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ORCIDComputational Statistics & Data Analysis, Volume 51
Volume 51, Number 1, November 2006
- Renato Coppi, María Angeles Gil
, Henk A. L. Kiers:
The fuzzy approach to statistical analysis. 1-14 - Lotfi A. Zadeh:
Generalized theory of uncertainty (GTU) - principal concepts and ideas. 15-46 - Didier Dubois:
Possibility theory and statistical reasoning. 47-69 - Hung T. Nguyen, Berlin Wu:
Random and fuzzy sets in coarse data analysis. 70-85 - Cédric Baudrit, Didier Dubois:
Practical representations of incomplete probabilistic knowledge. 86-108 - Miguel López-Díaz, Dan A. Ralescu:
Tools for fuzzy random variables: Embeddings and measurabilities. 109-114 - Giulianella Coletti, Romano Scozzafava:
Conditional probability and fuzzy information. 115-132 - Reinhard Viertl:
Univariate statistical analysis with fuzzy data. 133-147 - María Angeles Gil, Manuel Montenegro, Gil González-Rodríguez, Ana Colubi, María Rosa Casals:
Bootstrap approach to the multi-sample test of means with imprecise data. 148-162 - Gil González-Rodríguez, Ana Colubi, María Angeles Gil:
A fuzzy representation of random variables: An operational tool in exploratory analysis and hypothesis testing. 163-176 - José D. Bermúdez, José Vicente Segura, Enriqueta Vercher:
A decision support system methodology for forecasting of time series based on soft computing. 177-191 - Christian Döring, Marie-Jeanne Lesot, Rudolf Kruse:
Data analysis with fuzzy clustering methods. 192-214 - Richard J. Hathaway, James C. Bezdek:
Extending fuzzy and probabilistic clustering to very large data sets. 215-234 - Wolfgang Näther:
Regression with fuzzy random data. 235-252 - Peijun Guo, Hideo Tanaka:
Dual models for possibilistic regression analysis. 253-266 - Renato Coppi, Pierpaolo D'Urso, Paolo Giordani, Adriana Santoro:
Least squares estimation of a linear regression model with LR fuzzy response. 267-286 - Pierpaolo D'Urso, Adriana Santoro:
Fuzzy clusterwise linear regression analysis with symmetrical fuzzy output variable. 287-313 - Przemyslaw Grzegorzewski:
The coefficient of concordance for vague data. 314-322 - Olgierd Hryniewicz:
Goodman-Kruskal gamma. 323-334 - Pierre-Alexandre Hébert, Marie-Hélène Masson, Thierry Denoeux:
Fuzzy multidimensional scaling. 335-359 - Patrick J. F. Groenen, Suzanne Winsberg, O. Rodríguez, Edwin Diday:
I-Scal: Multidimensional scaling of interval dissimilarities. 360-378 - Paolo Giordani, Henk A. L. Kiers:
A comparison of three methods for principal component analysis of fuzzy interval data. 379-397 - Piero P. Bonissone, Anil Varma, Kareem S. Aggour, Feng Xue:
Design of local fuzzy models using evolutionary algorithms. 398-416 - David Shepherd, Francis K. C. Shi:
Fuzzy modelling and estimation of economic relationships. 417-433 - Murat Gülbay, Cengiz Kahraman:
Development of fuzzy process control charts and fuzzy unnatural pattern analyses. 434-451
Volume 51, Number 2, November 2006
- Richard William Farebrother:
A linear programming procedure based on de la Vallée Poussin's minimax estimation procedure. 453-456 - Hansong Wang, Daniel O. Stram:
Optimal two-stage genome-wide association designs based on false discovery rate. 457-465 - Allou Samé, Christophe Ambroise, Gérard Govaert:
A classification EM algorithm for binned data. 466-480 - Wim P. Krijnen:
Convergence of the sequence of parameters generated by alternating least squares algorithms. 481-489 - Francisco Requena Guerrero, N. Martín Ciudad:
A major improvement to the Network Algorithm for Fisher's Exact Test in 2×c. 490-498 - Sven Knoth:
Computation of the ARL for CUSUM-S. 499-512 - Thanh N. Tran, Ron Wehrens, Lutgarde M. C. Buydens:
KNN-kernel density-based clustering for high-dimensional multivariate data. 513-525 - Friedrich Leisch:
A toolbox for K. 526-544 - Pavel Cízek, Wolfgang K. Härdle:
Robust estimation of dimension reduction space. 545-555 - Athanassios Kondylis, Ali S. Hadi:
Derived components regression using the BACON algorithm. 556-569 - Qinfang Xiang, Jode W. Edwards, Gary L. Gadbury:
Interval estimation in a finite mixture model: Modeling P. 570-586 - Christophe Biernacki, Gilles Celeux, Gérard Govaert, Florent Langrognet:
Model-based cluster and discriminant analysis with the MIXMOD software. 587-600 - Edson Zangiacomi Martinez, Jorge Alberto Achcar, Francisco Louzada-Neto:
Estimators of sensitivity and specificity in the presence of verification bias: A Bayesian approach. 601-611 - George Kapetanios:
Choosing the optimal set of instruments from large instrument sets. 612-620 - Maria J. Bayarri, María Eugenia Castellanos, Javier Morales:
MCMC methods to approximate conditional predictive distributions. 621-640 - Yi He, Wei Pan, Jizhen Lin:
Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data. 641-658 - Tzu-Haw Lee, Yu-Shan Shih:
Unbiased variable selection for classification trees with multivariate responses. 659-667 - George Kokolakis, Ph. Nanopoulos, Dimitris Fouskakis:
Bregman divergences in the (m×k)-partitioning problem. 668-678 - M. N. M. van Lieshout, Radu S. Stoica:
Perfect simulation for marked point processes. 679-698 - Hans J. Skaug, David A. Fournier:
Automatic approximation of the marginal likelihood in non-Gaussian hierarchical models. 699-709 - Seung-Ho Kang, Yonghee Lee, EunSug Park:
The sizes of the three popular asymptotic tests for testing homogeneity of two binomial proportions. 710-722 - Adeniyi J. Adewale, Douglas P. Wiens:
New criteria for robust integer-valued designs in linear models. 723-736 - Vartan Choulakian, J. Allard, Jalal Almhana:
Robust centroid method. 737-746 - Wolfgang Jank:
Ascent EM for fast and global solutions to finite mixtures: An application to curve-clustering of online auctions. 747-761 - Andrés M. Alonso, José R. Berrendero, Adolfo Hernández, Ana Justel:
Time series clustering based on forecast densities. 762-776 - Thomas Kneib:
Mixed model-based inference in geoadditive hazard regression for interval-censored survival times. 777-792
- Marinela Capanu, Gregory A. Jones, Ronald H. Randles:
Testing for preference using a sum of Wilcoxon signed rank statistics. 793-796 - Dimitrios V. Vougas:
On unit root testing with smooth transitions. 797-800 - Guoqing Zheng, Pingjian Zhang:
Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models. 801-808 - David Huard, Guillaume Évin, Anne-Catherine Favre:
Bayesian copula selection. 809-822 - C. J. Pérez, Jacinto Martín, María Jesús Rufo:
MCMC-based local parametric sensitivity estimations. 823-835 - John E. Hinkle, William S. Rayens:
Reciprocal curves. 836-858 - André Tscheschel, Dietrich Stoyan:
Statistical reconstruction of random point patterns. 859-871 - Gustavo L. Gilardoni:
Very accurate posterior approximations based on finite mixtures of the hyperparameters conditionals. 872-884 - Siem Jan Koopman, Marius Ooms:
Forecasting daily time series using periodic unobserved components time series models. 885-903 - Alberto Luceño:
Fitting the generalized Pareto distribution to data using maximum goodness-of-fit estimators. 904-917 - Mu Zhu, Ali Ghodsi:
Automatic dimensionality selection from the scree plot via the use of profile likelihood. 918-930 - Hans-Friedrich Köhn:
Combinatorial individual differences scaling within the city-block metric. 931-946 - Juha Karvanen:
Estimation of quantile mixtures via L-moments and trimmed L-moments. 947-959 - Raydonal Ospina, Francisco Cribari-Neto, Klaus L. P. Vasconcellos:
Improved point and interval estimation for a beta regression model. 960-981 - Hubert J. Chen, Miin-Jye Wen:
