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Content
June 2008, Volume 52, Issue 10
- 4602-4606 Teaching statistics with Excel 2007 and other spreadsheets
by Nash, John C.
- 4608-4624 Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
by Frühwirth-Schnatter, Sylvia & Wagner, Helga
- 4625-4634 Optimization in a multivariate generalized linear model situation
by Mukhopadhyay, S. & Khuri, A.I.
- 4635-4642 The out-of-sample problem for classical multidimensional scaling
by Trosset, Michael W. & Priebe, Carey E.
- 4643-4657 Semisupervised learning from dissimilarity data
by Trosset, Michael W. & Priebe, Carey E. & Park, Youngser & Miller, Michael I.
- 4658-4672 Developing a feature weight self-adjustment mechanism for a K-means clustering algorithm
by Tsai, Chieh-Yuan & Chiu, Chuang-Cheng
- 4673-4684 A maximum likelihood method for an asymmetric MDS model
by Saburi, S. & Chino, N.
- 4685-4698 Clustering heteroskedastic time series by model-based procedures
by Otranto, Edoardo
- 4699-4711 Smoothing dissimilarities to cluster binary data
by Hitchcock, David B. & Chen, Zhimin
- 4712-4721 Standardising the lift of an association rule
by McNicholas, P.D. & Murphy, T.B. & O'Regan, M.
- 4722-4730 Semiparametric Bayesian circular statistics
by McVinish, R. & Mengersen, K.
- 4731-4744 An efficient methodology for modeling complex computer codes with Gaussian processes
by Marrel, Amandine & Iooss, Bertrand & Van Dorpe, François & Volkova, Elena
- 4745-4753 Robust estimating equations and bias correction of correlation parameters for longitudinal data
by Qin, Guo You & Zhu, Zhong Yi & Fung, Wing K.
- 4754-4767 Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
by Ahlgren, N. & Antell, J.
- 4768-4778 EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariate t-distributions
by Tian, Guo-Liang & Ng, Kai Wang & Tan, Ming
- 4779-4789 Extensions of simple component analysis and simple linear discriminant analysis using genetic algorithms
by Sabatier, Robert & Reynès, Christelle
- 4790-4800 Classification of functional data: A segmentation approach
by Li, Bin & Yu, Qingzhao
- 4801-4813 Optimal confidence interval for the largest mean of correlated normal populations and its application to stock fund evaluation
by Chen, Hubert J. & Li, Hsiu-Ling & Wen, Miin-Jye
- 4814-4827 On Bayesian estimation and model comparison of an integrated structural equation model
by Lee, Sik-Yum & Song, Xin-Yuan
- 4828-4841 A nonparametric procedure for blind image deblurring
by Qiu, Peihua
- 4842-4858 Structural equation modeling with near singular covariance matrices
by Yuan, Ke-Hai & Chan, Wai
- 4859-4871 Efficient modeling and inference for event-related fMRI data
by Zhang, Chunming & Lu, Yuefeng & Johnstone, Tom & Oakes, Terry & Davidson, Richard J.
- 4872-4877 Confidence interval estimation of a common correlation coefficient
by Tian, Lili & Wilding, Gregory E.
May 2008, Volume 52, Issue 9
- 4147-4160 Direct maximization of the likelihood of a hidden Markov model
by Turner, Rolf
- 4161-4174 Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
by Verdier, Ghislain & Hilgert, Nadine & Vila, Jean-Pierre
- 4175-4183 Computer generation of negative binomial variates by envelope rejection
by Ong, S.H. & Lee, Wen-Jau
- 4184-4202 Does a Gibbs sampler approach to spatial Poisson regression models outperform a single site MH sampler?
by Gschlößl, Susanne & Czado, Claudia
- 4203-4224 On the estimation of a large sparse Bayesian system: The Snaer program
by Danilov, Dmitry & Magnus, Jan R.
- 4225-4242 Feature significance for multivariate kernel density estimation
by Duong, Tarn & Cowling, Arianna & Koch, Inge & Wand, M.P.
