Computational Statistics & Data Analysis, Volume 56

Volume 56, Number 1, January 2012

• Mikko Packalen, Tony S. Wirjanto:
  Inference about clustering and parametric assumptions in covariance matrix estimation. 1-14
  
• Georgi N. Boshnakov, Sophie Lambert-Lacroix:
  A periodic Levinson-Durbin algorithm for entropy maximization. 15-24
  
• Tong Tong Wu, Xin He:
  Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data. 25-33
  
• N. M. Neykov, Peter Filzmoser, P. N. Neytchev:
  Robust joint modeling of mean and dispersion through trimming. 34-48
  
• Kevin Thon, Håvard Rue, Stein Olav Skrøvseth, Fred Godtliebsen:
  Bayesian multiscale analysis of images modeled as Gaussian Markov random fields. 49-61
  
• Alejandro Rodríguez, Esther Ruiz:
  Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters. 62-74
  

• Celia Mendes Carvalho Lopes, Heleno Bolfarine:
  Random effects in promotion time cure rate models. 75-87
  
• Wei Lan, Hansheng Wang, Chih-Ling Tsai:
  A Bayesian information criterion for portfolio selection. 88-99
  
• An Creemers, Marc Aerts, Niel Hens, Geert Molenberghs:
  A nonparametric approach to weighted estimating equations for regression analysis with missing covariates. 100-113
  
• Mulugeta Gebregziabher, Matthew S. Shotwell, Jane M. Charles, Joyce S. Nicholas:
  Comparison of methods for identifying phenotype subgroups using categorical features data with application to autism spectrum disorder. 114-125
  
• Celso Rômulo Barbosa Cabral, Victor H. Lachos, Marcos O. Prates:
  Multivariate mixture modeling using skew-normal independent distributions. 126-142
  
• Jongwoo Song, Seongjoo Song:
  A quantile estimation for massive data with generalized Pareto distribution. 143-150
  
• Georgios Tsiotas:
  On generalised asymmetric stochastic volatility models. 151-172
  
• Costas Milas, Ruthira Naraidoo:
  Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment. 173-189
  
• Halil Aydogdu, Mahmut Kara:
  Nonparametric estimation in α-series processes. 190-201
  
• Lei Shi, Gemai Chen:
  Deletion, replacement and mean-shift for diagnostics in linear mixed models. 202-208
  
• Jane Paik, Zhiliang Ying:
  A composite likelihood approach for spatially correlated survival data. 209-216
  

• Manabu Asai, Michael McAleer, Marcelo C. Medeiros:
  Modelling and forecasting noisy realized volatility. 217-230
  

Volume 56, Number 2, February 2012

• Xinming An, Peter M. Bentler:
  Efficient direct sampling MCEM algorithm for latent variable models with binary responses. 231-244
  
• Prabhakar Chalise, Brooke L. Fridley:
  Comparison of penalty functions for sparse canonical correlation analysis. 245-254
  
• Guo-Liang Tian, Man-Lai Tang, Chunling Liu:
  Accelerating the quadratic lower-bound algorithm via optimizing the shrinkage parameter. 255-265
  
• Tucker McElroy, Agnieszka Jach:
  Tail index estimation in the presence of long-memory dynamics. 266-282
  
• You Wan, Tao Pei, Chenghu Zhou, Yong Jiang, Chenxu Qu, Youlin Qiao:
  ACOMCD: A multiple cluster detection algorithm based on the spatial scan statistic and ant colony optimization. 283-296
  
• Génia Babykina, Vincent Couallier:
  Empirical assessment of the Maximum Likelihood Estimator quality in a parametric counting process model for recurrent events. 297-315
  
• Fengrong Wei, Hongxiao Zhu:
  Group coordinate descent algorithms for nonconvex penalized regression. 316-326
  
• E. S. García-Treviño, J. A. Barria:
  Online wavelet-based density estimation for non-stationary streaming data. 327-344
  

• Y. Boubacar Mainassara, M. Carbon, Christian Francq:
  Computing and estimating information matrices of weak ARMA models. 345-361
  
• L. Zhao, M. Banerjee:
  Bayesian piecewise mixture model for racial disparity in prostate cancer progression. 362-369
  
• Xiaobing Zhao, Xian Zhou:
  Modeling gap times between recurrent events by marginal rate function. 370-383
  
• Leming Qu, Wotao Yin:
  Copula density estimation by total variation penalized likelihood with linear equality constraints. 384-398
  
• A. F. Desmond, Carlos L. Cíntora González, R. S. Singh, Xuewen Lu:
  A mixed effects log-linear model based on the Birnbaum-Saunders distribution. 399-407
  
• Jakub Stoklosa, Richard M. Huggins:
  A robust P-spline approach to closed population capture-recapture models with time dependence and heterogeneity. 408-417
  
• Jesse Frey, Timothy G. Feeman:
  An improved mean estimator for judgment post-stratification. 418-426
  
• Bing Han, Siddhartha R. Dalal:
  A Bernstein-type estimator for decreasing density with application to p-value adjustments. 427-437
  
• Chun-Zheng Cao, Jin-Guan Lin, Xiao-Xin Zhu:
  On estimation of a heteroscedastic measurement error model under heavy-tailed distributions. 438-448
  

• Simos G. Meintanis, Efthimios Tsionas:
  Erratum to: "Testing for the generalized normal-Laplace distribution with applications" [Computational Statistics and Data Analysis 54 (2010) 3174-3180]. 449
  

Volume 56, Number 3, March 2012

• Chien-Tai Lin, Cheng-Chieh Chou, Yen-Lung Huang:
  Inference for the Weibull distribution with progressive hybrid censoring. 451-467
  
