557-2567 An alternative objective function for fitting regression trees to functional response variables***by*Lane, Stephen E. & Robinson, Andrew P.**2568-2578 Estimation of a flexible simple linear model for interval data based on set arithmetic***by*Blanco-Fernández, Angela & Corral, Norberto & González-Rodríguez, Gil**2579-2589 Optimal combination forecasts for hierarchical time series***by*Hyndman, Rob J. & Ahmed, Roman A. & Athanasopoulos, George & Shang, Han Lin**2590-2604 Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis***by*Cheng, Xixin & Li, W.K. & Yu, Philip L.H. & Zhou, Xuan & Wang, Chao & Lo, P.H.**2605-2618 Generalized method of moments estimation for cointegrated vector autoregressive models***by*Park, Suk K. & Ahn, Sung K. & Cho, Sinsup**2619-2634 Principal components for multivariate functional data***by*Berrendero, J.R. & Justel, A. & Svarc, M.**2635-2643 A maximum entropy type test of fit***by*Lee, Sangyeol & Vonta, Ilia & Karagrigoriou, Alex**2644-2651 Bayesian proportional hazards model for current status data with monotone splines***by*Cai, Bo & Lin, Xiaoyan & Wang, Lianming**2652-2664 Supersaturated designs: Are our results significant?***by*Edwards, David J. & Mee, Robert W.**2665-2676 Estimation of the proportion of true null hypotheses in high-dimensional data under dependence***by*Friguet, Chloé & Causeur, David**2677-2697 Information methods for model selection in linear mixed effects models with application to HCV data***by*Dimova, Rositsa B. & Markatou, Marianthi & Talal, Andrew H.**2698-2711 Hybrid Bayes factors for genome-wide association studies when a robust test is used***by*Zheng, Gang & Yuan, Ao & Jeffries, Neal**2712-2723 Maximum likelihood estimation of mixtures of factor analyzers***by*Montanari, Angela & Viroli, Cinzia**2724-2738 Robust estimators and tests for bivariate copulas based on likelihood depth***by*Denecke, Liesa & Müller, Christine H.**2739-2747 Bias from misspecification of the component variances in a normal mixture***by*Lo, Yungtai**2748-2757 Comparative assessment of trial-level surrogacy measures for candidate time-to-event surrogate endpoints in clinical trials***by*Shi, Qian & Renfro, Lindsay A. & Bot, Brian M. & Burzykowski, Tomasz & Buyse, Marc & Sargent, Daniel J.**2758-2773 Functional data analysis in shape analysis***by*Epifanio, Irene & Ventura-Campos, Noelia

### August 2011, Volume 55, Issue 8

**2457-2462 A simple algorithm for checking compatibility among discrete conditional distributions***by*Kuo, Kun-Lin & Wang, Yuchung J.**2463-2476 A segmentation-based algorithm for large-scale partially ordered monotonic regression***by*Sysoev, O. & Burdakov, O. & Grimvall, A.**2477-2489 Improved interval estimation of long run response from a dynamic linear model: A highest density region approach***by*Kim, Jae H. & Fraser, Iain & Hyndman, Rob J.**2490-2503 A nonparametric exponentially weighted moving average signed-rank chart for monitoring location***by*Graham, M.A. & Chakraborti, S. & Human, S.W.**2504-2515 Sharpening Wald-type inference in robust regression for small samples***by*Koller, Manuel & Stahel, Werner A.**2516-2524 The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart***by*Louzada, Francisco & Roman, Mari & Cancho, Vicente G.**2525-2539 Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models***by*Taufer, Emanuele & Leonenko, Nikolai & Bee, Marco

