Journal: Computational Statistics & Data Analysis

Volume 52, Issue 10

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