• Yixin Fang, Junhui Wang:
  Selection of the number of clusters via the bootstrap method. 468-477
  
• Candace Berrett, Catherine A. Calder:
  Data augmentation strategies for the Bayesian spatial probit regression model. 478-490
  
• Dimitris Rizopoulos:
  Fast fitting of joint models for longitudinal and event time data using a pseudo-adaptive Gaussian quadrature rule. 491-501
  
• N. Balakrishnan, Man Ho Ling:
  EM algorithm for one-shot device testing under the exponential distribution. 502-509
  

• Donghyeon Yu, Johan Lim, Feng Liang, Kyunga Kim, Byung Soo Kim, Woncheol Jang:
  Permutation test for incomplete paired data with application to cDNA microarray data. 510-521
  
• Kung-Jong Lui, Kuang-Chao Chang:
  Estimation of the proportion ratio under a simple crossover trial. 522-530
  
• Stefan Van Aelst, E. Vandervieren, Gert Willems:
  A Stahel-Donoho estimator based on huberized outlyingness. 531-542
  
• Thomas Hotz, Philipp Marnitz, Rahel Stichtenoth, Laurie Davies, Zakhar Kabluchko, Axel Munk:
  Locally adaptive image denoising by a statistical multiresolution criterion. 543-558
  
• Muhtarjan Osman, Sujit K. Ghosh:
  Nonparametric regression models for right-censored data using Bernstein polynomials. 559-573
  
• Bo Zhang, Xiaotong Shen, Sunni L. Mumford:
  Generalized degrees of freedom and adaptive model selection in linear mixed-effects models. 574-586
  
• Guochang Wang, Nan Lin, Baoxue Zhang:
  Functional linear regression after spline transformation. 587-601
  
• Junpeng Guo, Wenhua Li, Chenhua Li, Sa Gao:
  Standardization of interval symbolic data based on the empirical descriptive statistics. 602-610
  
• Jan Luts, Geert Molenberghs, Geert Verbeke, Sabine Van Huffel, Johan A. K. Suykens:
  A mixed effects least squares support vector machine model for classification of longitudinal data. 611-628
  
• Dalei Yu, Kelvin K. W. Yau:
  Conditional Akaike information criterion for generalized linear mixed models. 629-644
  
• Chyong-Mei Chen, Tai-Fang C. Lu:
  Marginal analysis of multivariate failure time data with a surviving fraction based on semiparametric transformation cure models. 645-655
  
• Yihao Deng, Roy T. Sabo, N. Rao Chaganty:
  Multivariate probit analysis of binary familial data using stochastic representations. 656-663
  
• Jianqiang C. Wang:
  Sample distribution function based goodness-of-fit test for complex surveys. 664-679
  
• Luz Marina Rondon, Luis Hernando Vanegas, Cristiano Ferraz:
  Finite population estimation under generalized linear model assistance. 680-697
  
• Edwin M. M. Ortega, Gauss M. Cordeiro, Artur J. Lemonte:
  A log-linear regression model for the β-Birnbaum-Saunders distribution with censored data. 698-718
  
• Arturo J. Fernández, Carlos J. Pérez-González:
  Optimal acceptance sampling plans for log-location-scale lifetime models using average risks. 719-731
  
• Shuowen Hu, D. S. Poskitt, Xibin Zhang:
  Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions. 732-740
  

• Juan-Carlos Gomez, Marie-Francine Moens:
  PCA document reconstruction for email classification. 741-751
  

Volume 56, Number 4, April 2012

• Wing-Kam Fung, Xuming He, Mia Hubert, Stephen Portnoy, Huixia Judy Wang:
  Editorial for the special issue on quantile regression and semiparametric methods. 753-754
  
• Fabian Sobotka, Thomas Kneib:
  Geoadditive expectile regression. 755-767
  
• Samantha Leorato, Franco Peracchi, Andrei V. Tanase:
  Asymptotically efficient estimation of the conditional expected shortfall. 768-784
  
• Lei Pang, Wenbin Lu, Huixia Judy Wang:
  Variance estimation in censored quantile regression via induced smoothing. 785-796
  
• Guixian Lin, Xuming He, Stephen Portnoy:
  Quantile regression with doubly censored data. 797-812
  
• Sungwan Bang, Myoungshic Jhun:
  Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization. 813-826
  
• Yonggang Ji, Nan Lin, Baoxue Zhang:
  Model selection in binary and tobit quantile regression using the Gibbs sampler. 827-839
  
• Davy Paindaveine, Miroslav Siman:
  Computing multiple-output regression quantile regions. 840-853
  
• Andreas Christmann, Robert Hable:
  Consistency of support vector machines using additive kernels for additive models. 854-873
  
• S. M. Enayetur Raheem, S. Ejaz Ahmed, Kjell A. Doksum:
  Absolute penalty and shrinkage estimation in partially linear models. 874-891
  

• Ana Colubi, Didier Dubois:
  Special issue on fuzzy sets in statistics. 892-893
  

• V. Antoine, Benjamin Quost, Marie-Hélène Masson, Thierry Denoeux:
  CECM: Constrained evidential C-means algorithm. 894-914
  
• Renato Coppi, Pierpaolo D'Urso, Paolo Giordani:
  Fuzzy and possibilistic clustering for fuzzy data. 915-927
  

• Jan Verwaeren, Willem Waegeman, Bernard De Baets:
  Learning partial ordinal class memberships with kernel-based proportional odds models. 928-942
  

• Gil González-Rodríguez, Ana Colubi, María Angeles Gil:
  Fuzzy data treated as functional data: A one-way ANOVA test approach. 943-955
  
