Computational Statistics & Data Analysis, Volume 54

Volume 54, Number 1, January 2010

• Edoardo Otranto:
  Identifying financial time series with similar dynamic conditional correlation. 1-15
  
• N. Lin, R. Xi:
  Fast surrogates of U-statistics. 16-24
  
• Xiao-Feng Wang, Zhaozhi Fan, Bin Wang:
  Estimating smooth distribution function in the presence of heteroscedastic measurement errors. 25-36
  
• Valentin Todorov, Peter Filzmoser:
  Robust statistic for the one-way MANOVA. 37-48
  
• Matti Vihola:
  Grapham: Graphical models with adaptive random walk Metropolis algorithms. 49-54
  

• G. Y. Zou:
  Confidence interval estimation under inverse sampling. 55-64
  
• Yong Zang, Wing Kam Fung, Gang Zheng:
  Asymptotic powers for matched trend tests and robust matched trend tests in case-control genetic association studies. 65-77
  
• Juan R. Gonzalez, Edsel A. Peña, Pedro Delicado:
  Confidence intervals for median survival time with recurrent event data. 78-89
  
• Ivan Kojadinovic:
  Hierarchical clustering of continuous variables based on the empirical copula process and permutation linkages. 90-108
  
• Alan D. Hutson:
  A multi-rater nonparametric test of agreement and corresponding agreement plot. 109-119
  
• Nizar Bouguila:
  On multivariate binary data clustering and feature weighting. 120-134
  
• N. Balakrishnan, Xingqiu Zhao:
  A nonparametric test for the equality of counting processes with panel count data. 135-142
  
• Chiara Tommasi, Jesús López-Fidalgo:
  Bayesian optimum designs for discriminating between models with any distribution. 143-150
  
• Arturo J. Fernández:
  Two-sided tolerance intervals in the exponential case: Corrigenda and generalizations. 151-162
  
• Daniel Gervini:
  RETRACTED: The functional singular value decomposition for bivariate stochastic processes. 163-172
  
• Woojoo Lee, Jian Qing Shi, Youngjo Lee:
  Approximate conditional inference in mixed-effects models with binary data. 173-184
  
• Ancha Xu, Yincai Tang:
  Reference analysis for Birnbaum-Saunders distribution. 185-192
  
• Ying Yang, Jian Kang:
  Joint analysis of mixed Poisson and continuous longitudinal data with nonignorable missing values. 193-207
  
• Keunbaik Lee, Donald Mercante:
  Longitudinal nominal data analysis using marginalized models. 208-218
  
• S. C. Chuang, Y. C. Hung:
  Uniform design over general input domains with applications to target region estimation in computer experiments. 219-232
  
• Alan M. Polansky:
  Ordered inference using observed confidence levels. 233-244
  

Volume 54, Number 2, February 2010

• Taoufik Bouezmarni, Jeroen V. K. Rombouts:
  Nonparametric density estimation for positive time series. 245-261
  
• Christian de Peretti, Carole Siani:
  Graphical methods for investigating the finite-sample properties of confidence regions. 262-271
  
• Sonjoy Das, James C. Spall, Roger Ghanem:
  Efficient Monte Carlo computation of Fisher information matrix using prior information. 272-289
  
• Alexandros Karatzoglou, Ingo Feinerer:
  Kernel-based machine learning for fast text mining in R. 290-297
  
• Dunlei Cheng, Adam J. Branscum, James D. Stamey:
  A Bayesian approach to sample size determination for studies designed to evaluate continuous medical tests. 298-307
  

• S. Boudaoud, Hervé Rix, Olivier Meste:
  Core Shape modelling of a set of curves. 308-325
  
• Qingchu Xiao, Zaiming Liu, N. Balakrishnan, Xuewen Lu:
  Estimation of the Birnbaum-Saunders regression model with current status data. 326-332
  
• Eufrasio de A. Lima Neto, Francisco de A. T. de Carvalho:
  Constrained linear regression models for symbolic interval-valued variables. 333-347
  
• Alexandre B. Simas, Wagner Barreto-Souza, Andréa V. Rocha:
  Improved estimators for a general class of beta regression models. 348-366
  
• Simos G. Meintanis:
  Inference procedures for the Birnbaum-Saunders distribution and its generalizations. 367-373
  
• Gabriel Frahm, Uwe Jaekel:
  A generalization of Tyler's M-estimators to the case of incomplete data. 374-393
  