- 4243-4252 Chisquare as a rotation criterion in factor analysis
by Knüsel, Leo
- 4253-4271 On the estimation of the general parameter
by Stearns, Matthew & Singh, Sarjinder
- 4272-4286 New statistical software for the proportional hazards model with current status data
by Mongoué-Tchokoté, Solange & Kim, Jong-Sung
- 4287-4304 Aggregation and systematic sampling of periodic ARMA processes
by Roy, Roch & Saidi, Abdessamad
- 4305-4324 Robust designs for series estimation
by Dette, Holger & Wiens, Douglas P.
- 4325-4345 Notes on estimation of proportion ratio under a non-compliance randomized trial with missing outcomes
by Lui, Kung-Jong & Cumberland, William G.
- 4346-4356 A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity
by Congdon, Peter
- 4357-4368 Count data regression charts for the monitoring of surveillance time series
by Höhle, Michael & Paul, Michaela
- 4369-4379 Discovering patterns in categorical time series using IFS
by Weiß, Christian H. & Göb, Rainer
- 4380-4394 A new genetic algorithm in proteomics: Feature selection for SELDI-TOF data
by Reynès, Christelle & Sabatier, Robert & Molinari, Nicolas & Lehmann, Sylvain
- 4395-4409 Adaptive CUSUM procedures with Markovian mean estimation
by Shu, Lianjie & Jiang, Wei & Wu, Zhang
- 4410-4416 Using integrated weighted survival difference for the two-sample censored data problem
by Lee, Seung-Hwan & Lee, Eun-Joo & Omolo, Bernard Oguna
- 4417-4431 Influence diagnostics in beta regression
by Espinheira, Patricia L. & Ferrari, Silvia L.P. & Cribari-Neto, Francisco
- 4432-4457 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
by Poulin, Jennifer & Duchesne, Pierre
- 4458-4473 A random effects four-part model, with application to correlated medical costs
by Liu, Lei & Conaway, Mark R. & Knaus, William A. & Bergin, James D.
- 4474-4486 A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
by Alonso, A. & Litière, S. & Molenberghs, G.
- 4487-4501 Assessing influence in Gaussian long-memory models
by Palma, Wilfredo & Bondon, Pascal & Tapia, José
- 4502-4511 On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution
by Jukic, Dragan & Bensic, Mirta & Scitovski, Rudolf
- 4512-4520 A nonlinear multi-dimensional variable selection method for high dimensional data: Sparse MAVE
by Wang, Qin & Yin, Xiangrong
- 4521-4532 Off-the-peg and bespoke classifiers for fraud detection
by Juszczak, Piotr & Adams, Niall M. & Hand, David J. & Whitrow, Christopher & Weston, David J.
- 4533-4543 Favorability functions based on kernel density estimation for logistic models: A case study
by Colubi, Ana & González-Rodriguez, Gil & Dominguez-Cuesta, Maria José & Jiménez-Sánchez, Montserrat
- 4544-4566 Detection of unknown computer worms based on behavioral classification of the host
by Moskovitch, Robert & Elovici, Yuval & Rokach, Lior
April 2008, Volume 52, Issue 8
- 3902-3912 Approximating the F distribution via a general version of the modified signed log-likelihood ratio statistic
by Wong, A.C.M.
- 3913-3927 On the equivalence between Non-negative Matrix Factorization and Probabilistic Latent Semantic Indexing
by Ding, Chris & Li, Tao & Peng, Wei
- 3928-3938 Generating random networks from a given distribution
by Carter, Nathan & Hadlock, Charles & Haughton, Dominique
- 3939-3953 The EM algorithm for the extended finite mixture of the factor analyzers model
by Zhou, Xingcai & Liu, Xinsheng
- 3954-3970 SiZer analysis for the comparison of regression curves
by Park, Cheolwoo & Kang, Kee-Hoon
- 3971-3987 Pair-perturbation influence functions of nongaussianity by projection pursuit
by Huang, Yufen & Cheng, Ching-Ren & Wang, Tai-Ho
- 3988-3999 NHPP models with Markov switching for software reliability
by Ravishanker, Nalini & Liu, Zhaohui & Ray, Bonnie K.