• Ana Belén Ramos-Guajardo, María Asunción Lubiano:
  K-sample tests for equality of variances of random fuzzy sets. 956-966
  

• Giulianella Coletti, Osvaldo Gervasi, Sergio Tasso, Barbara Vantaggi:
  Generalized Bayesian inference in a fuzzy context: From theory to a virtual reality application. 967-980
  
• Andrea Capotorti, Eva Barbanera:
  Credit scoring analysis using a fuzzy probabilistic rough set model. 981-994
  

Volume 56, Number 5, May 2012

• Martina Mittlböck, Lutz Edler, Michael LeBlanc, Joyce C. Niland, Koos Zwinderman:
  Second Issue for Computational Statistics for Clinical Research. 995-997
  

• Lutz Edler:
  Obituary for Professor Dr. Dr. h.c. Norbert Victor (1940-2011). 998-1015
  

• Weijie Chen, Waleed A. Yousef, Brandon D. Gallas, Elizabeth R. Hsu, Samir Lababidi, Rong Tang, Gene A. Pennello, W. Fraser Symmans, Lajos Pusztai:
  Uncertainty estimation with a finite dataset in the assessment of classification models. 1016-1027
  
• Marta Fiocco, Theo Stijnen, Hein Putter:
  Meta-analysis of time-to-event outcomes using a hazard-based approach: Comparison with other models, robustness and meta-regression. 1028-1037
  
• Florian Frommlet, Felix Ruhaltinger, Piotr Twaróg, Malgorzata Bogdan:
  Modified versions of Bayesian Information Criterion for genome-wide association studies. 1038-1051
  
• Jingjing Gao, Yi Pan, Michael Haber:
  Assessment of observer agreement for matched repeated binary measurements. 1052-1060
  
• Christoph Gerlinger, Harald Siedentop, Oke Gerke, Ilka Schellschmidt, Jan Endrikat:
  Optimal dose de-escalation trial designs for novel contraceptives in women. 1061-1068
  
• Shan Jiang, Dongsheng Tu:
  Inference on the probability P(T₁ < T₂) as a measurement of treatment effect under a density ratio model and random censoring. 1069-1078
  
• Bernhard Klingenberg:
  Simultaneous score confidence bounds for risk differences in multiple comparisons to a control. 1079-1089
  
• Frank Konietschke, Solomon W. Harrar, Katharina Lange, Edgar Brunner:
  Ranking procedures for matched pairs with missing data - Asymptotic theory and a small sample approximation. 1090-1102
  
• Chin-Ying Lai, Lili Tian, Enrique F. Schisterman:
  Exact confidence interval estimation for the Youden index and its corresponding optimal cut-point. 1103-1114
  
• Ian C. Marschner, Alexandra C. Gillett, Rachel L. O'Connell:
  Stratified additive Poisson models: Computational methods and applications in clinical epidemiology. 1115-1130
  
• Junyong Park, DoHwan Park:
  Testing the equality of a large number of normal population means. 1131-1149
  
• Nick R. Parsons, Tim Friede, Susan Todd, Elsa Valdes Marquez, Jeremy Chataway, Richard Nicholas, Nigel Stallard:
  An R package for implementing simulations for seamless phase II/III clinical trials using early outcomes for treatment selection. 1150-1160
  
• José Antonio Roldán Nofuentes, Juan de Dios Luna del Castillo, Miguel Ángel Montero Alonso:
  Global hypothesis test to simultaneously compare the predictive values of two binary diagnostic tests. 1161-1173
  
• Michael Rotondi, Allan Donner:
  Sample size estimation in cluster randomized trials: An evidence-based perspective. 1174-1187
  
• B. Spangl, R. Dutter:
  Analyzing short-term measurements of heart rate variability in the frequency domain using robustly estimated spectral density functions. 1188-1199
  
• Man-Lai Tang, Shi-Fang Qiu, Wai-Yin Poon:
  Confidence interval construction for disease prevalence based on partial validation series. 1200-1220
  
• Susan Todd, M. Fazil Baksh, John Whitehead:
  Sequential methods for pharmacogenetic studies. 1221-1231
  
• Maren Vens, Andreas Ziegler:
  Generalized estimating equations and regression diagnostics for longitudinal controlled clinical trials: A case study. 1232-1242
  
• William Volterman, Narayanaswamy Balakrishnan, Erhard Cramer:
  Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples. 1243-1255
  
• Helga Wagner, Christine Duller:
  Bayesian model selection for logistic regression models with random intercept. 1256-1274
  
• Wiebke Werft, Axel Benner, Annette Kopp-Schneider:
  On the identification of predictive biomarkers: Detecting treatment-by-gene interaction in high-dimensional data. 1275-1286
  
• Hui Xie:
  Analyzing longitudinal clinical trial data with nonignorable missingness and unknown missingness reasons. 1287-1300
  
• Zhao Yang, Xuezheng Sun, James W. Hardin:
  Testing non-inferiority for clustered matched-pair binary data in diagnostic medicine. 1301-1320
  

Volume 56, Number 6, June 2012

• Richard A. Levine, Juanjuan Fan, Pamela Ohman-Strickland, Shaban Demirel:
  Frailty modeling via the empirical Bayes-Hastings sampler. 1303-1318
  
• Eric Ruggieri, Charles E. Lawrence:
  On efficient calculations for Bayesian variable selection. 1319-1332
  
• Katja Ignatieva, Eckhard Platen:
  Estimating the diffusion coefficient function for a diversified world stock index. 1333-1349
  