• Guo-Liang Tian, Man-Lai Tang, Kam Chuen Yuen, Kai Wang Ng:
  Further properties and new applications of the nested Dirichlet distribution. 394-405
  
• Sooyoung Cheon, Jaehee Kim:
  Multiple change-point detection of multivariate mean vectors with the Bayesian approach. 406-415
  
• Alessio Farcomeni, Alessandra Nardi:
  A two-component Weibull mixture to model early and late mortality in a Bayesian framework. 416-428
  
• Eva Boj, Pedro Delicado, Josep Fortiana:
  Distance-based local linear regression for functional predictors. 429-437
  
• Jing-Hao Xue, D. M. Titterington:
  On the generative-discriminative tradeoff approach: Interpretation, asymptotic efficiency and classification performance. 438-451
  
• Rosa M. Crujeiras, Ingrid Van Keilegom:
  Least squares estimation of nonlinear spatial trends. 452-465
  
• Lili Tian:
  Confidence interval estimation of partial area under curve based on combined biomarkers. 466-472
  
• Masayuki Hirukawa:
  Nonparametric multiplicative bias correction for kernel-type density estimation on the unit interval. 473-495
  
• Fukang Zhu, Dehui Wang:
  Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations. 496-508
  
• Ngai-Hang Chan, Thomas C. M. Lee, Liang Peng:
  On nonparametric local inference for density estimation. 509-515
  
• Mong-Na Lo Huang, Chuan-Pin Lee, Ray-Bing Chen, Thomas Klein:
  Exact D-optimal designs for a second-order response surface model on a circle with qualitative factors. 516-530
  
• Albert Vexler, Gregory Gurevich:
  Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy. 531-545
  
• Ana M. Bianco, Graciela Boente, Wenceslao González-Manteiga, Ana Pérez González:
  Estimation of the marginal location under a partially linear model with missing responses. 546-564
  
• Yu-Ling Chang, Fei Zou, Fred A. Wright:
  An approximate Bayesian approach for quantitative trait loci estimation. 565-574
  
• Nicola Sartori, T. A. Severini, E. Marras:
  An alternative specification of generalized linear mixed models. 575-584
  
• Geert Molenberghs, Michael G. Kenward:
  Semi-parametric marginal models for hierarchical data and their corresponding full models. 585-597
  
• Alessandro De Gregorio, Stefano Maria Iacus:
  Clustering of discretely observed diffusion processes. 598-606
  
• Sung Nok Chiu, Kwong-Ip Liu:
  Corrigendum to "Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions" [Computational Statistics & Data Analysis 53 (2009) 3817-3834]. 607
  

Volume 54, Number 3, March 2010

• Cristian Gatu, B. D. McCullough:
  Second special issue on statistical algorithms and software. 609-610
  
• Jan Bulla, Ingo Bulla, Oleg Nenadic:
  hsmm - An R package for analyzing hidden semi-Markov models. 611-619
  
• Ori Davidov, George Iliopoulos:
  A note on an iterative algorithm for nonparametric estimation in biased sampling models. 620-624
  
• Juan-Carlos Escanciano, David T. Jacho-Chávez:
  Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications. 625-636
  
• María Teresa Gallegos, Gunter Ritter:
  Using combinatorial optimization in model-based trimmed clustering with cardinality constraints. 637-654
  
• Justin Harrington, Matias Salibian-Barrera:
  Finding approximate solutions to combinatorial problems with very large data sets using BIRCH. 655-667
  
• A. M. Hanea, Dorota Kurowicka, Roger M. Cooke, D. A. Ababei:
  Mining and visualising ordinal data with non-parametric continuous BBNs. 668-687
  
• Bo Hu, Kam-Wah Tsui:
  Distributed evolutionary Monte Carlo for Bayesian computing. 688-697
  
• Alessandra Iacobucci, Jean-Michel Marin, Christian P. Robert:
  On variance stabilisation in Population Monte Carlo by double Rao-Blackwellisation. 698-710
  
• Paul David McNicholas, Thomas Brendan Murphy, Aaron F. McDaid, D. Frost:
  Serial and parallel implementations of model-based clustering via parsimonious Gaussian mixture models. 711-723
  
• Jacques Poitevineau, Bruno Lecoutre:
  Implementing Bayesian predictive procedures: The K-prime and K-square distributions. 724-731
  
• Chandan K. Reddy, Bala Rajaratnam:
  Learning mixture models via component-wise parameter smoothing. 732-749
  
• Foued Saâdaoui:
  Acceleration of the EM algorithm via extrapolation methods: Review, comparison and new methods. 750-766
  
