Last update: Fri Jun 2 15:32:39 MDT 2023
Volume 29, Number 1, 2000William B. Smith Editorial . . . . . . . . . . . . . . . v--vi Myunghee Cho Paik Methods for missing covariates in logistic regression . . . . . . . . . . 1--19 Wei Shen and Chap T. Le Linear rank tests for censored survival data . . . . . . . . . . . . . . . . . . 21--36 Madhuri S. Mulekar and Frank J. Matejcik Determination of sample size for selecting the smallest of $k$ Poisson population means . . . . . . . . . . . . 37--48 Zheng Wang A fixed-point method for the saddlepoint approximation quantile . . . . . . . . . 49--60 S. Chakraborti Run length, average run length and false alarm rate of Shewhart $X$-bar chart: exact derivations by conditioning . . . 61--81 Peiliang Xu and Seiichi Shimada Least squares parameter estimation in multiplicative noise models . . . . . . 83--96 Anne Philippe Optimal estimators for the importance sampling method . . . . . . . . . . . . 97--119 Wagner Borges and Linda Lee Ho On the sampling distribution of Clement's capability index . . . . . . . 121--138 C. Caroni Outlier detection by robust principal components analysis . . . . . . . . . . 139--151 Manuel Cabral Morais and António Pacheco On the performance of combined EWMA schemes for $ \mu $ and $ \sigma $: a Markovian approach . . . . . . . . . . . 153--174 Abderrahmane Chakak and M. Ezzerg Bivariate Contours of Copula . . . . . . 175--185 Hae Hiang Song and Sunho Lee Comparison of goodness of fit tests for the Cox proportional hazards model . . . 187--206 Lai K. Chan and Jian Zhang Some issues in the design of EWMA Charts 201--217 Michael Williams and Song Yang and Yijian Huang Further studies on the scale estimation in the censored two sample accelerated life model . . . . . . . . . . . . . . . 219--237 Dimitrios V. Vougas A comparison of LS/ML and GMM estimation in a simple AR(1) model . . . . . . . . 239--258 Sergio G. Koreisha and Tarmo Pukkila Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in ARIMA Models . . . . . . . . . . . . . . 259--293 Alberto Luceño On time-irreversibility and other non-linear features in time series . . . 295--313 X. S. Lu and M. Xie and T. N. Goh An investigation of the effects of inspection errors on the run-length control charts . . . . . . . . . . . . . 315--335 Jeanne S. Hill and Jagdish Patel On selecting populations better than a control: Weibull populations case . . . 337--360
Lang Wu and Michael D. Permian Lattice conditional independence models for seemingly unrelated regressions . . 361--384 Ryszard Walkowiak and Rados\law Kala Two-phase nonlinear regression with smooth transition . . . . . . . . . . . 385--397 Jae Won Lee and Mira Park Point estimation after early stopping in a repeated measures trial . . . . . . . 399--417 Ghazi Shukur The robustness of the systemwise Breusch--Godfrey autocorrelation test for non-normal distributed error terms 419--448 Yuming Ning and Stephen J. Finch The null distribution of the likelihood ratio test for a mixture of two normals after a restricted Box--Cox transformation . . . . . . . . . . . . . 449--461 Esteban Vegas and Jordi Ocaña Variance reduction in the study of a test concerning the Behrens--Fisher problem . . . . . . . . . . . . . . . . 463--479 Lang Wu and Michael D. Perlman Efficiency of lattice conditional independence models for multinormal samples with non-monotone missing data 481--509 Taoufik Zoubeidi and Claude Chevre Comparing the relative efficiency of three sequential procedures . . . . . . 511--521 John S. Crown Percentage points for directional Anderson--Darling goodness-of-fit tests 523--532 Sang-Gue Park and Choon-Mo Ahn and Byung-Chun Kim and Yong-Goo Lee Logrank test for bivariate survival data 533--540 Eric W. B. Gibson and James J. Higgins Gap-ratio goodness of fit tests for Weibull or extreme value distribution assumptions with left or right censored data . . . . . . . . . . . . . . . . . . 541--557 Marie Gaudard and Marvin Karson On estimating the Box--Cox transformation to normality . . . . . . 559--582 Hideo Suzuki Recognition of unnatural patterns in manufacturing processes using the minimum description length criterion . . 583--601 K. Muralidharan The UMVUE and Bayes estimate of reliability of mixed failure time distribution . . . . . . . . . . . . . . 603--619 Gunabushanam Nedumaran and Joseph J. Pignatiello, Jr. On constructing $ T^2 $ control charts for retrospective examination . . . . . 621--632 E. Järpe and P. Wessman Some power aspects of methods for detecting different shifts in the mean 633--646 Rachelle C. Wilkinson and G. Bruce Schaalje and Bruce Jay Collings Confidence intervals for the kappa parameter, with application to the semiconductor industry . . . . . . . . . 647--665 Murali Niverthi and Dipak K. Dey Multivariate process capability a Bayesian perspective . . . . . . . . . . 667--687
Joan G. Stamswalis and Thomas A. Severini Fitting the additive model by recursion on dimension . . . . . . . . . . . . . . 689--701 Melinda McCann and Don Edwards A hybrid method for improved critical points for multiple comparisons . . . . 703--722 Eun Sug Park and Ronald C. Henry and Clifford H. Spiegelman Estimating the number of factors to include in a high-dimensional multivariate bilinear model . . . . . . 723--746 Nairanjana Dasgupta and Peijin Xie and Monte O. Cheney and Lyle Broemeling and C. Harold Mielke, Jr. The Spokane Heart Study: Weibull regression and coronary artery disease 747--761 Gwowen Shieh A comparison of two approaches for power and sample size calculations in logistic regression models . . . . . . . . . . . 763--791 Robert J. Blodgett Finding Bounds Applied to Serial Dilution Experiments . . . . . . . . . . 793--799 Y. Le Strat and G. Thomas and J.-C. Thalabard A Markov regression model for the analysis of the postpartum lactational amenorrhea . . . . . . . . . . . . . . . 801--828 Dilip Roy and Tanmoy Dasgupta A continuous approximation for evaluating reliability of complex systems under stress-strength model. . . 829--844 Su-Fen Yang and M. A. Rahim Economic statistical design for $ \bar {X} $ and $ S^2 $ control charts: A Markov chain approach . . . . . . . . . 845--873 H. J. Keselman and Rand R. Wilcox and Jason Taylor and Rhonda K. Kowalchuk Tests for mean equality that do not require homogeneity of variances: do they really work? . . . . . . . . . . . 875--895 Jussi Tolvi The effects of outliers on two nonlinearity tests . . . . . . . . . . . 897--918 Morton Klein Modified $S$-charts for controlling process variability . . . . . . . . . . 919--940 Mohammad F. Al-Saleh and Hani M. Samawi On the efficiency of Monte Carlo methods using steady state ranked simulated samples . . . . . . . . . . . . . . . . 941--954 Luis Firinguetti and Hernán Rubio A note on the moments of stochastic shrinkage parameters in ridge regression 955--970 Roberto Baragona and Francesco Battaglia Partial and inverse autocorrelations in Portmanteau-type tests for time series 971--986 Tsunehisa Imada and Hideyuki Douke Procedure for determining sample size at each stage in group sequential test . . 987--1000
Wei Tian and Stewart J. Anderson Markov chain models for multivariate repeated binary data analysis . . . . . 1001--1019 Lorna S. Aucott and Paul H. Garthwaite and James Currall Regression methods for high dimensional multicollinear data . . . . . . . . . . 1021--1037 Nairanjana Dasgupta and John D. Spurrier and Edward Martinez and Barry C. Moore Comparison to control in logistic regression . . . . . . . . . . . . . . . 1039--1057 Todd C. Headrick and Shlomo S. Sawilowsky Properties of the rank transformation in factorial analysis of covariance . . . . 1059--1087 Ulrich Menzefricke Hierarchical modeling with Gaussian processes . . . . . . . . . . . . . . . 1089--1108 John M. Grego and James F. Lewis and Trevor A. Craney Quantile plots for mean effects in the presence of variance effects for 2$^{k - p}$ designs . . . . . . . . . . . . . . 1109--1133 Choongrak Kim and Changkon Hong and Meeseon Jeong Simulation-Extrapolation via the Bézier Curve in Measurement Error Models . . . 1135--1147 Mario Chen-Mok and Pranab K. Sen Nondifferentiable errors in beta-compliance integrated logistic models: numerical results . . . . . . . 1149--1164 John C. Huber Portmanteau test for randomness in Poisson data . . . . . . . . . . . . . . 1165--1182 Chien-Tai Lin and Wen-Yen Wang Estimation for the generalized Pareto distribution with censored data . . . . 1183--1213 J. Ashbridge and I. B. J. Goudie Coverage-adjusted estimators for mark-recapture in heterogeneous populations . . . . . . . . . . . . . . 1215--1237 Nuno Crato Estimation of the maximal moment exponent with censored data . . . . . . 1239--1253 Shun-Yi Chen One-sided range test for testing against an ordered alternative under heteroscedasticity . . . . . . . . . . . 1255--1272 Eduardo Castaño-Tostado Small-sample correction factor of the minimum covariance determinant estimator 1273--1283 Christopher R. Bilder and Thomas M. Loughin and Dan Nettleton Multiple Marginal Independence Testing for Pick Any/$C$ Variables . . . . . . . 1285--1316 Ennis Donice McCune and Sandra Luna McCune Estimation of the Pareto shape parameter 1317--1324
Edward Dalton White III Investigating Estimator Consistency of Nonlinear Growth Curve Parameters . . . 1--10 Arjun K. Gupta and Samuel Ofori-Nyarko Improved Minimax Estimator of Covariance When Additional Information Is Available on Some Coordinates . . . . . . . . . . 11--18 Muni S. Srivastava and Tumulesh K. S. Solanky and A. K. Sen Power Comparison of Some Tests for Detecting a Change in the Multivariate Mean . . . . . . . . . . . . . . . . . . 19--36 Benjamin Reiser Confidence Intervals for the Mahalanobis Distance . . . . . . . . . . . . . . . . 37--45 Ahmed A. Soliman LINEX and Quadratic Approximate Bayes Estimators Applied to the Pareto Model 47--62 Robert M. Wharton Experimental Designs for Selecting the Better of Two Quantal Response Functions 63--77 Gengsheng Qin and Bing-Yi Jing Empirical Likelihood for Cox Regression Model under Random Censorship . . . . . 79--90 G. Bruce Schaalje and Matthew R. Johnson and Chris H. Bodily A Note on a Sequential Method for Estimating the Minimum of a Random Variable . . . . . . . . . . . . . . . . 91--98 Yangxin Huang Various Methods of Interval Estimation of the Median Effective Dose . . . . . . 99--112 Steven G. From Some New Approximations for the Renewal Function . . . . . . . . . . . . . . . . 113--128 Eunsik Park and Young Jack Lee Estimates of Standard Deviation of Spearman's Rank Correlation Coefficients with Dependent Observations . . . . . . 129--142 Patty L. Kitchin and Robert V. Foutz A New Method for Comparing Experiments and Measuring Information . . . . . . . 143--157 Léopold Simar and Paul W. Wilson Testing Restrictions in Nonparametric Efficiency Models . . . . . . . . . . . 159--184 Darcy P. Mays The Impact of Correlated Responses and Dispersion Effects on Optimal Three Level Factorial Designs . . . . . . . . 185--194 Jean Diebolt and Jacques Zuber On Testing the Goodness-Of-Fit of Nonlinear Heteroscedastic Regression Models . . . . . . . . . . . . . . . . . 195--216
George E. P. Box and John Tyssedal Sixteen Run Designs of High Projectivity for Factor Screening . . . . . . . . . . 217--228 Khursheed Alam and Calvin L. Williams An Adaptive Procedure for Goodness-Of-Fit Based on Sample Spacings 229--246 Scott Taylor and Song Yang Using the Kernel Method for Functional Estimation with Current Status Data . . 247--255 Matthias Arnold and Roland Günther Adaptive Parameter Estimation in Multivariate Self-Exciting Threshold Autoregressive Models . . . . . . . . . 257--275 Jordan L. Neus and Nancy R. Mendell A Lilliefors Test of Fit to the Two-Component Homoscedastic Normal Mixture . . . . . . . . . . . . . . . . 277--289 H. E. T. Holgersson and G. Shukur Some Aspects of Non-Normality Tests in Systems of Regression Equations . . . . 291--310 Maria E. Calzada and Stephen M. Scariano The Robustness of the Synthetic Control Chart to Non-Normality . . . . . . . . . 311--326 K. C. Carri\`ere How Good Is a Normal Approximation for Rates and Proportions of Low Incidence Events? . . . . . . . . . . . . . . . . 327--337 Noriah M. Al-Kandari and Ian T. Jolliffe Variable Selection and Interpretation of Covariance Principal Components . . . . 339--354 Rainer Göb and Enrique Del Castillo and Michael Ratz Run Length Comparisons of Shewhart Charts and Most Powerful Test Charts for the Detection of Trends and Shifts . . . 355--376 Alan D. Hutson Rational Spline Estimators of the Quantile Function . . . . . . . . . . . 377--390 F. Michael Speed and James Hardin Teaching Statistics Via Distance: Duplicating the Classroom Experience . . 391--402 P. Delicado and I. Placencia Comparing Empirical Distributions of $p$-Values from Simulations . . . . . . 403--422 Hea-Jung Kim and Seong W. Kim Two-Sample Bayesian Tests Using Intrinsic Bayes Factors for Multivariate Normal Observations . . . . . . . . . . 423--436