### July 2011, Volume 55, Issue 7

**2209-2220 Some edge correction methods for marked spatio-temporal point process models***by*Cronie, Ottmar & Särkkä, Aila**2221-2233 Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis***by*Shen, Yanfeng & Lin, Zhengyan & Zhu, Jun**2234-2249 Functional density synchronization***by*Zhang, Zhen & Müller, Hans-Georg**2250-2262 A polythetic clustering process and cluster validity indexes for histogram-valued objects***by*Kim, Jaejik & Billard, L.**2263-2275 Testing structural equation models: The effect of kurtosis***by*Foss, Tron & Jöreskog, Karl G. & Olsson, Ulf H.**2276-2287 Classification in segmented regression problems***by*Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M.**2288-2301 Modeling overdispersion with the normalized tempered stable distribution***by*Kolossiatis, M. & Griffin, J.E. & Steel, M.F.J.**2302-2311 An extension of Chao's estimator of population size based on the first three capture frequency counts***by*Lanumteang, K. & Böhning, D.**2312-2323 Estimating the error variance after a pre-test for an interval restriction on the coefficients***by*Zhu, Rong & Zhou, Sherry Z.F.**2324-2333 Bayesian analysis of Birnbaum-Saunders distribution with partial information***by*Xu, Ancha & Tang, Yincai**2334-2343 Rank regression for accelerated failure time model with clustered and censored data***by*Wang, You-Gan & Fu, Liya**2344-2353 Bayesian multiscale smoothing in supervised and semi-supervised kernel discriminant analysis***by*Mukhopadhyay, Subhadeep & Ghosh, Anil K.**2354-2362 Generalized estimating equations with model selection for comparing dependent categorical agreement data***by*Tsai, Miao-Yu & Wang, Jung-Feng & Wu, Jia-Ling**2363-2371 Quasi-negative binomial distribution: Properties and applications***by*Li, Shubiao & Yang, Fang & Famoye, Felix & Lee, Carl & Black, Dennis**2372-2387 Practical variable selection for generalized additive models***by*Marra, Giampiero & Wood, Simon N.**2388-2399 Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples***by*Lemonte, Artur J. & Ferrari, Silvia L.P.**2400-2409 A pretest for using logrank or Wilcoxon in the two-sample problem***by*Darilay, Annie Tordilla & Naranjo, Joshua D.**2410-2420 An imputation method for categorical variables with application to nonlinear principal component analysis***by*Ferrari, Pier Alda & Annoni, Paola & Barbiero, Alessandro & Manzi, Giancarlo**2421-2432 Estimation of empirical null using a mixture of normals and its use in local false discovery rate***by*Park, DoHwan & Park, Junyong & Zhong, Xiaosong & Sadelain, Michel**2433-2444 Combining p-values using order-based methods***by*Davidov, Ori**2445-2445 Erratum to "Improved point and interval estimation for a beta regression model" [Comput. Statist. Data Anal. 51 (2006) 960-981]***by*Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P.**2446-2455 Comparison of semiparametric maximum likelihood estimation and two-stage semiparametric estimation in copula models***by*Lawless, Jerald F. & Yilmaz, Yildiz E.

### June 2011, Volume 55, Issue 6

**2011-2025 Dependent mixtures of Dirichlet processes***by*Hatjispyros, Spyridon J. & Nicoleris, Theodoros & Walker, Stephen G.**2026-2037 FSR methods for second-order regression models***by*Crews, Hugh B. & Boos, Dennis D. & Stefanski, Leonard A.**2038-2058 Semiparametric bivariate Archimedean copulas***by*Hernández-Lobato, José Miguel & Suárez, Alberto**2059-2073 Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach***by*Matsuo, Tomoko & Nychka, Douglas W. & Paul, Debashis**2074-2089 Dynamic Bayesian beta models***by*da-Silva, C.Q. & Migon, H.S. & Correia, L.T.**2090-2103 Identifying cluster number for subspace projected functional data clustering***by*Li, Pai-Ling & Chiou, Jeng-Min**2104-2113 Association study for the relationship between a haplotype or haplotype set and multiple quantitative responses***by*Tomita, Makoto & Hashimoto, Noboru & Tanaka, Yutaka**2114-2127 Maximum likelihood ratio test for the stability of sequence of Gaussian random processes***by*Zhou, Jie**2128-2136 Penalized cluster analysis with applications to family data***by*Fang, Yixin & Wang, Junhui**2137-2157 A flexible extreme value mixture model***by*MacDonald, A. & Scarrott, C.J. & Lee, D. & Darlow, B. & Reale, M. & Russell, G.**2158-2171 An algorithm for automatic curve detection***by*Martínez, Z. & Ludeña, C.**2172-2182 On the performance of the flexible maximum entropy distributions within partially adaptive estimation***by*Usta, Ilhan & Kantar, Yeliz Mert**2183-2196 A data-driven test to compare two or multiple time series***by*Jin, Lei**2197-2208 Hyper least squares fitting of circles and ellipses***by*Kanatani, Kenichi & Rangarajan, Prasanna