- 4000-4020 Transformations for semi-continuous data
by Shmueli, Galit & Jank, Wolfgang & Hyde, Valerie
- 4021-4039 Log-modified Weibull regression models with censored data: Sensitivity and residual analysis
by Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Paula, Gilberto A.
- 4040-4058 Point and interval estimation for extreme-value regression model under Type-II censoring
by Chan, P.S. & Ng, H.K.T. & Balakrishnan, N. & Zhou, Q.
- 4059-4075 Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model
by Hrdlicková, Zuzana
- 4076-4090 Regression models for binary time series with gaps
by Klingenberg, Bernhard
- 4091-4103 Notes on interval estimation of risk difference in stratified noncompliance randomized trials: A Monte Carlo evaluation
by Lui, Kung-Jong
- 4104-4115 New normalization methods using support vector machine quantile regression approach in microarray analysis
by Sohn, Insuk & Kim, Sujong & Hwang, Changha & Lee, Jae Won
- 4116-4131 Sequence alignment for masquerade detection
by Coull, Scott E. & Szymanski, Boleslaw K.
- 4132-4146 First-passage-time location function: Application to determine first-passage-time densities in diffusion processes
by Román, P. & Serrano, J.J. & Torres, F.
March 2008, Volume 52, Issue 7
- 3300-3309 Approximate distribution of demerit statistic--A bounding approach
by Chang, Fengming M. & Chen, Long-Hui & Chen, Yueh-Li & Huang, Chien-Yu
- 3310-3330 Multiscale spectral analysis for detecting short and long range change points in time series
by Olsen, Lena Ringstad & Chaudhuri, Probal & Godtliebsen, Fred
- 3331-3341 Robustified L2 boosting
by Lutz, Roman Werner & Kalisch, Markus & Buhlmann, Peter
- 3342-3353 Copula model evaluation based on parametric bootstrap
by Nikoloulopoulos, Aristidis K. & Karlis, Dimitris
- 3354-3370 Sieve bootstrap t-tests on long-run average parameters
by Fuertes, Ana-Maria
- 3371-3388 On the scalability of ordered multi-class ROC analysis
by Waegeman, Willem & De Baets, Bernard & Boullart, Luc
- 3389-3407 Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
by Sadefo Kamdem, J. & Genz, A.
- 3408-3423 Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2
by Meyer, Renate & Cai, Bo & Perron, François
- 3424-3425 E.J. Kontoghiorghes, Editor, Handbook of Parallel Computing and Statistics, Chapman & Hall/CRC, Boca Raton (2006)
by Winker, Peter
- 3426-3440 Reliability inference and sample-size determination under double censoring for some two-parameter models
by Fernández, Arturo J.
- 3441-3458 Generalized linear mixed model with a penalized Gaussian mixture as a random effects distribution
by Komárek, Arnost & Lesaffre, Emmanuel
- 3459-3467 A geometric interpretation of Mallows' Cp statistic and an alternative plot in variable selection
by Siniksaran, Enis
- 3468-3473 Likelihood and Bayesian estimation of using lower record values from the generalized exponential distribution
by Baklizi, Ayman
- 3474-3492 Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses
by Li, Yonghai & Schafer, Daniel W.
- 3493-3500 Automatic bandwidth selection for circular density estimation
by Taylor, Charles C.
- 3501-3516 Confidence interval estimating procedures for standardized incidence rates
by Ng, Hon Keung Tony & Filardo, Giovanni & Zheng, Gang
- 3517-3527 Hierarchical-likelihood approach for nonlinear mixed-effects models
by Noh, Maengseok & Lee, Youngjo
- 3528-3542 Efficient methods for estimating constrained parameters with applications to regularized (lasso) logistic regression
by Tian, Guo-Liang & Tang, Man-Lai & Fang, Hong-Bin & Tan, Ming
- 3543-3559 Bayesian significance testing and multiple comparisons from MCMC outputs
by Hoshino, Takahiro
- 3560-3569 Choosing an appropriate number of factors in factor analysis with incomplete data
by Song, Juwon & Belin, Thomas R.
