Computational Statistics & Data Analysis, Volume 52

Volume 52, Number 1, September 2007

• Manfred Gilli, Peter Winker:
  2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems. 2-3
  
• George Kapetanios:
  Variable selection in regression models using nonstandard optimisation of information criteria. 4-15
  
• Marc Hofmann, Cristian Gatu, Erricos John Kontoghiorghes:
  Efficient algorithms for computing the best subset regression models for large-scale problems. 16-29
  
• Federico Ambrogi, Nicola Lama, Patrizia Boracchi, Elia Biganzoli:
  Selection of artificial neural network models for survival analysis with Genetic Algorithms. 30-42
  
• Luiz Duczmal, André L. F. Cançado, Ricardo H. C. Takahashi, Lupércio F. Bessegato:
  A genetic algorithm for irregularly shaped spatial scan statistics. 43-52
  
• Timur Keskintürk, Sebnem Er:
  A genetic algorithm approach to determine stratum boundaries and sample sizes of each stratum in stratified sampling. 53-67
  
• Thiemo Krink, Sandra Paterlini, Andrea Resti:
  Using differential evolution to improve the accuracy of bank rating systems. 68-87
  
• Bernd Fitzenberger, Peter Winker:
  Improving the computation of censored quantile regressions. 88-108
  
• Zheng Yang, Zheng Tian, Zixia Yuan:
  GSA-based maximum likelihood estimation for threshold vector error correction model. 109-120
  
• Anna Staszewska:
  Representing uncertainty about response paths: The use of heuristic optimisation methods. 121-132
  
• M. M. Ali:
  Synthesis of the beta-distribution as an aid to stochastic global optimization. 133-149
  

• Christophe Croux, Efstratios Gallopoulos, Stefan Van Aelst, Hongyuan Zha:
  Machine Learning and Robust Data Mining. 151-154
  
• Michael W. Berry, Murray Browne, Amy Nicole Langville, V. Paul Pauca, Robert J. Plemmons:
  Algorithms and applications for approximate nonnegative matrix factorization. 155-173
  
• Jane Tougas, Raymond J. Spiteri:
  Updating the partial singular value decomposition in latent semantic indexing. 174-183
  
• Hongyuan Zha, Zhenyue Zhang:
  Continuum Isomap for manifold learnings. 184-200
  
• Sio Iong Ao, Michael K. Ng, Pak Chung Sham:
  Constrained unidimensional scaling with application to genomics. 201-210
  
• Shuo Chen, Don Hong, Yu Shyr:
  Wavelet-based procedures for proteomic mass spectrometry data processing. 211-220
  
• Roland Fried, Ursula Gather:
  On rank tests for shift detection in time series. 221-233
  
• Tadeusz Bednarski:
  On a robust modification of Breslow's cumulated hazard estimator. 234-238
  
• Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar:
  Building a robust linear model with forward selection and stepwise procedures. 239-248
  
• Lauren McCann, Roy E. Welsch:
  Robust variable selection using least angle regression and elemental set sampling. 249-257
  
• Christian Hennig:
  Cluster-wise assessment of cluster stability. 258-271
  
• Anthony C. Atkinson, Marco Riani:
  Exploratory tools for clustering multivariate data. 272-285
  
• Xiaogang Wang, Weiliang Qiu, Ruben H. Zamar:
  CLUES: A non-parametric clustering method based on local shrinking. 286-298
  
• N. M. Neykov, Peter Filzmoser, R. Dimova, P. N. Neytchev:
  Robust fitting of mixtures using the trimmed likelihood estimator. 299-308
  
• Alexander N. Dolia, Christopher J. Harris, John Shawe-Taylor, D. Mike Titterington:
  Kernel ellipsoidal trimming. 309-324
  
• C. Andy Tsao, Yuan-chin Ivan Chang:
  A stochastic approximation view of boosting. 325-334
  
• Chien-Ming Huang, Yuh-Jye Lee, Dennis K. J. Lin, Su-Yun Huang:
  Model selection for support vector machines via uniform design. 335-346
  
• Andreas Christmann, Ingo Steinwart, Mia Hubert:
  Robust learning from bites for data mining. 347-361
  
• Christophe Croux, Kristel Joossens, Aurélie Lemmens:
  Trimmed bagging. 362-368
  

• Hans-Hermann Bock, Maurizio Vichi:
  Statistical Learning Methods Including Dimensionality Reduction. 370-373
  
• Nicolai Meinshausen:
  Relaxed Lasso. 374-393
  
• Yoshio Takane, Heungsun Hwang:
  Regularized linear and kernel redundancy analysis. 394-405
  
• Timo Similä, Jarkko Tikka:
  Input selection and shrinkage in multiresponse linear regression. 406-422
  
• Jurjen Duintjer Tebbens, Pavel Schlesinger:
  Improving implementation of linear discriminant analysis for the high dimension/small sample size problem. 423-437
  
• Luca Scrucca:
  Class prediction and gene selection for DNA microarrays using regularized sliced inverse regression. 438-451
  
• Chunming Zhang, Haoda Fu, Yuan Jiang, Tao Yu:
  High-dimensional pseudo-logistic regression and classification with applications to gene expression data. 452-470
  
• Daniela G. Calò:
  Gaussian mixture model classification: A projection pursuit approach. 471-482
  
• Carolin Strobl, Anne-Laure Boulesteix, Thomas Augustin:
  Unbiased split selection for classification trees based on the Gini Index. 483-501
  
• Charles Bouveyron, Stéphane Girard, Cordelia Schmid:
  High-dimensional data clustering. 502-519
  
• Giuliano Galimberti, Gabriele Soffritti:
  Model-based methods to identify multiple cluster structures in a data set. 520-536
  
• Iven Van Mechelen, Jan Schepers:
  A unifying model involving a categorical and/or dimensional reduction for multimode data. 537-549
  
• J. A. Cumming, David A. Wooff:
  Dimension reduction via principal variables. 550-565
  
• R. Lombardo, Eric J. Beh, Luigi D'Ambra:
  Non-symmetric correspondence analysis with ordinal variables using orthogonal polynomials. 566-577
  
• José Ramón Quevedo, Antonio Bahamonde, Oscar Luaces:
  A simple and efficient method for variable ranking according to their usefulness for learning. 578-595
  
• Marie Plasse, Ndeye Niang, Gilbert Saporta, Alexandre Villeminot, Laurent Leblond:
  Combined use of association rules mining and clustering methods to find relevant links between binary rare attributes in a large data set. 596-613
  

Volume 52, Number 2, October 2007

• Cristian Gatu, James Gentle, John Hinde, Moon Huh:
  Special Issue on Statistical Algorithms and Software. 616-617
  
• Markus Krätzig:
  A software framework for data analysis. 618-634
  
• Tomàs Aluja-Banet, Josep Daunis-i-Estadella, David Pellicer:
  GRAFT, a complete system for data fusion. 635-649
  
