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Series handle: RePEc:eee:stapro
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Content
February 2008, Volume 78, Issue 3
- 271-281 On multivariate dispersion orderings based on the standard construction
by Belzunce, Félix & Ruiz, José M. & Suárez-Llorens, Alfonso
- 282-285 On the existence of moments of ladder heights
by Aleskeviciene, A.K.
- 286-295 On estimation of the shape parameter of the gamma distribution
by Zaigraev, A. & Podraza-Karakulska, A.
- 296-300 A note on the Vogelsang test for additive outliers
by Haldrup, Niels & Sansó, Andreu
- 301-310 Asymptotic properties of the ratio of order statistics
by Balakrishnan, N. & Stepanov, A.
- 311-319 Fréchet optimal bounds on the probability of a union with supplementary information
by Hoppe, Fred M. & Nediak, Mikhail
- 320-326 A note on the harmonic law: A two-parameter family of distributions for ratios
by Puig, Pedro
February 2008, Volume 78, Issue 2
- 97-108 A note on Spitzer identity for random walk
by Lachal, Aimé
- 109-117 MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions
by Wang, Lichun & Veraverbeke, Noël
- 118-126 A second Marshall inequality in convex estimation
by Balabdaoui, Fadoua & Rufibach, Kaspar
- 127-134 Improved minimax estimation of the bivariate normal precision matrix under the squared loss
by Sun, Xiaoqian & Zhou, Xian
- 135-143 On the expectation of the maximum of IID geometric random variables
by Eisenberg, Bennett
- 144-149 Sharp bounds on the causal effects in randomized experiments with "truncation-by-death"
by Imai, Kosuke
- 150-157 Asymptotics of minimax stochastic programs
by Shapiro, Alexander
- 158-164 Characterization of periodically correlated and multivariate stationary discrete time wide Markov processes
by Castro, Glaysar & Girardin, Valerie
- 165-172 Improved estimation of an exponential scale ratio based on records
by Madi, Mohamed T.
- 173-178 A note on the Malliavin derivative operator under change of variable
by Ewald, Christian-Oliver
- 179-185 Asymptotic efficiency of conditional least squares estimators for ARCH models
by Amano, Tomoyuki & Taniguchi, Masanobu
- 186-189 Optimal constants in the Rosenthal inequality for random variables with zero odd moments
by Ibragimov, Marat & Ibragimov, Rustam
- 190-195 A note on endogenous control variables in causal studies
by Lechner, Michael
- 196-205 Explicit expressions for moments of order statistics
by Nadarajah, Saralees
January 2008, Volume 78, Issue 1
- 1-9 First-order observation-driven integer-valued autoregressive processes
by Zheng, Haitao & Basawa, Ishwar V.
- 10-14 The distribution of McKay's approximation for the coefficient of variation
by Forkman, Johannes & Verrill, Steve
- 15-20 Selecting the number of imputed datasets when using multiple imputation for missing data and disclosure limitation
by Reiter, Jerome P.
- 21-26 Some limits related to random iterations of a lamplighter group
by Gorostiza, Luis G. & Takane, Martha
- 27-35 On the exact distribution of the maximum of absolutely continuous dependent random variables
by Arellano-Valle, Reinaldo B. & Genton, Marc G.
- 36-41 A simplified approach to inverting the autocovariance matrix of a general ARMA(p,q) process
by Lin, Tsung I. & Ho, Hsiu J.
- 42-49 On a uniform law of large numbers for random sets and subdifferentials of random functions
by Terán, Pedro
- 50-59 A goodness-of-fit test of the errors in nonlinear autoregressive time series models
by Cheng, Fuxia & Sun, Shuxia
- 60-66 Approximate solutions to anticipative stochastic differential equations
by Mishura, Yu. & Shevchenko, G.
- 67-74 Resistance dimensions of branching processes in varying environments trees
by Konsowa, Mokhtar H. & Oraby, Tamer F.