Lyle D. Broemeling A Bayesian Analysis for Inter-Rater Agreement . . . . . . . . . . . . . . . 437--446 Paul J. Roback and Geof H. Givens Supra-Bayesian Pooling of Priors Linked by a Deterministic Simulation Model . . 447--476 G. Craig Wood and Michael R. Frey and Carolin M. Frey A Bootstrap Test of the Goodness-Of-Fit of the Multivariate Tolerance Model . . 477--488 Jérôme Saracco Pooled Slicing Methods Versus Slicing Methods . . . . . . . . . . . . . . . . 489--511 Moustafa O. Abu-Shawiesh and Mokhtar B. Abdullah A New Robust Bivariate Control Chart for Location . . . . . . . . . . . . . . . . 513--529 Alberto Luceño Checking Stationarity and Invertibility in Time Series Models-Finding the Invertible Form in the Vector Case . . . 531--546 C. D. Lai and L. Y. Chan and M. Xie Distribution of Runs in a Two-Stage Process Monitoring Model . . . . . . . . 547--557 Kouichi Kotani Shrinkage Prediction in the Exponential Distribution with a Prior Interval for the Scale Parameter . . . . . . . . . . 559--579 Hien T. V. Vu and Mark R. Segal and Matthew W. Knuiman and Ian R. James Asymptotic and Small Sample Statistical Properties of Random Frailty Variance Estimates for Shared Gamma Frailty Models . . . . . . . . . . . . . . . . . 581--595 James D. Lewsey and William P. Gardiner and George Gettinby A Study of Type II and Type III Power for Testing Hypotheses from Unbalanced Factorial Designs . . . . . . . . . . . 597--609 James Kepner and Dennis Wackerly Some Observations on the Makuch/Simon Approach to Sample Size Determination in Clinical Trials with Historical Controls 611--621 Yi-Ping Chang Estimation of Parameters for Nonhomogeneous Poisson Process: Software Reliability with Change-Point Model . . 623--635 Víctor Aguirre-Torres and Ma. Esther Pérez-Trejo Outliers and the Use of the Rank Transformation to Detect Active Effects in Unreplicated $ 2^f $ Experiments . . 637--663 Jie Chen and A. K. Gupta On Change Point Detection and Estimation 665--697 W. Jiang Average Run Length Computation of ARMA Charts for Stationary Processes . . . . 699--716
Mario Cantú Sifuentes and José A. Villaseñor Alva and Barry C. Arnold Modeling the Lifetime of Longitudinal Elements . . . . . . . . . . . . . . . . 717--741 Yunchan Chi and Min-Hsiao Tsai Some Versatile Tests Based on the Simultaneous Use of Weighted Logrank and Weighted Kaplan--Meier Statistics . . . 743--759 M. D. Esteban and M. E. Castellanos and D. Morales and I. Vajda Monte Carlo Comparison of Four Normality Tests Using Different Entropy Estimates 761--785 Valderio Reisen and Bovas Abraham and Silvia Lopes Estimation of Parameters in ARFIMA Processes: a Simulation Study . . . . . 787--803 Phan Bao and Malwane M. A. Ananda Performance of Two-Way ANOVA Procedures When Cell Frequencies and Variances Are Unequal . . . . . . . . . . . . . . . . 805--829 A. Hussien and K. C. Carri\`ere Robustness of Procedures for the Behrens--Fisher Problems: Extension to Bivariate Normal Mixtures . . . . . . . 831--845 Herbert Büning Kolmogorov--Smirnov- and Cramér--von Mises Type Two-Sample Tests with Various Weight Functions . . . . . . . . . . . . 847--865 D. Morales and L. Pardo and M. C. Pardo Likelihood Divergence Statistics for Testing Hypotheses About Multiple Population . . . . . . . . . . . . . . . 867--884 Ning-Zhong Shi and Wei Gao and Bao-Xue Zhang One-Sided Estimating and Testing Problems for Location Models from Grouped Samples . . . . . . . . . . . . 885--898 David E. A. Giles A Saddlepoint Approximation to the Distribution Function of the Anderson--Darling Test Statistic . . . . 899--905 Arjun K. Gupta and Tuhao Chen Goodness-Of-Fit Tests for the Skew-Normal Distribution . . . . . . . . 907--930 Francisco Aparisi and José Jabaloyes and Andrés Carrión Generalized Variance Chart Design with Adaptive Sample Sizes. The Bivariate Case . . . . . . . . . . . . . . . . . . 931--948 Inmaculada B. Aban and Mark M. Meerschaert Shifted Hill's Estimator for Heavy Tails 949--962 Genzhou Liu and Paul L. Cornelius Simulations and Derived Approximations for the Means and Standard Deviations of the Characteristic Roots of a Wishart Matrix . . . . . . . . . . . . . . . . . 963--989 Shun-Yi Chen One-Stage and Two-Stage Statistical Inference under Heteroscedasticity . . . 991--1009 M. A. van de Wiel Exact Non-Null Distributions of Rank Statistics . . . . . . . . . . . . . . . 1011--1029 Petros Hadjicostas Asymptotic Upper Bounds for the Proportion of Simpson Subdivisions of a $ 2 \times 2 $ Table . . . . . . . . . . 1031--1051 Yuhua Wang and Linda J. Young and Dallas E. Johnson A UMPU Test for Comparing Means of Two Negative Binomial Distributions . . . . 1053--1075
Dietrich Trenkler Quantile-Boxplots . . . . . . . . . . . 1--12 Chiang-Sheng Lee and Stephen B. Vardeman Interval Estimation of a Normal Process Standard Deviation from Rounded Data . . 13--34 Juneyoung Lee and André I. Khuri Comparison of Confidence Intervals on the Among-Group Variance Component for the Unbalanced One-Way Random Model . . 35--47 Rand R. Wilcox and Jan Muska Comparing Correlation Coefficients . . . 49--59 Martina Mittlböck and Harald Heinzl Measures of Explained Variation in Gamma Regression Models . . . . . . . . . . . 61--73 M.-Y. Chen Identification for Univariate Time Series Models with Heteroskedastic Errors . . . . . . . . . . . . . . . . . 75--89 Robert B. Davis and Timothy C. Krehbiel Shewhart and Zone Control Chart Performance under Linear Trend . . . . . 91--96 Peter S. Wludyka and Sheri L. Jacobs Runs rules and $P$-charts for multistream binomial processes . . . . . 97--142 K. Muralidharan and B. K. Kale Modified Gamma Distribution with Singularity at Zero . . . . . . . . . . 143--158 Colin Chen Tests for the Goodness-Of-Fit of the Laplace Distribution . . . . . . . . . . 159--174
Michael Weichert and Ludwig A. Hothorn Robust Hybrid Tests for the Two-Sample Location Problem . . . . . . . . . . . . 175--187 Emanuele Taufer On Entropy Based Tests for Exponentiality . . . . . . . . . . . . . 189--200 Linda C. Wolstenholme A Likelihood Based Test for the Weakest-Link Property Using Non-Parametric Principles and in the Presence of Missing Data . . . . . . . . 201--212 Aaron Childs and N. Balakrishnan Some Approximations to Multivariate Pólya--Eggenberger Distributions with Applications to Hypothesis Testing . . . 213--243 Majid Mojirsheibani A Comparison Study of Some Combined Classifiers . . . . . . . . . . . . . . 245--260 Erwin Stampfer and Ernst Stadlober Methods for Estimating Principal Points 261--277 Dung-Tsa Chen and Wenyaw Chan and David J. Francis and Sally E. Shaywitz and Bennett A. Shaywitz Application of Two-Level Negative Exponential Model to Children's Learning Curve in Reading . . . . . . . . . . . . 279--299 Y. I. Chen and S. L. Jan Nonparametric Identification of the Minimum Effective Dose for Randomized Block Designs . . . . . . . . . . . . . 301--312 Eunhee Kim and Sangyeol Lee On the Causality Test in Time Series Models with Heavy-Tailed Distribution 313--327
Andy K. L. Chiang Improved Confidence Intervals for a Ratio in an R & R Study . . . . . . . . . 329--344 Nahed A. Mokhlis and Sahar Ibrahim Efficient Bootstrap Resampling for Dependent Data . . . . . . . . . . . . . 345--355 Martin Bilodeau Asymptotic Distribution of the Largest Eigenvalue . . . . . . . . . . . . . . . 357--373 Rachel T. Fouladi and Ronald D. Yockey Type I Error Control of Two-Group Multivariate Tests on Means under Conditions of Heterogeneous Correlation Structure and Varied Multivariate Distributions . . . . . . . . . . . . . 375--400 A. P. Duarte Silva and Antonie Stam and John Neter The Effects of Misclassification Costs and Skewed Distributions in Two-Group Classification . . . . . . . . . . . . . 401--423 Chunjie Wu and Yi Zhao and Zhaojun Wang The Median Absolute Deviations and Their Applications to Shewhart Control Charts 425--442 P. E. Maravelakis and J. Panaretos and S. Psarakis Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion . . . . . . . . . . . . . . . 443--461 Tapas K. Das and Abhijit Gosavi and Krishna Mohan Kanchibhatta Optimal Design of Plans for Acceptance Sampling by Variables with Inverse Gaussian Distribution . . . . . . . . . 463--488
Juuso Töyli and Kimmo Kaski and Antti Kanto On the Shape of Asset Return Distribution . . . . . . . . . . . . . . 489--521 Umesh Singh and Pramod K. Gupta and S. K. Upadhyay Estimation of Exponentiated Weibull Shape Parameters under LINEX Loss Function . . . . . . . . . . . . . . . . 523--537 Chengjie Xiong and George A. Milliken Prediction for Exponential Lifetimes Based on Step-Stress Testing . . . . . . 539--556 Nathan Taback Small sample inference in location scale models with Student $ (\lambda) $ errors 557--566 B. R. Bhat and M. N. Badade and K. Aruna Rao A NEW TEST FOR EQUALITY OF VARIANCES FOR $k$ NORMAL POPULATIONS . . . . . . . . . 567--587 Ekkehard Glimm and Muni S. Srivastava and Jürgen Läuter Multivariate Tests of Normal Mean Vectors with Restricted Alternatives . . 589--604 W. N. Wickremasinghe and Dallas E. Johnson Testing subhypotheses and estimating $ \sigma^2 $ in the nonreplicated three-way multiplicative interaction model . . . . . . . . . . . . . . . . . 605--618 Stefan Kraft and Friedrich Schmid Nonparametric Two Sample Tests Based on Area Statistics . . . . . . . . . . . . 619--640 F. Sakaori Permutation Test for Equality of Correlation Coefficients in Two Populations . . . . . . . . . . . . . . 641--651 James W. Wisnowski and James R. Simpson and Douglas C. Montgomery An Improved Compound Estimator for Robust Regression . . . . . . . . . . . 653--672 Baibing Li and Bart De Moor The General Box--Cox Transformations in Multiple Linear Regression Analysis . . 673--687
Lirong Cui and M. Xie Some Normal Approximations for Renewal Function of Large Weibull Shape Parameter . . . . . . . . . . . . . . . 1--16 P. L. Novi Inverardi MSE Comparison of Some Different Estimators of Entropy . . . . . . . . . 17--30
A. Hamon and S. Iovleff Three Stochastic Versions of the EM Algorithm for Estimating Longitudinal Rasch Model . . . . . . . . . . . . . . 275--295 Lidush Goldschmidt and Neil H. Timm A Comparison of Noniterative Generalized Least Squares and Iterative Maximum Likelihood Estimators When Testing Hypotheses in Random Coefficient Growth Curve Models . . . . . . . . . . . . . . 297--318 Valentina Moskvina and Anatoly Zhigljavsky An Algorithm Based on Singular Spectrum Analysis for Change-Point Detection . . 319--352 H. Frick and T. Van Sant Two-Sample Comparisons with the Efron-Test Under Random Censorship . . . 353--366 Jae J. Lee and Steven C. Hillmer Estimating the Effect of Parameter Uncertainty in Repeated Sample Surveys 367--388 Muni S. Srivastava and Tumulesh K. S. Solanky Predicting Multivariate Response in Linear Regression Model . . . . . . . . 389--409 A. H. Pooi Performance of the Likelihood Ratio Test When Fitting Logistic Regression Models with Small Samples . . . . . . . . . . . 411--418 B. M. Golam Kibria Performance of Some New Ridge Regression Estimators . . . . . . . . . . . . . . . 419--435 Christopher H. Morrell and Larry J. Brant and Jay D. Pearson and Geert N. Verbeke and Jerome L. Fleg Applying Linear Mixed-Effects Models to the Problem of Measurement Error in Epidemiologic Studies . . . . . . . . . 437--459 Frank Bretz and Ludwig A. Hothorn Comparison of Exact and Resampling Based Multiple Testing Procedures . . . . . . 461--473 W. John Braun and Reg J. Kulperger Re-colouring the Intensity-Based Bootstrap for Point Processes . . . . . 475--488 Baibing Li and A. Julian Morris and Elaine B. Martin Detection of Multiple Influential Cases in Principal Component Analysis: A Graphical Technique . . . . . . . . . . 489--503 Truc T. Nguyen and Khoan T. Dinh Exact EDF Goodness-of-Fit Tests for Inverse Gaussian Distributions . . . . . 505--516 Omer F. Demirel and Thomas R. Willemain Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings . . . . . . . . . . 517--539 David L. Banks and Robert T. Olszewski and Roy A. Maxion Comparing Methods for Multivariate Nonparametric Regression . . . . . . . . 541--571 Maria E. Calzada and Stephen M. Scariano The Robustness of the MaxEWMA Chart to Non-normality . . . . . . . . . . . . . 573--590 Maria E. Calzada and Stephen M. Scariano Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths . . . . . . . . 591--604