• Han-Ming Wu, Yin-Jing Tien, Chun-Houh Chen:
  GAP: A graphical environment for matrix visualization and cluster analysis. 767-778
  
• Guijun Yang, Zhigang Wang, Wei Deng:
  Unbiased generalized quasi-regression. 779-789
  
• Recai M. Yucel, Hakan Demirtas:
  Impact of non-normal random effects on inference by multiple imputation: A simulation assessment. 790-801
  

Volume 54, Number 4, April 2010

• Reinhard Vonthein, Andreas Ziegler:
  On the Use of the Terms Repeatability and Reproducibility Regarding "Reproducibility of genotypes as measured by the Affymetrix GeneChip(R) 100 K Human Mapping Array Set" by Fridley and colleagues (2008) Comput. Stat. Data Anal. 52: 5367-5374. 803
  

• Joachim Röhmel:
  Comparing two independent samples using the risk difference under inverse sampling. 804-805
  
• R. J. O'Hara Hines, W. G. S. Hines:
  Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs. 806-815
  
• Raffaele Argiento, Alessandra Guglielmi, Antonio Pievatolo:
  Bayesian density estimation and model selection using nonparametric hierarchical mixtures. 816-832
  
• Dayna P. Saldaña-Zepeda, Humberto Vaquera-Huerta, Barry C. Arnold:
  A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function. 833-842
  
• Michaël Schyns, Gentiane Haesbroeck, Frank Critchley:
  RelaxMCD: Smooth optimisation for the Minimum Covariance Determinant estimator. 843-857
  
• Pierre Duchesne, Pierre Lafaye De Micheaux:
  Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods. 858-862
  

• S. W. Human, S. Chakraborti, C. F. Smit:
  Shewhart-type control charts for variation in phase I data analysis. 863-874
  
• Adeniyi J. Adewale, Xiaojian Xu:
  Robust designs for generalized linear models with possible overdispersion and misspecified link functions. 875-890
  
• Yanrong Cao, Haiqun Lin, Tracy Zhou Wu, Yan Yu:
  Penalized spline estimation for functional coefficient regression models. 891-905
  
• Ren-Dao Ye, Tie-Feng Ma, Song-Gui Wang:
  Inferences on the common mean of several inverse Gaussian populations. 906-915
  
• Clair L. Alston, Kerrie L. Mengersen:
  Allowing for the effect of data binning in a Bayesian Normal mixture model. 916-923
  
• Ramesh C. Gupta, Sergey Lvin, Cheng Peng:
  Estimating turning points of the failure rate of the extended Weibull distribution. 924-934
  
• Rodrigo B. Silva, Wagner Barreto-Souza, Gauss M. Cordeiro:
  A new distribution with decreasing, increasing and upside-down bathtub failure rate. 935-944
  
• Rodrigo R. Pescim, Clarice G. B. Demétrio, Gauss M. Cordeiro, Edwin M. M. Ortega, Mariana R. Urbano:
  The beta generalized half-normal distribution. 945-957
  
• Yulia R. Gel:
  Test of fit for a Laplace distribution against heavier tailed alternatives. 958-965
  
• Vivian Lanius, Ursula Gather:
  Robust online signal extraction from multivariate time series. 966-975
  
• Li-Ping Zhu, Zhou Yu, Li-Xing Zhu:
  A sparse eigen-decomposition estimation in semiparametric regression. 976-986
  
• Esmeralda A. Ramalho, Joaquim J. S. Ramalho:
  Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models. 987-1001
  
• Luis Hernando Vanegas, Francisco José de A. Cysneiros:
  Assessment of diagnostic procedures in symmetrical nonlinear regression models. 1002-1016
  
• Elizabeth M. Hashimoto, Edwin M. M. Ortega, Vicente G. Cancho, Gauss M. Cordeiro:
  The log-exponentiated Weibull regression model for interval-censored data. 1017-1035
  
• Liya Fu, You-Gan Wang, Zhidong Bai:
  Rank regression for analysis of clustered data: A natural induced smoothing approach. 1036-1050
  
• Nicoleta Serban:
  Noise reduction for enhanced component identification in multi-dimensional biomolecular NMR studies. 1051-1065
  
• Wei Gao, Ning-Zhong Shi, Man-Lai Tang, Lianyan Fu, Guo-Liang Tian:
  Unified generalized iterative scaling and its applications. 1066-1078
  