### May 2011, Volume 55, Issue 5

**1897-1908 Gene selection and prediction for cancer classification using support vector machines with a reject option***by*Choi, Hosik & Yeo, Donghwa & Kwon, Sunghoon & Kim, Yongdai**1909-1918 Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix***by*Fisher, Thomas J. & Sun, Xiaoqian**1919-1932 Conditional copulas, association measures and their applications***by*Gijbels, Irène & Veraverbeke, Noël & Omelka, Marel**1933-1941 Ensemble classification of paired data***by*Adler, Werner & Brenning, Alexander & Potapov, Sergej & Schmid, Matthias & Lausen, Berthold**1942-1960 Distance functions for matching in small samples***by*Dettmann, E. & Becker, C. & Schmeißer, C.**1961-1968 Anisotropic generalized Procrustes analysis***by*Bennani Dosse, Mohammed & Kiers, Henk A.L. & Ten Berge, Jos M.F.**1969-1979 On biological validity indices for soft clustering algorithms for gene expression data***by*Wu, Han-Ming**1980-1992 An affine invariant multiple test procedure for assessing multivariate normality***by*Tenreiro, Carlos**1993-2002 Comparison of several means: A fiducial based approach***by*Li, Xinmin & Wang, Juan & Liang, Hua**2003-2010 Adaptive R charts with variable parameters***by*Lee, Pei-Hsi

### April 2011, Volume 55, Issue 4

**1509-1520 Design of experiments for bivariate binary responses modelled by Copula functions***by*Denman, N.G. & McGree, J.M. & Eccleston, J.A. & Duffull, S.B.**1521-1529 Fast computation of high-dimensional multivariate normal probabilities***by*Phinikettos, Ioannis & Gandy, Axel**1530-1539 One-sided multiple comparisons for treatment means with a control mean***by*Wright, F.T. & Nashimoto, Kane**1540-1551 Comparing penalized splines and fractional polynomials for flexible modelling of the effects of continuous predictor variables***by*Strasak, Alexander M. & Umlauf, Nikolaus & Pfeiffer, Ruth M. & Lang, Stefan**1552-1569 Split Bregman method for large scale fused Lasso***by*Ye, Gui-Bo & Xie, Xiaohui**1570-1580 Approximate predictive densities and their applications in generalized linear models***by*Chen, Min & Wang, Xinlei**1581-1595 Usage of a pair of -paths in Bayesian estimation of a unimodal density***by*Ho, Man-Wai**1596-1609 Empirical likelihood calibration estimation for the median treatment difference in observational studies***by*Wang, Qihua & Lai, Peng**1610-1616 A random effects epidemic-type aftershock sequence model***by*Lin, Feng-Chang**1617-1628 Analyzing survival curves at a fixed point in time for paired and clustered right-censored data***by*Su, Pei-Fang & Chi, Yunchan & Li, Chung-I & Shyr, Yu & Liao, Yi-De**1629-1637 Sufficient bootstrapping***by*Singh, Sarjinder & Sedory, Stephen A.**1638-1655 Mechanism-based emulation of dynamic simulation models: Concept and application in hydrology***by*Reichert, P. & White, G. & Bayarri, M.J. & Pitman, E.B.**1656-1664 Estimation of inverse mean: An orthogonal series approach***by*Wang, Qin & Yin, Xiangrong**1665-1678 Estimation of extreme percentiles in Birnbaum-Saunders distributions***by*Vilca, Filidor & Santana, Lucia & Leiva, Víctor & Balakrishnan, N.**1679-1695 A half-region depth for functional data***by*López-Pintado, Sara & Romo, Juan**1696-1714 Robust likelihood inference for regression parameters in partially linear models***by*Shen, Chung-Wei & Tsou, Tsung-Shan & Balakrishnan, N.**1715-1725 Degeneracy of the EM algorithm for the MLE of multivariate Gaussian mixtures and dynamic constraints***by*Ingrassia, Salvatore & Rocci, Roberto**1726-1735 Estimating the mean of a mark variable under right censoring on the basis of a state function***by*Fang, Hong-Bin & Wang, Jiantian & Deng, Dianliang & Tang, Man-Lai**1736-1747 Hierarchical Bayes multivariate estimation of poverty rates based on increasing thresholds for small domains***by*Fabrizi, Enrico & Ferrante, Maria Rosaria & Pacei, Silvia & Trivisano, Carlo**1748-1759 A data cloning algorithm for computing maximum likelihood estimates in spatial generalized linear mixed models***by*Baghishani, Hossein & Mohammadzadeh, Mohsen**1760-1769 Gibbs ensembles for nearly compatible and incompatible conditional models***by*Chen, Shyh-Huei & Ip, Edward H. & Wang, Yuchung J.**1770-1780 The specification of the propensity score in multilevel observational studies***by*Arpino, Bruno & Mealli, Fabrizia**1781-1790 Estimation of ordinal pattern probabilities in Gaussian processes with stationary increments***by*Sinn, Mathieu & Keller, Karsten**1791-1806 Approximate Bayesian inference in spatial GLMM with skew normal latent variables***by*Hosseini, Fatemeh & Eidsvik, Jo & Mohammadzadeh, Mohsen**1807-1814 A bootstrap test for symmetry based on ranked set samples***by*Drikvandi, Reza & Modarres, Reza & Jalilian, Abdullah H.**1815-1827 Laplace random effects models for interlaboratory studies***by*Rukhin, Andrew L. & Possolo, Antonio**1828-1844 An experimental comparison of cross-validation techniques for estimating the area under the ROC curve***by*Airola, Antti & Pahikkala, Tapio & Waegeman, Willem & De Baets, Bernard & Salakoski, Tapio**1845-1866 Robust diagnostics for the heteroscedastic regression model***by*Cheng, Tsung-Chi**1867-1883 Local influence in estimating equations***by*Venezuela, Maria Kelly & Sandoval, Mônica Carneiro & Botter, Denise Aparecida**1884-1896 A comparative study of nonparametric estimation in Weibull regression: A penalized likelihood approach***by*Kim, Young-Ju