• Takeshi Fujiwara, Junji Nakano, Yoshikazu Yamamoto:
  Using mathematical expressions in a statistical language. 650-662
  
• Michael Massmann:
  Cobra: A package for co-breaking analysis. 663-679
  
• Michael Höhle, Ulrike Feldmann:
  RLadyBug - An R package for stochastic epidemic models. 680-686
  
• Marie Chavent, Yves Lechevallier, Olivier Briant:
  DIVCLUS-T: A monothetic divisive hierarchical clustering method. 687-701
  
• W. T. P. S. Fernando, D. D. S. Kulatunga:
  On the computation and some applications of multivariate isotonic regression. 702-712
  
• Josef Tvrdík, Ivan Krivý, Ladislav Misík:
  Adaptive population-based search: Application to estimation of nonlinear regression parameters. 713-724
  
• Jens Gramm, Jiong Guo, Falk Hüffner, Rolf Niedermeier, Hans-Peter Piepho, Ramona Schmid:
  Algorithms for compact letter displays: Comparison and evaluation. 725-736
  
• Farid Beninel, Gérard Grélaud:
  Exact algorithms for computing p-values of statistics-linear combination of 3-nomial variables. 737-749
  
• Byung-Hoon Park, George Ostrouchov, Nagiza F. Samatova:
  Sampling streaming data with replacement. 750-762
  
• Thorsten Bernholt, Robin Nunkesser, Karen Schettlinger:
  Computing the least quartile difference estimator in the plane. 763-772
  
• Stefano Maria Iacus, Giuseppe Porro:
  Missing data imputation, matching and other applications of random recursive partitioning. 773-789
  
• Guido Consonni, Jean-Michel Marin:
  Mean-field variational approximate Bayesian inference for latent variable models. 790-798
  
• Cristian Gatu, Petko Yanev, Erricos John Kontoghiorghes:
  A graph approach to generate all possible regression submodels. 799-815
  

• D. S. G. Pollock, Tommaso Proietti:
  2nd Special Issue on Statistical Signal Extraction and Filtering. 817-820
  
• Bart Bakker, Tom Heskes:
  Learning and approximate inference in dynamic hierarchical models. 821-839
  
• Vladimir Shin, Georgy Shevlyakov, Kiseon Kim:
  A new fusion formula and its application to continuous-time linear systems with multisensor environment. 840-854
  
• Katy Klauenberg, Francesco Lagona:
  Hidden Markov random field models for TCA image analysis. 855-868
  
• Phil Howlett, Anatoli Torokhti, C. E. M. Pearce:
  Optimal multilinear estimation of a random vector under constraints of causality and limited memory. 869-878
  
• Elizabeth Ann Maharaj, Andrés M. Alonso:
  Discrimination of locally stationary time series using wavelets. 879-895
  
• Gianluca Cubadda:
  A unifying framework for analysing common cyclical features in cointegrated time series. 896-906
  
• Camilla Mastromarco, Ulrich Woitek:
  Regional business cycles in Italy. 907-918
  
• Claudio Morana:
  Multivariate modelling of long memory processes with common components. 919-934
  
• Tommaso Proietti:
  Signal extraction and filtering by linear semiparametric methods. 935-958
  
• Howard L. Weinert:
  Efficient computation for Whittaker-Henderson smoothing. 959-974
  
• Agustín Maravall, A. del Río:
  Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter. 975-998
  
• Marcos Bujosa, Antonio García-Ferrer, Peter C. Young:
  Linear dynamic harmonic regression. 999-1024
  
• Kostas Triantafyllopoulos, Guy P. Nason:
  A Bayesian analysis of moving average processes with time-varying parameters. 1025-1046
  
• Sergio Ledesma, Derong Liu, Donato Hernández:
  Two approximation methods to synthesize the power spectrum of fractional Gaussian noise. 1047-1062
  
• Roland Fried:
  On the robust detection of edges in time series filtering. 1063-1074
  

• Sabine Van Huffel, Chi-Lun Cheng, Nicola Mastronardi, Chris Paige, Alexander Kukush:
  Total Least Squares and Errors-in-variables Modeling. 1076-1079
  
• G. A. Watson:
  Robust counterparts of errors-in-variables problems. 1080-1089
  
• Jörg Lampe, Heinrich Voss:
  On a quadratic eigenproblem occurring in regularized total least squares. 1090-1102
  
• Diana Maria Sima, Sabine Van Huffel:
  Level choice in truncated total least squares. 1103-1118
  
• Nicola Mastronardi, Dianne P. O'Leary:
  Fast robust regression algorithms for problems with Toeplitz structure. 1119-1131
  
• Mario de Castro, Manuel Galea-Rojas, Heleno Bolfarine:
  Local influence assessment in heteroscedastic measurement error models. 1132-1142
  
• H. Schneeweiss, H. Shalabh:
  On the estimation of the linear relation when the error variances are known. 1143-1148
  
• Shalabh, Gaurav Garg, Neeraj Misra:
  Restricted regression estimation in measurement error models. 1149-1166
  
• Alexander Kukush, Ivan Markovsky, Sabine Van Huffel:
  Estimation in a linear multivariate measurement error model with a change point in the data. 1167-1182
  
• Kimmo Vehkalahti, Simo Puntanen, Lauri Tarkkonen:
  Effects of measurement errors in predictor selection of linear regression model. 1183-1195
  
• Michelli Barros, Viviana Giampaoli, Claudia R. O. P. Lima:
  Hypothesis testing in the unrestricted and restricted parametric spaces of structural models. 1196-1207
  
• Ken-ichi Kanatani, Yasuyuki Sugaya:
  Performance evaluation of iterative geometric fitting algorithms. 1208-1222
  
• Ivo Petras, Igor Podlubny:
  State space description of national economies: The V4 countries. 1223-1233
  
• José A. Ramos:
  Applications of TLS and related methods in the environmental sciences. 1234-1267
  

Volume 52, Number 3, January 2008

• P.-A. Cornillon, W. Imam, E. Matzner-Løber:
  Forecasting time series using principal component analysis with respect to instrumental variables. 1269-1280
  
• M. González, J. Martín, R. Martínez, M. Mota:
  Non-parametric Bayesian estimation for multitype branching processes through simulation-based methods. 1281-1291
  
• Jan Kloppenborg Møller, Henrik Aalborg Nielsen, Henrik Madsen:
  Time-adaptive quantile regression. 1292-1303
  
• Quanxi Shao, Yongqin D. Chen, Lu Zhang:
  An extension of three-parameter Burr III distribution for low-flow frequency analysis. 1304-1314
  
• Nicolas Wicker, Jean Muller, Ravi Kiran Reddy Kalathur, Olivier Poch:
  A maximum likelihood approximation method for Dirichlet's parameter estimation. 1315-1322
  
