# Elsevier

# Computational Statistics & Data Analysis

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### April 2011, Volume 55, Issue 4

**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**353-365 Bayesian inference for a skew-normal IRT model under the centred parameterization***by*Azevedo, Caio L.N. & Bolfarine, Heleno & Andrade, Dalton F.**366-374 Generalized additive models and inflated type I error rates of smoother significance tests***by*Young, Robin L. & Weinberg, Janice & Vieira, Verónica & Ozonoff, Al & Webster, Thomas F.**375-388 On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models***by*Kuha, Jouni & Firth, David**389-400 Partially varying coefficient single index proportional hazards regression models***by*Li, Jianbo & Zhang, Riquan**401-420 Dimensionality reduction when data are density functions***by*Delicado, P.**421-428 Quadratic approximation on SCAD penalized estimation***by*Kwon, Sunghoon & Choi, Hosik & Kim, Yongdai**429-445 Smooth semiparametric and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data***by*Lambert, Philippe**446-456 Inference in HIV dynamics models via hierarchical likelihood***by*Commenges, D. & Jolly, D. & Drylewicz, J. & Putter, H. & Thiébaut, R.**457-465 Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions***by*Zhan, Tingting & Chevoneva, Inna & Iglewicz, Boris**466-474 An extension of an over-dispersion test for count data***by*Baksh, M. Fazil & Böhning, Dankmar & Lerdsuwansri, Rattana**475-490 A space-time filter for panel data models containing random effects***by*Parent, Olivier & LeSage, James P.**491-497 Computational issues with fitting joint location/dispersion models in unreplicated 2k factorials***by*Loughin, Thomas M. & Rodríguez, Jorge E.**498-519 Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction***by*Dereudre, D. & Lavancier, F.**520-529 Model-based classification via mixtures of multivariate t-distributions***by*Andrews, Jeffrey L. & McNicholas, Paul D. & Subedi, Sanjeena**530-543 Hierarchical multilinear models for multiway data***by*Hoff, Peter D.**544-553 Error rates for multivariate outlier detection***by*Cerioli, Andrea & Farcomeni, Alessio**554-566 A weighted quantile regression for randomly truncated data***by*Zhou, Weihua**567-577 Feature selection in the Laplacian support vector machine***by*Lee, Sangjun & Park, Changyi & Koo, Ja-Yong**578-587 A comparison of block and semi-parametric bootstrap methods for variance estimation in spatial statistics***by*Iranpanah, N. & Mohammadzadeh, M. & Taylor, C.C.**588-602 Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics***by*Cancho, Vicente G. & Dey, Dipak K. & Lachos, Victor H. & Andrade, Marinho G.**603-614 On testing the equivalence of treatments using the measure of range***by*Chen, Hubert J. & Wen, Miin-Jye & Chuang, Chia-Jui**615-626 Estimation from aggregate data***by*Gouno, E. & Courtrai, L. & Fredette, M.**627-640 Estimating inter-group interaction radius for point processes with nested spatial structures***by*Chadoeuf, J. & Certain, G. & Bellier, E. & Bar-Hen, A. & Couteron, P. & Monestiez, P. & Bretagnolle, V.**641-643 A note on mean-field variational approximations in Bayesian probit models***by*Armagan, Artin & Zaretzki, Russell L.