• Hafiz M. R. Khan:
  Predictive inference for a future response using symmetrically trimmed sample from the half-normal model. 1350-1361
  
• Jo Eidsvik, Andrew O. Finley, Sudipto Banerjee, Håvard Rue:
  Approximate Bayesian inference for large spatial datasets using predictive process models. 1362-1380
  
• Volodymyr Melnykov, Igor Melnykov:
  Initializing the EM algorithm in Gaussian mixture models with an unknown number of components. 1381-1395
  
• Bindu Punathumparambath, Sangita Kulathinal, Sebastian George:
  Asymmetric type II compound Laplace distribution and its application to microarray gene expression. 1396-1404
  
• André Schützenmeister, Hans-Peter Piepho:
  Residual analysis of linear mixed models using a simulation approach. 1405-1416
  
• Paula Moraga, Andrew B. Lawson:
  Gaussian component mixtures and CAR models in Bayesian disease mapping. 1417-1433
  
• Hervé Cardot, Peggy Cénac, Jean-Marie Monnez:
  A fast and recursive algorithm for clustering large datasets with k-medians. 1434-1449
  
• F. Rigat, A. Mira:
  Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm. 1450-1467
  
• Robert J. Erhardt, Richard L. Smith:
  Approximate Bayesian computing for spatial extremes. 1468-1481
  
• Davide Pigoli, Laura M. Sangalli:
  Wavelets in functional data analysis: Estimation of multidimensional curves and their derivatives. 1482-1498
  

• Lizandra C. Fabio, Gilberto A. Paula, Mário de Castro:
  A Poisson mixed model with nonnormal random effect distribution. 1499-1510
  
• Carlos Almeida, Claudia Czado:
  Efficient Bayesian inference for stochastic time-varying copula models. 1511-1527
  
• Hannes Kazianka:
  Objective Bayesian analysis for the normal compositional model. 1528-1544
  
• Keunbaik Lee, JungBok Lee, Joseph Hagan, Jae Keun Yoo:
  Modeling the random effects covariance matrix for generalized linear mixed models. 1545-1551
  
• Alexander Hapfelmeier, Torsten Hothorn, Kurt Ulm:
  Recursive partitioning on incomplete data using surrogate decisions and multiple imputation. 1552-1565
  
• Michael Kohler, Adam Krzyzak:
  Nonparametric estimation of non-stationary velocity fields from 3D particle tracking velocimetry data. 1566-1580
  
• Eunju Hwang, Dong Wan Shin:
  Stationary bootstrap for kernel density estimators under Ψ-weak dependence. 1581-1593
  
• Graciela Boente, Marcelo Ruiz, Ruben H. Zamar:
  Bandwidth choice for robust nonparametric scale function estimation. 1594-1608
  
• Raydonal Ospina, Silvia L. P. Ferrari:
  A general class of zero-or-one inflated beta regression models. 1609-1623
  
• Rhian M. Daniel, Michael G. Kenward:
  A method for increasing the robustness of multiple imputation. 1624-1643
  
• Ricardo Leiva, Anuradha Roy:
  Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure. 1644-1661
  
• Luis Hernando Vanegas, Luz Marina Rondon, Francisco José de A. Cysneiros:
  Diagnostic procedures in Birnbaum-Saunders nonlinear regression models. 1662-1680
  
• Kichun Sky Lee, Brani Vidakovic:
  Semi-supervised wavelet shrinkage. 1681-1691
  
• Hubert J. Chen, Shu-Fei Wu:
  A confidence region for the largest and the smallest means under heteroscedasticity. 1692-1702
  
• Patrick Borges, Josemar Rodrigues, Narayanaswamy Balakrishnan:
  Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data. 1703-1713
  
• George Karabatsos, Stephen G. Walker:
  Bayesian nonparametric mixed random utility models. 1714-1722
  
• Giuseppina Albano, Virginia Giorno, Patricia Román-Román, Francisco Torres-Ruiz:
  Inference on a stochastic two-compartment model in tumor growth. 1723-1736
  
• Patrick S. Carmack, Jeffrey S. Spence, William R. Schucany, Richard F. Gunst, Qihua Lin, Robert W. Haley:
  A new class of semiparametric semivariogram and nugget estimators. 1737-1747
  
• N. Asomaning, K. J. Archer:
  High-throughput DNA methylation datasets for evaluating false discovery rate methodologies. 1748-1756
  
• N. M. Neykov, P. Cízek, Peter Filzmoser, P. N. Neytchev:
  The least trimmed quantile regression. 1757-1770
  
• Marcelo Azevedo Costa, Renato M. Assunção, Martin Kulldorff:
  Constrained spanning tree algorithms for irregularly-shaped spatial clustering. 1771-1783
  
• Chris J. Lloyd:
  Computing highly accurate or exact P-values using importance sampling. 1784-1794
  
• James G. Scott:
  Benchmarking historical corporate performance. 1795-1807
  
• Ramiro Ruiz-Cárdenas, Elias T. Krainski, Håvard Rue:
  Direct fitting of dynamic models using integrated nested Laplace approximations - INLA. 1808-1828
  
• Zhao Yang, Xuezheng Sun, James W. Hardin:
  Testing ratio of marginal probabilities in clustered matched-pair binary data. 1829-1836
  
• Zhen Pang, Liugen Xue:
  Estimation for the single-index models with random effects. 1837-1853
  
• John V. Tsimikas, Leonidas E. Bantis, Stelios D. Georgiou:
  Inference in generalized linear regression models with a censored covariate. 1854-1868
  
• Julie Josse, François Husson:
  Selecting the number of components in principal component analysis using cross-validation approximations. 1869-1879
  