• Haiyan Su, Hua Liang:
  An empirical likelihood-based method for comparison of treatment effects - Test of equality of coefficients in linear models. 1079-1088
  
• Junlong Zhao, Xiuli Zhao:
  Dimension reduction using the generalized gradient direction. 1089-1102
  
• Michael Bruce Swift:
  A simulation study comparing methods for calculating confidence intervals for directly standardized rates. 1103-1108
  
• Ling Chen, Jianguo Sun:
  A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model. 1109-1116
  
• Toru Ogura:
  A variable selection method in principal canonical correlation analysis. 1117-1123
  

• George C. Tseng:
  Quantile map: Simultaneous visualization of patterns in many distributions with application to tandem mass spectrometry. 1124-1137
  
• Paul Thompson, Yuzhi Cai, Rana Moyeed, Dominic Reeve, Julian Stander:
  Bayesian nonparametric quantile regression using splines. 1138-1150
  
• Nicholas T. Longford:
  Small area estimation with spatial similarity. 1151-1166
  
• Damien Garcia:
  Robust smoothing of gridded data in one and higher dimensions with missing values. 1167-1178
  
• Dong Wang:
  Modeling epigenetic modifications under multiple treatment conditions. 1179-1189
  
• Bruce R. Hargreaves, Thomas P. McWilliams:
  Polynomial Trendline function flaws in Microsoft Excel. 1190-1196
  

Volume 54, Number 5, May 2010

• Junni L. Zhang, Wolfgang K. Härdle:
  The Bayesian Additive Classification Tree applied to credit risk modelling. 1197-1205
  
• Helga Wagner, Regina Tüchler:
  Bayesian estimation of random effects models for multivariate responses of mixed data. 1206-1218
  
• Laura M. Sangalli, Piercesare Secchi, Simone Vantini, Valeria Vitelli:
  k-mean alignment for curve clustering. 1219-1233
  

• Zhao Yang, James W. Hardin, Cheryl L. Addy:
  Score tests for overdispersion in zero-inflated Poisson mixed models. 1234-1246
  
• Namgil Lee, Jong-Min Kim:
  Conversion of categorical variables into numerical variables via Bayesian network classifiers for binary classifications. 1247-1265
  
• Camila B. Zeller, Filidor V. Labra, Victor H. Lachos, N. Balakrishnan:
  Influence analyses of skew-normal/independent linear mixed models. 1266-1280
  
• Dewi Rahardja, Dean M. Young:
  Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme. 1281-1287
  
• Marcus Hutter, Minh-Ngoc Tran:
  Model selection with the Loss Rank Principle. 1288-1306
  
• Artur J. Lemonte, Silvia L. P. Ferrari, Francisco Cribari-Neto:
  Improved likelihood inference in Birnbaum-Saunders regressions. 1307-1316
  
• Melissa A. Bingham, Daniel J. Nordman, Stephen B. Vardeman:
  Finite-sample investigation of likelihood and Bayes inference for the symmetric von Mises-Fisher distribution. 1317-1327
  
• Wan-Lun Wang, Tsai-Hung Fan:
  ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors. 1328-1341
  
• Assam Pryseley, Abel Tilahun, Ariel Alonso, Geert Molenberghs:
  Using earlier measures in a longitudinal sequence as a potential surrogate for a later one. 1342-1354
  
• Nicolas Verzelen:
  Data-driven neighborhood selection of a Gaussian field. 1355-1371
  
• Shu-Fei Wu, Ying-Po Lin, Yuh-Ru Yu:
  One-stage multiple comparisons with the control for exponential location parameters under heteroscedasticity. 1372-1380
  
• Nobuoki Eshima, Minoru Tabata:
  Entropy coefficient of determination for generalized linear models. 1381-1389
  
• Ricardo Fraiman, Ana Justel, Marcela Svarc:
  Pattern recognition via projection-based kNN rules. 1390-1403
  
• Steve Su:
  Erratum to: "Confidence intervals for quantiles using generalized lambda distributions" [Computational Statistics & Data Analysis 53 (2009) 3324-3333]. 1404
  

• David R. J. Pleydell, Stéphane Chrétien:
  Mixtures of GAMs for habitat suitability analysis with overdispersed presence/absence data. 1405-1418
  

Volume 54, Number 6, June 2010

• Yaming Yu:
  Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs. 1419-1425
  
• Bart Vermeulen, Peter Goos, Martina Vandebroek:
  Obtaining more information from conjoint experiments by best-worst choices. 1426-1433
  