**644-654 The bivariate generalized linear failure rate distribution and its multivariate extension***by*Sarhan, Ammar M. & Hamilton, David C. & Smith, Bruce & Kundu, Debasis**655-666 Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe***by*Qian, Guoqi & Li, Ning & Huggins, Richard**667-676 A semi-parametric generalization of the Cox proportional hazards regression model: Inference and applications***by*Devarajan, Karthik & Ebrahimi, Nader**677-686 The Poisson-exponential lifetime distribution***by*Cancho, Vicente G. & Louzada-Neto, Franscisco & Barriga, Gladys D.C.**687-702 Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions***by*Wan, Wai-Yin & Chan, Jennifer So-Kuen**703-714 Detecting random-effects model misspecification via coarsened data***by*Huang, Xianzheng**715-724 Hidden Markov models with arbitrary state dwell-time distributions***by*Langrock, R. & Zucchini, W.**725-730 Interval estimation for response adaptive clinical trials***by*Tolusso, David & Wang, Xikui**731-737 A generalized false discovery rate in microarray studies***by*Kang, Moonsu & Chun, Heuiju**738-751 2D wavelet-based spectra with applications***by*Nicolis, Orietta & Ramírez-Cobo, Pepa & Vidakovic, Brani**752-764 A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets***by*Prendergast, Luke A. & Li Wai Suen, Connie**765-773 Model selection for zero-inflated regression with missing covariates***by*Chen, Xue-Dong & Fu, Ying-Zi**774-788 Semiparametrically weighted robust estimation of regression models***by*Cízek, Pavel**789-801 Supervised multidimensional scaling for visualization, classification, and bipartite ranking***by*Witten, Daniela M. & Tibshirani, Robert**802-812 A latent class selection model for nonignorably missing data***by*Jung, Hyekyung & Schafer, Joseph L. & Seo, Byungtae**813-823 Likelihood-based confidence intervals for the risk ratio using double sampling with over-reported binary data***by*Rahardja, Dewi & Young, Dean M.**824-837 Analysis of zero-inflated clustered count data: A marginalized model approach***by*Lee, Keunbaik & Joo, Yongsung & Song, Joon Jin & Harper, Dee Wood**838-851 Post-stratified calibration method for estimating quantiles***by*Martínez, S. & Rueda, M. & Arcos, A. & Martínez, H. & Sánchez-Borrego, I.**852-862 Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures***by*Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris**863-873 Modelling using an extended Yule distribution***by*Martínez-Rodríguez, A.M. & Sáez-Castillo, A.J. & Conde-Sánchez, A.**874-887 Robust accelerated failure time regression***by*Locatelli, Isabella & Marazzi, Alfio & Yohai, Victor J.**888-902 Comparative study of ROC regression techniques--Applications for the computer-aided diagnostic system in breast cancer detection***by*Rodríguez-Álvarez, María Xosé & Tahoces, Pablo G. & Cadarso-Suárez, Carmen & Lado, María José**903-913 Floating prioritized subset analysis: A powerful method to detect differentially expressed genes***by*Lin, Wan-Yu & Lee, Wen-Chung**914-923 The joint model of the logistic model and linear random effect model -- An application to predict orthostatic hypertension for subacute stroke patients***by*Hwang, Yi-Ting & Tsai, Hao-Yun & Chang, Yeu-Jhy & Kuo, Hsun-Chih & Wang, Chun-Chao**924-934 A unified Bayesian inference on treatment means with order constraints***by*Oh, Man-Suk & Shin, Dong Wan**935-943 A statistical approach to high-throughput screening of predicted orthologs***by*Min, Jeong Eun & Whiteside, Matthew D. & Brinkman, Fiona S.L. & McNeney, Brad & Graham, Jinko**944-954 Cost-efficiency considerations in the choice of a microarray platform for time course experimental designs***by*Lima Passos, Valéria & Tan, Frans E.S. & Berger, Martijn P.F.

