# Springer

# Computational Statistics

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### 2013, Volume 28, Issue 4

**1501-1527 An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters***by*Hristos Tyralis & Demetris Koutsoyiannis & Stefanos Kozanis**1529-1547 Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package***by*Alexandre Brouste & Stefano Iacus**1549-1570 Nonlinear nonparametric mixed-effects models for unsupervised classification***by*Laura Azzimonti & Francesca Ieva & Anna Maria Paganoni**1571-1597 Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm***by*Luca Bagnato & Antonio Punzo**1599-1615 Statistical inference of risk ratio in a correlated $$2 \times 2$$ table with structural zero***by*Shun-Fang Wang & Xue-Ren Wang**1617-1637 On robust cross-validation for nonparametric smoothing***by*Oliver Morell & Dennis Otto & Roland Fried**1639-1661 Multiple deletion diagnostics in beta regression models***by*Li-Chu Chien**1663-1680 Computing the noncentral gamma distribution, its inverse and the noncentrality parameter***by*Izabela Oliveira & Daniel Ferreira**1681-1698 Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity***by*Tsung-Shan Tsou & Wan-Chen Chen**1699-1714 A simple and efficient algorithm for fused lasso signal approximator with convex loss function***by*Lichun Wang & Yuan You & Heng Lian**1715-1724 Reducing bias of the maximum likelihood estimator of shape parameter for the gamma Distribution***by*Jin Zhang**1725-1748 The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods***by*Jörg Wensch & Monika Wensch-Dorendorf & Hermann Swalve**1749-1773 An accept-reject algorithm for the positive multivariate normal distribution***by*Carsten Botts**1775-1811 No effect tests in regression on functional variable and some applications to spectrometric studies***by*Laurent Delsol**1813-1834 Contour estimation via two fidelity computer simulators under limited resources***by*Ray-Bing Chen & Ying-Chao Hung & Weichung Wang & Sung-Wei Yen**1835-1852 Sparse dimension reduction for survival data***by*Changrong Yan & Dixin Zhang**1853-1880 Inference for vast dimensional elliptical distributions***by*Yves Dominicy & Hiroaki Ogata & David Veredas

### 2013, Volume 28, Issue 3

**893-917 Computational aspects of statistical intervals based on two Type-II censored samples***by*N. Balakrishnan & E. Beutner & E. Cramer**919-931 Bayesian model selection approach to the one way analysis of variance under homoscedasticity***by*J. Cano & C. Carazo & D. Salmerón**933-954 The new Neyman type A beta Weibull model with long-term survivors***by*Elizabeth Hashimoto & Gauss Cordeiro & Edwin Ortega**955-976 Challenging the curse of dimensionality in multivariate local linear regression***by*James Taylor & Jochen Einbeck**977-992 Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution***by*Saralees Nadarajah & Božidar Popović & Miroslav Ristić**993-1009 Test of misspecification with application to negative binomial distribution***by*K. Chua & S. Ong**1011-1016 A characterization for truncated cauchy random variables with nonzero skewness parameter***by*A. Shirvani & A. Soltani**1017-1034 Ridge estimation for multinomial logit models with symmetric side constraints***by*Faisal Zahid & Gerhard Tutz**1035-1059 Accurate higher-order likelihood inference on $$P(Y>X)$$***by*Giuliana Cortese & Laura Ventura**1061-1077 The exact bootstrap method shown on the example of the mean and variance estimation***by*Joanna Kisielinska**1079-1101 Variable selection and model choice in structured survival models***by*Benjamin Hofner & Torsten Hothorn & Thomas Kneib**1103-1131 Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity***by*Cathy Chen & Richard Gerlach**1133-1150 Distributions of numbers of runs and scans on directed acyclic graphs with generation***by*Kiyoshi Inoue & Sigeo Aki**1151-1167 Extracting informative variables in the validation of two-group causal relationship***by*Ying-Chao Hung & Neng-Fang Tseng**1169-1194 Group sequential comparison of two binomial proportions under ranked set sampling design***by*A. Hussein & H. Muttlak & M. Saleh**1195-1223 Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering***by*Isambi Mbalawata & Simo Särkkä & Heikki Haario**1225-1239 An omnibus test to detect time-heterogeneity in time series***by*Dominique Guégan & Philippe Peretti**1241-1267 Empirical likelihood method for multivariate Cox regression***by*Ming Zheng & Wen Yu**1269-1297 Testing homogeneity of variances with unequal sample sizes***by*I. Parra-Frutos**1299-1317 High-dimensional regression analysis with treatment comparisons***by*Heng-Hui Lue & Bing-Ran You**1319-1331 An efficient method for constructing uniform designs with large size***by*Yong-Dao Zhou & Kai-Tai Fang**1333-1350 Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis***by*Carlos Pérez-González & Arturo Fernández**1351-1363 An efficient method of evaluating portfolio risk and return***by*Riccardo Bramante & Gimmi Dallago**1365-1382 Power maps in goodness-of-fit testing***by*T. Fischer & U. Kamps