- 3570-3582 GeD spline estimation of multivariate Archimedean copulas
by Dimitrova, Dimitrina S. & Kaishev, Vladimir K. & Penev, Spiridon I.
- 3583-3602 Maximum entropy and least square error minimizing procedures for estimating missing conditional probabilities in Bayesian networks
by Pendharkar, Parag C.
- 3603-3615 Locally optimal tests for exponential distributions with type-I censoring
by Liang, Tachen & Huang, Wen-Tao & Yang, Kun-Cheng
- 3616-3644 High-dimensional data visualisation: The textile plot
by Kumasaka, Natsuhiko & Shibata, Ritei
- 3645-3657 Subset selection for vector autoregressive processes using Lasso
by Hsu, Nan-Jung & Hung, Hung-Lin & Chang, Ya-Mei
- 3658-3669 Predictive performance of Dirichlet process shrinkage methods in linear regression
by Nott, David J.
- 3670-3685 Adaptive functional mixed NHPP models for the analysis of recurrent event panel data
by Nielsen, J.D. & Dean, C.B.
- 3686-3696 Continuum redundancy-PLS regression: A simple continuum approach
by Bougeard, S. & Hanafi, M. & Qannari, E.M.
- 3697-3708 Bayesian analysis of multivariate nominal measures using multivariate multinomial probit models
by Zhang, Xiao & Boscardin, W. John & Belin, Thomas R.
- 3709-3718 Stepwise feature selection using generalized logistic loss
by Park, Changyi & Koo, Ja-Yong & Kim, Peter T. & Lee, Jae Won
- 3719-3729 Testing the equality of proportions for correlated otolaryngologic data
by Tang, Nian-Sheng & Tang, Man-Lai & Qiu, Shi-Fang
- 3730-3748 A test for the two-sample problem based on empirical characteristic functions
by Alba Fernández, V. & Jiménez Gamero, M.D. & Muñoz Garcia, J.
- 3749-3764 Bayesian spatial prediction of the site index in the study of the Missouri Ozark Forest Ecosystem Project
by Sun, Xiaoqian & He, Zhuoqiong & Kabrick, John
- 3765-3778 Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses
by Huang, Yangxin
- 3779-3788 Interval estimation for a Pareto distribution based on a doubly type II censored sample
by Wu, Shu-Fei
- 3789-3805 Complex-valued ICA based on a pair of generalized covariance matrices
by Ollila, Esa & Oja, Hannu & Koivunen, Visa
- 3806-3819 Linear B-spline copulas with applications to nonparametric estimation of copulas
by Shen, Xiaojing & Zhu, Yunmin & Song, Lixin
- 3820-3842 Log-Burr XII regression models with censored data
by Silva, Giovana Oliveira & Ortega, Edwin M.M. & Cancho, Vicente G. & Barreto, Mauricio Lima
- 3843-3851 A novel moment-based sufficient dimension reduction approach in multivariate regression
by Yoo, Jae Keun
- 3852-3876 Uncertainty propagation: Avoiding the expensive sampling process for real-time image-based measurements
by Fernandes, Leandro A.F. & Oliveira, Manuel M. & Silva, Roberto da
- 3877-3888 Some properties of regression estimators in GEE models for clustered ordinal data
by Nores, Maria Laura & Diaz, Maria del Pilar
February 2008, Volume 52, Issue 6
- 2846-2862 Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
by Ruiz, Esther & Veiga, Helena
- 2863-2876 Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
by Creal, Drew D.
- 2877-2891 Sequential calibration of options
by Lindström, Erik & Ströjby, Jonas & Brodén, Mats & Wiktorsson, Magnus & Holst, Jan
- 2892-2910 Block sampler and posterior mode estimation for asymmetric stochastic volatility models
by Omori, Yasuhiro & Watanabe, Toshiaki
- 2911-2930 Parameterisation and efficient MCMC estimation of non-Gaussian state space models
by Strickland, Chris M. & Martin, Gael M. & Forbes, Catherine S.