### December 2010, Volume 54, Issue 12

**2879-2882 Special issue on variable selection and robust procedures***by*Van Aelst, Stefan & Welsch, Roy & Zamar, Ruben H.**2883-2898 Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions***by*Abanto-Valle, C.A. & Bandyopadhyay, D. & Lachos, V.H. & Enriquez, I.**2899-2913 Globally robust confidence intervals for simple linear regression***by*Adrover, Jorge & Salibian-Barrera, Matias**2914-2925 Assessing when a sample is mostly normal***by*Alvarez-Esteban, Pedro C. & del Barrio, Eustasio & Cuesta-Albertos, Juan A. & Matrán, Carlos**2926-2941 Robust mixture modeling based on scale mixtures of skew-normal distributions***by*Basso, Rodrigo M. & Lachos, Víctor H. & Cabral, Celso Rômulo Barbosa & Ghosh, Pulak**2942-2966 Robust inference in generalized partially linear models***by*Boente, Graciela & Rodriguez, Daniela**2967-2975 Detecting influential observations in principal components and common principal components***by*Boente, Graciela & Pires, Ana M. & Rodrigues, Isabel M.**2976-2989 Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods***by*Borra, Simone & Di Ciaccio, Agostino**2990-2998 A new approach for selecting the number of factors***by*Chen, Yin-Ping & Huang, Hsin-Cheng & Tu, I-Ping**2999-3006 Robust exponential smoothing of multivariate time series***by*Croux, Christophe & Gelper, Sarah & Mahieu, Koen**3007-3019 Detecting influential observations in Kernel PCA***by*Debruyne, Michiel & Hubert, Mia & Van Horebeek, Johan**3020-3032 Robust estimation of constrained covariance matrices for confirmatory factor analysis***by*Dupuis Lozeron, E. & Victoria-Feser, M.P.**3033-3043 A goodness-of-fit test for Archimedean copula models in the presence of right censoring***by*Emura, Takeshi & Lin, Chien-Wei & Wang, Weijing**3044-3056 On the efficient computation of robust regression estimators***by*Flores, Salvador**3057-3069 Robust clusterwise linear regression through trimming***by*García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R.**3070-3079 Robust concentration graph model selection***by*Gottard, Anna & Pacillo, Simona**3080-3094 A cross-validation deletion-substitution-addition model selection algorithm: Application to marginal structural models***by*Haight, Thaddeus J. & Wang, Yue & van der Laan, Mark J. & Tager, Ira B.**3095-3107 Imputation of missing values for compositional data using classical and robust methods***by*Hron, K. & Templ, M. & Filzmoser, P.**3108-3120 Rank tests and regression rank score tests in measurement error models***by*Jurecková, Jana & Picek, Jan & Saleh, A.K.Md. Ehsanes**3121-3130 Fast robust estimation of prediction error based on resampling***by*Khan, Jafar A. & Van Aelst, Stefan & Zamar, Ruben H.**3131-3143 Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy***by*Lee, Jong Soo & Cox, Dennis D.**3144-3157 Sparse CCA using a Lasso with positivity constraints***by*Lykou, Anastasia & Whittaker, Joe**3158-3167 A comparison of design and model selection methods for supersaturated experiments***by*Marley, Christopher J. & Woods, David C.**3168-3173 Correcting MM estimates for "fat" data sets***by*Maronna, Ricardo A. & Yohai, Victor J.**3174-3180 Testing for the generalized normal-Laplace distribution with applications***by*Meintanis, Simos G. & Tsionas, Efthimios**3181-3193 A diagnostic method for simultaneous feature selection and outlier identification in linear regression***by*Menjoge, Rajiv S. & Welsch, Roy E.**3194-3211 Model selection strategies for identifying most relevant covariates in homoscedastic linear models***by*Min, Aleksey & Holzmann, Hajo & Czado, Claudia**3212-3226 Outlier detection and least trimmed squares approximation using semi-definite programming***by*Nguyen, T.D. & Welsch, R.**3227-3241 Bayesian projection approaches to variable selection in generalized linear models***by*Nott, David J. & Leng, Chenlei**3242-3248 An evolutionary algorithm for robust regression***by*Nunkesser, Robin & Morell, Oliver**3249-3268 Bayesian variable selection and model averaging in the arbitrage pricing theory model***by*Ouysse, Rachida & Kohn, Robert**3269-3288 Default Bayesian model determination methods for generalised linear mixed models***by*Overstall, Antony M. & Forster, Jonathan J.**3289-3299 Bayesian variable selection for Poisson regression with underreported responses***by*Powers, Stephanie & Gerlach, Richard & Stamey, James**3300-3312 Robust model selection with flexible trimming***by*Riani, Marco & Atkinson, Anthony C.**3313-3323 Combining regular and irregular histograms by penalized likelihood***by*Rozenholc, Yves & Mildenberger, Thoralf & Gather, Ursula**3324-3335 New approaches to compute Bayes factor in finite mixture models***by*Rufo, M.J. & Martín, J. & Pérez, C.J.**3336-3347 Frequentist Model Averaging with missing observations***by*Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian**3348-3358 A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis***by*Unkel, S. & Trendafilov, N.T.**3359-3370 Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection***by*Wang, You-Gan & Hin, Lin-Yee**3371-3378 Robustness of design for the testing of lack of fit and for estimation in binary response models***by*Wiens, Douglas P.**3379-3380 3rd Special issue on matrix computations and statistics***by*Barlow, Jesse & Eldén, Lars & Foschi, Paolo**3381-3391 Update formulas for split-plot and block designs***by*Arnouts, Heidi & Goos, Peter**3392-3403 Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models***by*Hofmann, Marc & Kontoghiorghes, Erricos John**3404-3410 A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions***by*Ichimura, Tsuyoshi & Fukuda, Daisuke**3411-3420 Approximate low-rank factorization with structured factors***by*Markovsky, Ivan & Niranjan, Mahesan**3421-3429 Local-moment nonparametric density estimation of pre-binned data***by*Papkov, Galen I. & Scott, David W.**3430-3445 Regularization parameter estimation for large-scale Tikhonov regularization using a priori information***by*Renaut, Rosemary A. & Hnetynková, Iveta & Mead, Jodi**3446-3457 Stepwise estimation of common principal components***by*Trendafilov, Nickolay T.**3458-3465 -optimal designs for a hierarchically ordered system of regression models***by*Yue, Rong-Xian & Liu, Xin