D. M. Smith Computing Single Parameter Transformations . . . . . . . . . . . . 605--618 Mingxiu Hu and John M. Lachin Corrections for Bias in Maximum Likelihood Parameter Estimates Due to Nuisance Parameters . . . . . . . . . . 619--639 K. Subrahmanya Nairy and K. Aruna Rao Tests of Coefficients of Variation of Normal Population . . . . . . . . . . . 641--661 Zeinhum F. Jaheen Prediction of Progressive Censored Data from the Gompertz Model . . . . . . . . 663--676 Cibele Q. da-Silva and Josemar Rodrigues and José G. Leite and Luis A. Milan Bayesian Estimation of the Size of a Closed Population Using Photo-ID Data with Part of the Population Uncatchable 677--696 Paul W. Vos and Suzanne Hudson Simulation Study of Conditional, Bootstrap, and $t$ Confidence Intervals in Linear Regression . . . . . . . . . . 697--715 Dong Joon Park and Richard K. Burdick Performance of Confidence Intervals in Regression Models with Unbalanced One-Fold Nested Error Structures . . . . 717--732 Andrew P. Robinson and Sanford Weisberg Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication . . . . . . . . . . . . . . 733--745 B. U. Khan and S. E. Ahmed Improved Estimation of Coefficient Vector in a Regression Model . . . . . . 747--769 Hirokazu Yanagihara and Megu Ohtaki Knot-Placement to Avoid over Fitting in B-Spline Scedastic Smoothing . . . . . . 771--785 Liming Xiang and Dr. Siu-Keung Tse An Approximate EM Algorithm for Maximum Likelihood Estimation in Generalized Linear Mixed Models . . . . . . . . . . 787--798 Gülhan Alpargu, Ph. D. and Pierre Dutilleul, D. Sc. Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors . . . . . . . . . . . . . . . . . 799--833 Chiang-Sheng Lee and Stephen B. Vardeman Confidence Intervals Based on Rounded Data from the Balanced One-Way Normal Random Effects Model . . . . . . . . . . 835--856 D. Meng and D. von Rosen Bonferroni-Type Bounds of Degree Three 857--872 Zen-Yi Chen Computing the Distribution of the Squared Sample Multiple Correlation Coefficient with $S$-Systems . . . . . . 873--898 José M. González-Barrios and Silvia Ruiz-Velasco The Application of a New Dependency Measure to Principal Component Analysis 899--921 Enrique del Castillo and Rong Pan and Bianca M. Colosimo Small Sample Performance of Some Statistical Setup Adjustment Methods . . 923--941 Roberto Baragona Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series . . 943--952 F. J. O'Reilly and R. Rueda and M. Garza-Jinich How Important Is the Effect of Rounding in Goodness-of-Fit . . . . . . . . . . . 953--976
R. Wilcox Approximating Tukey's Depth . . . . . . 977--985 Sunho Lee, Ph. D. and Chul H. Ahn, Ph. D. Modified ANOVA for Unequal Variances . . 987--1004 M. Ivette Gomes, Ph. D. and Orlando Oliveira, Ph. D. How Can Non-invariant Statistics Work in Our Benefit in the Semi-parametric Estimation of Parameters of Rare Events 1005--1028 Won Choi and Jae Won Lee and Myung-Hoe Huh and Seung-Ho Kang An Algorithm for Computing the Exact Distribution of the Kruskal-Wallis Test 1029--1040 Yi-Ping Chang, Ph. D. and Ming-Chin Hung and Yi-Fang Wu Nonparametric Estimation for Risk in Value-at-Risk Estimator . . . . . . . . 1041--1064 D. J. Best and J. C. W. Rayner Tests of Fit for the Geometric Distribution . . . . . . . . . . . . . . 1065--1078 Pilar Gargallo and Manuel Salvador Monitoring Residual Autocorrelations in Dynamic Linear Models . . . . . . . . . 1079--1104 Christine M. Wright A Note on the Joint Estimation Method for Short-Run Autocorrelated Data . . . 1105--1114 R. Porcher and G. Thomas Order Determination in Nonlinear Time Series by Penalized Least-Squares . . . 1115--1129 E. Vigneau and E. M. Qannari Clustering of Variables Around Latent Components . . . . . . . . . . . . . . . 1131--1150 Gabriele Soffritti Identifying Multiple Cluster Structures in a Data Matrix . . . . . . . . . . . . 1151--1177 Joachim Hartung and Kepher H. Makambi Reducing the Number of Unjustified Significant Results in Meta-analysis . . 1179--1190 Kurex Sidik, Ph. D. and Jeffrey N. Jonkman, Ph. D. On Constructing Confidence Intervals for a Standardized Mean Difference in Meta-analysis . . . . . . . . . . . . . 1191--1203 Francis G. Pascual, M. S., Ph. D. A Standardized Form of the Random Fatigue-Limit Model . . . . . . . . . . 1205--1221 Hien T. V. Vu, Ph. D. Parametric and Semiparametric Conditional Shared Gamma Frailty Models with Events Before Study Entry . . . . . 1223--1248 Michael Perakis and Evdokia Xekalaki On a Comparison of the Efficacy of Various Approximations of the Critical Values for Tests on the Process Capability Indices CPL, CPU, and C$_{pk}$ . . . . . . . . . . . . . . . . 1249--1264 Lingyun Zhang and K. Govindaraju and C. D. Lai and M. S. Bebbington Poisson DEWMA Control Chart . . . . . . 1265--1283 Professor Su-Fen Yang, Ph. D. Optimal Processes Control for a Failure Mechanism . . . . . . . . . . . . . . . 1285--1314 Anonymous Author Index to Volume 32 . . . . . . . 1315--1318 Anonymous Subject Index to Volume 32 . . . . . . . 1319--1327
J. McWilliams and J. Balusek and H. L. Gray Approximation of Tail Probabilities Using the $ G_n $-Transform . . . . . . 1--17 Todd C. Headrick and T. Mark Beasley A Method for Simulating Correlated Non-Normal Systems of Linear Statistical Equations . . . . . . . . . . . . . . . 19--33 F. R. B. Cruz and E. A. Colosimo and J. MacGregor Smith Sample Size Corrections for the Maximum Partial Likelihood Estimator . . . . . . 35--47 Shun-Yi Chen and Hubert J. Chen and Hsiao-Fen Chang A One-Stage Procedure for Testing Homogeneity of Means Against an Ordered Alternative Under Unequal Variances . . 49--67 Donald W. Zimmerman Conditional Probabilities of Rejecting $ H_0 $ by Pooled and Separate-Variances $t$ Tests Given Heterogeneity of Sample Variances . . . . . . . . . . . . . . . 69--81 A. Martín Andrés and J. M. Tapia García Optimal Unconditional Asymptotic Test in 2 $ \times $ 2 Multinomial Trials . . . 83--97 Akio Namba Simulation Studies on Bootstrap Empirical Likelihood Tests . . . . . . . 99--108 Kathy Swinamer, M. Sc., C. A. and Mary Lesperance, Ph. D. and Hartmut Will, Ph. D., C. M. A. Optimal Bounds Used in Dollar-Unit Sampling: a Comparison of Reliability and Efficiency . . . . . . . . . . . . . 109--143 Levent Ozbek and Murat Efe An Adaptive Extended Kalman Filter with Application to Compartment Models . . . 145--158 Luca Scrucca and Sanford Weisberg A Simulation Study to Investigate the Behavior of the Log-Density Ratio Under Normality . . . . . . . . . . . . . . . 159--178 Hervé Cardot and Aldo Goia and Pascal Sarda Testing for No Effect in Functional Linear Regression Models, Some Computational Approaches . . . . . . . . 179--199 Guillermo Miró-Quesada and Enrique Del Castillo An Enhanced Recursive Stopping Rule for Steepest Ascent Searches in Response Surface Methodology . . . . . . . . . . 201--228 Christina Lynn Geyer and Patricia Pepple Williamson Detecting Fraud in Data Sets Using Benford's Law . . . . . . . . . . . . . 229--246 Scott R. Evans, Ph.D. and David W. Hosmer, Jr., Ph.D. Goodness of Fit Tests for Logistic GEE Models: Simulation Results . . . . . . . 247--258
Reinaldo Charnet and D. V. Gokhale Statistical Inference for Damaged Poisson Distribution . . . . . . . . . . 259--269 Panagiotis Tsiamyrtzis and Dimitris Karlis Strategies for Efficient Computation of Multivariate Poisson Probabilities . . . 271--292 Rita Aggarwala and Michael P. Lamoureux Moments of Order Statistics-From Even to Odd Sample Sizes . . . . . . . . . . . . 293--308 Rita Aggarwala and Michael P. Lamoureux Folding Distributions for Order Statistics . . . . . . . . . . . . . . . 309--320 Ayman Baklizi Shrinkage Estimation of the Common Location Parameter of Several Exponentials . . . . . . . . . . . . . . 321--339 James D. Stamey and John W. Seaman, Jr. and Dean M. Young Bayesian Sample Size Determination for Estimating a Poisson Rate with Underreported Data . . . . . . . . . . . 341--354 George A. Marcoulides and Zvi Drezner Tabu Search Variable Selection with Resource Constraints . . . . . . . . . . 355--362 Robert G. Downer and E. Barry Moser Prediction Performance of Correlated Error Procedures for Spatial Counts . . 363--375 Conceição Amado and Ana M. Pires Robust Bootstrap with Non Random Weights Based on the Influence Function . . . . 377--396 Jacobo de Uña-Álvarez and Ángeles Saavedra Bias and Variance of the Nonparametric MLE Under Length-Biased Censored Sampling: A Simulation Study . . . . . . 397--413 C. Arenas and C. M. Cuadras Comparing Two Methods for Joint Representation of Multivariate Data . . 415--430 K. Krishnamoorthy and Yong Lu Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations . . . . . . . . . . . . . . 431--446 Daya K. Nagar and Carmen Cecilia Sánchez Exact Percentage Points for Testing Multisample Sphericity in the Bivariate Case . . . . . . . . . . . . . . . . . . 447--457 Alexander Begun and Wilfried Seidel On Symmetrical Equidistant Minimax Designs in Statistical Experiments with Binary Data . . . . . . . . . . . . . . 459--488 Maria E. Calzada and Stephen M. Scariano and Gemai Chen Computing Average Run Lengths for the MaxEWMA Chart . . . . . . . . . . . . . 489--503 Maria E. Calzada and Stephen M. Scariano Average Run Length Computations for the Three-Way Chart . . . . . . . . . . . . 505--524 Byungjin Choi and Keeyoung Kim and Seuck Heun Song Goodness-of-Fit Test for Exponentiality Based on Kullback--Leibler Information 525--536 Anonymous Letter to the Editor . . . . . . . . . . 537--539
Francisco Louzada-Neto and Christiano Santos Andrade and Fernanda R. Zanforlin Almeida On the Non-identifiability Problem Arising on the Poly-Weibull Model . . . 541--552 Yuming Ning and Stephen J. Finch The Likelihood Ratio Test with the Box--Cox Transformation for the Normal Mixture Problem: Power and Sample Size Study . . . . . . . . . . . . . . . . . 553--565 Maria Karlsson Finite Sample Properties of the QME . . 567--583 Steven Cook and Neil Manning The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks . . . . . 585--596 Daling Wen and Martin S. Levy Algorithms for Fitting BLINEX Loss Parameters . . . . . . . . . . . . . . . 597--608 Josep Ginebra Two-Armed Bandit Strategies that Discount Past and Future . . . . . . . . 609--619 Nyongesa L. Kennedy Multistage Group Testing Procedure (Group Screening) . . . . . . . . . . . 621--637 Shu-Fei Wu and Bang-Xing Liao A Simulation Study of Multiple Comparisons with the Average under Heteroscedasticity . . . . . . . . . . . 639--659 Prasad V. Bidarkota A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers . . . . . . . . 661--671 June-Yule Lee Adaptive Choice of Trimming Proportions for Location Estimation of the Mean . . 673--684 Olcay Arslan On the Computation and Finite Sample Behavior of the Constrained $M$-Estimates for Multivariate Location and Scatter . . . . . . . . . . . . . . 685--701 Wei-Hou Cheng and N. Balakrishnan A Modified Sign Test for Symmetry . . . 703--709 O. Thas and J. P. Ottoy A Nonparametric Test for Independence Based on Sample Space Partitions . . . . 711--728 Alan D. Hutson Exact Nonparametric Bootstrap Confidence Bands for the Quantile Function Given Censored Data . . . . . . . . . . . . . 729--746 Francisco José A. Cysneiros and Gilberto A. Paula One-Sided Tests in Linear Models with Multivariate $t$-Distribution . . . . . 747--771 S. Huda and Arwa M. Al-Shingiti On Second-Order $A$-, $D$- and $E$-Minimax Designs for Estimating Slopes in Extrapolation and Restricted Interpolation Regions . . . . . . . . . 773--785 Dietmar Zellner and Frieder Keller and Günter E. Zellner Variable Selection in Logistic Regression Models . . . . . . . . . . . 787--805 Rachel T. Fouladi and Yann-Yann Shieh A Comparison of Two General Approaches to Mixed Model Longitudinal Analyses Under Small Sample Size Conditions . . . 807--824 T. R. Cotos-Yáñez and W. González-Manteiga and J. M. Prada-Sánchez Prediction with Additive Models-Simulation and Application with Real Data . . . . . . . . . . . . . . . 825--842 Thomas P. McWilliams The Design of Truncated Sequential Test Plans Based on Attributes Data . . . . . 843--859