- 2931-2944 Multivariate reduced rank regression in non-Gaussian contexts, using copulas
by Heinen, Andréas & Rengifo, Erick
- 2945-2965 A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models
by Giet, Ludovic & Lubrano, Michel
- 2966-2989 Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
by Mancino, M.E. & Sanfelici, S.
- 2990-3010 Volatility forecasting using threshold heteroskedastic models of the intra-day range
by Chen, Cathy W.S. & Gerlach, Richard & Lin, Edward M.H.
- 3011-3026 Volatility spillovers, interdependence and comovements: A Markov Switching approach
by Gallo, Giampiero M. & Otranto, Edoardo
- 3027-3046 Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
by Francq, Christian & ZakoI¨an, Jean-Michel
- 3047-3060 A GMM procedure for combining volatility forecasts
by Amendola, Alessandra & Storti, Giuseppe
- 3061-3074 Wavelet analysis of stock returns and aggregate economic activity
by Gallegati, Marco
- 3075-3082 The role of long memory in hedging effectiveness
by Coakley, Jerry & Dollery, Jian & Kellard, Neil
- 3083-3106 Maximizing equity market sector predictability in a Bayesian time-varying parameter model
by Johnson, Lorne D. & Sakoulis, Georgios
- 3107-3127 A Bayesian approach to estimate the marginal loss distributions in operational risk management
by Dalla Valle, L. & Giudici, P.
- 3128-3147 Modelling residuals dependence in dynamic life tables: A geostatistical approach
by Debon, A. & Montes, F. & Mateu, J. & Porcu, E. & Bevilacqua, M.
- 3148-3161 Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
by Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick
- 3164-3166 Some Recent Trends in Applied Stochastic Modeling and Multidimensional Data Analysis
by Bertrand, Patrice & Saporta, Gilbert
- 3167-3186 A theoretical result for processing signals that have unknown distributions and priors in white Gaussian noise
by Pastor, Dominique
- 3187-3197 Forecasting binary longitudinal data by a functional PC-ARIMA model
by Aguilera, Ana M. & Escabias, Manuel & Valderrama, Mariano J.
- 3198-3207 A Hidden Markov Model applied to the protein 3D structure analysis
by Regad, L. & Guyon, F. & Maupetit, J. & Tufféry, P. & Camproux, A.C.
- 3208-3219 Detection of chatter vibration in a drilling process using multivariate control charts
by Messaoud, Amor & Weihs, Claus & Hering, Franz
- 3220-3232 Estimation of the conditional risk in classification: The swapping method
by Daudin, Jean-Jacques & Mary-Huard, Tristan
- 3233-3245 Block clustering with Bernoulli mixture models: Comparison of different approaches
by Govaert, Gérard & Nadif, Mohamed
- 3246-3254 Independent factor discriminant analysis
by Montanari, Angela & Calo, Daniela G. & Viroli, Cinzia
- 3255-3268 Multiple factor analysis and clustering of a mixture of quantitative, categorical and frequency data
by Bécue-Bertaut, Monica & Pagès, Jérome
- 3269-3281 Exploratory data analysis leading towards the most interesting simple association rules
by Iodice D'Enza, Alfonso & Palumbo, Francesco & Greenacre, Michael
January 2008, Volume 52, Issue 5
- 2273-2276 Efficient simulation of a bivariate exponential conditionals distribution
by Yu, Yaming
- 2277-2291 One-step approximations for detecting regime changes in the state space model with application to the influenza data
by Zhou, Tianni & Shumway, Robert
- 2292-2310 An overview of statistical decomposition techniques applied to complex systems
by Tuncer, Yalcin & Tanik, Murat M. & Allison, David B.