- 75-83 Large deviations for the time-integrated negative parts of some processes
by Macci, Claudio
- 84-89 Localized large sums of random variables
by Ford, Kevin & Tenenbaum, Gérald
- 90-95 Isoperimetric-type inequalities for iterated Brownian motion in
by Nane, Erkan
December 2007, Volume 77, Issue 18
- 1705-1711 A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models
by Cerquetti, Annalisa
- 1712-1721 The speed of a branching system of random walks in random environment
by Devulder, Alexis
- 1722-1729 A least-squares cross-validation bandwidth selection approach in pair correlation function estimations
by Guan, Yongtao
- 1730-1736 A note on the exponential inequality for associated random variables
by Sung, Soo Hak
- 1737-1743 A class of controlled bisexual branching processes with mating depending on the number of progenitor couples
by Molina, Manuel & del Puerto, Inés M. & Ramos, Alfonso
- 1744-1749 A result on the first-passage time of an Ornstein-Uhlenbeck process
by Ditlevsen, Susanne
- 1750-1755 Limit laws for multidimensional extremes
by Barme-Delcroix, Marie-Francoise & Gather, Ursula
- 1756-1762 A Holm-type procedure controlling the false discovery rate
by Ge, Yongchao & Sealfon, Stuart C. & Tseng, Chi-Hong & Speed, Terence P.
November 2007, Volume 77, Issue 17
- 1647-1651 Central Limit Theorem by moments
by Blacher, René
- 1652-1661 Interval estimation for the normal correlation coefficient
by Sun, Y. & Wong, A.C.M.
- 1662-1665 A connection between self-normalized products and stable laws
by Melnykov, Igor & Chen, John T.
- 1666-1675 Two-stage efficient estimation of longitudinal nonparametric additive models
by You, Jinhong & Zhou, Haibo
- 1676-1682 Forward-backward SDEs and the CIR model
by Hyndman, Cody Blaine
- 1683-1689 A game version of the Cowan-Zabczyk-Bruss' problem
by Szajowski, Krzysztof
- 1690-1695 Probabilities of majority and minority violation in proportional representation
by Schwingenschlögl, Udo
- 1696-1704 The gamma coefficient revisited
by Rousson, Valentin
October 2007, Volume 77, Issue 16
- 1589-1599 Limiting behavior of weighted sums of i.i.d. random variables
by Pingyan, Chen & Shixin, Gan
- 1600-1607 Some remarks on local time-space calculus
by Yang, Xiangfeng & Yan, Litan
- 1608-1621 Penalized wavelet monotone regression
by Antoniadis, Anestis & Bigot, Jéremie & Gijbels, Irène
- 1622-1627 A note on the asymptotic distribution of the maximum likelihood estimator in a non-regular case
by Fujii, Takayuki
- 1628-1635 On the exchange of iterated expectations of random upper semicontinuous functions
by Rodríguez-Muñiz, Luis J. & López-Díaz, Miguel
- 1636-1640 A time-series model using asymmetric Laplace distribution
by Jayakumar, K. & Kuttykrishnan, A.P.
- 1641-1643 A note on extreme magnitudes of characteristic functions
by Zhang, Zhengmin
September 2007, Volume 77, Issue 15
- 1535-1541 A central limit theorem for self-normalized sums of a linear process
by Juodis, Mindaugas & Rackauskas, Alfredas
- 1542-1548 Posterior distribution for negative binomial parameter p using a group invariant prior
by Heller, B. & Wang, M.
- 1549-1558 Asymptotic normality associated with generalized occupancy problems
by Mirakhmedov, Sherzod M.
- 1559-1566 Reflected backward stochastic differential equations driven by Lévy processes
by Ren, Yong & Hu, Lanying
- 1567-1573 Construction of fractional factorial split-plot designs with weak minimum aberration
by Yang, Jianfeng & Zhang, Runchu & Liu, Minqian
- 1574-1579 The generating functions of hitting times for random walk on trees
by Chen, Haiyan
- 1580-1588 Estimation of generalized partially linear models with measurement error using sufficiency scores
by Liu, Lian
August 2007, Volume 77, Issue 14
- 1473-1478 Universal residuals: A multivariate transformation
by Brockwell, A.E.
- 1479-1485 Gibbs and autoregressive Markov processes
by Nieto-Barajas, Luis E. & Walker, Stephen G.