Georges H. Guirguis and R. D. Tobias On the Computation of the Distribution for the Analysis of Means . . . . . . . 861--887 Eva Andersson The Impact of Intensity in Surveillance of Cyclical Processes . . . . . . . . . 889--913 Marco Bee Testing for Redundancy in Normal Mixture Analysis . . . . . . . . . . . . . . . . 915--936 Adelaide Figueiredo Test for Rotational Symmetry of Data from the Watson Distribution Defined on the Hypersphere . . . . . . . . . . . . 937--943 Kellie B. Keeling and Robert J. Pavur A Comparison of Methods for Approximating the Mean Eigenvalues of a Random Matrix . . . . . . . . . . . . . 945--961 Essam K. Al-Hussaini and Alaa H. Abdel-Hamid Bayesian Estimation of the Parameters, Reliability and Hazard Rate Functions of Mixtures Under Accelerated Life Tests 963--982 Stefania Naddeo Exact Bayesian Higher Posterior Density Interval for the Correlation Coefficient of a Normal Bivariate Distribution . . . 983--990 Georges H. Guirguis Conformal Mapping: A Robust Method for Computing Quantiles . . . . . . . . . . 991--1006 Xun Chen and Xiaohui Luo Some Modifications on the Application of the Exact Wilcoxon--Mann--Whitney Test 1007--1020 Show-Li Jan and Gwowen Shieh Nonparametric Multiple Test Procedures for Dose Finding . . . . . . . . . . . . 1021--1037 William F. Christensen and Richard F. Gunst Estimating Pollution Source Contributions from Temporally Correlated Air Quality Observations . . . . . . . . 1039--1060 L. A. Gil-Alana The Tests of Robinson in the Context of AR(1) Disturbances . . . . . . . . . . . 1061--1075 Kenneth Liu and Roslyn A. Stone and Sati Mazumdar and Patricia R. Houck and Charles F. Reynolds III Covariate Measurement Error in the Cox Model: A Simulation Study . . . . . . . 1077--1093 Raef Lawson Small Sample Confidence Intervals for the Odds Ratio . . . . . . . . . . . . . 1095--1113 Junoh Park and Sunghyun Park Estimation of the Change Point in the $ \bar {X} $ and $S$ Control Charts . . . 1115--1132 Lingyun Zhang and M. S. Bebbington and K. Govindaraju and C. D. Lai Composite EWMA Control Charts . . . . . 1133--1158
Yao Wang and Anwar M. Hossain and William J. Zimmer Tables of Bounds for Distributions with Monotone Log-Odds Rate . . . . . . . . . 1--20 Harshinder Singh and Neeraj Misra and Shengqiao Li Estimation of Order Restricted Concentration Parameters of von Mises Distributions . . . . . . . . . . . . . 21--40 Colleen Kelly and Purnima Rao-Melacini and Wei Zhao Using James--Stein Estimators in Homogeneity Tests of the Risk Difference 41--55 Nigel Wilkins Small Sample Properties of Frequency Domain Estimators for the Fractional Model . . . . . . . . . . . . . . . . . 57--72 Mohammad Al-Rawwash Modeling Covariance Parameters for Purely Autoregressive Correlated Longitudinal Data . . . . . . . . . . . 73--83 D. J. Best and J. C. W. Rayner Improved Testing for the Poisson Distribution Using Chi-squared Components with Data Dependent Cells . . 85--96 C. J. Pérez and J. Martín and M. J. Rufo and C. Rojano Quasi-Random Sampling Importance Resampling . . . . . . . . . . . . . . . 97--112 Aparna V. Huzurbazar A Censored Data Histogram . . . . . . . 113--120 Zhiguo Wang and Jinde Wang Parameter Estimation of Some NHPP Software Reliability Models with Change-Point . . . . . . . . . . . . . . 121--134 Yichuan Zhao and Yu-Sheng Hsu Semiparametric Analysis for Additive Risk Model via Empirical Likelihood . . 135--143 Adelaide Figueiredo and Paulo Gomes Discordancy Test for the Bipolar Watson Distribution Defined on the Hypersphere 145--153 Hea-Jung Kim A Monte Carlo Method for Computing the HPD Interval for Ratio of Two Multivariate Normal Generalized Variances . . . . . . . . . . . . . . . 155--166 Anuradha Roy and Ravindra Khattree Discrimination and Classification with Repeated Measures Data under Different Covariance Structures . . . . . . . . . 167--178 Rados\law Kala and Miros\law Krzy\'sko and Waldemar Wo\ly\'nski Two Preliminary Tests for Discriminant Analysis . . . . . . . . . . . . . . . . 179--189 Hung-Chin Lin and Gwo-Ji J. Sheen An Approximation Approach for Making Decisions in Assessing the Capability Index $ C_{pk} $ from the Subsamples . . 191--202 Gemai Chen and Smiley W. Cheng and Hansheng Xie A New Multivariate Control Chart for Monitoring Both Location and Dispersion 203--217 Abdelmonem Snoussi and Mohamed El Ghourabi and Mohamed Limam On SPC for Short Run Autocorrelated Data 219--234 James X. Song Zero-Inflated Poisson Regression to Analyze Lengths of Hospital Stays Adjusting for Intra-Center Correlation 235--241
Huizhen Guo and K. Krishnamoorthy Comparison Between Two Quantiles: The Normal and Exponential Cases . . . . . . 243--252 N. Balakrishnan and T. Li BLUEs of Parameters of Generalized Geometric Distribution Using Ordered Ranked Set Sampling . . . . . . . . . . 253--266 M. A. W. Mahmoud and K. S. Sultan and M. E. Moshref Inference Based on Order Statistics from the Generalized Pareto Distribution and Application . . . . . . . . . . . . . . 267--282 Vinh Nguyen and Doyle L. Hawkins Regression Model with Ordinal Predictor Subject to Measurement Error . . . . . . 283--292 José Nilo G. Binongo and D'Arcy P. Mays III A Study of the Authorship of the Books of Oz Using Nested Linear Models . . . . 293--308 Diego Salazar and G. Venkatesan and David Moen Switching Linear Models: A General Approach . . . . . . . . . . . . . . . . 309--320 Kirsten Wust and Meinhard Kieser Monitoring Continuous Long-Term Outcomes in Adaptive Designs . . . . . . . . . . 321--341 V. Ramakrishnan and Z. Wang Analysis of Data from Clinical Trials with Treatment Related Dropouts . . . . 343--353 Minoru Siotani and Takashi Seo and Toshiya Iwashita Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference III --- The Modified Likelihood Ratio $ \Lambda $-Test in the Noncentral Case . . . . . 355--375 Elisa Valderas Gomez and G. Bruce Schaalje and Gilbert W. Fellingham Performance of the Kenward--Roger Method when the Covariance Structure is Selected Using AIC and BIC . . . . . . . 377--392 Huaguang Feng and Thomas R. Willemain and Nong Shang Wavelet-Based Bootstrap for Time Series Analysis . . . . . . . . . . . . . . . . 393--413 H. E. T. Holgersson and F. LindströM A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process . . . . . . . . . . . . . . . . 415--427 Junji Shimada and Yoshihiko Tsukuda Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation . . 429--450 Scott D. Grimshaw and James McDonald and Grant R. McQueen and Steven Thorley Estimating Hazard Functions for Discrete Lifetimes . . . . . . . . . . . . . . . 451--463
Julian Z. Wang A Note on Estimation in the Four-Parameter Beta Distribution . . . . 495--501 Francis G. Pascual Maximum Likelihood Estimation Under Misspecified Lognormal and Weibull Distributions . . . . . . . . . . . . . 503--524 Nick Feltovich Critical Values for the Robust Rank-Order Test . . . . . . . . . . . . 525--547 Peter C. Austin Bias in Penalized Quasi-Likelihood Estimation in Random Effects Logistic Regression Models When the Random Effects Are not Normally Distributed . . 549--565 Songjoon Baek and Filiz Karaman and Hongshik Ahn Variable Selection for Heteroscedastic Data Through Variance Estimation . . . . 567--583 Seongbaek Yi A Comparison of Two Bandwidth Selectors OSCV and AICc in Nonparametric Regression . . . . . . . . . . . . . . . 585--594 Jan Vrbik Moments of AR(1)-Model Estimators . . . 595--600 Georgios Pitselis Application of $M$-Estimators to Cross-Section Effect Models . . . . . . 601--616 Linda Lee Ho and Aldy Fernandes da Silva Bias Correction for Mean Time to Failure and $p$-Quantiles in a Weibull Distribution by Bootstrap Procedure . . 617--629 Jamal Temsamani and Juan A. Carrasco A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair . . . . . . . . . . . . . . . . . 631--661 Steven G. From and Michael Tortorella Parametric Confidence Intervals for the Renewal Function Using Coupled Integral Equations . . . . . . . . . . . . . . . 663--672 J. M. Marín and M. T. Rodríguez-Bernal and M. P. Wiper Using Weibull Mixture Distributions to Model Heterogeneous Survival Data . . . 673--684 J.-A. Kim and N. Balakrishnan Nonparametric Tests for Independence Between Lifetimes and Covariates from Censored Bivariate Normal Samples . . . 685--710 Alejandra Cabaña and Enrique M. Cabaña Goodness-of-Fit to the Exponential Distribution, Focused on Weibull Alternatives . . . . . . . . . . . . . . 711--723 Jin Zhao and Jinde Wang A New Goodness-of-Fit Test Based on the Laplace Statistic for a Large Class of NHPP Models . . . . . . . . . . . . . . 725--736 Dorin Drignei A Nonstationary Statistical Model for Computationally Intensive Numerical Ordinary Differential Systems . . . . . 737--750 Wenquan Wang and Robert F. Woolson and William R. Clarke Estimating and Testing Treatment Effects on Two Binary Endpoints and Association Between Endpoints in Clinical Trials . . 751--769 Paul F. Pinsky Scaling of True and Apparent ROC AUC with Number of Observations and Number of Variables . . . . . . . . . . . . . . 771--781 John C. Kern II and Susan M. Cohen Menopausal Symptom Relief with Acupuncture: Bayesian Analysis Using Piecewise Regression . . . . . . . . . . 783--798 S. Balamurali and Heekon Park and Chi-Hyuck Jun and Kwang-Jae Kim and Jaewook Lee Designing of Variables Repetitive Group Sampling Plan Involving Minimum Average Sample Number . . . . . . . . . . . . . 799--809 Daniel J. Mundfrom and Robert L. Heiny and Steven Hoff Power Ratings for NCAA Division II Football . . . . . . . . . . . . . . . . 811--826
J. Vrbik Finite- $n$ Corrections to Normal Approximation . . . . . . . . . . . . . 827--837 Donald Lien and N. Balakrishnan On Regression Analysis with Data Cleaning via Trimming, Winsorization, and Dichotomization . . . . . . . . . . 839--849 Y.-P. Chang and M.-C. Hung and H. Liu and J.-F. Jan Testing Symmetry of a NIG Distribution 851--862 Joseph Lardies and Zaka Ratsimalahelo Model Order Estimation of a Multivariable Stochastic Process . . . . 863--877 Gerhard Derflinger and Wolfgang Hörmann Asymptotically Optimal Design Points for Rejection Algorithms . . . . . . . . . . 879--893 Thomas W. O'Gorman The Performance of Randomization Tests that Use Permutations of Independent Variables . . . . . . . . . . . . . . . 895--908 D. Afshartous and J. de Leeuw Decomposition of Prediction Error in Multilevel Models . . . . . . . . . . . 909--928 C. Koukouvinos and S. Stylianou A Method for Analyzing Supersaturated Designs . . . . . . . . . . . . . . . . 929--937 H. Evangelaras and E. Kolaiti and C. Koukouvinos Projection Properties of Certain Three-Level Main Effect Plans with Quantitative Factors . . . . . . . . . . 939--955 O. Thas and J. C. W. Rayner and D. J. Best Tests for Symmetry Based on the One-Sample Wilcoxon Signed Rank Statistic . . . . . . . . . . . . . . . 957--973 Hirokazu Yanagihara and Ke-Hai Yuan Three Approximate Solutions to the Multivariate Behrens--Fisher Problem . . 975--988 G. Nuñez-Antonio and E. Gutiérrez-Peña A Bayesian Analysis of Directional Data Using the von Mises--Fisher Distribution 989--999 Chunyan Yang and Siu-keung Tse Planning Accelerated Life Tests Under Progressive Type I Interval Censoring with Random Removals . . . . . . . . . . 1001--1025 Juan A. Carrasco Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization . . . . . . . 1027--1052 Jadran Dobri\'c and Friedrich Schmid Testing Goodness of Fit for Parametric Families of Copulas-Application to Financial Data . . . . . . . . . . . . . 1053--1068 Petros E. Maravelakis and John Panaretos and Stelios Psarakis An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion . . . . . . . . . . . . . 1069--1079
O. Y. Kravchuk $R$-Estimator of Location of the Generalized Secant Hyperbolic Distribution . . . . . . . . . . . . . . 1--18 Jeff T. Terpstra and Zachary A. Miller Exact Inference for a Population Proportion Based on a Ranked Set Sample 19--26 Mamun Mahmud and Michal Abrahamowicz and Karen Leffondré and Yogendra P. Chaubey Selecting the Optimal Transformation of a Continuous Covariate in Cox's Regression: Implications for Hypothesis Testing . . . . . . . . . . . . . . . . 27--45 Hea-jung Kim On Bayesian Estimation of the Product of Poisson Rates with Application to Reliability . . . . . . . . . . . . . . 47--59 Daniela De Canditiis Pointwise Bayesian Credible Intervals for Regularized Linear Wavelet Estimators . . . . . . . . . . . . . . . 61--77 Gülhan Alpargu and Pierre Dutilleul Stepwise Regression in Mixed Quantitative Linear Models with Autocorrelated Errors . . . . . . . . . 79--104 Chi-young Choi and Young-kyu Moh On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study . . . . . . . 105--116 P. Malo and A. Kanto Evaluating Multivariate GARCH Models in the Nordic Electricity Markets . . . . . 117--148 Yong Cai and K. Krishnamoorthy Exact Size and Power Properties of Five Tests for Multinomial Proportions . . . 149--160 Hanne T. Wist and Håvard Rue Specifying a Gaussian Markov Random Field by a Sparse Cholesky Triangle . . 161--176 Haruhiko Ogasawara Asymptotic Expansion and Conditional Robustness for the Sample Multiple Correlation Coefficient Under Nonnormality . . . . . . . . . . . . . . 177--199 Haruhiko Ogasawara Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis . . . . . . . . . . . 201--223 M. P. Gadre and R. N. Rattihalli Modified Group Runs Control Charts to Detect Increases in Fraction Non Conforming and Shifts in the Process Mean . . . . . . . . . . . . . . . . . . 225--240 Grace S. Shieh and Y. C. Jiang and Yu-shan Shih Comparison of Support Vector Machines to Other Classifiers Using Gene Expression Data . . . . . . . . . . . . . . . . . . 241--256
David P. Chu Distance Between Random Points in Two Rectangular Cities . . . . . . . . . . . 257--276 Jacqueline M. Guarte and Erniel B. Barrios Estimation Under Purposive Sampling . . 277--284 Young Sook Son and Mira Oh Bayesian Estimation of the Two-Parameter Gamma Distribution . . . . . . . . . . . 285--293
Herbert Büning and Salmai Qari Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance 531--545 Parminder Singh and Asheber Abebe and Satya N. Mishra Simultaneous Testing for the Successive Differences of Exponential Location Parameters . . . . . . . . . . . . . . . 547--561 L. Barabesi and M. Marcheselli A Practical Implementation and Bayesian Estimation in Franklin's Randomized Response Procedure . . . . . . . . . . . 563--573 Chien-Tai Lin and Sam J. S. Wu and N. Balakrishnan Monte Carlo Methods for Bayesian Inference on the Linear Hazard Rate Distribution . . . . . . . . . . . . . . 575--590 A. E. Clark and C. G. Troskie Regression and ICOMP --- a Simulation Study . . . . . . . . . . . . . . . . . 591--603 A. E. Clark and C. G. Troskie Ridge Regression --- a Simulation Study 605--619 Fang Li Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors . . . . . . . . . . . 621--643 Temesgen Zewotir and Jacky S. Galpin Evaluation of Linear Mixed Model Case Deletion Diagnostic Tools by Monte Carlo Simulation . . . . . . . . . . . . . . . 645--682 Stephen P. Brooks and Yanan Fan and Jeffrey S. Rosenthal Perfect Forward Simulation via Simulated Tempering . . . . . . . . . . . . . . . 683--713 S. Cabras and G. Mostallino and W. Racugno A Nonparametric Bootstrap Test for the Equality of Coefficients of Variation 715--726 Tadeusz Cali\'nski and Miros\law Krzy\'sko and Waldemar Wo\ly\'nski A Comparison of Some Tests for Determining the Number of Nonzero Canonical Correlations . . . . . . . . . 727--749 Amar Rebbouh Clustering the Constitutive Elements of Measuring Tables Data Structure . . . . 751--763 Madhusudan Bhandary and Koji Fujiwara A Small Sample Test for the Equality of Intraclass Correlation Coefficients Under Unequal Family Sizes for Several Populations . . . . . . . . . . . . . . 765--778 David Clifford Distribution of Increases in Residual Log Likelihood for Nested Spatial Models 779--788 M. R. Sena, Jr. and V. A. Reisen and S. R. C. Lopes Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study . . . . . . . . . . . . 789--802 Laura Temime and Guy Thomas Estimation of Balanced Simultaneous Confidence Sets for SIR Models . . . . . 803--812 Yu-Hung Chien and Jau-Chuan Ke and Ssu-Lang Lee Asymptotic Confidence Limits for Performance Measures of a Repairable System with Imperfect Service Station 813--830 M. H. Lee and Michael B. C. Khoo Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL . . . . . . . . . . . . . . . . . . 831--847
James Stamey and Cody Hamilton A Note on Confidence Intervals for a Linear Function of Poisson Rates . . . . 849--856 Alberto Contreras-Cristán and Eduardo Gutiérrez-Peña and Stephen G. Walker A Note on Whittle's Likelihood . . . . . 857--875 Montip Tiensuwan and Satinee Lertprapai and Bimal K. Sinha On a Comparison of Several Competing Estimates of a Univariate Normal Mean by the Multiple Criteria Decision-Making Method . . . . . . . . . . . . . . . . . 877--891 Rand R. Wilcox Some Results on Comparing the Quantiles of Dependent Groups . . . . . . . . . . 893--900 Marcin Kozak On Sample Allocation in Multivariate Surveys . . . . . . . . . . . . . . . . 901--910 Barbara Jane George and Kaushik Ghosh A Semiparametric Bayesian Model for Circular-Linear Regression . . . . . . . 911--923 Abdelhakim Aknouche and Hafida Guerbyenne Recursive Estimation of GARCH Models . . 925--938 Alvaro Escribano and Ana E. Sipols and Felipe Aparicio Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests . . . . . . . . . . 939--956 H. Nocairi and E. M. Qannari and M. Hanafi A Simple Regularization Procedure for Discriminant Analysis . . . . . . . . . 957--967 Madhusudan Bhandary Test for Generalized Variance in Factor Analysis Model . . . . . . . . . . . . . 969--973 Liciana V. A. Silveira Chalita and Enrico A. Colosimo and José Raimundo de Souza Passos Modeling Grouped Survival Data with Time-Dependent Covariates . . . . . . . 975--981 Yang-Jin Kim Analysis of Panel Count Data with Dependent Observation Times . . . . . . 983--990 Maiying Kong and Randall L. Eubank Monotone Smoothing with Application to Dose-Response Curve . . . . . . . . . . 991--1004 Pedro Saavedra and Angelo Santana and María Del Pino Quintana Pivotal Quantities Based on Sequential Data: A Bootstrap Approach . . . . . . . 1005--1018 Yiannis C. Bassiakos and Panos C. Katerelos Sample Size Calculation for the Therapeutic Equivalence Problem . . . . 1019--1026 Chao-Yu Chou and Chin-Chun Wu and Chung-Ho Chen Joint Economic Design of Variable Sampling Intervals $ (X) $ and $R$ Charts Using Genetic Algorithms . . . . 1027--1043 C. Yang and S.-K. Tse and G. Li False Signal Rates for the $ (X) $ Control Charts with Runs Tests When Process Parameters Are Estimated . . . . 1045--1056 Nicholas R. Farnum Closed-Form Approximation for the AOQL of Attributes Acceptance Sample Plans 1057--1065 Michael Steele and Janet Chaseling Powers of Discrete Goodness-of-Fit Test Statistics for a Uniform Null Against a Selection of Alternative Distributions 1067--1075
Prof. N. Balakrishnan, Editor-in-Chief Editorial . . . . . . . . . . . . . . . 1--1 Montip Tiensuwan and Sukuman Sarikavanij and Bimal K. Sinha Nonnegative Unbiased Estimation of Scale Parameters and Associated Quantiles Based on a Ranked Set Sample . . . . . . 3--31 Amjad D. Al-Nasser L Ranked Set Sampling: A Generalization Procedure for Robust Visual Sampling . . 33--43 Stephen G. Walker Sampling the Dirichlet Mixture Model with Slices . . . . . . . . . . . . . . 45--54 Edit Gombay and Daniel Serban Sequential Comparison of $d$ Populations and Related Tables . . . . . . . . . . . 55--72 Nathalie Villa and Martin Paegelow and Maria T. Camacho Olmedo and Laurence Cornez and Frédéric Ferraty and Louis Ferré and Pascal Sarda Various Approaches for Predicting Land Cover in Mountain Areas . . . . . . . . 73--86 Eva Boj Del Val and M. Merc\`e Claramunt Bielsa and Josep Fortiana Selection of Predictors in Distance-Based Regression . . . . . . . 87--98 Dennis Oberhelman and Rao Kadiyala A Test for the Equality of Parameters for Separate Regression Models in the Presence of Heteroskedasticity . . . . . 99--121 M. Isabel Reis Dos Santos and Acácio M. O. Porta Nova Estimating and Validating Nonlinear Regression Metamodels in Simulation . . 123--137 Rosa Arboretti Giancristofaro and Fortunato Pesarin and Luigi Salmaso Permutation Anderson--Darling Type and Moment-Based Test Statistics for Univariate Ordered Categorical Data . . 139--150 Myoungshic Jhun and Hyeong Chul Jeong and Joshua Seungwook Bahng Simultaneous Confidence Intervals for the Mean of Multivariate Poisson Distribution: A Comparison . . . . . . . 151--164 Jan G. De Gooijer and Ali Gannoun TR Multivariate Conditional Median Estimation . . . . . . . . . . . . . . . 165--176 S. Bashir and E. M. Carter Performance of High Breakdown Mixture Discriminant Analysis Under Different Biweight Functions . . . . . . . . . . . 177--183 Marcia F. Mizoi and Heleno Bolfarine and Antonio C. Pedroso-De-Lima Cure Rate Model with Measurement Error 185--196 Lauren Bin Dong and David E. A. Giles An Empirical Likelihood Ratio Test for Normality . . . . . . . . . . . . . . . 197--215 Shihyu Chou and Min-Chiang Wang Setting Policy for On-Line Process Control with Dynamic Characteristics . . 217--232
Philip H. Ramsey and Patricia P. Ramsey Testing Variability in the Two-Sample Case . . . . . . . . . . . . . . . . . . 233--248 Sharmila Banerjee and Boris Iglewicz A Simple Univariate Outlier Identification Procedure Designed for Large Samples . . . . . . . . . . . . . 249--263 Ching-Ching Lin and Deng-Yuan Huang On Some Multiple Decision Procedures for Normal Variances . . . . . . . . . . . . 265--275 Pier Francesco Perri and Agostino Tarsitano Partially Adaptive Estimation via Quantile Functions . . . . . . . . . . . 277--296 Maria Ivanilde Araújo and Basilio de Bragança Pereira A Comparison of Bayes Factors for Separated Models: Some Simulation Results . . . . . . . . . . . . . . . . 297--309 Juan M. Vilar-Fernández and Ricardo Cao Nonparametric Forecasting in Time Series --- a Comparative Study . . . . . . . . 311--334 S. Chakraborti and S. Eryilmaz A Nonparametric Shewhart-Type Signed-Rank Control Chart Based on Runs 335--356 Jeffrey S. Racine and James G. Mackinnon Simulation-Based Tests that Can Use Any Number of Simulations . . . . . . . . . 357--365 W. E. Leithead and Yunong Zhang $ O(N^2) $-Operation Approximation of Covariance Matrix Inverse in Gaussian Process Regression Based on Quasi-Newton BFGS Method . . . . . . . . . . . . . . 367--380 Xinmin Li Comparison of Confidence Intervals on Between Group Variance in Unbalanced Heteroscedastic One-Way Random Models 381--390 Nikolay Angelov and Rolf Larsson Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test . . . . . . . . . . . . . . . . . . 391--412 Adelaide Figueiredo Discordancy Tests Based on the Likelihood Ratio for the Bipolar Watson Distribution on the Hypersphere . . . . 413--421 T. Gaugler and D. Kim and S. Liao Comparing Two Survival Time Distributions: An Investigation of Several Weight Functions for the Weighted Logrank Statistic . . . . . . . 423--435 J.-B. Hardouin and M. Mesbah The SAS Macro-Program %AnaQol to Estimate the Parameters of Item Responses Theory Models . . . . . . . . 437--453