• Andrew G. Glen:
  Accurate estimation with one order statistic. 1434-1441
  
• Kaspar Rufibach:
  An active set algorithm to estimate parameters in generalized linear models with ordered predictors. 1442-1456
  
• José Cortiñas Abrahantes, Tomasz Burzykowski:
  Simplified modeling strategies for surrogate validation with multivariate failure-time data. 1457-1466
  
• Linzhi Xu, Jiajia Zhang:
  An EM-like algorithm for the semiparametric accelerated failure time gamma frailty model. 1467-1474
  
• Mortaza Jamshidian, Wei Liu, Frank Bretz:
  Simultaneous confidence bands for all contrasts of three or more simple linear regression models over an interval. 1475-1483
  
• Kris De Brabanter, Jos De Brabanter, Johan A. K. Suykens, Bart De Moor:
  Optimized fixed-size kernel models for large data sets. 1484-1504
  
• D. K. J. Lin, C. Sharpe, P. Winker:
  Optimized U-type designs on flexible regions. 1505-1515
  

• Raffaella Piccarreta:
  Binary trees for dissimilarity data. 1516-1524
  
• Yan Yang, Douglas Simpson:
  Unified computational methods for regression analysis of zero-inflated and bound-inflated data. 1525-1534
  
• Koen W. De Bock, Kristof Coussement, Dirk Van den Poel:
  Ensemble classification based on generalized additive models. 1535-1546
  
• Debasis Kundu, Hatem Howlader:
  Bayesian inference and prediction of the inverse Weibull distribution for Type-II censored data. 1547-1558
  
• Swagata Nandi, Isha Dewan:
  An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring. 1559-1569
  
• Eric J. Beh:
  The aggregate association index. 1570-1580
  
• D. G. Chen, Y. L. Lio:
  Parameter estimations for generalized exponential distribution under progressive type-I interval censoring. 1581-1591
  
• Jörn Dannemann, Hajo Holzmann:
  Testing for two components in a switching regression model. 1592-1604
  
• Peng Li, Shengli Zhao, Runchu Zhang:
  A cluster analysis selection strategy for supersaturated designs. 1605-1612
  
• Jin-Jian Hsieh:
  Estimation of Kendall's tau from censored data. 1613-1621
  
• Patrícia de Siqueira Ramos, Daniel Furtado Ferreira:
  A Bayesian solution to the multivariate Behrens-Fisher problem. 1622-1633
  
• Qin Zhou, Yunzhao Luo, Zhaojun Wang:
  A control chart based on likelihood ratio test for detecting patterned mean and variance shifts. 1634-1645
  
• D. G. Chen:
  Incorporating historical control information into quantal bioassay with Bayesian approach. 1646-1656
  
• David C. Wheeler, DeMarc A. Hickson, Lance A. Waller:
  Assessing local model adequacy in Bayesian hierarchical models using the partitioned deviance information criterion. 1657-1671
  
• Paul H. Lee, Philip L. H. Yu:
  Distance-based tree models for ranking data. 1672-1682
  
• Douglas P. Wiens, Eden K. H. Wu:
  A comparative study of robust designs for M-estimated regression models. 1683-1695
  

• Achim Zeileis, Ajay Shah, Ila Patnaik:
  Testing, monitoring, and dating structural changes in exchange rate regimes. 1696-1706
  

Volume 54, Number 7, July 2010

• Michael P. Holmes, Alexander G. Gray, Charles Lee Isbell Jr.:
  Fast kernel conditional density estimation: A dual-tree Monte Carlo approach. 1707-1718
  
• Geneviève Lefebvre, Russell Steele, Alain C. Vandal:
  A path sampling identity for computing the Kullback-Leibler and J divergences. 1719-1731
  
• Mohammad Z. Raqab, A. Asgharzadeh, R. Valiollahi:
  Prediction for Pareto distribution based on progressively Type-II censored samples. 1732-1743
  
• Yong Wang:
  Fisher scoring: An interpolation family and its Monte Carlo implementations. 1744-1755
  
• Tzu-Tsung Wong:
  Parameter estimation for generalized Dirichlet distributions from the sample estimates of the first and the second moments of random variables. 1756-1765
  

• Carey E. Priebe, Youngser Park, David J. Marchette, John M. Conroy, John Grothendieck, Allen L. Gorin:
  Statistical inference on attributed random graphs: Fusion of graph features and content: An experiment on time series of Enron graphs. 1766-1776
  