- 1486-1489 Inequalities on the overshoot beyond a boundary for independent summands with differing distributions
by Spouge, John L.
- 1490-1496 Identification of moving average process with infinite variance
by Rosadi, Dedi
- 1497-1504 L1-rate of convergence of smoothed histogram
by Bouezmarni, T. & Mesfioui, M. & Rolin, J.M.
- 1505-1514 The capacity of q-state Potts neural networks with parallel retrieval dynamics
by Löwe, Matthias & Vermet, Franck
- 1515-1521 Influence analysis of non-Gaussianity by applying projection pursuit
by Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho
- 1522-1525 The impact on ruin probabilities of the association structure among financial risks
by Tang, Qihe & Vernic, Raluca
- 1526-1534 Rates of strong uniform consistency for local least squares kernel regression estimators
by Blondin, David
July 2007, Volume 77, Issue 13
- 1403-1412 The supremum of random walk with negatively associated and heavy-tailed steps
by Wang, Dingcheng & Chen, Pingyan & Su, Chun
- 1413-1417 Alternative ways of obtaining Hausman's test using artificial regressions
by Baltagi, Badi H. & Liu, Long
- 1418-1427 Stationarity domains for [delta]-power Garch process with heavy tails
by Bellini, Fabio & Bottolo, Leonardo
- 1428-1438 Stationarity for a Markov-switching Box-Cox transformed threshold GARCH process
by Liu, Ji-Chun
- 1439-1448 Generalized least squares estimation for explosive AR(1) processes with conditionally heteroscedastic errors
by Hwang, S.Y. & Kim, S. & Lee, S.D. & Basawa, I.V.
- 1449-1458 On Hinkley's estimator: Inference about the change point
by Fotopoulos, S.B. & Jandhyala, V.K.
- 1459-1466 Fisher information matrix for a four-parameter kappa distribution
by Park, Jeong-Soo & Yoon Kim, Tae
- 1467-1472 On stochastic orderings between residual record values
by Khaledi, Baha-Eldin & Shojaei, Roohollah
July 2007, Volume 77, Issue 12
- 1165-1175 Rescaled range analysis in the presence of stochastic trend
by Aue, Alexander & Horváth, Lajos & Steinebach, Josef
- 1176-1184 Optimal times for software release when repair is imperfect
by Boland, Philip J. & Ní Chuív, Nóra
- 1185-1189 St. Petersburg games with the largest gains withheld
by Csörgo, Sándor & Simons, Gordon
- 1190-1200 A Karhunen-Loeve expansion for a mean-centered Brownian bridge
by Deheuvels, Paul
- 1201-1213 Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections
by Doksum, Kjell & Ozeki, Akichika & Kim, Jihoon & Chaibub Neto, Elias
- 1214-1224 On the convergence rate of fixed design regression estimators for negatively associated random variables
by Gu, Wentao & Roussas, George G. & Tran, Lanh T.
- 1225-1234 Time series smoothing by penalized least squares
by Guerrero, Victor M.
- 1235-1247 Inclusion and exclusion of data or parameters in the general linear model
by Jammalamadaka, S. Rao & Sengupta, D.
- 1248-1257 Brittle power: On Roman Emperors and exponential lengths of rule
by Khmaladze, Estate & Brownrigg, Ray & Haywood, John
- 1258-1268 Extensions of the Markov chain marginal bootstrap
by Kocherginsky, Masha & He, Xuming
- 1269-1281 Test-based classification: A linkage between classification and statistical testing
by Liao, Shu-Min & Akritas, Michael
- 1282-1287 On exact Type I and Type II errors of Cochran's test
by Lou, W.Y. Wendy & Fu, James C.
- 1288-1299 Squeezing the last drop: Cluster-based classification algorithm
by Mehrotra, Kishan G. & Ozgencil, Necati E. & McCracken, Nancy
- 1300-1311 Efficient Gibbs sampler for Bayesian analysis of a sample selection model
by Omori, Yasuhiro
- 1312-1321 Normal order statistics and sums of geometric random variables in treatment allocation problems
by Rukhin, Andrew L.