Alberto Contreras-Cristán and José M. González-Barrios Model Selection Using Conditional Densities . . . . . . . . . . . . . . . 455--469 Ronald A. Webster and Anthony N. Pettitt Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities . . . . . . . . 471--482 James Stamey and Athanassios Katsis Sample Size Determination for Comparing Two Poisson Rates with Underreported Counts . . . . . . . . . . . . . . . . . 483--492 Karl Mosler and Lars Haferkamp Size and Power of Recent Tests for Homogeneity in Exponential Mixtures . . 493--504 Jenny Jiang and Min Tsao Mixture Distributions Based Methods of Calibration for the Empirical Log-Likelihood Ratio . . . . . . . . . . 505--517 D. S. Paolino Conservative Likelihood Inference for Type I Censored Samples from the Log-Location-Scale Distributions . . . . 519--533 M. A. Alkhamisi and G. Shukur A Monte Carlo Study of Recent Ridge Parameters . . . . . . . . . . . . . . . 535--547 Enrique F. Schisterman and Neil Perkins Confidence Intervals for the Youden Index and Corresponding Optimal Cut-Point . . . . . . . . . . . . . . . 549--563 Yichuan Zhao and Wen Jian Analysis of Longitudinal Data in the Case-Control Studies via Empirical Likelihood . . . . . . . . . . . . . . . 565--578 Tieling Zhang and Min Xie Failure Data Analysis with Extended Weibull Distribution . . . . . . . . . . 579--592 Yichuan Zhao and Yijian Huang Test-Based Interval Estimation Under the Accelerated Failure Time Model . . . . . 593--605 Jin Zhao and Jinde Wang Testing the Existence of Change-Point in NHPP Software Reliability Models . . . . 607--619 Timothy E. Hanson and Osbjorn M. Pearson Fitting MANOVA Models with Missing Continuous or Ordinal Data Using Reference Priors . . . . . . . . . . . . 621--630 M. D. Esteban and Y. Marhuenda and D. Morales and A. Sánchez New Goodness-of-Fit Tests Based on Sample Quantiles . . . . . . . . . . . . 631--642 N. Balakrishnan and Víctor Leiva and Jorge López Acceptance Sampling Plans from Truncated Life Tests Based on the Generalized Birnbaum--Saunders Distribution . . . . 643--656 Chien-Wei Wu and W. L. Pearn and C. S. Chang and H. C. Chen Accuracy Analysis of the Percentile Method for Estimating Non Normal Manufacturing Quality . . . . . . . . . 657--697 Pairoj Khawsithiwong and Nihal Yatawara Monitoring Process Variability with Individual Measurements Following Elliptically Contoured Distributions . . 699--718 Dirac Moutinho Cordeiro and Gauss Moutinho Cordeiro Model of Combined Prevision: An Application of the Monthly Series of Dengue Notifications in the State of Pernambuco . . . . . . . . . . . . . . . 719--740 Leila Hedhili Zaier and Abdelwahed Trabelsi A Polynomial Method for Temporal Disaggregation of Multivariate Time Series . . . . . . . . . . . . . . . . . 741--759
Yu-Ling Tseng and Shao-Wei Wu Ranked-Set-Sample-Based Tests for Normal and Exponential Means . . . . . . . . . 761--782 Jungsywan Hwang Sepanski A Modification on the Friedman Test Statistic . . . . . . . . . . . . . . . 783--790 Livio Corain and Luigi Salmaso A Critical Review and a Comparative Study on Conditional Permutation Tests for Two-Way ANOVA . . . . . . . . . . . 791--805 Marcin Kozak and Andrzej Zieli\'nski Comparison of Efficiency of Stratified and Unequal Probability Sampling . . . . 807--816 Reza Modarres A Test of Independence Based on the Likelihood of Cut-Points . . . . . . . . 817--825 Carlos Tenreiro On the Finite Sample Behavior of Fixed Bandwidth Bickel--Rosenblatt Test for Univariate and Multivariate Uniformity 827--846 Ersin Ogus and A. Canan Yazici and Fikret Gurbuz Evaluating the Significance Test When the Correlation Coefficient is Different from Zero in the Test of Hypothesis . . 847--854 Junyong Park and Jayson D. Wilbur and Jayanta K. Ghosh and Cindy H. Nakatsu and Corinne Ackerman Selection of Binary Variables and Classification by Boosting . . . . . . . 855--869 Hakan Demirtas Practical Advice on How to Impute Continuous Data When the Ultimate Interest Centers on Dichotomized Outcomes Through Pre-Specified Thresholds . . . . . . . . . . . . . . . 871--889 Alan Chow and Bryant Chow and Sriharsha Hanumanth and Teresa Wagner Comparison of Robust Estimators of Standard Deviation in Normal Distributions Within the Context of Quality Control . . . . . . . . . . . . 891--899 Lianjie Shu and Wei Jiang and Shujin Wu A One-Sided EWMA Control Chart for Monitoring Process Means . . . . . . . . 901--920 Young Soon Chang Multivariate CUSUM and EWMA Control Charts for Skewed Populations Using Weighted Standard Deviations . . . . . . 921--936
Ali I. Genç A Generalization of the Univariate Slash by a Scale-Mixtured Exponential Power Distribution . . . . . . . . . . . . . . 937--947 Kohji Yamamura and Akihiro Hino Estimation of the Proportion of Defective Units by Using Group Testing Under the Existence of a Threshold of Detection . . . . . . . . . . . . . . . 949--957 J. A. Roldán Nofuentes and J. D. Luna del Castillo The Effect of Verification Bias in the Na\"\ive Estimators of Accuracy of a Binary Diagnostic Test . . . . . . . . . 959--972 Hye-Seung Lee Canonical Correlation Analysis Using Small Number of Samples . . . . . . . . 973--985 James Cui and Guoqi Qian Selection of Working Correlation Structure and Best Model in GEE Analyses of Longitudinal Data . . . . . . . . . . 987--996 Beatriz V. M. Mendes and Eduardo F. L. de Melo and Roger B. Nelsen Robust Fits for Copula Models . . . . . 997--1017 Florence Wu and Emiliano Valdez and Michael Sherris Simulating from Exchangeable Archimedean Copulas . . . . . . . . . . . . . . . . 1019--1034 J. Mateu and P. Juan and E. Porcu Geostatistical Analysis Through Spectral Techniques: Some Words of Caution . . . 1035--1051 Christos T. Nakas Performance of the One-Sample Goodness-of-Fit P--P-Plot Length Test 1053--1059 Berna Yazici and Özlem Alpu and Yaning Yang Comparison of Goodness-of-Fit Measures in Probit Regression Model . . . . . . . 1061--1073 Jay R. Schaffer and Myoung-Jin Kim Number of Replications Required in Control Chart Monte Carlo Simulation Studies . . . . . . . . . . . . . . . . 1075--1087 Shih-Chou Kao and Chuanching Ho Robustness of $R$-Chart to Non Normality 1089--1098 Shey-Huei Sheu and Wen-Chih Chiu Poisson GWMA Control Chart . . . . . . . 1099--1114 Maria E. Calzada and Stephen M. Scariano Joint Monitoring of the Mean and Variance of Combined Control Charts with Estimated Parameters . . . . . . . . . . 1115--1134
Hyung-Tae Ha and Serge B. Provost A Viable Alternative to Resorting to Statistical Tables . . . . . . . . . . . 1135--1151 Y. C. Chang and W. L. Pearn and Chien-Wei Wu On the Sampling Distributions of the Estimated Process Loss Indices with Asymmetric Tolerances . . . . . . . . . 1153--1170 K. Krishnamoorthy and Jie Peng Some Properties of the Exact and Score Methods for Binomial Proportion and Sample Size Calculation . . . . . . . . 1171--1186 Filippo Domma Asymptotic Distribution of the Maximum Likelihood Estimators of the Parameters of the Right-Truncated Dagum Distribution . . . . . . . . . . . . . . 1187--1199 Jiro Hodoshima and Masakazu Ando The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors . . . . . . . . . 1201--1215 Lang Li and Siu Hui Positive False Discovery Rate Estimate in Step-Wise Variable Selection . . . . 1217--1231 Hal Whitehead Selection of Models of Lagged Identification Rates and Lagged Association Rates Using AIC and QAIC . . 1233--1246 N. Balakrishnan and Donghoon Han Optimal Progressive Type-II Censoring Schemes for Nonparametric Confidence Intervals of Quantiles . . . . . . . . . 1247--1262 Cheng Peng and Bhisham C. Gupta An Improved Hollander's Distribution-Free Test for Parallelism 1263--1273 Myoungshic Jhun and Hyeong Chul Jeong and Ja-Yong Koo On the Use of Adaptive Nearest Neighbors for Missing Value Imputation . . . . . . 1275--1286 Dyah E. Herwindiati and Maman A. Djauhari and Muhammad Mashuri Robust Multivariate Outlier Labeling . . 1287--1294 P. Economou and C. Caroni Parametric Proportional Odds Frailty Models . . . . . . . . . . . . . . . . . 1295--1307 Ingrid David and Tristan Lorino and Moez Sanaa Bayesian Versus Frequentist Approach of the Frailty Cox Model, Application to Calf Gastroenteritis . . . . . . . . . . 1309--1320 B. Fournier and N. Rupin and M. Bigerelle and D. Najjar and A. Iost Comments on the Mixture Detection Rule Used in SPC Control Charts . . . . . . . 1321--1331 Jaeheon Lee and Changsoon Park Estimation of the Change Point in Monitoring the Process Mean and Variance 1333--1345 Eurof Walters Some Observations on the Correlation Determinant . . . . . . . . . . . . . . 1347--1354
Haibo Wang and Tom Obremski and Bahram Alidaee and Gary Kochenberger Clique Partitioning for Clustering: A Comparison with $K$-Means and Latent Class Analysis . . . . . . . . . . . . . 1--13 Seung-Ho Kang Which Exact Test is More Powerful in Testing the Hardy-Weinberg Law? . . . . 14--24 Roberta Paroli and Luigi Spezia Bayesian Variable Selection in Markov Mixture Models . . . . . . . . . . . . . 25--47 Lihong Wang Change-Point Estimation in Long Memory Nonparametric Models with Applications 48--61 Qinggang Wang and John J. Koval and Catherine A. Mills and Kang-In David Lee Determination of the Selection Statistics and Best Significance Level in Backward Stepwise Logistic Regression 62--72 Christopher S. Withers and Saralees Nadarajah Linear Regression with Extreme Value Residuals . . . . . . . . . . . . . . . 73--91 Michael Donohue and Ian Abramson and Anthony Gamst Asynergistic Regression Based on Maximized Rank Correlation . . . . . . . 92--105 Guoyi Zhang and Yan Lu Adjusted Confidence Bands in Nonparametric Regression . . . . . . . . 106--113 Andreas Karlsson Nonlinear Quantile Regression Estimation of Longitudinal Data . . . . . . . . . . 114--131 Shuen-Lin Jeng and Ya-Ti Huang Time Series Classification Based on Spectral Analysis . . . . . . . . . . . 132--142 Kosei Fukuda Cointegration Detection Using Dynamic Factor Models . . . . . . . . . . . . . 143--153 Kosei Fukuda Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types . . . . . . . . . . . . . . . . . 154--166 B. K. Hooda and K. Mishra and K. P. Singh A Procedure for Identification of Principal Variables by Least Generalized Dependence . . . . . . . . . . . . . . . 167--177 Abhijit Gupta and Sukalyan Sengupta Online Control Charts for Process Averages Based on Repeated Median Filters . . . . . . . . . . . . . . . . 178--202 Angshuman Sarkar and Arindom Chakraborty and Anamika Chaudhuri A Method of Finding Predictor Genes for a Particular Disease Using a Clustering Algorithm . . . . . . . . . . . . . . . 203--211 Catalina Stefanescu and Devan V. Mehrotra A More Powerful Average Bioequivalence Analysis for the 2 $ \times $ 2 Crossover . . . . . . . . . . . . . . . 212--221 Math J. J. M. Candel and Gerard J. P. Van Breukelen and Larissa Kotova and Martijn P. F. Berger Optimality of Equal vs. Unequal Cluster Sizes in Multilevel Intervention Studies: A Monte Carlo Study for Small Sample Sizes . . . . . . . . . . . . . . 222--239
Agner Fog Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions . . . . . . . . . . . . . 241--257 Agner Fog Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution 258--273 Laurie Davies and Ursula Gather and Henrike Weinert Nonparametric Regression as an Example of Model Choice . . . . . . . . . . . . 274--289 C. Koukouvinos and K. Mylona A Method for Analyzing Supersaturated Designs with a Block Orthogonal Structure . . . . . . . . . . . . . . . 290--300 Livia De Giovanni and Maurizio Naldi Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes . . 301--313 Amélie Charles and Olivier Darné A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment . . . . 314--319 Thu Pham-Gia and Noyan Turkkan and Tai Vovan Statistical Discrimination Analysis Using the Maximum Function . . . . . . . 320--336 Michael E. Sfakianakis and Dimitris G. Verginis A New Family of Nonparametric Quantile Estimators . . . . . . . . . . . . . . . 337--345 Alessandro Di Bucchianico and Jan Friso Groote and Kees Van Hee and Ronald Kruidhof Statistical Certification of Software Systems . . . . . . . . . . . . . . . . 346--359 Borko D. Stosi\'c Fast Random Number Generation Using $ 128$-Bit Multimedia Extension Registers on Pentium Class Machines . . . . . . . 360--367 Elena Goldman and Elmira Valiyeva and Hiroki Tsurumi Kolmogorov--Smirnov, Fluctuation, and $ Z_g $ Tests for Convergence of Markov Chain Monte Carlo Draws . . . . . . . . 368--379 Carlos Comas and Jorge Mateu On Random and Gibbsian Particle Motions for Point Processes Evolving in Space and Time . . . . . . . . . . . . . . . . 380--395 Demetrios L. Antzoulakos and Athanasios C. Rakitzis The Modified $r$ Out of $m$ Control Chart . . . . . . . . . . . . . . . . . 396--408 Suzy Van Sanden and Dan Lin and Tomasz Burzykowski Performance of Gene Selection and Classification Methods in a Microarray Setting: A Simulation Study . . . . . . 409--424 Paul S. F. Yip and K. F. Lam and Ying Xu and P. H. Chau and Jing Xu and Wenhu Chang and Yingchun Peng and Zejun Liu and Xueqin Xie and H. Y. Lau Reconstruction of the Infection Curve for SARS Epidemic in Beijing, China Using a Back-Projection Method . . . . . 425--433 Anandamayee Majumdar and Jason Kaye and Corinna Gries and Diane Hope and Nancy Grimm Hierarchical Spatial Modeling and Prediction of Multiple Soil Nutrients and Carbon Concentrations . . . . . . . 434--453