• Paul N. Somerville, Claudia Hemmelmann:
  Step-up and step-down procedures controlling the number and proportion of false positives. 1323-1334
  
• James D. Stamey, Doyle H. Boese, Dean M. Young:
  Confidence intervals for parameters of two diagnostic tests in the absence of a gold standard. 1335-1346
  
• Remus K. W. Ho, Inchi Hu:
  Flexible modelling of random effects in linear mixed models - A Bayesian approach. 1347-1361
  

• J. Brian Gray, Guangzhe Fan:
  Classification tree analysis using TARGET. 1362-1372
  
• David J. Marchette, Carey E. Priebe:
  Predicting unobserved links in incompletely observed networks. 1373-1386
  
• Guei-Feng Tsai, Annie Qu:
  Testing the significance of cell-cycle patterns in time-course microarray data using nonparametric quadratic inference functions. 1387-1398
  
• Chu-Chih Chen:
  Extended rank analysis of covariance adjusting for local correlations. 1399-1412
  
• Takahiro Hoshino:
  A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm. 1413-1429
  
• K. S. Sultan, G. R. Al-Dayian, H. H. Mohammad:
  Estimation and prediction from gamma distribution based on record values. 1430-1440
  
• Rolando De la Cruz-Mesía, Fernando A. Quintana, Guillermo Marshall:
  Model-based clustering for longitudinal data. 1441-1457
  
• Heung Wong, Wai-Cheung Ip, Riquan Zhang:
  Varying-coefficient single-index model. 1458-1476
  
• Leandro Pardo, M. C. Pardo:
  An extension of likelihood-ratio-test for testing linear hypotheses in the baseline-category logit model. 1477-1489
  
• S. H. Ong, K. Shimizu, Choung Min Ng:
  A class of discrete distributions arising from difference of two random variables. 1490-1499
  
• Eufrasio de A. Lima Neto, Francisco de A. T. de Carvalho:
  Centre and Range method for fitting a linear regression model to symbolic interval data. 1500-1515
  
• Arthur Pewsey:
  The wrapped stable family of distributions as a flexible model for circular data. 1516-1523
  
• Binbing Yu, Yingwei Peng:
  Mixture cure models for multivariate survival data. 1524-1532
  
• Caroline Beunckens, Cristina Sotto, Geert Molenberghs:
  A simulation study comparing weighted estimating equations with multiple imputation based estimating equations for longitudinal binary data. 1533-1548
  
• D. Giannikis, I. D. Vrontos, Petros Dellaportas:
  Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models. 1549-1571
  
• S. T. Bate, E. J. Godolphin, J. D. Godolphin:
  Choosing cross-over designs when few subjects are available. 1572-1586
  
• Jun-Wu Yu, Guo-Liang Tian, Man-Lai Tang:
  Statistical inference and prediction for the Weibull process with incomplete observations. 1587-1603
  
• Michiel Debruyne, Mia Hubert, Stephen Portnoy, K. Vanden Branden:
  Censored depth quantiles. 1604-1614
  
• M. Concepción Ausín, Michael P. Wiper, Rosa E. Lillo:
  Bayesian prediction of the transient behaviour and busy period in short- and long-tailed GI/G/1 queueing systems. 1615-1635
  
• Chang Yu, Daniel Zelterman:
  Sums of exchangeable Bernoulli random variables for family and litter frequency data. 1636-1649
  
• Lila Ricci, Raúl Martínez:
  Adjusted R²-type measures for Tweedie models. 1650-1660
  
• P. Delicado, M. N. Goria:
  A small sample comparison of maximum likelihood, moments and L-moments methods for the asymmetric exponential power distribution. 1661-1673
  
• Andrew Golightly, Darren J. Wilkinson:
  Bayesian inference for nonlinear multivariate diffusion models observed with error. 1674-1693
  
• Peter Filzmoser, Ricardo A. Maronna, Mark Werner:
  Outlier identification in high dimensions. 1694-1711
  
• Sven Serneels, Tim Verdonck:
  Principal component analysis for data containing outliers and missing elements. 1712-1727
  
• Moti L. Tiku, M. Qamarul Islam, Hakan S. Sazak:
  Estimation in bivariate nonnormal distributions with stochastic variance functions. 1728-1745
  
• José Alberto Mauricio:
  Computing and using residuals in time series models. 1746-1763
  

Volume 52, Number 4, January 2008

• Ajay Jasra, Arnaud Doucet, David A. Stephens, Christopher C. Holmes:
  Interacting sequential Monte Carlo samplers for trans-dimensional simulation. 1765-1791
  

• Andrés M. Alonso, Ana E. Sipols:
  A time series bootstrap procedure for interpolation intervals. 1792-1805
  
• Makoto Tomita, Masahiro Hatsumichi, Koji Kurihara:
  Identify LD blocks based on hierarchical spatial data. 1806-1820
  
• Ammar M. Sarhan, Debasis Kundu:
  Bayes estimators for reliability measures in geometric distribution model using masked system life test data. 1821-1836
  
• Marieke E. Timmerman, Cajo J. F. ter Braak:
  Bootstrap confidence intervals for principal response curves. 1837-1849
  
• Jörn Dannemann, Hajo Holzmann:
  The likelihood ratio test for hidden Markov models in two-sample problems. 1850-1859
  
• Marcella Corduas, Domenico Piccolo:
  Time series clustering and classification by the autoregressive metric. 1860-1872
  
• Debasis Kundu, Rameshwar D. Gupta:
  Generalized exponential distribution: Bayesian estimations. 1873-1883
  
• Simos G. Meintanis, George Iliopoulos:
  Fourier methods for testing multivariate independence. 1884-1895
  
• Jean G. Orelien, Lloyd J. Edwards:
  Fixed-effect variable selection in linear mixed models using R² statistics. 1896-1907
  
• Simon J. Sheather, Joseph W. McKean, Kimberly Crimin:
  Sliced mean variance-covariance inverse regression. 1908-1927
  
• Chun-Xia Zhang, Jiang-She Zhang:
  A local boosting algorithm for solving classification problems. 1928-1941
  
• Patrick Musonda, Mounia N. Hocine, Heather J. Whitaker, C. Paddy Farrington:
  Self-controlled case series analyses: Small-sample performance. 1942-1957
  
• Javier Roca-Pardiñas, Carmen Cadarso-Suárez, Pablo G. Tahoces, María J. Lado:
  Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection. 1958-1970
  
• Juha Karvanen, Arto Nuutinen:
  Characterizing the generalized lambda distribution by L-moments. 1971-1983
  
• Roberto Rocci, Maurizio Vichi:
  Two-mode multi-partitioning. 1984-2003
  
• Junfeng Shang, Joseph E. Cavanaugh:
  Bootstrap variants of the Akaike information criterion for mixed model selection. 2004-2021
  