- 1322-1331 Prediction in invertible linear processes
by Schick, Anton & Wefelmeyer, Wolfgang
- 1332-1338 Shot-noise processes and the minimal martingale measure
by Schmidt, Thorsten & Stute, Winfried
- 1339-1344 Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
by Shaked, Moshe
- 1345-1353 A test based on quantile score for c-sample randomized block design
by Sim, Songyong
- 1354-1361 Betting on residual life: The caveats of conditioning
by Singpurwalla, Nozer D.
- 1362-1370 Simultaneous testing of multiple hypotheses using generalized p-values
by Tsui, Kam-Wah & Tang, Shijie
- 1371-1376 Rate of convergence of k-step Newton estimators to efficient likelihood estimators
by Verrill, Steve
- 1377-1384 Orthogonality and D-optimality of the U-type design under general Fourier regression models
by Xie, Min-Yu & Ning, Jian-Hui & Fang, Kai-Tai
- 1385-1393 Testing treatment effect by combining weighted log-rank tests and using empirical likelihood
by Yang, Song & Zhao, Yichuan
- 1394-1402 Generalized weighted additive models based on distribution functions
by Yeo, In-Kwon
June 2007, Volume 77, Issue 11
- 1043-1049 Generalized n-Paul paradox
by Kevei, Péter
- 1050-1060 On complete convergence for arrays of rowwise dependent random variables
by Kuczmaszewska, Anna
- 1061-1069 Proof load designs for estimation of dependence in a bivariate Weibull model
by Johnson, Richard A. & Lu, Wenqing
- 1070-1076 The minimal entropy measure and an Esscher transform in an incomplete market model
by Monoyios, Michael
- 1077-1083 Experimentation on heterogeneous experimental units
by Weerahandi, Samaradasa & Koschat, Martin A.
- 1084-1090 Heteroscedastic symmetrical linear models
by Cysneiros, Francisco José A. & Paula, Gilberto A. & Galea, Manuel
- 1091-1097 Optimal convergence rates for density estimation from grouped data
by Meister, Alexander
- 1098-1105 A note on absorption probabilities in one-dimensional random walk via complex-valued martingales
by Gilliland, Dennis & Levental, Shlomo & Xiao, Yimin
- 1106-1110 Some strong limit theorems of weighted sums for negatively dependent generalized Gaussian random variables
by Amini, M. & Zarei, H. & Bozorgnia, A.
- 1111-1116 Some measures for asymmetry of distributions
by Boshnakov, Georgi N.
- 1117-1122 Kolmogorov inequalities for the partial sum of independent Bernoulli random variables
by Mavrikiou, Petroula M.
- 1123-1132 Optimal Poisson quantisation
by Molchanov, Ilya & Tontchev, Nikolay
- 1133-1136 Random convex combinations of order statistics
by Beutner, Eric & Kamps, Udo
- 1137-1147 Generalized skew-Cauchy distribution
by Huang, Wen-Jang & Chen, Yan-Hau
- 1148-1157 A preorder relation for Markov reward processes
by Daly, David & Buchholz, Peter & Sanders, William H.
- 1158-1164 The stationary seasonal hyperbolic asymmetric power ARCH model
by Diongue, Abdou Kâ & Guégan, Dominique
June 2007, Volume 77, Issue 10
- 937-941 Consistency of minimum divergence estimators based on grouped data
by Bassetti, Federico & Bodini, Antonella & Regazzini, Eugenio
- 942-951 The uniqueness of extremum estimation
by Krätschmer, Volker
- 952-963 On complete convergence of triangular arrays of independent random variables
by Berkes, István & Weber, Michel
- 964-972 Fisher information in record values and their concomitants about dependence and correlation parameters
by Amini, Morteza & Ahmadi, J.
- 973-980 Optimal correction of an indefinite estimated MA spectral density matrix
by Stoica, Petre & Xu, Luzhou & Li, Jian & Xie, Yao
- 981-988 A note on proportional hazards and proportional odds models
by Chen, Shande & Manatunga, Amita K.