### 2013, Volume 28, Issue 2

**393-411 Monte Carlo maximum likelihood circle fitting using circular density functions***by*Ulric Lund**413-434 Testing linearity in semi-parametric functional data analysis***by*Germán Aneiros-Pérez & Philippe Vieu**435-453 Asymptotics for spectral regularization estimators in statistical inverse problems***by*Nicolai Bissantz & Hajo Holzmann**455-462 Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula***by*Thomas Blumentritt & Oliver Grothe**463-479 Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown***by*Gordon Ross & Dimitris Tasoulis & Niall Adams**481-491 Using wiki to build an e-learning system in statistics in the Arabic language***by*Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi**493-504 Lag weighted lasso for time series model***by*Heewon Park & Fumitake Sakaori**505-517 On maximization of the likelihood for the generalized gamma distribution***by*Angela Noufaily & M. Jones**519-539 Variable selection for market basket analysis***by*Katrin Dippold & Harald Hruschka**541-562 Monitoring kth order runs in binary processes***by*Christian Weiß**563-563 Erratum to: Monitoring kth order runs in binary processes***by*Christian Weiß**565-580 Goodness-of-fit indices for partial least squares path modeling***by*Jörg Henseler & Marko Sarstedt**581-596 Regression analysis of interval censored and doubly truncated data with linear transformation models***by*Pao-sheng Shen**597-619 Latent variable models for ordinal data by using the adaptive quadrature approximation***by*Silvia Cagnone & Paola Monari**621-646 Efficient identification of independence networks using mutual information***by*Davide Bacciu & Terence Etchells & Paulo Lisboa & Joe Whittaker**647-666 The linear combinations of biomarkers which maximize the partial area under the ROC curves***by*Man-Jen Hsu & Huey-Miin Hsueh**667-681 Efficient power computation for r out of m runs rules schemes***by*Rashid Mehmood & Muhammad Riaz & Ronald Does**683-700 Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service***by*A. Mohammadi & M. Salehi-Rad & E. Wit**701-734 Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples***by*Jorge Pérez-Rodríguez & Julián Andrada-Félix**735-749 Improvement in finite-sample properties of GMM-based Wald tests***by*Qihui Chen & Yu Ren**751-769 An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers***by*Wan-Lun Wang & Tsung-I Lin**771-788 Partial least squares classification for high dimensional data using the PCOUT algorithm***by*Asuman Turkmen & Nedret Billor**789-807 Iterative factor clustering of binary data***by*Alfonso Iodice D’Enza & Francesco Palumbo**809-829 On estimation of measurement error models with replication under heavy-tailed distributions***by*Jin-Guan Lin & Chun-Zheng Cao**831-850 MCMC using Markov bases for computing $$p$$ -values in decomposable log-linear models***by*Masahiro Kuroda & Hiroki Hashiguchi & Shigekazu Nakagawa & Zhi Geng**851-873 Compression-based distance between string data and its application to literary work classification based on authorship***by*Masaki Ishikawa & Hajime Kawakami**875-892 Studying the bandwidth in $$k$$ -sample smooth tests***by*Pablo Martínez-Camblor & Jacobo Uña-Álvarez