• M. Ivette Gomes, Andreia Hall, M. Cristina Miranda:
  Subsampling techniques and the Jackknife methodology in the estimation of the extremal index. 2022-2041
  
• Tsung-Chi Cheng, Atanu Biswas:
  Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data. 2042-2065
  
• Mohammad Fraiwan Al-Saleh, Monjed Hisham Samuh:
  On multistage ranked set sampling for distribution and median estimation. 2066-2078
  
• Víctor Leiva, Marco Riquelme, N. Balakrishnan, Antonio Sanhueza:
  Lifetime analysis based on the generalized Birnbaum-Saunders distribution. 2079-2097
  
• Madhuri S. Mulekar, John C. Knutson, Jyoti A. Champanerkar:
  How useful are approximations to mean and variance of the index of dissimilarity? 2098-2109
  
• Milovan Krnjajic, Athanasios Kottas, David Draper:
  Parametric and nonparametric Bayesian model specification: A case study involving models for count data. 2110-2128
  
• Enrique F. Castillo, Ali S. Hadi, Beatriz Lacruz, Rosa Eva Pruneda:
  Semi-parametric nonlinear regression and transformation using functional networks. 2129-2157
  
• Micha Mandel, Rebecca A. Betensky:
  Simultaneous confidence intervals based on the percentile bootstrap approach. 2158-2165
  
• A. I. McLeod, Y. Zhang:
  Faster ARMA maximum likelihood estimation. 2166-2176
  
• Yasmin H. Said, Edward J. Wegman, Walid K. Sharabati, John T. Rigsby:
  Social networks of author-coauthor relationships. 2177-2184
  
• Daniele Coin:
  A goodness-of-fit test for normality based on polynomial regression. 2185-2198
  
• Silvina San Martino, Julio M. Singer, Edward J. Stanek III:
  Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study. 2199-2217
  
• A. R. de Leon, Y. Zhu:
  ANOVA extensions for mixed discrete and continuous data. 2218-2227
  
• Stéphane Dray:
  On the number of principal components: A test of dimensionality based on measurements of similarity between matrices. 2228-2237
  
• Weiwen Miao, Paul Chiou:
  Confidence intervals for the difference between two means. 2238-2248
  
• Kellie J. Archer, Ryan V. Kimes:
  Empirical characterization of random forest variable importance measures. 2249-2260
  

• Hakan Demirtas:
  On imputing continuous data when the eventual interest pertains to ordinalized outcomes via threshold concept. 2261-2271
  

Volume 52, Number 5, January 2008

• Yaming Yu:
  Efficient simulation of a bivariate exponential conditionals distribution. 2273-2276
  
• Tianni Zhou, Robert Shumway:
  One-step approximations for detecting regime changes in the state space model with application to the influenza data. 2277-2291
  
• Yalcin Tuncer, Murat M. Tanik, David B. Allison:
  An overview of statistical decomposition techniques applied to complex systems. 2292-2310
  
• Roberta Paroli, Luigi Spezia:
  Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables. 2311-2330
  
• Linda Hartman, Ola Hössjer:
  Fast kriging of large data sets with Gaussian Markov random fields. 2331-2349
  
• Alain Celisse, Stéphane Robin:
  Nonparametric density estimation by exact leave-p-out cross-validation. 2350-2368
  
• Roselinde Kessels, Peter Goos, Martina Vandebroek:
  Optimal designs for conjoint experiments. 2369-2387
  
• Yong Wang:
  Dimension-reduced nonparametric maximum likelihood computation for interval-censored data. 2388-2402
  

• Ingunn Berget, Bjørn-Helge Mevik, Tormod Næs:
  New modifications and applications of fuzzy C-means methodology. 2403-2418
  
• Laura Spierdijk:
  Nonparametric conditional hazard rate estimation: A local linear approach. 2419-2434
  
• F. Giordano, Maria Lucia Parrella:
  Neural networks for bandwidth selection in local linear regression of time series. 2435-2450
  
• Jean-Baptiste Aubin, Samuela Leoni-Aubin:
  Projection density estimation under a m-sample semiparametric model. 2451-2468
  
• Joel Corrêa da Rosa, Alvaro Veiga, Marcelo C. Medeiros:
  Tree-structured smooth transition regression models. 2469-2488
  
• Bonifacio Salvador, Miguel A. Fernández, I. Martín, Cristina Rueda:
  Robustness of classification rules that incorporate additional information. 2489-2495
  
• Simos G. Meintanis:
  A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution. 2496-2503
  
• Andrei Semenov:
  Testing the random walk hypothesis through robust estimation of correlation. 2504-2513
  
• Göran Kauermann, Ronghui Xu, Florin Vaida:
  Stacked Laplace-EM algorithm for duration models with time-varying and random effects. 2514-2528
  
• Vito M. R. Muggeo, Giancarlo Ferrara:
  Fitting generalized linear models with unspecified link function: A P-spline approach. 2529-2537
  
• Hua Liang, Guohua Zou:
  Improved AIC selection strategy for survival analysis. 2538-2548
  
• Joseph Sexton, Petter Laake:
  LogitBoost with errors-in-variables. 2549-2559
  
• Yi He, James S. Hodges:
  Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models. 2560-2577
  
• Changyi Park, Ja-Yong Koo, Sujong Kim, Insuk Sohn, Jae Won Lee:
  Classification of gene functions using support vector machine for time-course gene expression data. 2578-2587
  
• Athanassios Kondylis, Joe Whittaker:
  Spectral preconditioning of Krylov spaces: Combining PLS and PC regression. 2588-2603
  
• George Streftaris, Bruce J. Worton:
  Efficient and accurate approximate Bayesian inference with an application to insurance data. 2604-2622
  
• Ignacio López-de-Ullibarri, Ricardo Cao, Carmen Cadarso-Suárez, María J. Lado:
  Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer. 2623-2631
  
• Emily L. Webb, Jonathan J. Forster:
  Bayesian model determination for multivariate ordinal and binary data. 2632-2649
  
• Shengde Liang, Sudipto Banerjee, Sally Bushhouse, Andrew O. Finley, Bradley P. Carlin:
  Hierarchical multiresolution approaches for dense point-level breast cancer treatment data. 2650-2668
  
• Lihua An, S. Ejaz Ahmed:
  Improving the performance of kurtosis estimator. 2669-2681
  
• Myung Suk Kim, Suojin Wang:
  Consistent estimation in regression models for the drift function in some continuous time models. 2682-2691
  
• Debasis Kundu, Nandini Kannan, N. Balakrishnan:
  On the hazard function of Birnbaum-Saunders distribution and associated inference. 2692-2702
  
• Xian-Jin Xie, Jane Pendergast, William Clarke:
  Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors. 2703-2713
  