• Carol Alexander, Gauss M. Cordeiro, Edwin M. M. Ortega, José María Sarabia:
  Generalized beta-generated distributions. 1880-1897
  
• J. M. Marín, M. T. Rodríguez-Bernal:
  Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis. 1898-1907
  
• Ana Diniz, João Barreiros, Nuno Crato:
  A new model for explaining long-range correlations in human time interval production. 1908-1919
  
• Meïli C. Baragatti, Denys Pommeret:
  A study of variable selection using g-prior distribution with ridge parameter. 1920-1934
  
• Joseph Sexton, Rune Blomhoff, Anette Karlsen, Petter Laake:
  Adaptive combination of dependent tests. 1935-1943
  
• Samuel Iddi, Geert Molenberghs:
  A combined overdispersed and marginalized multilevel model. 1944-1951
  
• Olcay Arslan:
  Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression. 1952-1965
  
• R. Van Oirbeek, Emmanuel Lesaffre:
  Assessing the predictive ability of a multilevel binary regression model. 1966-1980
  
• Zhenghui Feng, Lixing Zhu:
  An alternating determination-optimization approach for an additive multi-index model. 1981-1993
  
• Liming Xiang, Kelvin K. W. Yau, Andy H. Lee:
  The robust estimation method for a finite mixture of Poisson mixed-effect models. 1994-2005
  
• Pang Du, Guang Cheng, Hua Liang:
  Semiparametric regression models with additive nonparametric components and high dimensional parametric components. 2006-2017
  
• Shuo-Jye Wu, Syuan-Rong Huang:
  Progressively first-failure censored reliability sampling plans with cost constraint. 2018-2030
  
• Jemila S. Hamid, Celia M. T. Greenwood, Joseph Beyene:
  Weighted kernel Fisher discriminant analysis for integrating heterogeneous data. 2031-2040
  
• Yang Li, Jianguo Sun, Shuguang Song:
  Statistical analysis of bivariate failure time data with Marshall-Olkin Weibull models. 2041-2050
  
• Xuewen Lu, Peter X.-K. Song:
  On efficient estimation in additive hazards regression with current status data. 2051-2058
  
• Marjolein Crabbe, Martina Vandebroek:
  Improving the efficiency of individualized designs for the mixed logit choice model by including covariates. 2059-2072
  
• Maud Delattre, Marc Lavielle:
  Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm. 2073-2085
  
• Katarzyna Józwiak, Mirjam Moerbeek:
  Cost-effective designs for trials with discrete-time survival endpoints. 2086-2096
  
• Jean-François Quessy, François Éthier:
  Cramér-von Mises and characteristic function tests for the two and k-sample problems with dependent data. 2097-2111
  
• Chenjian Ran, Zi-Li Deng:
  Self-tuning weighted measurement fusion Kalman filtering algorithm. 2112-2128
  
• Xinmin Li, Lili Tian, Juan Wang, Josephia R. Muindi:
  Comparison of quantiles for several normal populations. 2129-2138
  

• Miguel Artiach, Josu Arteche:
  Doubly fractional models for dynamic heteroscedastic cycles. 2139-2158
  
• Meng Sang Ong, Ye Chow Kuang, Melanie Po-Leen Ooi:
  Statistical measures of two dimensional point set uniformity. 2159-2181
  
• Louis Le Tarnec, Damien Garcia:
  Corrigendum to "Robust smoothing of gridded data in one and higher dimensions with missing values" [Comput. Statist. Data Anal. 54 (2010) 1167-1178]. 2182
  

Volume 56, Number 7, July 2012

• Changwon Yoo:
  The Bayesian method for causal discovery of latent-variable models from a mixture of experimental and observational data. 2183-2205
  

• Nina Golyandina, Andrey Pepelyshev, Ansgar Steland:
  New approaches to nonparametric density estimation and selection of smoothing parameters. 2206-2218
  
• I. Barranco-Chamorro, María-Dolores Jiménez-Gamero, J. L. Moreno-Rebollo, J. M. Muñoz-Pichardo:
  Case-deletion type diagnostics for calibration estimators in survey sampling. 2219-2236
  
• Takeshi Emura, Yoshihiko Konno:
  A goodness-of-fit test for parametric models based on dependently truncated data. 2237-2250
  
• F. J. Rubio, M. F. J. Steel:
  On the Marshall-Olkin transformation as a skewing mechanism. 2251-2257
  
• Tsung-Chi Cheng:
  On simultaneously identifying outliers and heteroscedasticity without specific form. 2258-2272
  
• Santosh Ghimire, Haiyan Wang:
  Classification of image pixels based on minimum distance and hypothesis testing. 2273-2287
  
• P. L. Gradowska, R. M. Cooke:
  Least squares type estimation for Cox regression model and specification error. 2288-2302
  
• Zhanshou Chen, Zi Jin, Zheng Tian, Peiyan Qi:
  Bootstrap testing multiple changes in persistence for a heavy-tailed sequence. 2303-2316
  
• Jean-Eudes Dazard, J. Sunil Rao:
  Joint adaptive mean-variance regularization and variance stabilization of high dimensional data. 2317-2333
  
• Andrés M. Alonso, David Casado, Juan Romo:
  Supervised classification for functional data: A weighted distance approach. 2334-2346
  
• Xiuqin Bai, Weixin Yao, John E. Boyer:
  Robust fitting of mixture regression models. 2347-2359
  
• Leen Slaets, Gerda Claeskens, Mia Hubert:
  Phase and amplitude-based clustering for functional data. 2360-2374
  