### 2012, Volume 27, Issue 4

**585-604 Discriminant analysis for compositional data and robust parameter estimation***by*Peter Filzmoser & Karel Hron & Matthias Templ**605-626 Sparse principal components by semi-partition clustering***by*Doyo Enki & Nickolay Trendafilov**627-659 Near-exact distributions for the likelihood ratio test statistic to test equality of several variance-covariance matrices in elliptically contoured distributions***by*Carlos Coelho & Filipe Marques**661-683 Asymptotic expansions for the ability estimator in item response theory***by*Haruhiko Ogasawara**685-700 Estimating value at risk with semiparametric support vector quantile regression***by*Jooyong Shim & Yongtae Kim & Jangtaek Lee & Changha Hwang**701-714 Constrained EM algorithm with projection method***by*Keiji Takai**715-737 Flexible scan statistic test to detect disease clusters in hierarchical trees***by*Marcos Prates & Renato Assunção & Marcelo Costa**739-755 Likelihood ratio gradient estimation for Meixner distribution and Lévy processes***by*Reiichiro Kawai**757-777 Density estimation and comparison with a penalized mixture approach***by*Christian Schellhase & Göran Kauermann**779-797 Hybrid bootstrap aided unit root testing***by*C. Jentsch & J.-P. Kreiss & P. Mantalos & E. Paparoditis**799-803 A note on adding and deleting edges in hierarchical log-linear models***by*David Edwards

### 2012, Volume 27, Issue 3

**381-392 Boxplot for circular variables***by*Ali Abuzaid & Ibrahim Mohamed & Abdul Hussin**393-410 A comparison of algorithms for the multivariate L 1 -median***by*Heinrich Fritz & Peter Filzmoser & Christophe Croux**411-425 Estimating the system order by subspace methods***by*Alfredo García-Hiernaux & José Casals & Miguel Jerez**427-457 Copula analysis of mixture models***by*M. Vrac & L. Billard & E. Diday & A. Chédin**459-471 The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution***by*A. Hayter & Y. Lin**473-486 Response surface models for the Leybourne unit root tests and lag order dependence***by*Jesús Otero & Jeremy Smith**487-497 Moment estimators for the two-parameter M-Wright distribution***by*Dexter Cahoy**499-521 Modeling fat tails in stock returns: a multivariate stable-GARCH approach***by*Matteo Bonato**523-530 Rayleigh projection depth***by*Yonggang Hu & Qiang Li & Yong Wang & Yi Wu**531-550 Lazy lasso for local regression***by*Diego Vidaurre & Concha Bielza & Pedro Larrañaga**551-571 Generalized canonical correlation analysis with missing values***by*Michel Velden & Yoshio Takane**573-584 Smoothing splines using compactly supported, positive definite, radial basis functions***by*Guoyi Zhang

### 2012, Volume 27, Issue 2

**191-201 Permutation tests using least distance estimator in the multivariate regression model***by*Sooncheol Sohn & Byoung Jung & Myoungshic Jhun**203-218 A boosting method with asymmetric mislabeling probabilities which depend on covariates***by*Kenichi Hayashi**219-235 On the choice of a noninformative prior for Bayesian inference of discretized normal observations***by*Clemens Elster & Ignacio Lira**237-249 A new Bayesian procedure for testing point null hypotheses***by*Yuliang Yin**251-267 Specification tests for the response distribution in generalized linear models***by*Bernhard Klar & Simos Meintanis**269-283 Efficient construction of a smooth nonparametric family of empirical distributions and calculation of bootstrap likelihood***by*Bruce Worton**285-298 Empirical properties of forecasts with the functional autoregressive model***by*Devin Didericksen & Piotr Kokoszka & Xi Zhang**299-317 Improved omnibus test statistic for normality***by*Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki**319-341 Multi–regime models for nonlinear nonstationary time series***by*Francesco Battaglia & Mattheos Protopapas**343-357 Testing for no effect via splines***by*Chin-Shang Li**359-380 Bayesian analysis of quantile regression for censored dynamic panel data***by*Genya Kobayashi & Hideo Kozumi

