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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