• Daisuke Watanabe, Susumu Okada, Yasunori Fujikoshi, Takakazu Sugiyama:
  Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population. 2714-2724
  
• N. Balakrishnan, Abbas Rasouli:
  Exact likelihood inference for two exponential populations under joint Type-II censoring. 2725-2738
  
• Patrice Bertail, Stéphan Clémençon:
  Approximate regenerative-block bootstrap for Markov chains. 2739-2756
  
• G. Aneiros-Pérez, J. M. Vilar-Fernández:
  Local polynomial estimation in partial linear regression models under dependence. 2757-2777
  
• Anika Buchholz, Norbert Holländer, Willi Sauerbrei:
  On properties of predictors derived with a two-step bootstrap model averaging approach - A simulation study in the linear regression model. 2778-2793
  
• Noel Cressie, Nicolas Verzelen:
  Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields. 2794-2807
  
• Graciela Boente, Daniela Rodriguez:
  Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis. 2808-2828
  
• Yue Fang:
  Semi-parametric specification tests for mixing distributions. 2829-2839
  

Volume 52, Number 6, February 2008

• Alessandra Amendola, David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Yasuhiro Omori, Eric Zivot:
  Special Issue on Statistical and Computational Methods in Finance. 2842-2845
  
• Esther Ruiz, Helena Veiga:
  Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. 2846-2862
  
• Drew D. Creal:
  Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models. 2863-2876
  
• Erik Lindström, Jonas Ströjby, Mats Brodén, Magnus Wiktorsson, Jan Holst:
  Sequential calibration of options. 2877-2891
  
• Yasuhiro Omori, Toshiaki Watanabe:
  Block sampler and posterior mode estimation for asymmetric stochastic volatility models. 2892-2910
  
• Chris M. Strickland, Gael M. Martin, Catherine S. Forbes:
  Parameterisation and efficient MCMC estimation of non-Gaussian state space models. 2911-2930
  
• Andréas Heinen, Erick Rengifo:
  Multivariate reduced rank regression in non-Gaussian contexts, using copulas. 2931-2944
  
• Ludovic Giet, Michel Lubrano:
  A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models. 2945-2965
  
• M. E. Mancino, S. Sanfelici:
  Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise. 2966-2989
  
• Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin:
  Volatility forecasting using threshold heteroskedastic models of the intra-day range. 2990-3010
  
• Giampiero M. Gallo, Edoardo Otranto:
  Volatility spillovers, interdependence and comovements: A Markov Switching approach. 3011-3026
  
• Christian Francq, Jean-Michel Zakoian:
  Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference. 3027-3046
  
• Alessandra Amendola, Giuseppe Storti:
  A GMM procedure for combining volatility forecasts. 3047-3060
  
• Marco Gallegati:
  Wavelet analysis of stock returns and aggregate economic activity. 3061-3074
  
• Jerry Coakley, Jian Dollery, Neil Kellard:
  The role of long memory in hedging effectiveness. 3075-3082
  
• Lorne D. Johnson, Georgios Sakoulis:
  Maximizing equity market sector predictability in a Bayesian time-varying parameter model. 3083-3106
  
• Luciana Dalla Valle, P. Giudici:
  A Bayesian approach to estimate the marginal loss distributions in operational risk management. 3107-3127
  
• A. Debón, F. Montes, Jorge Mateu, Emilio Porcu, M. Bevilacqua:
  Modelling residuals dependence in dynamic life tables: A geostatistical approach. 3128-3147
  
• Denis Bolduc, Lynda Khalaf, Érick Moyneur:
  Identification-robust simulation-based inference in joint discrete/continuous models for energy markets. 3148-3161
  

• Patrice Bertrand, Gilbert Saporta:
  Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis. 3164-3166
  
• Dominique Pastor:
  A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise. 3167-3186
  
• Ana M. Aguilera, Manuel Escabias, Mariano J. Valderrama:
  Forecasting binary longitudinal data by a functional PC-ARIMA model. 3187-3197
  
• Leslie Regad, Frédéric Guyon, Julien Maupetit, Pierre Tufféry, Anne-Claude Camproux:
  A Hidden Markov Model applied to the protein 3D structure analysis. 3198-3207
  
• Amor Messaoud, Claus Weihs, Franz Hering:
  Detection of chatter vibration in a drilling process using multivariate control charts. 3208-3219
  
• Jean-Jacques Daudin, Tristan Mary-Huard:
  Estimation of the conditional risk in classification: The swapping method. 3220-3232
  
• Gérard Govaert, Mohamed Nadif:
  Block clustering with Bernoulli mixture models: Comparison of different approaches. 3233-3245
  
• Angela Montanari, Daniela G. Calò, Cinzia Viroli:
  Independent factor discriminant analysis. 3246-3254
  
• Mónica Bécue-Bertaut, Jérôme Pagès:
  Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data. 3255-3268
  
• Alfonso Iodice D'Enza, Francesco Palumbo, Michael Greenacre:
  Exploratory data analysis leading towards the most interesting simple association rules. 3269-3281
  

Volume 52, Number 7, March 2008

• Fabian Scheipl, Sonja Greven, Helmut Küchenhoff:
  Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models. 3283-3299
  
• Fengming M. Chang, Long-Hui Chen, Yueh-Li Chen, Chien-Yu Huang:
  Approximate distribution of demerit statistic - A bounding approach. 3300-3309
  
• Lena Ringstad Olsen, Probal Chaudhuri, Fred Godtliebsen:
  Multiscale spectral analysis for detecting short and long range change points in time series. 3310-3330
  
• Roman Werner Lutz, Markus Kalisch, Peter Bühlmann:
  Robustified L₂ boosting. 3331-3341
  
• Aristidis K. Nikoloulopoulos, Dimitris Karlis:
  Copula model evaluation based on parametric bootstrap. 3342-3353
  
• Ana-María Fuertes:
  Sieve bootstrap t-tests on long-run average parameters. 3354-3370
  
• Willem Waegeman, Bernard De Baets, Luc Boullart:
  On the scalability of ordered multi-class ROC analysis. 3371-3388
  
• Jules Sadefo Kamdem, Alan Genz:
  Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options. 3389-3407
  
• Renate Meyer, Bo Cai, François Perron:
  Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2. 3408-3423
  
• Peter Winker:
  E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006). 3424-3425
  
• Arturo J. Fernández:
  Reliability inference and sample-size determination under double censoring for some two-parameter models. 3426-3440
  
• Arnost Komárek, Emmanuel Lesaffre:
  Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution. 3441-3458
  
• Enis Siniksaran:
  A geometric interpretation of Mallows' C_p statistic and an alternative plot in variable selection. 3459-3467
  
• Ayman Baklizi:
  Likelihood and Bayesian estimation of I using lower record values from the generalized exponential distribution. 3468-3473
  