### March 2011, Volume 55, Issue 3

**1173-1179 Exact computation of bivariate projection depth and the Stahel-Donoho estimator***by*Zuo, Yijun & Lai, Shaoyong**1180-1195 Indirect density estimation using the iterative Bayes algorithm***by*Ma, Jun**1196-1214 Efficient maximum likelihood estimation of copula based meta t-distributions***by*Zhang, Ran & Czado, Claudia & Min, Aleksey**1215-1225 Weighted and robust archetypal analysis***by*Eugster, Manuel J.A. & Leisch, Friedrich**1226-1235 Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function***by*Shoukri, Mohamed M. & Kumar, Pranesh & Colak, Dilek**1236-1249 Allowing for missing genotypes in any members of the nuclear families in transmission disequilibrium test***by*Alpargu, Gülhan**1250-1259 The complementary exponential power lifetime model***by*Barriga, Gladys D.C. & Louzada-Neto, Franscisco & Cancho, Vicente G.**1260-1272 Bayesian semiparametric modeling of survival data based on mixtures of B-spline distributions***by*Cai, Bo & Meyer, Renate**1273-1284 Testing equality of risk ratios in multiple 2x2 tables with structural zero***by*Tang, Nian-Sheng & Jiang, Shao-Ping**1285-1303 Progressively Type-II censored competing risks data from Lomax distributions***by*Cramer, Erhard & Schmiedt, Anja Bettina**1304-1318 On estimation and influence diagnostics for zero-inflated negative binomial regression models***by*Garay, Aldo M. & Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Lachos, Víctor H.**1319-1330 Generalized spatial dynamic factor models***by*Lopes, Hedibert Freitas & Gamerman, Dani & Salazar, Esther**1331-1341 Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market***by*Magnus, Jan R. & Wan, Alan T.K. & Zhang, Xinyu**1342-1356 A Bayesian hybrid Huberized support vector machine and its applications in high-dimensional medical data***by*Chakraborty, Sounak & Guo, Ruixin**1357-1366 Partial correlation with copula modeling***by*Kim, Jong-Min & Jung, Yoon-Sung & Choi, Taeryon & Sungur, Engin A.**1367-1378 Simulation-based two-stage estimation for multiple nonparametric regression***by*Lin, Lu & Zhang, Qi & Li, Feng & Cui, Xia**1379-1393 Bias and skewness in a general extreme-value regression model***by*Barreto-Souza, Wagner & Vasconcellos, Klaus L.P.**1394-1409 Dealing with monotone likelihood in a model for speckled data***by*Pianto, Donald M. & Cribari-Neto, Francisco**1410-1425 A compound class of Weibull and power series distributions***by*Morais, Alice Lemos & Barreto-Souza, Wagner**1426-1444 Practical estimation of high dimensional stochastic differential mixed-effects models***by*Picchini, Umberto & Ditlevsen, Susanne**1445-1461 The [beta]-Birnbaum-Saunders distribution: An improved distribution for fatigue life modeling***by*Cordeiro, Gauss M. & Lemonte, Artur J.**1462-1478 Local influence for Student-t partially linear models***by*Ibacache-Pulgar, Germán & Paula, Gilberto A.**1479-1487 A semiparametric accelerated failure time partial linear model and its application to breast cancer***by*Zou, Yubo & Zhang, Jiajia & Qin, Guoyou**1488-1497 Latent growth curve modeling for longitudinal ordinal responses with applications***by*Lu, Tong-Yu & Poon, Wai-Yin & Tsang, Yim-Fan**1498-1508 Bayesian analysis of the patterns of biological susceptibility via reversible jump MCMC sampling***by*Liu, Rui-Yin & Tao, Jian & Shi, Ning-Zhong & He, Xuming