Volume 56, Number 8, August 2012

• Stevenn Volant, Marie-Laure Martin-Magniette, Stéphane Robin:
  Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency. 2375-2387
  
• Valeria Rulloni, Oscar H. Bustos, Ana Georgina Flesia:
  Large gap imputation in remote sensed imagery of the environment. 2388-2403
  
• Nicole H. Augustin, Erik-André Sauleau, Simon N. Wood:
  On quantile quantile plots for generalized linear models. 2404-2409
  

• H. Y. Kevin Lu, G. Alastair Young:
  Parametric bootstrap under model mis-specification. 2410-2420
  
• Michael Levine, Jinguang (Tony) Li:
  A simple additivity test for conditionally heteroscedastic nonlinear autoregression. 2421-2429
  
• A. Marie Fitch, M. Beatrix Jones:
  The cost of using decomposable Gaussian graphical models for computational convenience. 2430-2441
  
• Min Wang, Xiaoqian Sun:
  Bayesian inference for the correlation coefficient in two seemingly unrelated regressions. 2442-2453
  
• Byungtae Seo, Daeyoung Kim:
  Root selection in normal mixture models. 2454-2470
  
• Ahmed A. Soliman, Ahmed H. Abd-Ellah, Naser A. Abou-Elheggag, Gamal A. Abd-Elmougod:
  Estimation of the parameters of life for Gompertz distribution using progressive first-failure censored data. 2471-2485
  
• Paul H. Lee, Philip L. H. Yu:
  Mixtures of weighted distance-based models for ranking data with applications in political studies. 2486-2500
  
• Francesca Torti, Domenico Perrotta, Anthony C. Atkinson, Marco Riani:
  Benchmark testing of algorithms for very robust regression: FS, LMS and LTS. 2501-2512
  
• Rubiane M. Pires, Carlos A. R. Diniz:
  Correlated binomial regression models. 2513-2525
  
• Liya Fu, You-Gan Wang:
  Quantile regression for longitudinal data with a working correlation model. 2526-2538
  
• M. A. Graham, A. Mukherjee, S. Chakraborti:
  Distribution-free exponentially weighted moving average control charts for monitoring unknown location. 2539-2561
  
• Hongmei Zhang, Kaushik Ghosh, Pulak Ghosh:
  Sampling designs via a multivariate hypergeometric-Dirichlet process model for a multi-species assemblage with unknown heterogeneity. 2562-2573
  
• Daniel P. Beavers, James D. Stamey:
  Bayesian sample size determination for binary regression with a misclassified covariate and no gold standard. 2574-2582
  
• Jianbo Li, Minggao Gu:
  Adaptive LASSO for general transformation models with right censored data. 2583-2597
  

• Huaihou Chen, Myunghee Cho Paik, Mandip S. Dhamoon, Yeseon Park Moon, Joshua Willey, Ralph L. Sacco, Mitchell S. V. Elkind:
  Semiparametric model for the dichotomized functional outcome after stroke: The Northern Manhattan Study. 2598-2608
  

Volume 56, Number 9, September 2012

• Alberto Pasanisi, Shuai Fu, Nicolas Bousquet:
  Estimating discrete Markov models from various incomplete data schemes. 2609-2625
  
• Harri T. Kiiveri, Frank de Hoog:
  Fitting very large sparse Gaussian graphical models. 2626-2636
  
• N. Balakrishnan, K. F. Davies, Jerome P. Keating, Robert L. Mason:
  Computation of optimal plotting points based on Pitman closeness with an application to goodness-of-fit for location-scale families. 2637-2649
  
• G. Fiorentini, C. Planas, A. Rossi:
  The marginal likelihood of dynamic mixture models. 2650-2662
  

• Mingan Yang:
  Bayesian variable selection for logistic mixed model with nonparametric random effects. 2663-2674
  
• Lili Yu, Karl E. Peace:
  Spline nonparametric quasi-likelihood regression within the frame of the accelerated failure time model. 2675-2687
  
• J. A. Martín-Fernández, Karel Hron, Matthias Templ, Peter Filzmoser, J. Palarea-Albaladejo:
  Model-based replacement of rounded zeros in compositional data: Classical and robust approaches. 2688-2704
  
• Thomas Suesse, Ivy Liu:
  Mantel-Haenszel estimators of odds ratios for stratified dependent binomial data. 2705-2717
  
• Shuangge Ma, Ying Dai, Jian Huang, Yang Xie:
  Identification of breast cancer prognosis markers via integrative analysis. 2718-2728
  
• J. Wang, S. K. Ghosh:
  Shape restricted nonparametric regression with Bernstein polynomials. 2729-2741
  
• Sounak Chakraborty:
  Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy. 2742-2755
  
• Gunky Kim, Raymond Chambers:
  Regression analysis under incomplete linkage. 2756-2770
  
• Ali Al-Sharadqah, Nikolai Chernov:
  A doubly optimal ellipse fit. 2771-2781
  
• Tolulope T. Sajobi, Lisa M. Lix, Bolanle M. Dansu, William Laverty, Longhai Li:
  Robust descriptive discriminant analysis for repeated measures data. 2782-2794
  
• Jaejik Kim, Lynne Billard:
  Dissimilarity measures and divisive clustering for symbolic multimodal-valued data. 2795-2808
  
• Daniel Turek, David Fletcher:
  Model-averaged Wald confidence intervals. 2809-2815
  
• Gyemin Lee, Clayton Scott:
  EM algorithms for multivariate Gaussian mixture models with truncated and censored data. 2816-2829
  
• Yi-Hung Kung, Chang-Ting Lin, Yu-Shan Shih:
  Split variable selection for tree modeling on rank data. 2830-2836
  