- 989-994 Lattice polynomials of random variables
by Dukhovny, Alexander
- 995-1003 The pair correlation function of spatial Hawkes processes
by Møller, Jesper & Torrisi, Giovanni Luca
- 1004-1013 Bootstrap goodness-of-fit tests with estimated parameters based on empirical transforms
by Meintanis, Simos & Swanepoel, Jan
- 1014-1020 Goodness-of-fit test for response adaptive clinical trials
by Yi, Yanqing & Wang, Xikui
- 1021-1033 Asymptotic behavior of the moments of the ratio of the random sum of squares to the square of the random sum
by Ladoucette, Sophie A.
- 1034-1042 A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
by Wang, Lan
May 2007, Volume 77, Issue 9
- 863-872 U-statistics based on the Green's function of the Laplacian on the circle and the sphere
by Pycke, J.-R.
- 873-880 The distribution of the first [beta] point in the classical risk model with interest
by Li, Zhigang & Wu, Rong & Du, Yonghong
- 881-884 Can any multivariate gaussian vector be interpreted as a sample from a stationary random process?
by Perrin, Olivier & Schlather, Martin
- 885-895 On sequential detection of parameter changes in linear regression
by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
- 896-900 On the connection between model selection criteria and quadratic discrimination in ARMA time series models
by Galeano, Pedro & Peña, Daniel
- 901-906 Balanced residual treatment effects designs of first order for correlated observations
by Aggarwal, M.L. & Deng, Lih-Yuan & Jha, Mithilesh Kumar
- 907-913 Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials
by Karabatsos, George & Walker, Stephen G.
- 914-919 Constrained estimators of treatment parameters in semiparametric models
by Przystalski, Marcin & Krajewski, Pawel
- 920-924 Shiga-Watanabe's time inversion property for self-similar diffusion processes
by Vuolle-Apiala, Juha
- 925-930 Asymptotic properties of a double penalized maximum likelihood estimator in logistic regression
by Gao, Sujuan & Shen, Jianzhao
- 931-936 Variational form of the large deviation functional
by Comman, Henri
April 2007, Volume 77, Issue 8
- 761-768 Ruin problems in risk models with dependent rates of interest
by Gao, Qi-bing & Wu, Yao-hua & Zhu, Chun-hua & Wei, Guang-hua
- 769-773 Sensor analytics: radioactive gas concentration estimation and error propagation
by Anderson, Dale N. & Fagan, Deborah K. & Suarez, Rey & Hayes, Jim C. & McIntyre, Justin I.
- 774-781 Permutation and scale invariant one-sided approximate likelihood ratio tests
by Chongcharoen, Samruam & Wright, F.T.
- 782-794 Sharp estimation in sup norm with random design
by GaI¨ffas, Stéphane
- 795-802 Decomposition of supermartingales indexed by a linearly ordered set
by Cassese, Gianluca
- 803-810 Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors
by Zou, Guohua & Wan, Alan T.K. & Wu, Xiaoyong & Chen, Ti
- 811-816 Difference-based estimation for error variances in repeated measurement regression models
by Xu, Qinfeng & You, Jinhong
- 817-821 A note on sufficient dimension reduction
by Wen, Xuerong Meggie
- 822-825 Besov regularity of stochastic measures
by Radchenko, Vadym M.
- 826-831 The optional sampling theorem for submartingales in the sequentially planned context
by Fenoy, M. Mar & Ibarrola, Pilar
- 832-837 On the derivatives of the normalising constant of the Bingham distribution
by Kume, A. & Wood, Andrew T.A.
- 838-842 A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations
by Maejima, Makoto & Miura, Manabu
- 843-852 Adaptive deadband control of a drifting process with unknown parameters
by Lian, Zilong & del Castillo, Enrique
- 853-861 Conservative confidence intervals based on weighted means statistics
by Rukhin, Andrew L.
April 2007, Volume 77, Issue 7
- 667-680 A Darling-Siegert formula relating some Bessel integrals and random walks
by De Gregorio, A. & Orsingher, E.
- 681-686 Unfair gambles in probability
by Beam, John
- 687-692 Some properties of a multifractional Brownian motion
by Lin, Zhengyan & Zheng, Jing
- 693-703 A note on uniform consistency of monotone function estimators
by Neumeyer, Natalie
- 704-709 Some efficient estimators of the domain parameters
by Agrawal, M.C. & Midha, Chand K.