### 2012, Volume 27, Issue 1

**1-12 Inference for Cox’s regression models via adjusted empirical likelihood***by*Yichuan Zhao & Ali Jinnah**13-28 Efficient simulated maximum likelihood estimation through explicitly parameter dependent importance sampling***by*Christian Brinch**29-49 Computing multiple-output regression quantile regions from projection quantiles***by*Davy Paindaveine & Miroslav Šiman**51-67 A generalized log-normal distribution and its goodness of fit to censored data***by*Bhupendra Singh & K. Sharma & Shubhi Rathi & Gajraj Singh**69-82 Goodness-of-fit for a concentrated von Mises-Fisher distribution***by*Adelaide Figueiredo**83-102 Functional outlier detection with robust functional principal component analysis***by*Pallavi Sawant & Nedret Billor & Hyejin Shin**103-125 A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches***by*Benoît Liquet & Jérôme Saracco**127-148 Reusable components in decision tree induction algorithms***by*Milija Suknovic & Boris Delibasic & Milos Jovanovic & Milan Vukicevic & Dragana Becejski-Vujaklija & Zoran Obradovic**149-176 Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions***by*Yuan Shen & Dan Cornford & Manfred Opper & Cedric Archambeau**177-190 A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of I s (x)***by*Suvrit Sra

### 2011, Volume 26, Issue 4

**561-565 Data Viz VI***by*Adalbert Wilhelm & Lars Linsen**567-584 Quality-aware visual data analysis***by*Matthew Ward & Zaixian Xie & Di Yang & Elke Rundensteiner**585-612 Graphs as navigational infrastructure for high dimensional data spaces***by*C. Hurley & R. Oldford**613-633 Eulerian tour algorithms for data visualization and the PairViz package***by*C. Hurley & R. Oldford**635-654 Visual software analytics for the build optimization of large-scale software systems***by*Alexandru Telea & Lucian Voinea**655-678 Visualizing high density clusters in multidimensional data using optimized star coordinates***by*Tran Van Long & Lars Linsen**679-697 Linked treemap: a 3D treemap-nodelink layout for visualizing hierarchical structures***by*Lars Linsen & Sabine Behrendt**699-710 Exploratory analysis of benchmark experiments an interactive approach***by*Manuel Eugster & Friedrich Leisch**711-731 Interactive visualization in multiclass learning: integrating the SASSC algorithm with KLIMT***by*Claudio Conversano

### 2011, Volume 26, Issue 3

**371-379 Statistics in the computer age: personal reflections***by*Tue Tjur**381-393 iPlots eXtreme: next-generation interactive graphics design and implementation of modern interactive graphics***by*Simon Urbanek**395-404 Prospects and challenges in R package development***by*Stefan Theußl & Uwe Ligges & Kurt Hornik**405-418 Mutable objects in R***by*Hadley Wickham**419-426 Reproducible statistical analysis with multiple languages***by*Russell Lenth & Søren Højsgaard**427-442 Aspects of CXXR internals***by*Andrew Runnalls**443-458 maxLik: A package for maximum likelihood estimation in R***by*Arne Henningsen & Ott Toomet**459-476 Moments of the generalized hyperbolic distribution***by*David Scott & Diethelm Würtz & Christine Dong & Thanh Tran**477-490 Nonlinear regression modeling and detecting change points via the relevance vector machine***by*Shohei Tateishi & Sadanori Konishi**491-505 Partially smooth tail-index estimation for small samples***by*Samuel Müller & Houng Chhay**507-519 Likelihood inferences for the link function without knowing the true underlying distributions***by*Tsung-Shan Tsou**521-537 Semiparametric analysis of transformation models with left-truncated and right-censored data***by*Pao-sheng Shen**539-560 Solving genetic heterogeneity in extended families by identifying sub-types of complex diseases***by*Arafat Tayeb & Aurélie Labbe & Alexandre Bureau & Chantal Mérette