• Yonghai Li, Daniel W. Schafer:
  Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses. 3474-3492
  
• Charles C. Taylor:
  Automatic bandwidth selection for circular density estimation. 3493-3500
  
• Hon Keung Tony Ng, Giovanni Filardo, Gang Zheng:
  Confidence interval estimating procedures for standardized incidence rates. 3501-3516
  
• Maengseok Noh, Youngjo Lee:
  Hierarchical-likelihood approach for nonlinear mixed-effects models. 3517-3527
  
• Guo-Liang Tian, Man-Lai Tang, Hong-Bin Fang, Ming Tan:
  Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression. 3528-3542
  
• Takahiro Hoshino:
  Bayesian significance testing and multiple comparisons from MCMC outputs. 3543-3559
  
• Juwon Song, Thomas R. Belin:
  Choosing an appropriate number of factors in factor analysis with incomplete data. 3560-3569
  
• Dimitrina S. Dimitrova, Vladimir K. Kaishev, Spiridon I. Penev:
  GeD spline estimation of multivariate Archimedean copulas. 3570-3582
  
• Parag C. Pendharkar:
  Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks. 3583-3602
  
• Tachen Liang, Wen-Tao Huang, Kun-Cheng Yang:
  Locally optimal tests for exponential distributions with type-I censoring. 3603-3615
  
• Natsuhiko Kumasaka, Ritei Shibata:
  High-dimensional data visualisation: The textile plot. 3616-3644
  
• Nan-Jung Hsu, Hung-Lin Hung, Ya-Mei Chang:
  Subset selection for vector autoregressive processes using Lasso. 3645-3657
  
• David J. Nott:
  Predictive performance of Dirichlet process shrinkage methods in linear regression. 3658-3669
  
• J. D. Nielsen, C. B. Dean:
  Adaptive functional mixed NHPP models for the analysis of recurrent event panel data. 3670-3685
  
• Stéphanie Bougeard, Mohamed Hanafi, Mostafa El Qannari:
  Continuum redundancy-PLS regression: A simple continuum approach. 3686-3696
  
• Xiao Zhang, W. John Boscardin, Thomas R. Belin:
  Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models. 3697-3708
  
• Changyi Park, Ja-Yong Koo, Peter T. Kim, Jae Won Lee:
  Stepwise feature selection using generalized logistic loss. 3709-3718
  
• Nian-Sheng Tang, Man-Lai Tang, Shi-Fang Qiu:
  Testing the equality of proportions for correlated otolaryngologic data. 3719-3729
  
• V. Alba Fernández, María-Dolores Jiménez-Gamero, J. Muñoz García:
  A test for the two-sample problem based on empirical characteristic functions. 3730-3748
  
• Xiaoqian Sun, Zhuoqiong He, John Kabrick:
  Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project. 3749-3764
  
• Yangxin Huang:
  Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses. 3765-3778
  
• Shu-Fei Wu:
  Interval estimation for a Pareto distribution based on a doubly type II censored sample. 3779-3788
  
• Esa Ollila, Hannu Oja, Visa Koivunen:
  Complex-valued ICA based on a pair of generalized covariance matrices. 3789-3805
  
• Xiaojing Shen, Yunmin Zhu, Lixin Song:
  Linear B-spline copulas with applications to nonparametric estimation of copulas. 3806-3819
  
• Giovana Oliveira Silva, Edwin M. M. Ortega, Vicente G. Cancho, Mauricio Lima Barreto:
  Log-Burr XII regression models with censored data. 3820-3842
  
• Jae Keun Yoo:
  A novel moment-based sufficient dimension reduction approach in multivariate regression. 3843-3851
  
• Leandro A. F. Fernandes, Manuel M. Oliveira, Roberto da Silva:
  Uncertainty propagation: Avoiding the expensive sampling process for real-time image-based measurements. 3852-3876
  
• María Laura Nores, María del Pilar Díaz:
  Some properties of regression estimators in GEE models for clustered ordinal data. 3877-3888
  

Volume 52, Number 8, April 2008

• Rasool Tahmasbi, Sadegh Rezaei:
  A two-parameter lifetime distribution with decreasing failure rate. 3889-3901
  
• Augustine C. M. Wong:
  Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic. 3902-3912
  
• Chris H. Q. Ding, Tao Li, Wei Peng:
  On the equivalence between Non-negative Matrix Factorization and Probabilistic Latent Semantic Indexing. 3913-3927
  
• Nathan Carter, Charles Hadlock, Dominique Haughton:
  Generating random networks from a given distribution. 3928-3938
  
• Xingcai Zhou, Xinsheng Liu:
  The EM algorithm for the extended finite mixture of the factor analyzers model. 3939-3953
  
• Cheolwoo Park, Kee-Hoon Kang:
  SiZer analysis for the comparison of regression curves. 3954-3970
  
• Yufen Huang, Ching-Ren Cheng, Tai-Ho Wang:
  Pair-perturbation influence functions of nongaussianity by projection pursuit. 3971-3987
  
• Nalini Ravishanker, Zhaohui Liu, Bonnie K. Ray:
  NHPP models with Markov switching for software reliability. 3988-3999
  
• Galit Shmueli, Wolfgang Jank, Valerie Hyde:
  Transformations for semi-continuous data. 4000-4020
  
• Jalmar M. F. Carrasco, Edwin M. M. Ortega, Gilberto A. Paula:
  Log-modified Weibull regression models with censored data: Sensitivity and residual analysis. 4021-4039
  
• Ping-Shing Chan, H. K. T. Ng, N. Balakrishnan, Q. Zhou:
  Point and interval estimation for extreme-value regression model under Type-II censoring. 4040-4058
  
• Zuzana Hrdlicková:
  Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model. 4059-4075
  
• Bernhard Klingenberg:
  Regression models for binary time series with gaps. 4076-4090
  
• Kung-Jong Lui:
  Notes on interval estimation of risk difference in stratified noncompliance randomized trials: A Monte Carlo evaluation. 4091-4103
  
• Insuk Sohn, Sujong Kim, Changha Hwang, Jae Won Lee:
  New normalization methods using support vector machine quantile regression approach in microarray analysis. 4104-4115
  
• Scott E. Coull, Boleslaw K. Szymanski:
  Sequence alignment for masquerade detection. 4116-4131
  
• Patricia Román, J. J. Serrano, F. Torres:
  First-passage-time location function: Application to determine first-passage-time densities in diffusion processes. 4132-4146
  

Volume 52, Number 9, May 2008

• Rolf Turner:
  Direct maximization of the likelihood of a hidden Markov model. 4147-4160
  
• Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila:
  Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems. 4161-4174
  
• S. H. Ong, Wen Jau Lee:
  Computer generation of negative binomial variates by envelope rejection. 4175-4183
  
• Susanne Gschlößl, Claudia Czado:
  Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler? 4184-4202
  