• John Grothendieck, Carey E. Priebe, Allen L. Gorin:
  Statistical inference on attributed random graphs: Fusion of graph features and content. 1777-1790
  
• Inge Koch, Kanta Naito:
  Prediction of multivariate responses with a selected number of principal components. 1791-1807
  
• Linzhi Xu, Jiajia Zhang:
  Multiple imputation method for the semiparametric accelerated failure time mixture cure model. 1808-1816
  
• Xinyan Zhang, Jianguo Sun:
  Regression analysis of clustered interval-censored failure time data with informative cluster size. 1817-1823
  
• Anastasios Panagiotelis, Michael Smith:
  Bayesian skew selection for multivariate models. 1824-1839
  
• Arne C. Bathke, Solomon W. Harrar, Haiyan Wang, Ke Zhang, Hans-Peter Piepho:
  Series of randomized complete block experiments with non-normal data. 1840-1857
  
• Marieke E. Timmerman, Eva Ceulemans, Henk A. L. Kiers, Maurizio Vichi:
  Factorial and reduced K-means reconsidered. 1858-1871
  
• Kuo-Chin Lin:
  Goodness-of-fit tests for modeling longitudinal ordinal data. 1872-1880
  
• Sara Kherad-Pajouh, Olivier Renaud:
  An exact permutation method for testing any effect in balanced and unbalanced fixed effect ANOVA. 1881-1893
  

Volume 54, Number 8, August 2010

• Frank Konietschke, A. C. Bathke, L. A. Hothorn, Edgar Brunner:
  Testing and estimation of purely nonparametric effects in repeated measures designs. 1895-1905
  
• Math J. J. M. Candel, Gerard J. P. Van Breukelen:
  D-optimality of unequal versus equal cluster sizes for mixed effects linear regression analysis of randomized trials with clusters in one treatment arm. 1906-1920
  
• Binbing Yu:
  A Bayesian MCMC approach to survival analysis with doubly-censored data. 1921-1929
  
• Byungtae Seo, Bruce G. Lindsay:
  A computational strategy for doubly smoothed MLE exemplified in the normal mixture model. 1930-1941
  

• Cédric Heuchenne, Ingrid Van Keilegom:
  Goodness-of-fit tests for the error distribution in nonparametric regression. 1942-1951
  
• Ying Chen, Chi Kin Chan, Bartholomew P. K. Leung:
  An analysis of three-level orthogonal saturated designs. 1952-1961
  
• N. K. Unnikrishnan:
  Bayesian analysis for outliers in survey sampling. 1962-1974
  
• Xuerong Meggie Wen:
  On sufficient dimension reduction for proportional censorship model with covariates. 1975-1982
  
• Juan-Carlos Escanciano, Silvia Mayoral:
  Data-driven smooth tests for the martingale difference hypothesis. 1983-1998
  
• Megan Dailey Higgs, Jennifer A. Hoeting:
  A clipped latent variable model for spatially correlated ordered categorical data. 1999-2011
  
• Sandra Ramos, Antónia Amaral Turkman, Marília Antunes:
  Bayesian classification for bivariate normal gene expression. 2012-2020
  
• V. J. García, E. Gómez-Déniz, F. J. Vázquez-Polo:
  A new skew generalization of the normal distribution: Properties and applications. 2021-2034
  
• Pablo Martínez-Camblor:
  Nonparametric k-sample test based on kernel density estimator for paired design. 2035-2045
  

• Yuk-Ka Chung, Wing K. Fung, Yue-Qing Hu:
  Familial database search on two-person mixture. 2046-2051
  

Volume 54, Number 9, September 2010

• Wolfgang Kössler:
  Max-type rank tests, U-tests, and adaptive tests for the two-sample location problem - An asymptotic power study. 2053-2065
  
• Donghoon Han, N. Balakrishnan:
  Inference for a simple step-stress model with competing risks for failure from the exponential distribution under time constraint. 2066-2081
  
• Silvia Ojeda, Ronny Vallejos, Oscar H. Bustos:
  A new image segmentation algorithm with applications to image inpainting. 2082-2093
  

• Ruud Wetzels, Raoul P. P. P. Grasman, Eric-Jan Wagenmakers:
  An encompassing prior generalization of the Savage-Dickey density ratio. 2094-2102
  
• Xin Lai, Kelvin K. W. Yau:
  Extending the long-term survivor mixture model with random effects for clustered survival data. 2103-2112
  
• Jinxin Gao, David B. Hitchcock:
  James-Stein shrinkage to improve k-means cluster analysis. 2113-2127
  