Volume 56, Number 10, October 2012

• Ray Chambers, J. N. K. Rao, Domingo Morales, Maria Dolores Ugarte:
  Special issue on small area estimation. 2837-2839
  

• M. D. Esteban, Domingo Morales, A. Pérez, L. Santamaría:
  Small area estimation of poverty proportions under area-level time models. 2840-2855
  
• Jan Pablo Burgard, Ralf T. Münnich:
  Modelling over and undercounts for design-based Monte Carlo studies in small area estimation: An application to the German register-assisted census. 2856-2863
  
• V. R. S. Ferraz, F. A. S. Moura:
  Small area estimation using skew normal models. 2864-2874
  
• Hukum Chandra, Nicola Salvati, Ray Chambers, Nikos Tzavidis:
  Small area estimation under spatial nonstationarity. 2875-2888
  
• Stefano Marchetti, Nikos Tzavidis, Monica Pratesi:
  Non-parametric bootstrap mean squared error estimation for M-quantile estimators of small area averages, quantiles and poverty indicators. 2889-2902
  
• María José Lombardía, Stefan Sperlich:
  A new class of semi-mixed effects models and its application in small area estimation. 2903-2917
  
• Sabine Krieg, Jan A. van den Brakel:
  Estimation of the monthly unemployment rate for six domains through structural time series modelling with cointegrated trends. 2918-2933
  
• Ana F. Militino, T. Goicoa, Maria Dolores Ugarte:
  Estimating the percentage of food expenditure in small areas using bias-corrected P-spline based estimators. 2934-2948
  
• Emily J. Berg, Wayne A. Fuller:
  Estimators of error covariance matrices for small area prediction. 2949-2962
  

• Dietmar G. Maringer, Sandra Paterlini, Peter Winker:
  The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. 2963-2964
  

• Mark A. Wolters:
  A particle swarm algorithm with broad applicability in shape-constrained estimation. 2965-2975
  
• Yiyuan She:
  An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors. 2976-2990
  

Volume 56, Number 11, November 2012

• David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, David A. Belsley, Erricos John Kontoghiorghes, Siem Jan Koopman, Michael McAleer, Herman K. van Dijk, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis:
  The Annals of Computational and Financial Econometrics, first issue. 2991-2992
  
• Kris Boudt, Jonathan Cornelissen, Christophe Croux:
  Jump robust daily covariance estimation by disentangling variance and correlation components. 2993-3005
  
• Jennifer S. K. Chan, C. P. Y. Lam, P. L. H. Yu, S. T. Boris Choy, Cathy W. S. Chen:
  A Bayesian conditional autoregressive geometric process model for range data. 3006-3019
  
• Stefan De Wachter, Elias Tzavalis:
  Detection of structural breaks in linear dynamic panel data models. 3020-3034
  
• Philippe J. Deschamps:
  Bayesian estimation of generalized hyperbolic skewed student GARCH models. 3035-3054
  
• Dennis Fok, Richard Paap, Philip Hans Franses:
  Modeling dynamic effects of promotion on interpurchase times. 3055-3069
  
• Sebastian Fossati:
  Covariate unit root tests with good size and power. 3070-3079
  
• Roland Fried:
  On the online estimation of local constant volatilities. 3080-3090
  
• Fabian Y. R. P. Bocart, Christian M. Hafner:
  Econometric analysis of volatile art markets. 3091-3104
  
• Tore Selland Kleppe, Hans Julius Skaug:
  Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. 3105-3119
  
• Deborah Gefang, Gary Koop, Simon M. Potter:
  The dynamics of UK and US inflation expectations. 3120-3133
  
• Virginie Dordonnat, Siem Jan Koopman, Marius Ooms:
  Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. 3134-3152
  
• Jaya Krishnakumar, Andi Kabili, Ilir Roko:
  Estimation of SEM with GARCH errors. 3153-3181
  
• Serigne N. Lô, Elvezio Ronchetti:
  Robust small sample accurate inference in moment condition models. 3182-3197
  
• Richard Luger:
  Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. 3198-3211
  
• Elena Martinez-Sanchis, Juan Mora, Ilker Kandemir:
  Counterfactual distributions of wages via quantile regression with endogeneity. 3212-3229
  
• V. Blueschke-Nikolaeva, D. Blueschke, R. Neck:
  Optimal control of nonlinear dynamic econometric models: An algorithm and an application. 3230-3240
  
• Jouchi Nakajima, Tsuyoshi Kunihama, Yasuhiro Omori, Sylvia Frühwirth-Schnatter:
  Generalized extreme value distribution with time-dependence using the AR and MA models in state space form. 3241-3259
  
• Arvid Raknerud, Øivind Skare:
  Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes. 3260-3275
  
• Tiziano Bellini, Marco Riani:
  Robust analysis of default intensity. 3276-3285
  
• Lorenzo Trapani:
  On the asymptotic t-test for large nonstationary panel models. 3286-3306
  

• David A. Belsley, Cathy W. S. Chen, Christian Francq, Giampiero Gallo, Lynda Khalaf, Erricos John Kontoghiorghes, Herman K. van Dijk:
  The sixth special issue on computational econometrics. 3307-3308
  
• S. Ejaz Ahmed, Christopher J. Nicol:
  An application of shrinkage estimation to the nonlinear regression model. 3309-3321
  
• Vitali Alexeev, Alex Maynard:
  Localized level crossing random walk test robust to the presence of structural breaks. 3322-3344
  
• Ruey S. Tsay, Tomohiro Ando:
  Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. 3345-3365
  