Optimal confidence interval for the largest normal mean under heteroscedasticity. 982-1001 - E. M. Silva, Glaura C. Franco, Valderio Anselmo Reisen, Frederico R. B. Cruz:
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models. 1002-1011 - Seung-Chun Lee:
Interval estimation of binomial proportions based on weighted Polya posterior. 1012-1021 - Miin-Jye Wen, Hubert J. Chen:
A studentized range test for the equivalency of normal means under heteroscedasticity. 1022-1038 - Reza Modarres, Terrence P. Hui, Gang Zheng:
Resampling methods for ranked set samples. 1039-1050 - Jin Xu, Arjun K. Gupta:
Improved confidence regions for a mean vector under general conditions. 1051-1062 - Antonio Cuevas, Manuel Febrero-Bande, Ricardo Fraiman:
On the use of the bootstrap for estimating functions with functional data. 1063-1074 - Peter Goos, Alexander N. Donev:
Blocking response surface designs. 1075-1088 - Arvind Ruggoo, Martina Vandebroek:
Model-sensitive sequential optimal designs. 1089-1099 - María Luisa Menéndez, Julio Angel Pardo, Leandro Pardo, Kostas Zografos:
On tests of independence based on minimum phi. 1100-1118 - Arturo J. Fernández:
Bayesian estimation based on trimmed samples from Pareto populations. 1119-1130 - Liang Xu, Sik-Yum Lee, Wai-Yin Poon:
Deletion measures for generalized linear mixed effects models. 1131-1146 - Tathagata Banerjee, Tapabrata Maiti, Pushpal Mukhopadhyay:
Classification of pathological stage of prostate cancer patients using penalized splines. 1147-1155 - Lili Tian:
Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable. 1156-1162 - Yi-Ting Hwang, Peir Feng Wei:
A novel method for testing normality in a mixed model of a nested classification. 1163-1183 - Vladimir Nikulin:
Threshold-based clustering with merging and regularization in application to network intrusion detection. 1184-1196 - Bradley G. Hammill, John S. Preisser:
A SAS/IML software program for GEE and regression diagnostics. 1197-1212 - Mark A. Lukas, Mingren Shi:
Sensitivity analysis of constrained linear L. 1213-1231 - Cajo J. F. ter Braak:
Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denoising. 1232-1242 - Zhiguang Qian, Alexander Shapiro:
Simulation-based approach to estimation of latent variable models. 1243-1259
- Assi N'Guessan, Azeddine Essai, Modeste N'Zi:
An estimation method of the average effect and the different accident risks when modelling a road safety measure: A simulation study. 1260-1277 - Abdelaziz Ouali, Amar Ramdane-Cherif, Marie-Odile Krebs:
Data mining based Bayesian networks for best classification. 1278-1292 - Thierry Ané:
An analysis of the flexibility of Asymmetric Power GARCH models. 1293-1311 - Oriol Roch, Antonio Alegre:
Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market. 1312-1329 - David I. Stern:
An atmosphere-ocean time series model of global climate change. 1330-1346 - N. Miklós Arató, Ian L. Dryden, Charles C. Taylor:
Hierarchical Bayesian modelling of spatial age-dependent mortality. 1347-1363 - Nicholas T. Longford, M. G. Pittau:
Stability of household income in European countries in the 1990s. 1364-1383 - Afaf M. Mady:
Some extensions of Langenberg model for clinical trials with delayed observations normally distributed responses. 1384-1392 - Emeline Sicard, Robert Sabatier:
Theoretical framework for local PLS1 regression, and application to a rainfall data set. 1393-1410 - Haiying Chen, Elizabeth A. Stasny, Douglas A. Wolfe:
An empirical assessment of ranking accuracy in ranked set sampling. 1411-1419 - Ana-María Fuertes, Elena Kalotychou:
Early warning systems for sovereign debt crises: The role of heterogeneity. 1420-1441
Volume 51, Number 3, December 2006
- Raquel Prado, Francisco Molina, Gabriel Huerta:
Multivariate time series modeling and classification via hierarchical VAR mixtures. 1445-1462 - Joaquín A. Pacheco, Silvia Casado, Laura Núñez, Olga Gómez:
Analysis of new variable selection methods for discriminant analysis. 1463-1478 - Tim Garlipp, Christine H. Müller:
Detection of linear and circular shapes in image analysis. 1479-1490 - Mohamed Hanafi, Henk A. L. Kiers:
Analysis of K sets of data, with differential emphasis on agreement between and within sets. 1491-1508 - Jukka Jokinen:
Fast estimation algorithm for likelihood-based analysis of repeated categorical responses. 1509-1522 - Amal Helu, Dayanand N. Naik:
Estimation of interclass correlation via a Kotz-type distribution. 1523-1534 - Jorge González, Francis Tuerlinckx, Paul De Boeck, Ronald Cools:
Numerical integration in logistic-normal models. 1535-1548 - Masahiro Kuroda, Michio Sakakihara:
Accelerating the convergence of the EM algorithm using the vector epsilon. 1549-1561 - Adeline Samson, Marc Lavielle, France Mentré:
Extension of the SAEM algorithm to left-censored data in nonlinear mixed-effects model: Application to HIV dynamics model. 1562-1574 - Ferenc Izsák:
Maximum likelihood estimation for constrained parameters of multinomial distributions - Application to Zipf-Mandelbrot models. 1575-1583 - Saralees Nadarajah:
FIM for Arnold and Strauss's bivariate gamma distribution. 1584-1590 - B. Torsney, Saumen Mandal:
Two classes of multiplicative algorithms for constructing optimizing distributions. 1591-1601 - Annamaria Guolo, Alessandra R. Brazzale, Alessandra Salvan:
Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models. 1602-1613 - Brian A. Wichmann, I. D. Hill:
Generating good pseudo-random numbers. 1614-1622 - Jan Schepers, Iven Van Mechelen, Eva Ceulemans:
Three-mode partitioning. 1623-1642 - Yongdai Kim, Sunghoon Kwon, Seuck Heun Song:
Multiclass sparse logistic regression for classification of multiple cancer types using gene expression data. 1643-1655 - Florian Frommlet, Malgorzata Bogdan, Andreas Futschik:
Power analysis of database search using multiple scoring matrices. 1656-1663 - Romain Neugebauer, Mark J. van der Laan:
Causal effects in longitudinal studies: Definition and maximum likelihood estimation. 1664-1675 - Romain Neugebauer, Mark J. van der Laan:
G-computation estimation for causal inference with complex longitudinal data. 1676-1697 - Aila Särkkä, Eric Renshaw:
The analysis of marked point patterns evolving through space and time. 1698-1718 - Tor Arne Øigård, Håvard Rue, Fred Godtliebsen:
Bayesian multiscale analysis for time series data. 1719-1730 - Jen-Wen Lin, A. Ian McLeod:
Improved Pena-Rodriguez portmanteau test. 1731-1738 - Eugene Demidenko:
Criteria for global minimum of sum of squares in nonlinear regression. 1739-1753
- Ming Yuan:
Flexible temporal expression profile modelling using the Gaussian process. 1754-1764 - Christelle Reynès, Robert Sabatier, Nicolas Molinari:
Choice of B-splines with free parameters in the flexible discriminant analysis context. 1765-1778 - Pak Wing Fong, Wai Keung Li, Hong-Zhi An:
A simple multivariate ARCH model specified by random coefficients. 1779-1802 - Giuseppe Storti:
Minimum distance estimation of GARCH(1, 1) models. 1803-1821 - Lining Yu, Eberhard O. Voit:
Construction of bivariate S-distributions with copulas. 1822-1839 - Jason H. Stover:
An algorithm for simulating permutation tests of graph-intersection measures of association. 1840-1847 - Christel Faes, Helena Geys, Marc Aerts, Geert Molenberghs:
A hierarchical modeling approach for risk assessment in developmental toxicity studies. 1848-1861 - Janet D. Godolphin:
The specification of rank reducing observation sets in experimental design. 1862-1874 - Gianfranco Adimari, Monica Chiogna:
Partially parametric interval estimation of $Pr\{Y>X\}$. 1875-1891 - Jan G. De Gooijer:
Detecting change-points in multidimensional stochastic processes. 1892-1903 - Anne Philippe:
Bayesian analysis of autoregressive moving average processes with unknown orders. 1904-1923 - Qiang Zhao, Jianguo Sun:
Semiparametric and nonparametric analysis of recurrent events with observation gaps. 1924-1933 - Rand R. Wilcox:
Comparing medians. 1934-1943 - Göran Kauermann, Pavel Khomski:
Additive two-way hazards model with varying coefficients. 1944-1956 - Parminder Singh, Wei Liu:
A test against an umbrella ordered alternative. 1957-1964 - Amit Mitra, Debasis Kundu, Gunjan Agrawal:
Frequency estimation of undamped exponential signals using genetic algorithms. 1965-1985 - Zeng-Hua Lu:
The numerical evaluation of the probability density function of a quadratic form in normal variables. 1986-1996 - Huiping Jiang, Henry L. Gray, Wayne A. Woodward:
Time-frequency analysis - G. 1997-2028 - Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter, Georg Dorffner:
Bayesian testing for non-linearity in volatility modeling. 2029-2042 - Nelmarie Louw, S. J. Steel:
Variable selection in kernel Fisher discriminant analysis by means of recursive feature elimination. 2043-2055 - Byeongchan Seong, A. K. M. Mahbub Morshed, Sung K. Ahn:
Additional sources of bias in half-life estimation. 2056-2064 - Ahmed A. Soliman, Ahmed H. Abd-Ellah, Khalaf S. Sultan:
Comparison of estimates using record statistics from Weibull model: Bayesian and non-Bayesian approaches. 2065-2077
- Shin-Fu Tsai, Chen-Tuo Liao, Feng-Shun Chai:
Statistical designs for two-color microarray experiments involving technical replication. 2078-2090 - Sophie Lambert-Lacroix, Julie Peyre:
Local likelihood regression in generalized linear single-index models with applications to microarray data. 2091-2113
Volume 51, Number 4, December 2006
- Alessandra Amendola, Christian Francq, Siem Jan Koopman:
Special Issue on Nonlinear Modelling and Financial Econometrics. 2115-2117 - Josu Arteche:
Semiparametric estimation in perturbed long memory series. 2118-2141 - Pierre Duchesne:
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. 2142-2163 - Cathy W. S. Chen, Richard Gerlach, Mike K. P. So:
Comparison of nonnested asymmetric heteroskedastic models. 2164-2178 - Giovanni De Luca, Paola Zuccolotto:
Regime-switching Pareto distributions for ACD models. 2179-2191 - Jan Bulla, Ingo Bulla:
Stylized facts of financial time series and hidden semi-Markov models. 2192-2209 - Myung Suk Kim, Suojin Wang:
On the applicability of stochastic volatility models. 2210-2217 - Jun Yu, Zhenlin Yang, Xibin Zhang:
A class of nonlinear stochastic volatility models and its implications for pricing currency options. 2218-2231 - Christian T. Brownlees, Giampiero M. Gallo:
Financial econometric analysis at ultra-high frequency: Data handling concerns. 2232-2245 - Bart Frijns, Peter C. Schotman:
Nonlinear dynamics in Nasdaq dealer quotes. 2246-2266 - Francesco Audrino, Giovanni Barone-Adesi:
A dynamic model of expected bond returns: A functional gradient descent approach. 2267-2277 - Juan-Carlos Escanciano, Carlos Velasco:
Testing the martingale difference hypothesis using integrated regression functions. 2278-2294 - Christoph Hartz, Stefan Mittnik, Marc S. Paolella:
Accurate value-at-risk forecasting based on the normal-GARCH model. 2295-2312 - Zhengjun Zhang, James Huang:
Extremal financial risk models and portfolio evaluation. 2313-2338 - Zdenek Hlávka:
Fast algorithm for nonparametric arbitrage-free SPD estimation. 2339-2349 - Robert C. Jung, Martin Kukuk, Roman Liesenfeld:
Time series of count data: modeling, estimation and diagnostics. 2350-2364 - Cristiano Varin, Paolo Vidoni:
Pairwise likelihood inference for ordinal categorical time series. 2365-2373
Volume 51, Number 5, February 2007
- Matthew K. Davis, Gemai Chen:
Graphing Kendall's tau. 2375-2378 - Yann Guédon:
Exploring the state sequence space for hidden Markov and semi-Markov chains. 2379-2409 - Lang Wu:
A computationally efficient method for nonlinear mixed-effects models with nonignorable missing data in time-varying covariates. 2410-2419 - Binbing Yu, Michael J. Barrett, Hyune-Ju Kim, Eric J. Feuer:
Estimating joinpoints in continuous time scale for multiple change-point models. 2420-2427 - Patrick Marsh:
Goodness of fit tests via exponential series density estimation. 2428-2441 - Carole Siani, Christian de Peretti:
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. 2442-2460 - David M. Mount, Nathan S. Netanyahu, Kathleen Romanik, Ruth Silverman, Angela Y. Wu:
A practical approximation algorithm for the LMS line estimator. 2461-2486 - Stefano Merler, Bruno Caprile, Cesare Furlanello:
Parallelizing AdaBoost by weights dynamics. 2487-2498 - Aapo Hyvärinen:
Some extensions of score matching. 2499-2512 - Manuel Abellanas, Mercè Claverol, Ferran Hurtado:
Point set stratification and Delaunay depth. 2513-2530 - Ruggero Bellio:
Algorithms for bounded-influence estimation. 2531-2541 - Astrid Jullion, Philippe Lambert:
Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models. 2542-2558
- María del Mar Rueda, Antonio Arcos, Juan Francisco Muñoz, Sarjinder Singh:
Quantile estimation in two-phase sampling. 2559-2572 - Marco Di Zio, Ugo Guarnera, Roberto Rocci:
A mixture of mixture models for a classification problem: The unity measure error. 2573-2585 - Peter Congdon:
Bayesian modelling strategies for spatially varying regression coefficients: A multivariate perspective for multiple outcomes. 2586-2601 - Ie-Bin Lian, C. J. Chang, Y. J. Liang, M. J. Yang, Cathy S. J. Fann:
Identifying differentially expressed genes in dye-swapped microarray experiments of small sample size. 2602-2620 - Li-Xing Zhu, Megu Ohtaki, Yingxing Li:
On hybrid methods of inverse regression-based algorithms. 2621-2635 - María Concepción Ausín, Pedro Galeano:
Bayesian estimation of the Gaussian mixture GARCH model. 2636-2652 - Jacobo de Uña-Álvarez, Alberto Rodríguez-Casal:
Nonparametric estimation from length-biased data under competing risks. 2653-2669 - Ping Zhang, Nicoleta Serban:
Discovery, visualization and performance analysis of enterprise workflow. 2670-2687 - Marco J. Lombardi:
Bayesian inference for alpha. 2688-2700 - Janette F. Walde:
Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques. 2701-2719 - Wenceslao González-Manteiga, María José Lombardía, Isabel Molina, Domingo Morales, Laureano Santamaría:
Estimation of the mean squared error of predictors of small area linear parameters under a logistic mixed model. 2720-2733 - Yulia R. Gel, Weiwen Miao, Joseph L. Gastwirth:
Robust directed tests of normality against heavy-tailed alternatives. 2734-2746
- Ilya Novikov, Bernice Oberman:
Optimization of large simulations using statistical software. 2747-2752 - Michael D. Porter, Donald E. Brown:
Detecting local regions of change in high-dimensional criminal or terrorist point processes. 2753-2768 - Alberto Contreras-Cristán:
Using the EM algorithm for inference in a mixture of distributions with censored but partially identifiable data. 2769-2781
Volume 51, Number 6, March 2007
- José Antonio Cordeiro:
Logical operators of some statistical computing packages and missing values. 2783-2787 - Roger L. Berger:
Nonstandard operator precedence in Excel. 2788-2791 - Olçay Arslan:
Comment on "Information matrices for Laplace and Pareto mixtures" by S. Nadarajah. 2792-2793 - Saralees Nadarajah:
Reply to the Comment by O. Arslan on "Information matrices for Laplace and Pareto mixtures". 2794-2795 - Debasis Kundu, Rameshwar D. Gupta:
A convenient way of generating gamma random variables using generalized exponential distribution. 2796-2802 - Hansheng Wang:
A note on iterative marginal optimization: a simple algorithm for maximum rank correlation estimation. 2803-2812 - B. Fournier, N. Rupin, Maxence Bigerelle, D. Najjar, Alain Iost, Rand R. Wilcox:
Estimating the parameters of a generalized lambda distribution. 2813-2835 - Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle:
Comparison of semiparametric and parametric methods for estimating copulas. 2836-2850 - Marta Avalos, Yves Grandvalet, Christophe Ambroise:
Parsimonious additive models. 2851-2870 - Rafael E. Diaz:
Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials. 2871-2888 - Dorota Kurowicka, Roger M. Cooke:
Sampling algorithms for generating joint uniform distributions using the vine-copula method. 2889-2906 - Simon A. Broda, Marc S. Paolella:
Saddlepoint approximations for the doubly noncentral t. 2907-2918 - Man-Lai Tang, Kai Wang Ng, Guo-Liang Tian, Ming Tan:
On improved EM algorithm and confidence interval construction for incomplete r. 2919-2933 - Balgobin Nandram, Daniel Zelterman:
Computational Bayesian inference for estimating the size of a finite population. 2934-2945 - Ji-Ping Wang:
A linearization procedure and a VDM/ECM algorithm for penalized and constrained nonparametric maximum likelihood estimation for mixture models. 2946-2957 - Christos Koukouvinos, Kalliopi Mylona, Dimitris E. Simos:
Exploring k. 2958-2968
- Ingelin Steinsland:
Parallel exact sampling and evaluation of Gaussian Markov random fields. 2969-2981 - James D. Stamey, Richard Gerlach:
Bayesian sample size determination for case-control studies with misclassification. 2982-2992 - Durdu Sertkaya Karasoy, Cem Kadilar:
A new Bayes estimate of the change point in the hazard function. 2993-3001 - María Angeles Gil, Gil González-Rodríguez, Ana Colubi, Manuel Montenegro:
Testing linear independence in linear models with interval-valued data. 3002-3015 - José A. Díaz-García, Ma. Magdalena Garay-Tápia:
Optimum allocation in stratified surveys: Stochastic programming. 3016-3026 - Math J. J. M. Candel:
Empirical Bayes estimators of the random intercept in multilevel analysis: Performance of the classical, Morris and Rao version. 3027-3040 - Stergios B. Fotopoulos, Venkata K. Jandhyala, Kim-Heng Chen:
Non-linear properties of conditional returns under scale mixtures. 3041-3056 - Martin L. Hazelton, Berwin A. Turlach:
Reweighted kernel density estimation. 3057-3069 - Ramesh C. Gupta, Suzhong Tian:
Statistical inference for the risk ratio in 2×2 binomial trials with structural zero. 3070-3084 - H. K. T. Ng, K. Gu, Man-Lai Tang:
A comparative study of tests for the difference of two Poisson means. 3085-3099 - Niels Haldrup, Morten Ørregaard Nielsen:
Estimation of fractional integration in the presence of data noise. 3100-3114 - David J. Olive:
Prediction intervals for regression models. 3115-3122
- Eric Renshaw, Jorge Mateu, Fuensanta Saura:
Disentangling mark/point interaction in marked-point processes. 3123-3144 - Mira Park, Jae Won Lee, Choongrak Kim:
Correspondence analysis approach for finding allele associations in population genetic study. 3145-3155 - D. Michael Cai, Maya B. Gokhale, James Theiler:
Comparison of feature selection and classification algorithms in identifying malicious executables. 3156-3172 - Yan Li, Julia L. Bienias, David A. Bennett:
Confounding in the estimation of mediation effects. 3173-3186 - Nam H. Tran:
Fracture orientation characterization: Minimizing statistical modelling errors. 3187-3196 - Peter Congdon:
Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes. 3197-3212 - Yuh-Ing Chen, Yu-Mei Chang:
Identification of the minimum effective dose for right-censored survival data. 3213-3222 - María José García-Zattera, Alejandro Jara, Emmanuel Lesaffre, Dominique Declerck:
Conditional independence of multivariate binary data with an application in caries research. 3223-3234 - Chen-Tuo Liao, Tsai-Yu Lin:
Robust balanced measurement designs when errors are serially correlated. 3235-3243 - Jing Wang:
EM algorithms for nonlinear mixed effects models. 3244-3256
Volume 51, Number 7, April 2007
- David A. Belsley, Erricos John Kontoghiorghes, Jan R. Magnus:
The Third Special Issue on Computational Econometrics. 3258 - Russell Davidson, James G. MacKinnon:
Improving the reliability of bootstrap tests with the fast double bootstrap. 3259-3281 - L. G. Godfrey:
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models. 3282-3295 - Jan F. Kiviet, Jerzy Niemczyk:
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations. 3296-3318 - Sarah Gelper, Christophe Croux:
Multivariate out-of-sample tests for Granger causality. 3319-3329 - Mercedes Esteban-Bravo, Jose M. Vidal-Sanz:
Worst-case estimation for econometric models with unobservable components. 3330-3354 - Simon A. Broda, Kai Carstensen, Marc S. Paolella:
Bias-adjusted estimation in the ARX(1) model. 3355-3367 - Emmanuel Flachaire, Olivier Nuñez:
Estimation of the income distribution and detection of subpopulations: An explanatory model. 3368-3380 - P. A. V. B. Swamy, Wisam Yaghi, Jatinder S. Mehta, I-Lok Chang:
Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand. 3381-3392 - Jérôme Detemple, Marcel Rindisbacher:
Monte Carlo methods for derivatives of options with discontinuous payoffs. 3393-3417 - Jae H. Kim, Param Silvapulle, Rob J. Hyndman:
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach. 3418-3432 - A. Alexandre Trindade, Yun Zhu:
Approximating the distributions of estimators of financial risk under an asymmetric Laplace law. 3433-3447 - Ana-María Fuertes, Elena Kalotychou:
On sovereign credit migration: A study of alternative estimators and rating dynamics. 3448-3469 - Francesco Bartolucci, Valentina Nigro:
Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data. 3470-3483 - Alicia Pérez-Alonso:
A bootstrap approach to test the conditional symmetry in time series models. 3484-3504
- John Geweke, Patrick J. F. Groenen, Richard Paap, Herman K. van Dijk:
Computational techniques for applied econometric analysis of macroeconomic and financial processes. 3506-3508 - Sylvia Frühwirth-Schnatter, Rudolf Frühwirth:
Auxiliary mixture sampling with applications to logistic models. 3509-3528 - John Geweke:
Interpretation and inference in mixture models: Simple MCMC works. 3529-3550 - Luc Bauwens, Christian M. Hafner, Jeroen V. K. Rombouts:
Multivariate mixed normal conditional heteroskedasticity. 3551-3566 - Alan E. Gelfand, Sudipto Banerjee, C. F. Sirmans, Yong Tu, Seow Eng Ong:
Multilevel modeling using spatial processes: Application to the Singapore housing market. 3567-3579 - Michael P. Clements, Jae H. Kim:
Bootstrap prediction intervals for autoregressive time series. 3580-3594 - Nalan Gülpinar, Berç Rustem:
Robust optimal decisions with imprecise forecasts. 3595-3611 - Christiaan Heij, Patrick J. F. Groenen, Dick van Dijk:
Forecast comparison of principal component regression and principal covariate regression. 3612-3625
Volume 51, Number 8, May 2007
- William K. Bertram, Shelton Peiris:
An example of a misclassification problem applied to Australian equity data. 3627-3630 - Christopher J. Paciorek:
Computational techniques for spatial logistic regression with large data sets. 3631-3653 - Dorin Drignei:
The computational order of a DACE dynamical model. 3654-3665 - Emmanuel Jakobowicz, Christian Derquenne:
A modified PLS path modeling algorithm handling reflective categorical variables and a new model building strategy. 3666-3678 - Johan Lim, Xinlei Wang, Michael Sherman:
An adjustment for edge effects using an augmented neighborhood model in the spatial auto-logistic model. 3679-3688 - Alain Berlinet, Christophe Roland:
Acceleration schemes with application to the EM algorithm. 3689-3702 - Alina Matei, Yves Tillé:
Computational aspects of order pi. 3703-3717 - Nickolay T. Trendafilov, Ian T. Jolliffe:
DALASS: Variable selection in discriminant analysis via the LASSO. 3718-3736 - Bryan Langholz, Jenny Jiao:
Computational methods for case-cohort studies. 3737-3748 - A. R. Gilmour:
Mixed model regression mapping for QTL detection in experimental crosses. 3749-3764 - Chris J. Lloyd:
Efficient and exact tests of the risk ratio in a correlated 2×2 table with structural zero. 3765-3775 - Yong Wang:
Maximum likelihood computation based on the Fisher scoring and Gauss-Newton quadratic approximations. 3776-3787
- Toshimitsu Hamasaki, Seo Young Kim:
Box and Cox power-transformation to confined and censored nonnormal responses in regression. 3788-3799 - Neil C. Schwertman, Rapti de Silva:
Identifying outliers with sequential fences. 3800-3810 - Kellie B. Keeling, Robert J. Pavur:
A comparative study of the reliability of nine statistical software packages. 3811-3831 - Kung-Jong Lui:
Sample size calculation for non-compliance randomized trials with repeated measurements in binary data. 3832-3843 - Yufen Huang, Tzu-Ling Kao, Tai-Ho Wang:
Influence functions and local influence in linear discriminant analysis. 3844-3861 - Jeffrey E. Jarrett, Xia Pan:
The quality control chart for monitoring multivariate autocorrelated processes. 3862-3870 - Francesco Giordano, Michele La Rocca, Cira Perna:
Forecasting nonlinear time series with neural network sieve bootstrap. 3871-3884 - Chen-An Tsai, James J. Chen:
Kernel estimation for adjusted p. 3885-3897 - Rodney X. Sturdivant, David W. Hosmer Jr.:
A smoothed residual based goodness-of-fit statistic for logistic hierarchical regression models. 3898-3912 - José Cortiñas Abrahantes, Catherine Legrand, Tomasz Burzykowski, Paul Janssen, Vincent Ducrocq, Luc Duchateau:
Comparison of different estimation procedures for proportional hazards model with random effects. 3913-3930 - Christophe Dematteï, Nicolas Molinari, Jean-Pierre Daurès:
Arbitrarily shaped multiple spatial cluster detection for case event data. 3931-3945 - Donald John Best, John C. W. Rayner:
Chi-squared components for tests of fit and improved models for the grouped exponential distribution. 3946-3954 - Donna L. Mohr:
Bayesian identification of clustered outliers in multiple regression. 3955-3967 - Victor J. Rayward-Smith:
Statistics to measure correlation for data mining applications. 3968-3982 - Steve Su:
Numerical maximum log likelihood estimation for generalized lambda distributions. 3983-3998 - Hubert J. Chen, Shun-Yi Chen:
Erratum to "The optimal confidence interval for the largest normal mean with unknown variance" [Computational Statistics and Data Analysis 47 (2004) 845-866]. 3999-4000 - H. K. T. Ng, Debasis Kundu, N. Balakrishnan:
Erratum to "Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples": [Computational Statistics & Data Analysis 50 (2006) 3222-3242]. 4001
- Donald D. M. Tong, Stephen Buxser, Thomas J. Vidmar:
Application of a mixture model for determining the cutoff threshold for activity in high-throughput screening. 4002-4012 - Joost R. Van Ginkel, L. Andries Van der Ark, Klaas Sijtsma, Jeroen K. Vermunt:
Two-way imputation: A Bayesian method for estimating missing scores in tests and questionnaires, and an accurate approximation. 4013-4027 - Mario Cerrato, Nicholas Sarantis:
A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP. 4028-4037 - Ramón Gutiérrez Jáimez, Nuria Rico, Patricia Román-Román, Francisco Torres-Ruiz:
Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process. 4038-4053 - Willi Sauerbrei, Patrick Royston, Karina Zapien Arreola:
Detecting an interaction between treatment and a continuous covariate: A comparison of two approaches. 4054-4063 - Hakan Demirtas, Lester M. Arguelles, Hwan Chung, Donald Hedeker:
On the performance of bias-reduction techniques for variance estimation in approximate Bayesian bootstrap imputation. 4064-4068 - Giuseppe Arbia, Giovanni Lafratta, Carla Simeoni:
Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys. 4069-4082
Volume 51, Number 9, May 2007
- Arthur Tenenhaus, Alain Giron, Emmanuel Viennet, Michel Béra, Gilbert Saporta, Bernard Fertil:
Kernel logistic PLS: A tool for supervised nonlinear dimensionality reduction and binary classification. 4083-4100 - Václav Smídl, Anthony Quinn:
On Bayesian principal component analysis. 4101-4123 - Anne Krampe, Sonja Kuhnt:
Bowker's test for symmetry and modifications within the algebraic framework. 4124-4142 - P. C. Wang:
Planning experiments when some specified interactions are investigated. 4143-4151 - Abel Tilahun, Assam Pryseley, Ariel Alonso Abad, Geert Molenberghs:
Flexible surrogate marker evaluation from several randomized clinical trials with continuous endpoints, using R and SAS. 4152-4163
- Roula Tsonaka, Irini Moustaki:
Parameter constraints in generalized linear latent variable models. 4164-4177 - Matthew S. Johnson:
Modeling dichotomous item responses with free-knot splines. 4178-4192 - Amparo Vallejo-Arboleda, José L. Vicente-Villardón, M. P. Galindo-Villardón:
Canonical STATIS: Biplot analysis of multi-table group structured data based on STATIS-ACT methodology. 4193-4205 - Dick van Dijk, Philip Hans Franses, H. Peter Boswijk:
Absorption of shocks in nonlinear autoregressive models. 4206-4226 - Mortaza Jamshidian, James R. Schott:
Testing equality of covariance matrices when data are incomplete. 4227-4239 - Patrick Royston, Willi Sauerbrei:
Improving the robustness of fractional polynomial models by preliminary covariate transformation: A pragmatic approach. 4240-4253 - Jun-Wu Yu, Guo-Liang Tian, Man-Lai Tang:
Predictive analyses for nonhomogeneous Poisson processes with power law using Bayesian approach. 4254-4268 - Ruta Bajorunaite, John P. Klein:
Two-sample tests of the equality of two cumulative incidence functions. 4269-4281 - Clair L. Alston, Kerrie L. Mengersen, Christian P. Robert, J. M. Thompson, P. J. Littlefield, D. Perry, A. J. Ball:
Bayesian mixture models in a longitudinal setting for analysing sheep CAT scan images. 4282-4296 - Matthew J. Gurka, Lloyd J. Edwards, Leena Nylander-French:
Testing transformations for the linear mixed model. 4297-4307 - Claude Manté:
Application of resampling and linear spline methods to spectral and dispersional analyses of long-memory processes. 4308-4323 - Michela Baccini, Annibale Biggeri, Corrado Lagazio, Aitana Lertxundi, Marc Saez:
Parametric and semi-parametric approaches in the analysis of short-term effects of air pollution on health. 4324-4336 - Majnu John, Carey E. Priebe:
A data-adaptive methodology for finding an optimal weighted generalized Mann-Whitney-Wilcoxon statistic. 4337-4353 - Felipe Osorio, Gilberto A. Paula, Manuel Galea:
Assessment of local influence in elliptical linear models with longitudinal structure. 4354-4368 - Jamal A. Al-Saleh, Satish K. Agarwal:
Finite mixture of gamma distributions: A conjugate prior. 4369-4378 - Mi-Ja Woo, T. N. Sriram:
Robust estimation of mixture complexity for count data. 4379-4392 - Martin L. Hazelton:
Bias reduction in kernel binary regression. 4393-4402 - Luis Angel García-Escudero, Alfonso Gordaliza:
The importance of the scales in heterogeneous robust clustering. 4403-4412 - Jiajia Zhang, Yingwei Peng:
An alternative estimation method for the accelerated failure time frailty model. 4413-4423 - Yongqiang Tang, Subhashis Ghosal:
A consistent nonparametric Bayesian procedure for estimating autoregressive conditional densities. 4424-4437 - Tae Young Yang, Jae Chang Lee:
Bayesian nearest-neighbor analysis via record value statistics and nonhomogeneous spatial Poisson processes. 4438-4449 - Kellie J. Archer, Stanley Lemeshow, David W. Hosmer:
Goodness-of-fit tests for logistic regression models when data are collected using a complex sampling design. 4450-4464 - Michael Schweinberger, Tom A. B. Snijders:
Markov models for digraph panel data: Monte Carlo-based derivative estimation. 4465-4483 - William H. Asquith:
L-moments and TL-moments of the generalized lambda distribution. 4484-4496 - Coskun Kus:
A new lifetime distribution. 4497-4509 - Jan Mielniczuk, Piotr Wojdyllo:
Estimation of Hurst exponent revisited. 4510-4525 - Carlos M. Carvalho, Hedibert Freitas Lopes:
Simulation-based sequential analysis of Markov switching stochastic volatility models. 4526-4542 - Wai-Cheung Ip, Heung Wong, Riquan Zhang:
Generalized likelihood ratio test for varying-coefficient models with different smoothing variables. 4543-4561 - Matthew J. Langdon, Charles C. Taylor, Robert M. West:
Classification of type I-censored bivariate data. 4562-4576 - Hsin-Cheng Huang, Francisco Martinez, Jorge Mateu, Francisco Montes:
Model comparison and selection for stationary space-time models. 4577-4596 - Ding-Geng Chen:
Bootstrapping estimation for estimating relative potency in combinations of bioassays. 4597-4604 - Florian Leitenstorfer, Gerhard Tutz:
Knot selection by boosting techniques. 4605-4621 - Patrick D. Gerard, William R. Schucany:
An enhanced sign test for dependent binary data with small numbers of clusters. 4622-4632 - Jadran Dobric, Friedrich Schmid:
A goodness of fit test for copulas based on Rosenblatt's transformation. 4633-4642 - George Iliopoulos, Maria Kateri, Ioannis Ntzoufras:
Bayesian estimation of unrestricted and order-restricted association models for a two-way contingency table. 4643-4655 - Artur J. Lemonte, Francisco Cribari-Neto, Klaus L. P. Vasconcellos:
Improved statistical inference for the two-parameter Birnbaum-Saunders distribution. 4656-4681 - Jin Zhang, Yuehua Wu:
k-Sample tests based on the likelihood ratio. 4682-4691 - Feng-Chang Xie, Bo-Cheng Wei:
Diagnostics analysis for log-Birnbaum-Saunders regression models. 4692-4706 - Michiyo Yamamoto, Takakazu Sugiyama, Hidetoshi Murakami, Fumitake Sakaori:
Correlation analysis of principal components from two populations. 4707-4716 - Henar Urmeneta, Víctor Hernández:
Random Riemann Sum estimator versus Monte Carlo. 4717-4730 - Mirta Bensic, Kristian Sabo:
Estimating the width of a uniform distribution when data are measured with additive normal errors with known variance. 4731-4741 - Ana Colubi, Gil González-Rodríguez:
Triangular fuzzification of random variables and power of distribution tests: Empirical discussion. 4742-4750 - Peter Hall:
F. Ferraty and P. Vieu, Nonparametric functional data analysis: Theory and practice, Springer Series in Statistics. 4751-4752
- Xiaomi Hu:
Asymptotical distributions, parameters and coverage probabilities of tolerance limits. 4753-4760 - Joseph L. Breeden:
Modeling data with multiple time dimensions. 4761-4785
Volume 51, Number 10, June 2007
- Wenceslao González-Manteiga, Philippe Vieu:
Statistics for Functional Data. 4788-4792 - Anestis Antoniadis, Theofanis Sapatinas:
Estimation and inference in functional mixed-effects models. 4793-4813 - Juan Antonio Cuesta-Albertos, Eustasio del Barrio, Ricardo Fraiman, Carlos Matrán:
The random projection method in goodness of fit for functional data. 4814-4831 - Hervé Cardot, Christophe Crambes, Alois Kneip, Pascal Sarda:
Smoothing splines estimators in functional linear regression with errors-in-variables. 4832-4848 - Jeng-Min Chiou, Hans-Georg Müller:
Diagnostics for functional regression via residual processes. 4849-4863 - Juan Antonio Cuesta-Albertos, Ricardo Fraiman:
Impartial trimmed k-means for functional data. 4864-4877 - Sophie Dabo-Niang, Frédéric Ferraty, Philippe Vieu:
On the using of modal curves for radar waveforms classification. 4878-4890 - Manuel Escabias, Ana M. Aguilera, Mariano J. Valderrama:
Functional PLS logit regression model. 4891-4902 - Frédéric Ferraty, Philippe Vieu, Sylvie Viguier-Pla:
Factor-based comparison of groups of curves. 4903-4910 - Jaroslaw Harezlak, Brent A. Coull, Nan M. Laird, Shannon R. Magari, David Christiani:
Penalized solutions to functional regression problems. 4911-4925 - Daniel Hlubinka, Lubos Prchal:
Changes in atmospheric radiation from the statistical point of view. 4926-4941 - Rob J. Hyndman, Md. Shahid Ullah:
Robust forecasting of mortality and fertility rates: A functional data approach. 4942-4956 - Sara López-Pintado, Juan Romo:
Depth-based inference for functional data. 4957-4968 - Claude Manté, Anne-Françoise Yao, Claude Degiovanni:
Principal component analysis of measures, with special emphasis on grain-size curves. 4969-4983 - David Nerini, Badih Ghattas:
Classifying densities using functional regression trees: Applications in oceanology. 4984-4993 - María Dolores Ruiz-Medina, Román Salmerón, José Miguel Angulo:
Kalman filtering from POP-based diagonalization of ARH(1). 4994-5008
- Rand R. Wilcox, Simon Sheather, Edgar Brunner, Michael G. Schimek:
Nonparametric and Robust Methods. 5010-5012 - Mia Hubert, Sanne Engelen:
Fast cross-validation of high-breakdown resampling methods for PCA. 5013-5024 - Robin Wellmann, Stanislav Katina, Christine H. Müller:
Calculation of simplicial depth estimators for polynomial regression with applications. 5025-5040 - Carola Werner, Edgar Brunner:
Rank methods for the analysis of clustered data in diagnostic trials. 5041-5054 - Markus Neuhäuser, Christian Lösch, Karl-Heinz Jöckel:
The Chen-Luo test in case of heteroscedasticity. 5055-5060 - Hidetoshi Murakami:
Lepage type statistic based on the modified Baumgartner statistic. 5061-5067 - Kane Nashimoto, F. T. Wright:
Nonparametric multiple-comparison methods for simply ordered medians. 5068-5076 - Xiaojiang Zhan, Thomas P. Hettmansperger:
Bayesian R-estimates in two-sample location models. 5077-5089 - M. Zetlaoui, Nicolas Picard, Avner Bar-Hen:
Robustness of the estimators of transition rates for size-classified matrix models. 5090-5102 - Sara Taskinen, S. Sirkiä, Hannu Oja:
Independent component analysis based on symmetrised scatter matrices. 5103-5111 - Félix Belzunce, Antonia Castaño, Ana Olvera-Cervantes, Alfonso Suárez-Llorens:
Quantile curves and dependence structure for bivariate distributions. 5112-5129 - N. L. Glenn, Yichuan Zhao:
Weighted empirical likelihood estimates and their robustness properties. 5130-5141 - Hélène Jacqmin-Gadda, Solenne Sibillot, Cécile Proust, Jean-Michel Molina, Rodolphe Thiébaut:
Robustness of the linear mixed model to misspecified error distribution. 5142-5154 - Arne Kovac:
Smooth functions and local extreme values. 5155-5171 - Bruno Bertaccini, Roberta Varriale:
Robust ANalysis Of VAriance: An approach based on the Forward Search. 5172-5183 - Jana Jurecková, Jan Picek:
Shapiro-Wilk-type test of normality under nuisance regression and scale. 5184-5191 - Karin Neubert, Edgar Brunner:
A studentized permutation test for the non-parametric Behrens-Fisher problem. 5192-5204
Volume 51, Number 11, July 2007
- Dankmar Böhning, Wilfried Seidel, Marco Alfò, Bernard Garel, Valentin Patilea, Günther Walther:
Advances in Mixture Models. 5205-5210 - Chang Xuan Mao:
Estimating population sizes for capture-recapture sampling with binomial mixtures. 5211-5219 - Brian C. Caffo, Ming-Wen An, Charles Rohde:
Flexible random intercept models for binary outcomes using mixtures of normals. 5220-5235 - Anton K. Formann:
Mixture analysis of multivariate categorical data with covariates and missing entries. 5236-5246 - Bettina Grün, Friedrich Leisch:
Fitting finite mixtures of generalized linear regressions in R. 5247-5252 - Marco Alfò, Alessio Farcomeni, Luca Tardella:
Robust semiparametric mixing for detecting differentially expressed genes in microarray experiments. 5253-5265 - Alexandre X. Carvalho, Martin A. Tanner:
Modelling nonlinear count time series with local mixtures of Poisson autoregressions. 5266-5294 - Bernard Garel:
Recent asymptotic results in testing for mixtures. 5295-5304 - Marco Di Zio, Ugo Guarnera, Orietta Luzi:
Imputation through finite Gaussian mixture models. 5305-5316 - Soleiman Kheiri, Alan Kimber, Mohammad Reza Meshkani:
Bayesian analysis of an inverse Gaussian correlated frailty model. 5317-5326 - Geoffrey J. McLachlan, Richard W. Bean, Liat Ben-Tovim Jones:
Extension of the mixture of factor analyzers model to incorporate the multivariate t-distribution. 5327-5338 - Salvatore Ingrassia, Roberto Rocci:
Constrained monotone EM algorithms for finite mixture of multivariate Gaussians. 5339-5351 - Clare A. McGrory, D. M. Titterington:
Variational approximations in Bayesian model selection for finite mixture distributions. 5352-5367 - Jeroen K. Vermunt:
A hierarchical mixture model for clustering three-way data sets. 5368-5376 - Khalaf S. Sultan, M. A. Ismail, Asmaa S. Al-Moisheer:
Mixture of two inverse Weibull distributions: Properties and estimation. 5377-5387 - Dimitris Karlis, Valentin Patilea:
Confidence intervals of the hazard rate function for discrete distributions using mixtures. 5388-5401 - Alejandro Jara, María José García-Zattera, Emmanuel Lesaffre:
A Dirichlet process mixture model for the analysis of correlated binary responses. 5402-5415 - Peter M. Steiner, Marcus Hudec:
Classification of large data sets with mixture models via sufficient EM. 5416-5428 - Laurent Bordes, Didier Chauveau, Pierre Vandekerkhove:
A stochastic EM algorithm for a semiparametric mixture model. 5429-5443 - Paul H. C. Eilers, M. W. Borgdorff:
Non-parametric log-concave mixtures. 5444-5451 - María Jesús Rufo, C. J. Pérez, Jacinto Martín:
Bayesian analysis of finite mixtures of multinomial and negative-multinomial distributions. 5452-5466
Volume 51, Number 12, August 2007
- Jeffrey S. Rosenthal:
AMCMC: An R interface for adaptive MCMC. 5467-5470 - Sonia Malefaki, George Iliopoulos:
Simulating from a multinomial distribution with large number of categories. 5471-5476 - Juhyun Park:
On the choice of an auxiliary function in the M/G/infinity estimation. 5477-5482 - Stéphane Robin, Avner Bar-Hen, Jean-Jacques Daudin, Laurent Pierre:
A semi-parametric approach for mixture models: Application to local false discovery rate estimation. 5483-5493 - Dajun Qian, John Kaddis, Joyce C. Niland:
A matching algorithm for the distribution of human pancreatic islets. 5494-5506 - Dianxu Ren, Roslyn A. Stone:
A Bayesian approach for analyzing a cluster-randomized trial with adjustment for risk misclassification. 5507-5518 - Ray-Bing Chen, Ying Nian Wu:
A null space method for over-complete blind source separation. 5519-5536 - R. J. O'Hara Hines, W. G. S. Hines:
Covariance miss-specification and the local influence approach in sensitivity analyses of longitudinal data with drop-outs. 5537-5546 - Raúl Martín Martín, B. Torsney, Jesús López-Fidalgo:
Construction of marginally and conditionally restricted designs using multiplicative algorithms. 5547-5561 - Vesna Cojbasic, Andrija Tomovic:
Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples. 5562-5578 - Chonggang Xu, George Z. Gertner:
Extending a global sensitivity analysis technique to models with correlated parameters. 5579-5590 - Johan Pea, Lionel Qualité, Yves Tillé:
Systematic sampling is a minimum support design. 5591-5602 - Nicolas Dobigeon, Jean-Yves Tourneret:
Joint segmentation of wind speed and direction using a hierarchical model. 5603-5621 - Andreas Obereder, Otmar Scherzer, Arne Kovac:
Bivariate density estimation using BV regularisation. 5622-5634 - A. Durio E. D. Isaia:
A quick procedure for model selection in the case of mixture of normal densities. 5635-5643 - Maciej Patan, Barbara Bogacka:
Optimum experimental designs for dynamic systems in the presence of correlated errors. 5644-5661 - Yong Wang:
Minimum disparity computation via the iteratively reweighted least integrated squares algorithms. 5662-5672
- Nabendu Pal, Jyh-Jiuan Lin, Ching-Hui Chang, Somesh Kumar:
A revisit to the common mean problem: Comparing the maximum likelihood estimator with the Graybill-Deal estimator. 5673-5681 - C. G. G. Aitken, Qiang Shen, Richard Jensen, B. Hayes:
The evaluation of evidence for exponentially distributed data. 5682-5693 - Víctor Leiva, Michelli Barros, Gilberto A. Paula, Manuel Galea:
Influence diagnostics in log-Birnbaum-Saunders regression models with censored data. 5694-5707 - Hodaka Numasaki, Hajime Harauchi, Yuko Ohno, Kiyonari Inamura, Satoko Kasahara, Morito Monden, Masato Sakon:
New classification of medical staff clinical services for optimal reconstruction of job workflow in a surgical ward: Application of spectrum analysis and sequence relational analysis. 5708-5717 - Florin Vaida, Anthony P. Fitzgerald, Victor DeGruttola:
Efficient hybrid EM for linear and nonlinear mixed effects models with censored response. 5718-5730 - K. Krishnamoorthy, Fei Lu, Thomas Mathew:
A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models. 5731-5742 - David Beaudoin, Thierry Duchesne, Christian Genest:
Improving the estimation of Kendall's tau when censoring affects only one of the variables. 5743-5764 - Jianxin Pan, Robin Thompson:
Quasi-Monte Carlo estimation in generalized linear mixed models. 5765-5775 - Erning Li, Daowen Zhang, Marie Davidian:
Likelihood and pseudo-likelihood methods for semiparametric joint models for a primary endpoint and longitudinal data. 5776-5790 - Thomas J. Santner, Vivek Pradhan, Pralay Senchaudhuri, Cyrus R. Mehta, Ajit C. Tamhane:
Small-sample comparisons of confidence intervals for the difference of two independent binomial proportions. 5791-5799 - Alejandro Quintela-del-Río:
Plug-in bandwidth selection in kernel hazard estimation from dependent data. 5800-5812 - Joyee Ghosh, Jerome P. Reiter, Alan F. Karr:
Secure computation with horizontally partitioned data using adaptive regression splines. 5813-5820 - Bronislaw Ceranka, Malgorzata Graczyk, K. Katulska:
On certain A-optimal chemical balance weighing designs. 5821-5827 - Giorgio Vittadini, Simona C. Minotti, Marco Fattore, Pietro Giorgio Lovaglio:
On the relationships among latent variables and residuals in PLS path modeling: The formative-reflective scheme. 5828-5846 - João Ricardo Sato, Pedro Alberto Morettin, Paula Ricci Arantes, Edson Amaro Jr.:
Wavelet based time-varying vector autoregressive modelling. 5847-5866 - Claudio Agostinelli:
Robust estimation for circular data. 5867-5875 - Manuela M. Oliveira, João T. Mexia:
Modelling series of studies with a common structure. 5876-5885 - Yufen Huang, Mei-Ling Kuo, Tai-Ho Wang:
Pair-perturbation influence functions and local influence in PCA. 5886-5899 - Silvano Bordignon, Massimiliano Caporin, Francesco Lisi:
Generalised long-memory GARCH models for intra-daily volatility. 5900-5912 - Fredrik A. Dahl:
Convergence of random k-nearest-neighbour imputation. 5913-5917 - Man-Lai Tang, Wai-Yin Poon:
Statistical inference for equivalence trials with ordinal responses: A latent normal distribution approach. 5918-5926 - José A. Díaz-García, José Ramón Domínguez-Molina:
A new family of life distributions for dependent data: Estimation. 5927-5939 - Melody Y. Kiang, Michael Y. Hu, Dorothy M. Fisher:
The effect of sample size on the extended self-organizing map network - A market segmentation application. 5940-5948 - Jeffrey S. Racine, James G. MacKinnon:
Inference via kernel smoothing of bootstrap P values. 5949-5957 - Miin-Jye Wen, Shun-Yi Chen, Hubert J. Chen:
On testing a subset of regression parameters under heteroskedasticity. 5958-5976 - Liming Xiang, Kelvin K. W. Yau, Siu-keung Tse, Andy H. Lee:
Influence diagnostics for random effect survival models: Application to a recurrent infection study for kidney patients on portable dialysis. 5977-5993 - Cheolwoo Park, Fred Godtliebsen, Murad S. Taqqu, Stilian Stoev, J. S. Marron:
Visualization and inference based on wavelet coefficients, SiZer and SiNos. 5994-6012 - Alan M. Polansky:
Detecting change-points in Markov chains. 6013-6026 - Andrew B. Lawson, Silvia Simeon, Martin Kulldorff, Annibale Biggeri, Corrado Magnani:
Line and point cluster models for spatial health data. 6027-6043 - Gerhard Tutz, Harald Binder:
Boosting ridge regression. 6044-6059 - Ardo van den Hout, Peter G. M. van der Heijden, Robert Gilchrist:
The logistic regression model with response variables subject to randomized response. 6060-6069 - Peter M. Hooper:
Period analysis of variable stars: Temporal dependence and local optima. 6070-6083 - Mahesh Kumar, Nitin R. Patel:
Clustering data with measurement errors. 6084-6101 - Luis E. Nieto-Barajas, Stephen G. Walker:
A Bayesian semi-parametric bivariate failure time model. 6102-6113 - Andrew C. Leon, Donald Hedeker:
Quintile stratification based on a misspecified propensity score in longitudinal treatment effectiveness analyses of ordinal doses. 6114-6122 - Tonglin Zhang, Ge Lin:
A decomposition of Moran's I for clustering detection. 6123-6137 - José Rodríguez-Avi, Antonio Conde-Sánchez, A. J. Sáez-Castillo, María José Olmo-Jiménez:
A new generalization of the Waring distribution. 6138-6150 - Pedro Galeano:
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process. 6151-6165 - Hongshik Ahn, Hojin Moon, Melissa J. Fazzari, Noha Lim, James J. Chen, Ralph L. Kodell:
Classification by ensembles from random partitions of high-dimensional data. 6166-6179 - Guoqi Q. Qian, Xindong Zhao:
On time series model selection involving many candidate ARMA models. 6180-6196 - Helmut Küchenhoff, Wolfgang Lederer, Emmanuel Lesaffre:
Asymptotic variance estimation for the misclassification SIMEX. 6197-6211 - Susanne Heim, Ludwig Fahrmeir, Paul H. C. Eilers, Brian D. Marx:
3D space-varying coefficient models with application to diffusion tensor imaging. 6212-6228 - Pankaj K. Choudhary:
Semiparametric regression for assessing agreement using tolerance bands. 6229-6241 - George T. Chang, Guenther Walther:
Clustering with mixtures of log-concave distributions. 6242-6251 - B. Vandewalle, Jan Beirlant, Andreas Christmann, Mia Hubert:
A robust estimator for the tail index of Pareto-type distributions. 6252-6268 - Mortaza Jamshidian, Robert I. Jennrich, Wei Liu:
A study of partial F tests for multiple linear regression models. 6269-6284 - Aykut Firat, Sangit Chatterjee, Mustafa Yilmaz:
Genetic clustering of social networks using random walks. 6285-6294 - Anne-Laure Boulesteix, Carolin Strobl:
Maximally selected Chi-squared statistics and non-monotonic associations: An exact approach based on two cutpoints. 6295-6306 - Philippe Lambert:
Archimedean copula estimation using Bayesian splines smoothing techniques. 6307-6320 - Michael A. Martin:
Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties. 6321-6342 - Chang C. Y. Dorea, Cira E. Guevara Otiniano, Raul Matsushita, Pushpa N. Rathie:
Lévy flight approximations for scaled transformations of random walks. 6343-6354 - Faming Liang:
Use of SVD-based probit transformation in clustering gene expression profiles. 6355-6366 - Irene Klugkist, Herbert Hoijtink:
The Bayes factor for inequality and about equality constrained models. 6367-6379 - Yufeng Liu, Hao Helen Zhang, Cheolwoo Park, Jeongyoun Ahn:
Support vector machines with adaptive Lq penalty. 6380-6394 - Mónica Benito, Daniel Peña:
Detecting defects with image data. 6395-6403 - Samuel Soubeyrand, Joël Chadoeuf:
Residual-based specification of a hidden random field included in a hierarchical spatial model. 6404-6422 - Andreas Baierl, Andreas Futschik, Malgorzata Bogdan, Przemyslaw Biecek:
Locating multiple interacting quantitative trait loci using robust model selection. 6423-6434 - Mary C. Phipps, Peter M. Byron:
A filter for "confidence interval P-values". 6435-6446 - Alan Agresti, Anna Gottard:
Nonconservative exact small-sample inference for discrete data. 6447-6458 - Ryan Gill, Kiseop Lee, Seongjoo Song:
Computation of estimates in segmented regression and a liquidity effect model. 6459-6475 - Shigeru Takasaki, Yoshihoro Kawamura:
Using radial basis function networks and significance testing to select effective siRNA sequences. 6476-6487 - Yanchun Bao, Shuyuan He, Changlin Mei:
The Koul-Susarla-Van Ryzin and weighted least squares estimates for censored linear regression model: A comparative study. 6488-6497 - Dayanand N. Naik, Amal Helu:
On testing equality of intraclass correlations under unequal family sizes. 6498-6510 - M. Helena Gonçalves, M. Salomé Cabral, Maria Carme Ruiz de Villa, Eduardo Escrich, Montse Solanas:
Likelihood approach for count data in longitudinal experiments. 6511-6520 - Cibele Queiroz da-Silva, P. V. S. Gomes, M. A. Stradioto:
Bayesian estimation of survival and capture probabilities using logit link and photoidentification data. 6521-6534 - James R. Schott:
A test for the equality of covariance matrices when the dimension is large relative to the sample sizes. 6535-6542 - Chun-Xia Zhang, Chang-Lin Mei, Jiang-She Zhang:
An empirical study of a test for polynomial relationships in randomly right censored regression models. 6543-6556 - Seung-Hwan Lee:
On the versatility of the combination of the weighted log-rank statistics. 6557-6564 - Javier Roca-Pardiñas, Stefan Sperlich:
Testing the link when the index is semiparametric - a comparative study. 6565-6581 - Yang Yang, Ira M. Longini Jr., M. Elizabeth Halloran:
A data-augmentation method for infectious disease incidence data from close contact groups. 6582-6595 - María del Mar Rueda, Juan Francisco Muñoz, Silvia González, Antonio Arcos:
Estimating quantiles under sampling on two occasions with arbitrary sample designs. 6596-6613 - Xiaoning Wang, Alan Schumitzky, David Z. D'Argenio:
Nonlinear random effects mixture models: Maximum likelihood estimation via the EM algorithm. 6614-6623
- Enrique González-Dávila, Roberto Dorta-Guerra, Josep Ginebra:
Simulation-based designs for multiperiod control. 6624-6641
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