• Freedom N. Gumedze, Sue J. Welham, Beverley J. Gogel, Robin Thompson:
  A variance shift model for detection of outliers in the linear mixed model. 2128-2144
  
• Xue-Dong Chen, Nian-Sheng Tang:
  Bayesian analysis of semiparametric reproductive dispersion mixed-effects models. 2145-2158
  
• Nicola Salvati, Hukum Chandra, M. Giovanna Ranalli, Ray Chambers:
  Small area estimation using a nonparametric model-based direct estimator. 2159-2171
  
• Mingan Yang, David B. Dunson, Donna Baird:
  Semiparametric Bayes hierarchical models with mean and variance constraints. 2172-2186
  
• Josep Ginebra, Xavier Puig:
  On the measure and the estimation of evenness and diversity. 2187-2201
  

Volume 54, Number 10, October 2010

• Yuan-Chin Ivan Chang, Yufen Huang, Yu-Pai Huang:
  Early stopping in L₂Boosting. 2203-2213
  

• Mohamed Chaouch, Camelia Goga:
  Design-based estimation for geometric quantiles with application to outlier detection. 2214-2229
  
• Xiaoming Wang, Taesung Park, K. C. Carriere:
  Variable selection via combined penalization for high-dimensional data analysis. 2230-2243
  
• Jiujun Zhang, Zhonghua Li, Zhaojun Wang:
  A multivariate control chart for simultaneously monitoring process mean and variability. 2244-2252
  
• D. S. Young, D. R. Hunter:
  Mixtures of regressions with predictor-dependent mixing proportions. 2253-2266
  
• Ian R. White, Rhian Daniel, Patrick Royston:
  Avoiding bias due to perfect prediction in multiple imputation of incomplete categorical variables. 2267-2275
  
• Seongjoo Song, Dan L. Nicolae, Jongwoo Song:
  Estimating the mixing proportion in a semiparametric mixture model. 2276-2283
  
• Fabrizio Consentino, Gerda Claeskens:
  Order selection tests with multiply imputed data. 2284-2295
  
• David Afshartous, Richard A. Preston:
  Confidence intervals for dependent data: Equating non-overlap with statistical significance. 2296-2305
  
• Dexter O. Cahoy:
  A bootstrap test for equality of variances. 2306-2316
  

• Peter Zörnig:
  Statistical simulation and the distribution of distances between identical elements in a random sequence. 2317-2327
  
• Longcheen Huwang, Chun-Jung Huang, Yi-Hua Tina Wang:
  New EWMA control charts for monitoring process dispersion. 2328-2342
  
• Hans-Friedrich Köhn:
  Representation of individual differences in rectangular proximity data through anti-Q matrix decomposition. 2343-2357
  

• Daniel Gervini:
  Retracted: The functional singular value decomposition for bivariate stochastic processes. 2358
  

Volume 54, Number 11, November 2010

• David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk:
  The Fifth Special Issue on Computational Econometrics. 2359
  
• Tansel Alp, Matei Demetrescu:
  Joint forecasts of Dow Jones stocks under general multivariate loss function. 2360-2371
  
• Francesco Audrino, Fulvio Corsi:
  Modeling tick-by-tick realized correlations. 2372-2382
  
• M. Concepcion Ausin, Hedibert F. Lopes:
  Time-varying joint distribution through copulas. 2383-2399
  
• Luc Bauwens, Walid Ben Omrane, Erick Rengifo:
  Intradaily dynamic portfolio selection. 2400-2418
  
• Walid Ben Omrane, Andréas Heinen:
  Public news announcements and quoting activity in the Euro/Dollar foreign exchange market. 2419-2431
  
• Jan Beran, Martin Schützner, Sucharita Ghosh:
  From short to long memory: Aggregation and estimation. 2432-2442
  
• Monica Billio, Massimiliano Caporin:
  Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion. 2443-2458
  
• Kris Boudt, Christophe Croux:
  Robust M-estimation of multivariate GARCH models. 2459-2469
  
• Fabrizio Cipollini, Giampiero M. Gallo:
  Automated variable selection in vector multiplicative error models. 2470-2486
  
• J. Dai, Stefan Sperlich:
  Simple and effective boundary correction for kernel densities and regression with an application to the world income and Engel curve estimation. 2487-2497
  
• James Davidson, Andrea Monticini:
  Tests for cointegration with structural breaks based on subsamples. 2498-2511
  