### February 2011, Volume 55, Issue 2

**955-963 Approximate unconditional test procedure for comparing two ordered multinomials***by*Tang, Man-Lai & Poon, Wai-Yin & Ling, Leevan & Liao, Yijie & Chui, Hang-Wai**964-972 Estimation of reliability in a series system with random sample size***by*Al-Mutairi, D.K. & Ghitany, M.E. & Gupta, Ramesh C.**973-982 Stepwise local influence analysis***by*Shi, Lei & Huang, Mei**983-992 Joint estimation of mean-covariance model for longitudinal data with basis function approximations***by*Mao, Jie & Zhu, Zhongyi & Fung, Wing K.**993-1007 Regression models for grouped survival data: Estimation and sensitivity analysis***by*Hashimoto, Elizabeth M. & Ortega, Edwin M.M. & Paula, Gilberto A. & Barreto, Mauricio L.**1008-1017 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order***by*Kascha, Christian & Trenkler, Carsten**1018-1028 Assessing the performance of normal-based and REML-based confidence intervals for the intraclass correlation coefficient***by*Burch, Brent D.**1029-1040 Enhancement of spatially adaptive smoothing splines via parameterization of smoothing parameters***by*Jang, Dongik & Oh, Hee-Seok**1041-1052 Regularized reduced rank growth curve models***by*Takane, Yoshio & Jung, Kwanghee & Hwang, Heungsun**1053-1060 Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model***by*Wen, Chi-Chung & Chen, Yi-Hau**1061-1070 Fixed-effects modeling of Cohen's weighted kappa for bivariate multinomial data***by*Yang, Jingyun & Chinchilli, Vernon M.**1071-1085 Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach***by*Pryseley, Assam & Tchonlafi, Clotaire & Verbeke, Geert & Molenberghs, Geert**1086-1098 Goodness-of-fit testing in growth curve models: A general approach based on finite differences***by*Mandal, A. & Huang, W.T. & Bhandari, S.K. & Basu, A.**1099-1108 Estimation of sample selection models with two selection mechanisms***by*Li, Phillip**1109-1117 Size and power properties of some tests in the Birnbaum-Saunders regression model***by*Lemonte, Artur J. & Ferrari, Silvia L.P.**1118-1136 The beta Burr XII distribution with application to lifetime data***by*Paranaíba, Patrícia F. & Ortega, Edwin M.M. & Cordeiro, Gauss M. & Pescim, Rodrigo R.**1137-1149 On nonlinear regression estimator with denoised variables***by*Cui, Hengjian & Hu, Tao**1150-1159 Approximate repeated-measures shrinkage***by*Brentnall, Adam R. & Crowder, Martin J. & Hand, David J.**1160-1170 Joint segmentation of multivariate Gaussian processes using mixed linear models***by*Picard, F. & Lebarbier, E. & Budinskà, E. & Robin, S.**1171-1171 Corrigendum***by*Ren, Dianxu