• Paulo Araújo Santos, M. Isabel Fraga Alves:
  A new class of independence tests for interval forecasts evaluation. 3366-3380
  
• Badi H. Baltagi, Georges Bresson, Alain Pirotte:
  Forecasting with spatial panel data. 3381-3397
  
• David Ardia, Nalan Bastürk, Lennart Hoogerheide, Herman K. van Dijk:
  A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. 3398-3414
  
• Luc Bauwens, Jeroen V. K. Rombouts:
  On marginal likelihood computation in change-point models. 3415-3429
  
• Jan Beran, Dieter Schell:
  On robust tail index estimation. 3430-3443
  
• Francesco Bravo, Federico Crudu:
  Efficient bootstrap with weakly dependent processes. 3444-3458
  
• Massimiliano Caporin, Juliusz Pres:
  Modelling and forecasting wind speed intensity for weather risk management. 3459-3476
  
• Ngai Hang Chan, Hoi Ying Wong, Jing Zhao:
  Structural model of credit migration. 3477-3490
  
• Marco Gallegati:
  A wavelet-based approach to test for financial market contagion. 3491-3497
  
• Qian Chen, Richard Gerlach, Zudi Lu:
  Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. 3498-3516
  
• Monica Billio, Mila Getmansky, Loriana Pelizzon:
  Dynamic risk exposures in hedge funds. 3517-3532
  
• Christian M. Hafner, Olga Reznikova:
  On the estimation of dynamic conditional correlation models. 3533-3545
  
• Massimo Guidolin, Stuart Hyde:
  Simple VARs cannot approximate Markov switching asset allocation decisions: An out-of-sample assessment. 3546-3566
  
• Jan F. Kiviet, Jerzy Niemczyk:
  Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation. 3567-3586
  
• Bernhard Klar, F. Lindner, Simos G. Meintanis:
  Specification tests for the error distribution in GARCH models. 3587-3598
  
• Rachidi Kotchoni:
  Applications of the characteristic function-based continuum GMM in finance. 3599-3622
  
• Laurie Davies, Christian Höhenrieder, Walter Krämer:
  Recursive computation of piecewise constant volatilities. 3623-3631
  
• Wilson Kwan, Wai Keung Li, Guodong Li:
  On the estimation and diagnostic checking of the ARFIMA-HYGARCH model. 3632-3644
  
• Junye Li, Carlo Favero, Fulvio Ortu:
  A spectral estimation of tempered stable stochastic volatility models and option pricing. 3645-3658
  
• Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li:
  Vine copulas with asymmetric tail dependence and applications to financial return data. 3659-3673
  
• Tsunehiro Ishihara, Yasuhiro Omori:
  Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. 3674-3689
  
• Jouchi Nakajima, Yasuhiro Omori:
  Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's t-distribution. 3690-3704
  
• Jan F. Kiviet, Garry D. A. Phillips:
  Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. 3705-3729
  
• Davide Raggi, Silvano Bordignon:
  Long memory and nonlinearities in realized volatility: A Markov switching approach. 3730-3742
  
• Gareth W. Peters, Scott A. Sisson, Y. Fan:
  Likelihood-free Bayesian inference for α-stable models. 3743-3756
  
• Alessandro Carta, Mark F. J. Steel:
  Modelling multi-output stochastic frontiers using copulas. 3757-3773
  
• Nikolaus Hautsch, Fuyu Yang:
  Bayesian inference in a Stochastic Volatility Nelson-Siegel model. 3774-3792
  
• Christian Huurman, Francesco Ravazzolo, Chen Zhou:
  The power of weather. 3793-3807
  

Volume 56, Number 12, December 2012

• Ioanna Manolopoulou, Thomas B. Kepler, Daniel M. Merl:
  Mixtures of Gaussian wells: Theory, computation, and application. 3809-3820
  
• T. Teuber, A. Lang:
  A new similarity measure for nonlocal filtering in the presence of multiplicative noise. 3821-3842
  
• Adrian O'Hagan, Thomas Brendan Murphy, Isobel Claire Gormley:
  Computational aspects of fitting mixture models via the expectation-maximization algorithm. 3843-3864
  
• A. Kitsche, L. A. Hothorn, Frank Schaarschmidt:
  The use of historical controls in estimating simultaneous confidence intervals for comparisons against a concurrent control. 3865-3875
  
• Pooja Soni, Isha Dewan, Kanchan Jain:
  Nonparametric estimation of quantile density function. 3876-3886
  
• Cecilia Azevedo, Víctor Leiva, Emilia Athayde, N. Balakrishnan:
  Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation. 3887-3897
  
• M. Oliveira, Rosa M. Crujeiras, Alberto Rodríguez-Casal:
  A plug-in rule for bandwidth selection in circular density estimation. 3898-3908
  
• Hua Zhou, Yiwen Zhang:
  EM vs MM: A case study. 3909-3920
  
• Gladys E. Salcedo, Rogério F. Porto, Pedro Alberto Morettin:
  Comparing non-stationary and irregularly spaced time series. 3921-3934
  
• Giles Hooker, James O. Ramsay:
  Learned-loss boosting. 3935-3944
  
• Chin-I. Cheng, Paul L. Speckman:
  Bayesian smoothing spline analysis of variance. 3945-3958
  
• Rui Paulo, Gonzalo García-Donato, Jesús Palomo:
  Calibration of computer models with multivariate output. 3959-3974
  
• Shulin Zhang, Peter X.-K. Song, Daimin Shi, Qian M. Zhou:
  Information ratio test for model misspecification on parametric structures in stochastic diffusion models. 3975-3987
  
• Lluís Bermúdez, Dimitris Karlis:
  A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking. 3988-3999
  

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