A. Martín Andrés and J. M. Tapia García and M. J. del Moral Ávila Two-Tailed Unconditional Inferences on the Difference of Two Proportions in Cross-Sectional Studies . . . . . . . . 455--465 Uttam Bandyopadhyay and Atanu Biswas and Amitava Mukherjee Controlling Type-I Error Rate in Monitoring Structural Changes Using Partially Sequential Procedures . . . . 466--485 Glaura C. Franco and Thiago R. Santos and Juliana A. Ribeiro and F. R. B. Cruz Confidence Intervals for the Hyperparameters in Structural Models . . 486--497 C. T. Jose and B. Ismail and S. Jayasekhar Trend, Growth Rate, and Change Point Analysis --- a Data Driven Approach . . 498--506 Tom Burr and Herb Fry and Brian McVey and Eric Sander and Joseph Cavanaugh and Andrew Neath Performance of Variable Selection Methods in Regression Using Variations of the Bayesian Information Criterion 507--520 Nedret Billor and Gulsen Kiral A Comparison of Multiple Outlier Detection Methods for Regression Data 521--545 K. Krishnamoorthy and Sumona Mondal Tolerance Factors in Multiple and Multivariate Linear Regressions . . . . 546--559 Mahendran Shitan and Shelton Peiris Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study . . . . . . . . . . . . 560--570 Soosung Hwang and Pedro L. Valls Pereira The Effects of Structural Breaks in ARCH and GARCH Parameters on Persistence of GARCH Models . . . . . . . . . . . . . . 571--578 Serkan Eryilmaz Consecutive $k$-Out-of-$n$: $G$ System in Stress-Strength Setup . . . . . . . . 579--589 Bruno Lecoutre and Khadija Elqasyr Adaptative Designs for Multi-Arm Clinical Trials: The Play-the-Winner Rule Revisited . . . . . . . . . . . . . 590--601 Todd C. Headrick and Simon Y. Aman and T. Mark Beasley Simulating Controlled Variate and Rank Correlations Based on the Power Method Transformation . . . . . . . . . . . . . 602--616 Todd C. Headrick and Bruno D. Zumbo A Method for Simulating Multivariate Non Normal Distributions with Specified Standardized Cumulants and Intraclass Correlation Coefficients . . . . . . . . 617--628 Edit Gombay and Daniel Serban Correction to Sequential Comparison of $d$ Populations and Related Tables . . . 629--629
Michele Costa Gini Index Decomposition for the Case of Two Subgroups . . . . . . . . . . . . . 631--644 Vivek Pradhan and Tathagata Banerjee Confidence Interval of the Difference of Two Independent Binomial Proportions Using Weighted Profile Likelihood . . . 645--659 Jongphil Kim and Anthony J. Hayter Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non Central $t$ Distribution . . . . . . . . . . . . . . 660--678 Göran Broström and Marie Lindkvist Partial Partial Likelihood . . . . . . . 679--686 M. Subbiah and B. Kishore Kumar and M. R. Srinivasan Bayesian Approach to Multicentre Sparse Data . . . . . . . . . . . . . . . . . . 687--696 Pepa Ramírez and Rosa E. Lillo and Michael P. Wiper Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process . . . 697--712 Debasish Mondal On the Test of Significance of Linear Multiple Regression Coefficients . . . . 713--730 Gui-Jun Yang Generalized Quasi-Regression . . . . . . 731--745 Ellen E. Bishop and Yichuan Zhao Empirical Likelihood Based Rank Regression Inference . . . . . . . . . . 746--755 Steven Cook Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power . . . . . . . . . . . . 756--765 A. E. Clark and C. G. Troskie Time Series and Model Selection . . . . 766--771 Yoon-Sung Jung and Jong-Min Kim and Jinhwa Kim New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function . . . . . . . . . . 772--788 Qian Chen and David E. Giles General Saddlepoint Approximations: Application to the Anderson--Darling Test Statistic . . . . . . . . . . . . . 789--804 David Magis An Efficient Method to Generate Data and Compute Exact $p$-Values in Goodness-of-Fit Testing . . . . . . . . 805--815 Cibele Queiroz da-Silva and Eduardo G. Martins and Vinícius Bonato and Sérgio Furtado dos Reis Bayesian Capture-Recapture Analysis: An Application in Modeling Semelparity of a Neotropical Didelphid Marsupial . . . . 816--828
Girdhar G. Agarwal and Rashmi Pant Moments of $L$-Statistics: A Divided Differences Approach . . . . . . . . . . 829--843 Kiyoshi Inoue and Sigeo Aki Methods for Studying Generalized Birthday and Coupon Collection Problems 844--862 A. Rasekhi and S. M. Sadooghi-Alvandi General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses . . . . . . . . . . . . . 863--880 S. Jeyaratnam and S. Panchapakesan Selection and Ranking Procedures for Type I Extreme Value Populations and a Related Homogeneity Test . . . . . . . . 881--896 Jiro Hodoshima and Masakazu Ando A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models . . . . . . 897--906 Thanasis Vafeiadis and Efthimia Bora-Senta and Dimitris Kugiumtzis Evaluation of Linear Trend Tests Using Resampling Techniques . . . . . . . . . 907--923 Abdelhakim Aknouche and Hac\`ene Belbachir and Fayçal Hamdi A Note on Calculating Autocovariances of Periodic ARMA Models . . . . . . . . . . 924--927 Rachel T. Fouladi and James H. Steiger The Fisher Transform of the Pearson Product Moment Correlation Coefficient and Its Square: Cumulants, Moments, and Applications . . . . . . . . . . . . . . 928--944 Haruhiko Ogasawara Higher Order Asymptotic Cumulants of Studentized Estimators in Covariance Structures . . . . . . . . . . . . . . . 945--961 Philipp Auer and Daniel Gervini Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection . . . . . . . . . . . . . . . 962--977 P. Economou and C. Caroni Graphical Tests for the Frailty Distribution in the Shared Frailty Model 978--992 Jau-Chuan Ke and Ssu-Lang Lee and Ying-Lin Hsu Bayesian Analysis for a Redundant Repairable System with Imperfect Coverage . . . . . . . . . . . . . . . . 993--1004 Xiaohu Li and Peng Zhao Stochastic Comparison on General Inactivity Time and General Residual Life of $k$-Out-of-$n$ Systems . . . . . 1005--1019 Raid Amin and Kuiyuan Li and Oliver Bengel Tolerance Limits Based on the Multivariate MaxMin Chart . . . . . . . 1020--1037
Peter C. Austin and James Stafford The Performance of Two Data-Generation Processes for Data with Specified Marginal Treatment Odds Ratios . . . . . 1039--1051 O. Y. Kravchuk and J. Hu Tail-Adaptive Location Rank Test for the Generalized Secant Hyperbolic Distribution . . . . . . . . . . . . . . 1052--1063 Ching-Hui Chang and Nabendu Pal A Revisit to the Behrens--Fisher Problem: Comparison of Five Test Methods 1064--1085 Ilya Lavrik and Yoon Young Jung and Fabrizio Ruggeri and Brani Vidakovic Bayesian False Discovery Rate Wavelet Shrinkage: Theory and Applications . . . 1086--1100 Chien-Tai Lin and Yen-Lung Huang and N. Balakrishnan Exact Bayesian Variable Sampling Plans for the Exponential Distribution Based on Type-I and Type-II Hybrid Censored Samples . . . . . . . . . . . . . . . . 1101--1116 Ridha Ferdhiana and Jeff Terpstra and Rhonda C. Magel A Nonparametric Test for the Ordered Alternative Based on Kendall's Correlation Coefficient . . . . . . . . 1117--1128 Thomas W. O'Gorman An Adaptive Method of Variable Selection in Regression . . . . . . . . . . . . . 1129--1142 Seung-Hwan Lee Statistical Inferences Based on Extended Weighted Log-Rank Estimating Function for Censored Regression Model . . . . . 1143--1155 Noam Cohen and Ori Davidov and Yoel Haitovsky Double Sampling Designs in Multivariate Linear Models with Missing Variables . . 1156--1166 Mohamed Bentarzi and Hafida Guerbyenne and Roukia Hemis Predictive Density Order Selection of Periodic AR Models . . . . . . . . . . . 1167--1182 João R. Sato and Sergi Costafreda and Pedro A. Morettin and Michael John Brammer Measuring Time Series Predictability Using Support Vector Regression . . . . 1183--1197 Beno\^\it Liquet and Jérôme Saracco Application of the Bootstrap Approach to the Choice of Dimension and the $ \alpha $ Parameter in the SIR$_\alpha $ Method 1198--1218 Ellinor Fackle Fornius Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response . . . . . . . . . . . . . . 1219--1238 Muhammad Riaz A Dispersion Control Chart . . . . . . . 1239--1261
Patrizio Frederic and Frank Lad Two Moments of the Logitnormal Distribution . . . . . . . . . . . . . . 1263--1269 M. Z. Hossain and M. L. King Model Selection When a Key Parameter is Constrained to be in an Interval . . . . 1270--1280 M. Ivette Gomes and M. Isabel Fraga Alves and Paulo Araújo Santos PORT Hill and Moment Estimators for Heavy-Tailed Models . . . . . . . . . . 1281--1306 Liansheng Tang and Wayne A. Woodward and William R. Schucany Undercoverage of Wavelet-Based Resampling Confidence Intervals . . . . 1307--1315 Andre Berchtold and Andre Jeannin Imputation in Data Fusion of Heterogeneous Data Sets A Model-Based Numerical Experiment . . . . . . . . . . 1316--1328 W. Kössler and N. Kumar An Adaptive Test for the Two-Sample Location Problem Based on $U$-Statistics 1329--1346 Hidetoshi Murakami A Multisample Rank Test for Location-Scale Parameters . . . . . . . 1347--1355 Nicolas Christou and Gary Simon Spatial Regression Models Using Inter-Region Distances in a Non-Random Context . . . . . . . . . . . . . . . . 1356--1376 Hyun Jip Choi A Simple Method for Constructing Multidimensional Distributions of Correlated Categorical Data . . . . . . 1377--1384 Seemon Thomas and Alex Thannippara Distribution of the $ \Lambda $-Criterion for Sphericity Test and Its Connection to a Generalized Dirichlet Model . . . . . . . . . . . . . . . . . 1385--1395 Diane L. Evans and John H. Drew and Lawrence M. Leemis The Distribution of the Kolmogorov--Smirnov, Cramér--von Mises, and Anderson--Darling Test Statistics for Exponential Populations with Estimated Parameters . . . . . . . . . . 1396--1421 Wen-Chih Chiu and Shey-Huei Sheu Fast Initial Response Features for Poisson GWMA Control Charts . . . . . . 1422--1439 C. H. Sim and M. H. Lim Attribute Charts for Zero-Inflated Processes . . . . . . . . . . . . . . . 1440--1452 Antonio F. B. Costa and Marcela A. G. Machado A New Chart for Monitoring the Covariance Matrix of Bivariate Processes 1453--1465 R. Vidya Minimum Variance and VOQL Chain Sampling Plans --- ChSP-$ 4 (c_1, c_2) $ . . . . 1466--1478
F. Yousefzadeh and N. R. Arghami Testing Exponentiality Based on Type II Censored Data and a New cdf Estimator 1479--1499 Mir Nabi Pirouzi Fard and Björn Holmquist Approximations of Variances and Covariances for Order Statistics from the Standard Extreme Value Distribution 1500--1506 Mingue Park and Boseung Choi Bias Corrected Maximum Likelihood Estimator Under the Generalized Linear Model for a Binary Variable . . . . . . 1507--1514 Yanbo Pei and Man-Lai Tang and Jianhua Guo Testing the Equality of Two Proportions for Combined Unilateral and Bilateral Data . . . . . . . . . . . . . . . . . . 1515--1529 Eric Chicken Dilation-Invariant Wavelet Estimation 1530--1542 Flavio A. Ziegelmann A Local Linear Least-Absolute-Deviations Estimator of Volatility . . . . . . . . 1543--1564 Borek D. Puza and Helen L. Johnson and Terence J. O'Neill and Simon C. Barry Bayesian Truncated Poisson Regression with Application to Dutch Illegal Immigrant Data . . . . . . . . . . . . . 1565--1577 Frank Landram and Robert J. Pavur and Bahram Alidaee An Algorithm for Enhancing Spreadsheet Regression with Out-of-Sample Statistics 1578--1592 Aylin Alin Comparison of Ordinary and Penalized Power-Divergence Test Statistics for Small and Moderate Samples in Three-Way Contingency Tables via Simulation . . . 1593--1602 Jie Yu and Peter Goos and Martina Vandebroek Model-Robust Design of Conjoint Choice Experiments . . . . . . . . . . . . . . 1603--1621 Malika Cheikh and Mohamed Ibazizen Sensitivity Coefficient in Principal Component Analysis: Robust Case . . . . 1622--1630 D. G. Chen and Y. L. Lio Comparative Studies on Frailties in Survival Analysis . . . . . . . . . . . 1631--1646 Nicholas Evangelopoulos and Anna Sidorova and Stergios Fotopoulos and Indushobha Chengalur-Smith Determining Process Death Based on Censored Activity Data . . . . . . . . . 1647--1662 Gauss M. Cordeiro and Borko D. Stosi\'c Correcting Four Test Statistics for One-Parameter Distributions Using Mathematica . . . . . . . . . . . . . . 1663--1681 Hakan Demirtas and Donald Hedeker Multiple Imputation Under Power Polynomials . . . . . . . . . . . . . . 1682--1695 Michael B. C. Khoo and V. H. Wong A Double Moving Average Control Chart 1696--1708