### January 2011, Volume 55, Issue 1

**1-11 Inferences on Weibull parameters with conventional type-I censoring***by*Joarder, Avijit & Krishna, Hare & Kundu, Debasis**12-25 Alternating imputation posterior estimation of models with crossed random effects***by*Cho, S.-J. & Rabe-Hesketh, S.**26-33 A fast procedure for calculating importance weights in bootstrap sampling***by*Zhou, Hua & Lange, Kenneth**34-44 Some exact tests for manifest properties of latent trait models***by*De Gooijer, Jan G. & Yuan, Ao**45-56 Grid based variational approximations***by*Ormerod, John T.**57-70 Efficiently sampling nested Archimedean copulas***by*Hofert, Marius**71-83 Semiparametric stochastic frontier models for clustered data***by*Bellio, Ruggero & Grassetti, Luca**84-96 Bayesian inference for additive mixed quantile regression models***by*Yue, Yu Ryan & Rue, Håvard**97-109 Similarity analysis in Bayesian random partition models***by*Navarrete, Carlos A. & Quintana, Fernando A.**110-122 On power and sample size computation for multiple testing procedures***by*Chen, Jie & Luo, Jianfeng & Liu, Kenneth & Mehrotra, Devan V.**123-131 Exact and approximate algorithms for variable selection in linear discriminant analysis***by*Brusco, Michael J. & Steinley, Douglas**132-142 Nonlinear methods for inverse statistical problems***by*Barbillon, Pierre & Celeux, Gilles & Grimaud, Agnès & Lefebvre, Yannick & De Rocquigny, Étienne**143-153 Acceleration of the alternating least squares algorithm for principal components analysis***by*Kuroda, Masahiro & Mori, Yuichi & Iizuka, Masaya & Sakakihara, Michio**154-167 Approximate forward-backward algorithm for a switching linear Gaussian model***by*Hammer, Hugo & Tjelmeland, Håkon**168-183 Robust weighted kernel logistic regression in imbalanced and rare events data***by*Maalouf, Maher & Trafalis, Theodore B.**184-198 Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)***by*Xu, Chonggang & Gertner, George**199-212 Simulation smoothing for state-space models: A computational efficiency analysis***by*McCausland, William J. & Miller, Shirley & Pelletier, Denis**213-217 Generating generalized inverse Gaussian random variates by fast inversion***by*Leydold, Josef & Hörmann, Wolfgang**218-225 A note on influence diagnostics in nonlinear mixed-effects elliptical models***by*Patriota, Alexandre G.**226-235 Cutpoint selection for discretizing a continuous covariate for generalized estimating equations***by*Tunes-da-Silva, Gisela & Klein, John P.**236-247 Optimal allocation of change points in simple step-stress experiments under Type-II censoring***by*Kateri, Maria & Kamps, Udo & Balakrishnan, Narayanaswamy**248-260 The hierarchical-likelihood approach to autoregressive stochastic volatility models***by*Lee, Woojoo & Lim, Johan & Lee, Youngjo & del Castillo, Joan**261-279 A Bayesian approach to model-based clustering for binary panel probit models***by*Aßmann, Christian & Boysen-Hogrefe, Jens**280-290 Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method***by*Pedersen, M.W. & Thygesen, U.H. & Madsen, H.**291-300 Semiparametric regression analysis of panel count data with informative observation times***by*Zhao, Xingqiu & Tong, Xingwei**301-311 MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness***by*Sotto, Cristina & Beunckens, Caroline & Molenberghs, Geert & Kenward, Michael G.**312-323 Derivation of centralized and distributed filters using covariance information***by*García-Ligero, M.J. & Hermoso-Carazo, A. & Linares-Pérez, J.**324-337 A smoothing principle for the Huber and other location M-estimators***by*Hampel, Frank & Hennig, Christian & Ronchetti, Elvezio**338-352 Mapping electron density in the ionosphere: A principal component MCMC algorithm***by*Khorsheed, Eman & Hurn, Merrilee & Jennison, Christopher