• Pierre Duchesne, Linyuan Li, Jill Vandermeerschen:
  On testing for serial correlation of unknown form using wavelet thresholding. 2512-2531
  
• Jean-Marie Dufour, Abderrahim Taamouti:
  Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form. 2532-2553
  
• Jean-Marie Dufour, Lynda Khalaf, Maral Kichian:
  Estimation uncertainty in structural inflation models with real wage rigidities. 2554-2561
  
• Dean Fantazzini:
  Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects. 2562-2579
  
• Aurea Grané, Helena Veiga:
  Wavelet-based detection of outliers in financial time series. 2580-2593
  
• J. E. Griffin, M. F. J. Steel:
  Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. 2594-2608
  
• Christian M. Hafner, Olga Reznikova:
  Efficient estimation of a semiparametric dynamic copula model. 2609-2627
  
• Zhongfang He, John M. Maheu:
  Real time detection of structural breaks in GARCH models. 2628-2640
  
• Irma Hindrayanto, Siem Jan Koopman, Marius Ooms:
  Exact maximum likelihood estimation for non-stationary periodic time series models. 2641-2654
  
• George Kapetanios, Massimiliano Marcellino:
  Factor-GMM estimation with large sets of possibly weak instruments. 2655-2675
  
• Thomas Lux, Leonardo Morales-Arias:
  Forecasting volatility under fractality, regime-switching, long memory and student-t innovations. 2676-2692
  
• M. Lyra, J. Paha, Sandra Paterlini, Peter Winker:
  Optimization heuristics for determining internal rating grading scales. 2693-2706
  
• J. C. Naylor, A. R. Tremayne, J. M. Marriott:
  Exploratory data analysis and model criticism with posterior plots. 2707-2720
  
• Yoshihiro Ohtsuka, Takashi Oga, Kazuhiko Kakamu:
  Forecasting electricity demand in Japan: A Bayesian spatial autoregressive ARMA approach. 2721-2735
  
• Yasuhiro Omori, Koji Miyawaki:
  Tobit model with covariate dependent thresholds. 2736-2752
  
• S. Pastorello, E. Rossi:
  Efficient importance sampling maximum likelihood estimation of stochastic differential equations. 2753-2762
  
• Krishna Pendakur, Michael Scholz, Stefan Sperlich:
  Semiparametric indirect utility and consumer demand. 2763-2775
  
• Paolo Postiglione, Roberto Benedetti, Giovanni Lafratta:
  A regression tree algorithm for the identification of convergence clubs. 2776-2785
  
• E. Rossi, F. Spazzini:
  Model and distribution uncertainty in multivariate GARCH estimation: A Monte Carlo analysis. 2786-2800
  
• Dong Wan Shin, Sangun Park:
  Robust panel unit root tests for cross-sectionally dependent multiple time series. 2801-2813
  
• Ingvar Strid:
  Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach. 2814-2835
  
• E. E. Vassiliou, Ioannis C. Demetriou:
  A linearly distributed lag estimator with r-convex coefficients. 2836-2849
  
• José Antonio Vilar, A. M. Alonso, Juan Manuel Vilar:
  Non-linear time series clustering based on non-parametric forecast densities. 2850-2865
  
• Hao Wang:
  Sparse seemingly unrelated regression modelling: Applications in finance and econometrics. 2866-2877
  

Volume 54, Number 12, December 2010

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

• Jesse Barlow, Lars Eldén, Paolo Foschi:
  3rd Special issue on matrix computations and statistics. 3379-3380
  
• Heidi Arnouts, Peter Goos:
  Update formulas for split-plot and block designs. 3381-3391
  
• Marc Hofmann, Erricos John Kontoghiorghes:
  Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models. 3392-3403
  
• Tsuyoshi Ichimura, Daisuke Fukuda:
  A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions. 3404-3410
  
• Ivan Markovsky, Mahesan Niranjan:
  Approximate low-rank factorization with structured factors. 3411-3420
  
• Galen I. Papkov, David W. Scott:
  Local-moment nonparametric density estimation of pre-binned data. 3421-3429
  
• Rosemary A. Renaut, Iveta Hnetynková, Jodi Mead:
  Regularization parameter estimation for large-scale Tikhonov regularization using a priori information. 3430-3445
  
• Nickolay T. Trendafilov:
  Stepwise estimation of common principal components. 3446-3457
  
• Rong-Xian Yue, Xin Liu:
  I_L^r-optimal designs for a hierarchically ordered system of regression models. 3458-3465
  

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