- 2311-2330 Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
by Paroli, Roberta & Spezia, Luigi
- 2331-2349 Fast kriging of large data sets with Gaussian Markov random fields
by Hartman, Linda & Hossjer, Ola
- 2350-2368 Nonparametric density estimation by exact leave-p-out cross-validation
by Celisse, Alain & Robin, Stephane
- 2369-2387 Optimal designs for conjoint experiments
by Kessels, Roselinde & Goos, Peter & Vandebroek, Martina
- 2388-2402 Dimension-reduced nonparametric maximum likelihood computation for interval-censored data
by Wang, Yong
- 2403-2418 New modifications and applications of fuzzy C-means methodology
by Berget, Ingunn & Mevik, Bjorn-Helge & Naes, Tormod
- 2419-2434 Nonparametric conditional hazard rate estimation: A local linear approach
by Spierdijk, Laura
- 2435-2450 Neural networks for bandwidth selection in local linear regression of time series
by Giordano, F. & Parrella, M.L.
- 2451-2468 Projection density estimation under a m-sample semiparametric model
by Aubin, Jean-Baptiste & Leoni-Aubin, Samuela
- 2469-2488 Tree-structured smooth transition regression models
by da Rosa, Joel Correa & Veiga, Alvaro & Medeiros, Marcelo C.
- 2489-2495 Robustness of classification rules that incorporate additional information
by Salvador, B. & Fernandez, M.A. & Martin, I. & Rueda, C.
- 2496-2503 A new approach of goodness-of-fit testing for exponentiated laws applied to the generalized Rayleigh distribution
by Meintanis, Simos G.
- 2504-2513 Testing the random walk hypothesis through robust estimation of correlation
by Semenov, Andrei
- 2514-2528 Stacked Laplace-EM algorithm for duration models with time-varying and random effects
by Kauermann, Goran & Xu, Ronghui & Vaida, Florin
- 2529-2537 Fitting generalized linear models with unspecified link function: A P-spline approach
by Muggeo, Vito M.R. & Ferrara, Giancarlo
- 2538-2548 Improved AIC selection strategy for survival analysis
by Liang, Hua & Zou, Guohua
- 2549-2559 LogitBoost with errors-in-variables
by Sexton, Joseph & Laake, Petter
- 2560-2577 Point estimates for variance-structure parameters in Bayesian analysis of hierarchical models
by He, Yi & Hodges, James S.
- 2578-2587 Classification of gene functions using support vector machine for time-course gene expression data
by Park, Changyi & Koo, Ja-Yong & Kim, Sujong & Sohn, Insuk & Lee, Jae Won
- 2588-2603 Spectral preconditioning of Krylov spaces: Combining PLS and PC regression
by Kondylis, Athanassios & Whittaker, Joe
- 2604-2622 Efficient and accurate approximate Bayesian inference with an application to insurance data
by Streftaris, George & Worton, Bruce J.
- 2623-2631 Nonparametric estimation of conditional ROC curves: Application to discrimination tasks in computerized detection of early breast cancer
by Lopez-de-Ullibarri, Ignacio & Cao, Ricardo & Cadarso-Suarez, Carmen & Lado, Maria J.
- 2632-2649 Bayesian model determination for multivariate ordinal and binary data
by Webb, Emily L. & Forster, Jonathan J.
- 2650-2668 Hierarchical multiresolution approaches for dense point-level breast cancer treatment data
by Liang, Shengde & Banerjee, Sudipto & Bushhouse, Sally & Finley, Andrew O. & Carlin, Bradley P.
- 2669-2681 Improving the performance of kurtosis estimator
by An, Lihua & Ahmed, S. Ejaz
- 2682-2691 Consistent estimation in regression models for the drift function in some continuous time models
by Kim, Myung Suk & Wang, Suojin
- 2692-2702 On the hazard function of Birnbaum-Saunders distribution and associated inference
by Kundu, Debasis & Kannan, Nandini & Balakrishnan, N.
- 2703-2713 Increasing the power: A practical approach to goodness-of-fit test for logistic regression models with continuous predictors
by Xie, Xian-Jin & Pendergast, Jane & Clarke, William
- 2714-2724 Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
by Watanabe, Daisuke & Okada, Susumu & Fujikoshi, Yasunori & Sugiyama, Takakazu
- 2725-2738 Exact likelihood inference for two exponential populations under joint Type-II censoring
by Balakrishnan, N. & Rasouli, Abbas
- 2739-2756 Approximate regenerative-block bootstrap for Markov chains
by Bertail, Patrice & Clemencon, Stephan
- 2757-2777 Local polynomial estimation in partial linear regression models under dependence
by Aneiros-Perez, G. & Vilar-Fernandez, J.M.