### November 2010, Volume 54, Issue 11

**2359-2359 The Fifth Special Issue on Computational Econometrics***by*Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K.**2360-2371 Joint forecasts of Dow Jones stocks under general multivariate loss function***by*Alp, Tansel & Demetrescu, Matei**2372-2382 Modeling tick-by-tick realized correlations***by*Audrino, Francesco & Corsi, Fulvio**2383-2399 Time-varying joint distribution through copulas***by*Ausin, M. Concepcion & Lopes, Hedibert F.**2400-2418 Intradaily dynamic portfolio selection***by*Bauwens, Luc & Ben Omrane, Walid & Rengifo, Erick**2419-2431 Public news announcements and quoting activity in the Euro/Dollar foreign exchange market***by*Ben Omrane, Walid & Heinen, Andréas**2432-2442 From short to long memory: Aggregation and estimation***by*Beran, Jan & Schützner, Martin & Ghosh, Sucharita**2443-2458 Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion***by*Billio, Monica & Caporin, Massimiliano**2459-2469 Robust M-estimation of multivariate GARCH models***by*Boudt, Kris & Croux, Christophe**2470-2486 Automated variable selection in vector multiplicative error models***by*Cipollini, Fabrizio & Gallo, Giampiero M.**2487-2497 Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation***by*Dai, J. & Sperlich, S.**2498-2511 Tests for cointegration with structural breaks based on subsamples***by*Davidson, James & Monticini, Andrea**2512-2531 On testing for serial correlation of unknown form using wavelet thresholding***by*Duchesne, Pierre & Li, Linyuan & Vandermeerschen, Jill**2532-2553 Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form***by*Dufour, Jean-Marie & Taamouti, Abderrahim**2554-2561 Estimation uncertainty in structural inflation models with real wage rigidities***by*Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral**2562-2579 Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects***by*Fantazzini, Dean**2580-2593 Wavelet-based detection of outliers in financial time series***by*Grané, Aurea & Veiga, Helena**2594-2608 Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes***by*Griffin, J.E. & Steel, M.F.J.**2609-2627 Efficient estimation of a semiparametric dynamic copula model***by*Hafner, Christian M. & Reznikova, Olga**2628-2640 Real time detection of structural breaks in GARCH models***by*He, Zhongfang & Maheu, John M.**2641-2654 Exact maximum likelihood estimation for non-stationary periodic time series models***by*Hindrayanto, Irma & Koopman, Siem Jan & Ooms, Marius**2655-2675 Factor-GMM estimation with large sets of possibly weak instruments***by*Kapetanios, George & Marcellino, Massimiliano**2676-2692 Forecasting volatility under fractality, regime-switching, long memory and student-t innovations***by*Lux, Thomas & Morales-Arias, Leonardo