- 710-716 Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case
by Chacón, J.E. & Montanero, J. & Nogales, A.G. & Pérez, P.
- 717-725 A new family of slash-distributions with elliptical contours
by Gómez, Héctor W. & Quintana, Fernando A. & Torres, Francisco J.
- 726-734 Convergence of quadratic forms with nonvanishing diagonal
by Bhansali, R.J. & Giraitis, L. & Kokoszka, P.S.
- 735-739 A note on the proportional hazards model with discontinuous data
by Yu, Qiqing
- 740-747 An application of reinforced urn processes to determining maximum tolerated dose
by Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo
- 748-751 Moment representation of Bernoulli polynomial, Euler polynomial and Gegenbauer polynomials
by Sun, Ping
- 752-759 On processes with summable partial autocorrelations
by Debowski, Lukasz
March 2007, Volume 77, Issue 6
- 577-587 Life behavior of [delta]-shock model
by Li, Zehui & Kong, Xinbing
- 588-593 Entropy correlation coefficient for measuring predictive power of generalized linear models
by Eshima, Nobuoki & Tabata, Minoru
- 594-597 Ordering the dispersion of ordinary least squares under near-integration
by Bailey, Ralph W. & Burridge, Peter
- 598-603 A class of ordinal quasi-symmetry models for square contingency tables
by Kateri, Maria & Agresti, Alan
- 604-606 Generalization of Simmons' theorem
by Perrin, Olivier & Redside, Edmond
- 607-613 Efficient capital markets: A statistical definition and comments
by Milionis, Alexandros E.
- 614-620 On stochastic ordering for diffusion with jumps and applications
by Zhang, Xinsheng
- 621-624 Behavior of elemental sets in regression
by Olive, David J. & Hawkins, Douglas M.
- 625-631 Modified p-values for one-sided testing in restricted parameter spaces
by Wang, Hsiuying
- 632-643 Self-normalized Wittmann's laws of iterated logarithm in Banach space
by Deng, Dianliang
- 644-648 On the infinite divisibility of some skewed symmetric distributions
by Domínguez-Molina, J. Armando & Rocha-Arteaga, Alfonso
- 649-653 On the use of linear models in the estimation of the size of a population using capture-recapture data
by Huggins, Richard
- 654-657 Perturbing the minimand resampling with Gamma(1,1) random variables as an extension of the Bayesian Bootstrap
by Parzen, Michael & Lipsitz, Stuart R.
- 658-666 A formula for transition density function under Girsanov transform
by Song, Ruili & Ying, Jiangang
March 2007, Volume 77, Issue 5
- 475-482 Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
by Chou, Ching-Sung & Lin, Hsien-Jen
- 483-489 Quadratic prediction problems in finite populations
by Liu, Xu-Qing & Rong, Jian-Ying
- 490-496 Some characterizations of the spherical harmonics coefficients for isotropic random fields
by Baldi, Paolo & Marinucci, Domenico
- 497-502 Randomization in survival analysis
by Aletti, Giacomo & Saada, Diane
- 503-513 Age and residual lifetime distributions for branching processes
by Yakovlev, A. & Yanev, N.
- 514-524 Mitigating the effect of measurement errors in quantile estimation
by Schechtman, E. & Spiegelman, C.
- 525-529 Hierarchical structures associated with order functions
by Li, Deli & Qi, Yongcheng
- 530-538 Large deviations for random sums of negatively dependent random variables with consistently varying tails
by Chen, Yu & Zhang, Weiping
- 539-542 An example of a stationary, triplewise independent triangular array for which the CLT fails
by Kantorovitz, Miriam Ruth
- 543-548 Quasi-sure p-variation of fractional Brownian motion
by Cao, Guilan & He, Kai
- 549-557 Empirical likelihood inference for the mean residual life under random censorship
by Qin, Gengsheng & Zhao, Yichuan
- 558-565 A reversion of the Chernoff bound
by Theodosopoulos, Ted
- 566-575 Nonregular two-level designs of resolution IV or more containing clear two-factor interactions
by Yang, Guijun & Butler, Neil A.
February 2007, Volume 77, Issue 4
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