- 2778-2793 On properties of predictors derived with a two-step bootstrap model averaging approach--A simulation study in the linear regression model
by Buchholz, Anika & Hollander, Norbert & Sauerbrei, Willi
- 2794-2807 Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields
by Cressie, Noel & Verzelen, Nicolas
- 2808-2828 Robust bandwidth selection in semiparametric partly linear regression models: Monte Carlo study and influential analysis
by Boente, Graciela & Rodriguez, Daniela
- 2829-2839 Semi-parametric specification tests for mixing distributions
by Fang, Yue
January 2008, Volume 52, Issue 4
- 1765-1791 Interacting sequential Monte Carlo samplers for trans-dimensional simulation
by Jasra, Ajay & Doucet, Arnaud & Stephens, David A. & Holmes, Christopher C.
- 1792-1805 A time series bootstrap procedure for interpolation intervals
by Alonso, Andres M. & Sipols, Ana E.
- 1806-1820 Identify LD blocks based on hierarchical spatial data
by Tomita, Makoto & Hatsumichi, Masahiro & Kurihara, Koji
- 1821-1836 Bayes estimators for reliability measures in geometric distribution model using masked system life test data
by Sarhan, Ammar M. & Kundu, Debasis
- 1837-1849 Bootstrap confidence intervals for principal response curves
by Timmerman, Marieke E. & Ter Braak, Cajo J.F.
- 1850-1859 The likelihood ratio test for hidden Markov models in two-sample problems
by Dannemann, Jorn & Holzmann, Hajo
- 1860-1872 Time series clustering and classification by the autoregressive metric
by Corduas, Marcella & Piccolo, Domenico
- 1873-1883 Generalized exponential distribution: Bayesian estimations
by Kundu, Debasis & Gupta, Rameshwar D.
- 1884-1895 Fourier methods for testing multivariate independence
by Meintanis, Simos G. & Iliopoulos, George
- 1896-1907 Fixed-effect variable selection in linear mixed models using R2 statistics
by Orelien, Jean G. & Edwards, Lloyd J.
- 1908-1927 Sliced mean variance-covariance inverse regression
by Sheather, Simon J. & McKean, Joseph W. & Crimin, Kimberly
- 1928-1941 A local boosting algorithm for solving classification problems
by Zhang, Chun-Xia & Zhang, Jiang-She
- 1942-1957 Self-controlled case series analyses: Small-sample performance
by Musonda, Patrick & Hocine, Mounia N. & Whitaker, Heather J. & Farrington, C. Paddy
- 1958-1970 Assessing continuous bivariate effects among different groups through nonparametric regression models: An application to breast cancer detection
by Roca-Pardinas, Javier & Cadarso-Suarez, Carmen & Tahoces, Pablo G. & Lado, Maria J.
- 1971-1983 Characterizing the generalized lambda distribution by L-moments
by Karvanen, Juha & Nuutinen, Arto
- 1984-2003 Two-mode multi-partitioning
by Rocci, Roberto & Vichi, Maurizio
- 2004-2021 Bootstrap variants of the Akaike information criterion for mixed model selection
by Shang, Junfeng & Cavanaugh, Joseph E.
- 2022-2041 Subsampling techniques and the Jackknife methodology in the estimation of the extremal index
by Gomes, M. Ivette & Hall, Andreia & Miranda, M. Cristina
- 2042-2065 Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data
by Cheng, Tsung-Chi & Biswas, Atanu
- 2066-2078 On multistage ranked set sampling for distribution and median estimation
by Al-Saleh, Mohammad Fraiwan & Samuh, Monjed Hisham
- 2079-2097 Lifetime analysis based on the generalized Birnbaum-Saunders distribution
by Leiva, Victor & Riquelme, Marco & Balakrishnan, N. & Sanhueza, Antonio
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