### 2011, Volume 26, Issue 2

**181-197 Estimating summary functionals in multistate models with an application to hospital infection data***by*Arthur Allignol & Martin Schumacher & Jan Beyersmann**199-218 Modelling non-stationary dynamic gene regulatory processes with the BGM model***by*Marco Grzegorczyk & Dirk Husmeier & Jörg Rahnenführer**219-239 Hands-on tutorial for parallel computing with R***by*Manuel Eugster & Jochen Knaus & Christine Porzelius & Markus Schmidberger & Esmeralda Vicedo**241-258 A primer on disease mapping and ecological regression using $${\texttt{INLA}}$$***by*Birgit Schrödle & Leonhard Held**259-277 Empirical study for the agreement between statistical methods in quality assessment and control of microarray data***by*Markus Schmidberger & Esmeralda Vicedo & Ulrich Mansmann**279-291 Feature clustering for instrument classification***by*Uwe Ligges & Sebastian Krey**293-302 The benefit of data-based model complexity selection via prediction error curves in time-to-event data***by*Christine Porzelius & Martin Schumacher & Harald Binder**303-319 Search heuristics and the influence of non-perfect randomness: examining Genetic Algorithms and Simulated Annealing***by*M. Maucher & U. Schöning & H. Kestler**321-340 On the fusion of threshold classifiers for categorization and dimensionality reduction***by*Hans Kestler & Ludwig Lausser & Wolfgang Lindner & Günther Palm**341-353 Multi-objective selection for collecting cluster alternatives***by*Johann Kraus & Christoph Müssel & Günther Palm & Hans Kestler**355-369 Classification of repeated measurements data using tree-based ensemble methods***by*Werner Adler & Sergej Potapov & Berthold Lausen

### 2011, Volume 26, Issue 1

**1-30 Bayesian subset selection for threshold autoregressive moving-average models***by*Cathy Chen & Feng Liu & Richard Gerlach**31-54 Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study***by*Gregor Weiß**55-76 Testing the equality of several gamma means: a parametric bootstrap method with applications***by*Ching-Hui Chang & Jyh-Jiuan Lin & Nabendu Pal**77-93 Detecting and modeling nonlinearity in the gas furnace data***by*Houston Stokes & Melvin Hinich**95-120 A multinomial tree model for pricing credit default swap options***by*Yi-Ping Chang & Ming-Chin Hung & Yi-Chen Ko**121-144 Bayesian approach to analysing longitudinal bivariate binary data with informative dropout***by*Jennifer Chan & Wai Wan**145-157 Nonparametric estimation with doubly censored and truncated data***by*Pao-sheng Shen**159-179 Prediction interval for disease mapping using hierarchical likelihood***by*Youngjo Lee & Myoungjin Jang & Woojoo Lee

### 2010, Volume 25, Issue 4

**551-554 The 2006 Data Expo of the American Statistical Association***by*Paul Murrell**555-567 Visualizing abnormal climate changes in Central America from 1995 to 2000***by*Sang-Hoon Cho & Hyonho Chun**569-586 Glaciers melt as mountains warm: a graphical case study***by*J. Hobbs & H. Wickham & H. Hofmann & D. Cook**587-601 A two-step process for graphically summarizing spatial temporal multivariate data in two dimensions***by*Svetlana Eden & Angel An & Jeffrey Horner & Cathy Jenkins & Theresa Scott**603-617 Comparison of various statistical methods for detecting disease outbreaks***by*Byeong Choi & Ho Kim & Un Go & Jong-Hyeon Jeong & Jae Lee**619-632 On principal Hessian directions for multivariate response regressions***by*Heng-Hui Lue**633-643 A numerical comparison of the normal and some saddlepoint approximations to a distribution-free test for stochastic ordering in the competing risks model***by*Hidetoshi Murakami**645-662 Normal correlation coefficient of non-normal variables using piece-wise linear approximation***by*Dimitris Kugiumtzis & Efthymia Bora-Senta**663-689 A fast algorithm for robust regression with penalised trimmed squares***by*L. Pitsoulis & G. Zioutas**691-705 Genetic algorithms with shrinking population size***by*Joshua Hallam & Olcay Akman & Füsun Akman**707-723 A robust test of specification based on order statistics***by*Marilena Furno**725-732 A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis***by*Helmut Herwartz & Israel Waichman