• Dmitry Danilov, Jan R. Magnus:
  On the estimation of a large sparse Bayesian system: The Snaer program. 4203-4224
  
• Tarn Duong, Arianna Cowling, Inge Koch, M. P. Wand:
  Feature significance for multivariate kernel density estimation. 4225-4242
  
• Leo Knüsel:
  Chisquare as a rotation criterion in factor analysis. 4243-4252
  
• Matthew Stearns, Sarjinder Singh:
  On the estimation of the general parameter. 4253-4271
  
• Solange Mongoué-Tchokoté, Jong-Sung Kim:
  New statistical software for the proportional hazards model with current status data. 4272-4286
  
• Roch Roy, Abdessamad Saidi:
  Aggregation and systematic sampling of periodic ARMA processes. 4287-4304
  
• Holger Dette, Douglas P. Wiens:
  Robust designs for series estimation. 4305-4324
  
• Kung-Jong Lui, William G. Cumberland:
  Notes on estimation of proportion ratio under a non-compliance randomized trial with missing outcomes. 4325-4345
  
• Peter Congdon:
  A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity. 4346-4356
  
• Michael Höhle, Michaela Paul:
  Count data regression charts for the monitoring of surveillance time series. 4357-4368
  
• Christian H. Weiß, Rainer Göb:
  Discovering patterns in categorical time series using IFS. 4369-4379
  
• Christelle Reynès, Robert Sabatier, Nicolas Molinari, Sylvain Lehmann:
  A new genetic algorithm in proteomics: Feature selection for SELDI-TOF data. 4380-4394
  
• Lianjie Shu, Wei Jiang, Zhang Wu:
  Adaptive CUSUM procedures with Markovian mean estimation. 4395-4409
  
• Seung-Hwan Lee, Eun-Joo Lee, Bernard Oguna Omolo:
  Using integrated weighted survival difference for the two-sample censored data problem. 4410-4416
  
• Patrícia L. Espinheira, Silvia L. P. Ferrari, Francisco Cribari-Neto:
  Influence diagnostics in beta regression. 4417-4431
  
• Jennifer Poulin, Pierre Duchesne:
  On the power transformation of kernel-based tests for serial correlation in vector time series: Some finite sample results and a comparison with the bootstrap. 4432-4457
  
• Lei Liu, Mark R. Conaway, William A. Knaus, James D. Bergin:
  A random effects four-part model, with application to correlated medical costs. 4458-4473
  
• Ariel Alonso, S. Litière, Geert Molenberghs:
  A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models. 4474-4486
  
• Wilfredo Palma, Pascal Bondon, José Tapia:
  Assessing influence in Gaussian long-memory models. 4487-4501
  
• Dragan Jukic, Mirta Bensic, Rudolf Scitovski:
  On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution. 4502-4511
  
• Qin Wang, Xiangrong Yin:
  A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE. 4512-4520
  
• Piotr Juszczak, Niall M. Adams, David J. Hand, Christopher Whitrow, David J. Weston:
  Off-the-peg and bespoke classifiers for fraud detection. 4521-4532
  
• Ana Colubi, Gil González-Rodríguez, María José Domínguez-Cuesta, Montserrat Jiménez-Sánchez:
  Favorability functions based on kernel density estimation for logistic models: A case study. 4533-4543
  
• Robert Moskovitch, Yuval Elovici, Lior Rokach:
  Detection of unknown computer worms based on behavioral classification of the host. 4544-4566
  

Volume 52, Number 10, June 2008

• B. D. McCullough:
  Special section on Microsoft Excel 2007. 4568-4569
  
• B. D. McCullough, David A. Heiser:
  On the accuracy of statistical procedures in Microsoft Excel 2007. 4570-4578
  
• A. Talha Yalta:
  The accuracy of statistical distributions in Microsoft^® Excel 2007. 4579-4586
  
• B. D. McCullough:
  Microsoft Excel's 'Not The Wichmann-Hill' random number generators. 4587-4593
  
• Yu-Sung Su:
  It's easy to produce chartjunk using Microsoft^®Excel 2007 but hard to make good graphs. 4594-4601
  
• John C. Nash:
  Teaching statistics with Excel 2007 and other spreadsheets. 4602-4606
  
• Sylvia Frühwirth-Schnatter, Helga Wagner:
  Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling. 4608-4624
  
• S. Mukhopadhyay, A. I. Khuri:
  Optimization in a multivariate generalized linear model situation. 4625-4634
  
• Michael W. Trosset, Carey E. Priebe:
  The out-of-sample problem for classical multidimensional scaling. 4635-4642
  
• Michael W. Trosset, Carey E. Priebe, Youngser Park, Michael I. Miller:
  Semisupervised learning from dissimilarity data. 4643-4657
  
• Chieh-Yuan Tsai, Chuang-Cheng Chiu:
  Developing a feature weight self-adjustment mechanism for a K-means clustering algorithm. 4658-4672
  
• S. Saburi, N. Chino:
  A maximum likelihood method for an asymmetric MDS model. 4673-4684
  
• Edoardo Otranto:
  Clustering heteroskedastic time series by model-based procedures. 4685-4698
  
• David B. Hitchcock, Zhimin Chen:
  Smoothing dissimilarities to cluster binary data. 4699-4711
  
• Paul David McNicholas, Thomas Brendan Murphy, M. O'Regan:
  Standardising the lift of an association rule. 4712-4721
  
• Ross McVinish, Kerrie L. Mengersen:
  Semiparametric Bayesian circular statistics. 4722-4730
  
• Amandine Marrel, Bertrand Iooss, François Van Dorpe, Elena Volkova:
  An efficient methodology for modeling complex computer codes with Gaussian processes. 4731-4744
  
• Guoyou Qin, Zhong Yi Zhu, Wing K. Fung:
  Robust estimating equations and bias correction of correlation parameters for longitudinal data. 4745-4753
  
• N. Ahlgren, J. Antell:
  Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. 4754-4767
  
• Guo-Liang Tian, Kai Wang Ng, Ming Tan:
  EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions. 4768-4778
  
• Robert Sabatier, Christelle Reynès:
  Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms. 4779-4789
  
• Bin Li, Qingzhao Yu:
  Classification of functional data: A segmentation approach. 4790-4800
  
• Hubert J. Chen, Hsiu-Ling Li, Miin-Jye Wen:
  Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation. 4801-4813
  
• Sik-Yum Lee, Xin-Yuan Song:
  On Bayesian estimation and model comparison of an integrated structural equation model. 4814-4827
  
• Peihua Qiu:
  A nonparametric procedure for blind image deblurring. 4828-4841
  
• Ke-Hai Yuan, Wai Chan:
  Structural equation modeling with near singular covariance matrices. 4842-4858
  
• Chunming Zhang, Yuefeng Lu, Tom Johnstone, Terry Oakes, Richard J. Davidson:
  Efficient modeling and inference for event-related fMRI data. 4859-4871
  
• Lili Tian, Gregory E. Wilding:
  Confidence interval estimation of a common correlation coefficient. 4872-4877
  

Volume 52, Number 11, July 2008

• Donald E. K. Martin, John A. D. Aston:
  Waiting time distribution of generalized later patterns. 4879-4890
  
• Ji-Hong Zhang, Ling-Yun Wu, Jian Chen, Xiang-Sun Zhang:
  A fast haplotype inference method for large population genotype data. 4891-4902
  
• Jeffrey A. Nisen, Neil C. Schwertman:
  A simple method of computing the sample size for Chi-square test for the equality of multinomial distributions. 4903-4908
  
• Elvira Di Nardo, G. Guarino, Domenico Senato:
  Symbolic computation of moments of sampling distributions. 4909-4922
  
• Dirk Depril, Iven Van Mechelen, Boris Mirkin:
  Algorithms for additive clustering of rectangular data tables. 4923-4938
  
• Audrey H. M. A. Cysneiros, Francisco Cribari-Neto, Carlos A. G. Araújo Jr.:
  On Birnbaum-Saunders inference. 4939-4950
  
• Arne C. Bathke, Solomon W. Harrar, Laurence V. Madden:
  How to compare small multivariate samples using nonparametric tests. 4951-4965
  
• L. Cutillo, U. Amato:
  Localized empirical discriminant analysis. 4966-4978
  
• J. A. Cuesta-Albertos, A. Nieto-Reyes:
  The random Tukey depth. 4979-4988
  
• Antje Jahn-Eimermacher:
  Comparison of the Andersen-Gill model with poisson and negative binomial regression on recurrent event data. 4989-4997
  
• Guglielmo Maria Caporale, Luis A. Gil-Alana:
  Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks. 4998-5013
  
• John A. Randal:
  A reinvestigation of robust scale estimation in finite samples. 5014-5021
  
• D. Wang, S.-J. Soong:
  Comparisons of titer estimation methods for multiplexed pneumococcal opsonophagocytic killing assay. 5022-5032
  
• Alejandro Jara, Fernando Quintana, Ernesto San Martín:
  Linear mixed models with skew-elliptical distributions: A Bayesian approach. 5033-5045
  
• Jenö Reiczigel, Zsolt Abonyi-Tóth, Júlia Singer:
  An exact confidence set for two binomial proportions and exact unconditional confidence intervals for the difference and ratio of proportions. 5046-5053
  

Volume 52, Number 12, August 2008

• J. Fernando Vera, José A. Díaz-García:
  A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation. 5055-5065
  
• Harry Joe:
  Accuracy of Laplace approximation for discrete response mixed models. 5066-5074
  
• Celso Rômulo Barbosa Cabral, Heleno Bolfarine, José Raimundo Gomes Pereira:
  Bayesian density estimation using skew student-t-normal mixtures. 5075-5090
  
• Koon-Shing Kwong, Yiu-Man Chan:
  On the evaluation of the joint distribution of order statistics. 5091-5099
  
• Carsten H. Botts, Michael J. Daniels:
  A flexible approach to Bayesian multiple curve fitting. 5100-5120
  
• Matias Salibian-Barrera, Stefan Van Aelst:
  Robust model selection using fast and robust bootstrap. 5121-5135
  
• Jiaqiao Hu, Zheng Su:
  Bootstrap quantile estimation via importance resampling. 5136-5142
  
• Kane Nashimoto, F. T. Wright:
  Bayesian multiple comparisons of simply ordered means using priors with a point mass. 5143-5153
  
• P. Cízek, J. Tamine, Wolfgang K. Härdle:
  Smoothed L-estimation of regression function. 5154-5162
  
• Marius Hofert:
  Sampling Archimedean copulas. 5163-5174
  
• Bhupendra Singh, K. K. Sharma, Anuj Kumar:
  A classical and Bayesian estimation of a k-components load-sharing parallel system. 5175-5185
  
• M. Hubert, E. Vandervieren:
  An adjusted boxplot for skewed distributions. 5186-5201
  
• Mingan Yang, Timothy Hanson, Ronald Christensen:
  Nonparametric Bayesian estimation of a bivariate density with interval censored data. 5202-5214
  
• Michael Last, Gheorghe Luta, Alessandro Orso, Adam A. Porter, Stan Young:
  Pooled ANOVA. 5215-5228
  
• Keiji Takai, Yutaka Kano:
  Test of independence in a 2×2 contingency table with nonignorable nonresponse via constrained EM algorithm. 5229-5241
  
• Wenceslao González-Manteiga, María José Lombardía, Isabel Molina, Domingo Morales, L. Santamaría:
  Analytic and bootstrap approximations of prediction errors under a multivariate Fay-Herriot model. 5242-5252
  
• Fetene B. Tekle, Frans E. S. Tan, Martijn P. F. Berger:
  Maximin D-optimal designs for binary longitudinal responses. 5253-5262
  
• Antonio Forcina:
  Identifiability of extended latent class models with individual covariates. 5263-5268
  
• Nam-Ky Nguyen, Min-Qian Liu:
  An algorithmic approach to constructing mixed-level orthogonal and near-orthogonal arrays. 5269-5276
  
• Hansheng Wang, Chenlei Leng:
  A note on adaptive group lasso. 5277-5286
  
• André Tscheschel, Sung Nok Chiu:
  Quasi-plus sampling edge correction for spatial point patterns. 5287-5295
  
• Hui Zou, Ming Yuan:
  Regularized simultaneous model selection in multiple quantiles regression. 5296-5304
  
• Harald Binder, Willi Sauerbrei:
  Increasing the usefulness of additive spline models by knot removal. 5305-5318
  
• Luke A. Prendergast:
  Trimming influential observations for improved single-index model estimated sufficient summary plots. 5319-5327
  
• N. Chernov, P. N. Sapirstein:
  Fitting circles to data with correlated noise. 5328-5337
  
• Donald John Best, John C. W. Rayner, Olivier Thas:
  Comparison of some tests of fit for the Laplace distribution. 5338-5343
  
• Ralitza Gueorguieva, Robert Rosenheck, Daniel Zelterman:
  Dirichlet component regression and its applications to psychiatric data. 5344-5355
  
• Xueli Liu, Sheng-Chien Lee, George Casella, Gary F. Peter:
  Assessing agreement of clustering methods with gene expression microarray data. 5356-5366
  
• Brooke L. Fridley, Stephen T. Turner, Arlene B. Chapman, Andrei S. Rodin, Eric Boerwinkle, Kent R. Bailey:
  Reproducibility of genotypes as measured by the affymetrix GeneChip^® 100K Human Mapping Array set. 5367-5374
  

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