### 2010, Volume 25, Issue 3

**363-374 Comparing k-independent and right censored samples based on the likelihood ratio***by*Pablo Martínez-Camblor**375-389 On Bayesian estimation of a survival curve: comparative study and examples***by*Victor Salinas & José Romeo & Alexis Peña**391-407 Mode testing via higher-order density estimation***by*Michael Minnotte**409-428 An acceleration method for Ten Berge et al.’s algorithm for orthogonal INDSCAL***by*Yoshio Takane & Kwanghee Jung & Heungsun Hwang**429-440 Confidence intervals for the regression parameter based on weighted log-rank estimating functions***by*Seung-Hwan Lee**441-461 Model selection via adaptive shrinkage with t priors***by*Artin Armagan & Russell Zaretzki**463-484 A computationally efficient model selection in the generalized linear mixed model***by*Takuma Yoshida & Masaru Kanba & Kanta Naito**485-503 On the favorable estimation for fitting heavy tailed data***by*Milan Stehlík & Rastislav Potocký & Helmut Waldl & Zdeněk Fabián**505-536 Binary geometric process model for the modeling of longitudinal binary data with trend***by*Jennifer Chan & Doris Leung**537-550 A note on the prior parameter choice in finite mixture models of distributions from exponential families***by*M. Rufo & J. Martín & C. Pérez

### 2010, Volume 25, Issue 2

**183-201 Supervised learning of multivariate skew normal mixture models with missing information***by*Tzy-Chy Lin & Tsung-I Lin**203-213 Nonparametric estimation of the bivariate survival function for one modified form of doubly censored data***by*Pao-sheng Shen**215-239 Bayesian multiple change-point estimation with annealing stochastic approximation Monte Carlo***by*Jaehee Kim & Sooyoung Cheon**241-255 GEVA: geometric variability-based approaches for identifying patterns in data***by*Itziar Irigoien & Concepcion Arenas & Elena Fernández & Francisco Mestres**257-267 Probability plots and order statistics of the standard extreme value distribution***by*Mir Pirouzi Fard**269-289 A note on studentized confidence intervals for the change-point***by*Marie Hušková & Claudia Kirch**291-298 Parallel computing in the statistical system Jasp***by*Yoshikazu Yamamoto & Junji Nakano & Takeshi Fujiwara**299-316 Using one EWMA chart to jointly monitor the process mean and variance***by*Michael Khoo & Zhang Wu & Chung-Ho Chen & Kah Yeong**317-328 KmL: k-means for longitudinal data***by*Christophe Genolini & Bruno Falissard**329-340 On inference based on the one-sample sign statistic for long-range dependent data***by*Zacharias Psaradakis**341-361 Penalized regression with individual deviance effects***by*Aris Perperoglou & Paul Eilers

### 2010, Volume 25, Issue 1

**1-16 Modeling graphs using dot product representations***by*Edward Scheinerman & Kimberly Tucker**17-38 Bayesian model-based tight clustering for time course data***by*Yongsung Joo & George Casella & James Hobert**39-55 Fast computing of some generalized linear mixed pseudo-models with temporal autocorrelation***by*Jay Ver Hoef & Josh London & Peter Boveng**57-70 Computing p-values in conditional independence models for a contingency table***by*Masahiro Kuroda & Hiroki Hashiguchi & Shigakazu Nakagawa**71-95 Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM***by*Ching-Hui Chang & Nabendu Pal & Wooi Lim & Jyh-Jiuan Lin**97-105 A highly efficient L-estimator for the location parameter of the Cauchy distribution***by*Jin Zhang**107-120 On the convergence of the partial least squares path modeling algorithm***by*Jörg Henseler**121-141 Penalized multinomial mixture logit model***by*Shaheena Bashir & Edward Carter**143-153 A note on variability of interval data***by*Jaromír Antoch & Miroslav Brzezina & Rafaelle Miele**155-161 Truncated stable random variables: characterization and simulation***by*A. Soltani & A. Shirvani**163-182 Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models***by*Agnieszka Jach & Piotr Kokoszka

### 2009, Volume 24, Issue 4

**551-566 Commemorating William Playfair’s 250th birthday***by*Jürgen Symanzik & William Fischetti & Ian Spence**567-582 Comparison on five estimation approaches of intensity for a queueing system with short run***by*Jau-Chuan Ke & Yunn-Kuang Chu**583-604 An exact approach to sparse principal component analysis***by*Alessio Farcomeni