Jongphil Kim and Anthony J. Hayter Testing the Equality of the Noncentrality Parameters of Two Noncentral $t$-Distributions with Identical Degrees of Freedom . . . . . . 1709--1717 Hyonggin An and Roderick J. A. Little Robust Model-Based Inference for Incomplete Data via Penalized Spline Propensity Prediction . . . . . . . . . 1718--1731 Mohand L. Feddag Statistical Inference for the Multidimensional Mixed Rasch Model . . . 1732--1749 P. K. Singh and S. K. Singh and Umesh Singh Bayes Estimator of Inverse Gaussian Parameters Under General Entropy Loss Function Using Lindley's Approximation 1750--1762 Marcin Kozak and Pawel Jankowski Allocation Constraints in Stratification 1763--1775 D. De Martini Evaluating the Risk in Sample Size Determination . . . . . . . . . . . . . 1776--1784 Honghu Liu and Tongtong Wu Sample Size Calculation and Power Analysis of Changes in Mean Response Over Time . . . . . . . . . . . . . . . 1785--1798 Hyun Jip Choi Estimating LAD Regression Coefficients with Best Subset Points . . . . . . . . 1799--1809 T. Imada and H. Douke Step-Up Procedure for Multiple Comparison with a Control for Multivariate Normal Means . . . . . . . 1810--1824 Robin Rühlicke and Daniel Gervini Logistic Discrimination with Total Variation Regularization . . . . . . . . 1825--1838 M. Tariqul Hasan and Gary Sneddon Robust Correlation Structure for Multivariate Failure Time Data . . . . . 1839--1854 Seungmin Nam and Ji Hwan Cha and Sinsup Cho A Bayesian Change-Point Analysis for Software Reliability Models . . . . . . 1855--1869 M. Kiani and J. Panaretos and S. Psarakis A New Procedure to Monitor the Mean of a Quality Characteristic . . . . . . . . . 1870--1880 Michele Haynes and Kerrie Mengersen and Paul Rippon Generalized Control Charts for Non-Normal Data Using $g$- and $k$-Distributions . . . . . . . . . . . 1881--1903 Chau-Chen Torng and Pei-Hsi Lee ARL Performance of the Tukey's Control Chart . . . . . . . . . . . . . . . . . 1904--1913 Yu-Wen Wen EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption . . 1914--1929
Haruhiko Ogasawara Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling . . . . . . . . . . . 1931--1947 Kingshuk Roy Choudhury and Sabin Tabirca A Modular CDF Approach for the Approximation of Percentiles . . . . . . 1948--1965 S. Hussain and M. A. Mohamed and R. Holder and A. Almasri and G. Shukur Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modeling Using Two New Strategies . . . . . . . . . . . . . . . 1966--1980 Yulin Li and Liuxia Wang Testing for Homogeneity in Mixture Using Weighted Relative Entropy . . . . . . . 1981--1995 John Spurrier A-Optimal and MV-Optimal Incomplete Block Designs for Comparing Successive Treatments . . . . . . . . . . . . . . . 1996--2009 Jialiang Li and Brian R. Gray and Douglas M. Bates An Empirical Study of Statistical Properties of Variance Partition Coefficients for Multi-Level Logistic Regression Models . . . . . . . . . . . 2010--2026 Guangbao Guo Schwarz Methods for Quasi-Likelihood in Generalized Linear Models . . . . . . . 2027--2036 Abdou Kâ Diongue and Dominique Guégan Estimation of $k$-Factor GIGARCH Process: A Monte Carlo Study . . . . . . 2037--2049 Nelmarie Louw and Morne M. C. Lamont and Sarel J. Steel Identification of Influential Cases in Kernel Fisher Discriminant Analysis . . 2050--2062 Johan Lyhagen A Method to Generate Multivariate Data with the Desired Moments . . . . . . . . 2063--2075 Subashan Perera Normal Theory and Bootstrap Confidence Interval Estimation in Assessing Diagnostic Performance Gain When Combining Two Diagnostic Tests . . . . . 2076--2088 J. Martin van Zyl The Use of Ratios to Compare Volatilities and VaRs . . . . . . . . . 2089--2095 Jeffrey E. Jarrett and Xia Pan Alternative Factors for Control Chart Construction . . . . . . . . . . . . . . 2096--2105 Mahmoud A. Mahmoud Phase I Analysis of Multiple Linear Regression Profiles . . . . . . . . . . 2106--2130
Rand R. Wilcox Robust Multivariate Regression When There is Heteroscedasticity . . . . . . 1--13 S. A. Ortega-Azurduy and F. E. S. Tan and M. P. F. Berger Highly Efficient Designs to Handle the Incorrect Specification of Linear Mixed Models . . . . . . . . . . . . . . . . . 14--30 Fabio Bellini and Leonardo Bottolo Misspecification and Domain Issues in Fitting $ {\rm GARCH}(1, 1) $ Models: A Monte Carlo Investigation . . . . . . . 31--45 Shu-Fei Wu and Yuh-Ru Yu A Procedure of Selecting All Good Populations Under Heteroscedasticity . . 46--57 Matteo Grigoletto and Corrado Provasi Simulation and Estimation of the Meixner Distribution . . . . . . . . . . . . . . 58--77 Che-Yang Lin and Ming-Chung Yang Improved $p$-Value Tests for Comparing Two Independent Binomial Proportions . . 78--91 N. Jansakul and John P. Hinde Score Tests for Extra-Zero Models in Zero-Inflated Negative Binomial Models 92--108 Madhusudan Bhandary and Hongying Dai An Alternative Test for the Equality of Variances for Several Populations When the Underlying Distributions are Normal 109--117 Tomasz J. Kozubowski and Anna K. Panorska and Fares Qeadan and Alexander Gershunov and Debra Rominger Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio . . . 118--139 Terence Tai-Leung Chong and Melvin J. Hinich An Omnibus Test for Time Series Model $ I(d) $ . . . . . . . . . . . . . . . . . 140--153 Tongdan Jin and Lakshmana Gonigunta Weibull and Gamma Renewal Approximation Using Generalized Exponential Functions 154--171 Luisa Bisaglia and Margherita Gerolimetto An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes . . . . . . . 172--189 Jisheng Cui and Liyun Feng Correlation Structure and Model Selection for Negative Binomial Distribution in GEE . . . . . . . . . . 190--197
Asheber Abebe and Sai V. Nudurupati Rank-Based Classification Using Robust Discriminant Functions . . . . . . . . . 199--214 Narayanaswamy Balakrishnan and Enrique Castillo and Alfonso Fernández-Canteli and Maria Kateri An Exponential Model for Damage Accumulation . . . . . . . . . . . . . . 215--232 Xin Deng and Shuwen Wan and Biao Zhang An Improved Goodness-of-Fit Test for Logistic Regression Models Based on Case-Control Data by Random Partition 233--243 Jin Zhao and Jinde Wang Robust Testing Procedures in Heteroscedastic Linear Models . . . . . 244--256 David P. Chu and Ali Reza Fotouhi Distance Between Bivariate Beta Random Points in Two Rectangular Cities . . . . 257--268 Lai Ping Ho and Sung Nok Chiu Using Weight Functions in Spatial Point Pattern Analysis with Application to Plant Ecology Data . . . . . . . . . . . 269--287 Hai-Lin Lu and Tsong-Huey Wu and Hai-Wen Lu Prediction Intervals for an Ordered Observation from Weibull Distribution Based on Censored Samples . . . . . . . 288--307 Ren-Dao Ye and Song-Gui Wang Assessing Occupational Exposure via the Unbalanced One-Way Random Effects Model 308--317 Anders Gorst-Rasmussen and Martin B. Hansen Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment 318--334 G. E. Thomas Assessing Symmetry Using Quantiles and $L$-Moments . . . . . . . . . . . . . . 335--354 V. Voinov and N. Pya and R. Alloyarova A Comparative Study of Some Modified Chi-Squared Tests . . . . . . . . . . . 355--367 Hüseyin Güler and Selahattin Kaçiranlar A Comparison of Mixed and Ridge Estimators of Linear Models . . . . . . 368--401 Handan Camdeviren Ankarali and Seyit Ankarali Which Measure Should be Used for Testing in a Paired Design: Simple Difference, Percent Change, or Symmetrized Percent Change? . . . . . . . . . . . . . . . . 402--415 Getulio Jose Amorim Amaral and Marcelo Rodrigo Portela Ferreira New Bootstrap Applications in Supervised Learning . . . . . . . . . . . . . . . . 416--425 Matthias Borowski and Karen Schettlinger and Ursula Gather Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter 426--440
Ananda Bandulasiri and Stephen M. Scariano The Robustness of the Three-Way Chart to Non Normality . . . . . . . . . . . . . 441--453 E. Andersson Effect of Dependency in Systems for Multivariate Surveillance . . . . . . . 454--472 Oluseun Odumade and Sarjinder Singh Improved Bar-Lev, Bobovitch, and Boukai Randomized Response Models . . . . . . . 473--502 Miguel A. García-Pérez and Vicente Núñez-Antón Accuracy of Power-Divergence Statistics for Testing Independence and Homogeneity in Two-Way Contingency Tables . . . . . 503--512 Nik Ruzni Nik Idris and Chris Robertson The Effects of Imputing the Missing Standard Deviations on the Standard Error of Meta Analysis Estimates . . . . 513--526 Jorge Caiado and Nuno Crato and Daniel Peña Comparison of Times Series with Unequal Length in the Frequency Domain . . . . . 527--540 Chau-Chen Torng and Pei-Hsi Lee The Performance of Double Sampling Control Charts Under Non Normality . . . 541--557 Hyo-Il Park Median Control Charts Based on Bootstrap Method . . . . . . . . . . . . . . . . . 558--570 Jianxin Zhao and Xingzhong Xu and Xiaobo Ding Some New Goodness-of-Fit Tests Based on Stochastic Sample Quantiles . . . . . . 571--589 S. M. Lesch and B. C. Arnold and D. R. Jeske Simple and Accurate Approximations for Computing Covariance Matrices of Gamma and Weibull Order Statistics . . . . . . 590--609 Patricia Cohen and Henian Chen How the Reflection of Linear Correlation in Odds Ratios Depends on the Cut-Off Points . . . . . . . . . . . . . . . . . 610--620 Gisela Muniz and B. M. Golam Kibria On Some Ridge Regression Estimators: An Empirical Comparisons . . . . . . . . . 621--630 George S. Ford and Sarah J. Skinner Sample Size and the Accuracy of the Generalized Lambda Distribution . . . . 631--637 M. Tariqul Hasan and Gary Sneddon Zero-Inflated Poisson Regression for Longitudinal Data . . . . . . . . . . . 638--653 Keiji Takai and Yutaka Kano Simple Computation of Maximum Likelihood Estimates in Latent Class Model with Equality and Constant Constraints . . . 654--665
Lourdes C. Montenegro and Heleno Bolfarine and Victor H. Lachos Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model . . . . . . . . . . . . . . 667--681 A. H. Abuzaid and I. B. Mohamed and A. G. Hussin A New Test of Discordancy in Circular Data . . . . . . . . . . . . . . . . . . 682--691 Woncheol Jang and Johan Lim A Numerical Study of PQL Estimation Biases in Generalized Linear Mixed Models Under Heterogeneity of Random Effects . . . . . . . . . . . . . . . . 692--702 Filippo Domma and Sabrina Giordano and Pier Francesco Perri Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function . . . . . . . . . . . . 703--728 Yu-Chang Lin The Variable Parameters Control Charts for Monitoring Autocorrelated Processes 729--749 Ying-Chao Hung and Narayanaswamy Balakrishnan and Yi-Te Lin Evaluation of Beta Generation Algorithms 750--770 Johannes Ledolter Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals . . 771--787 Jun Wang and G. Bruce Schaalje Model Selection for Linear Mixed Models Using Predictive Criteria . . . . . . . 788--801 N. Balakrishnan and Katherine Davies and Jerome P. Keating Pitman Closeness of Order Statistics to Population Quantiles . . . . . . . . . . 802--820 Munir Akhtar and Rashid Ahmed Circular Binary Block Second- and Higher-Order Neighbor Designs . . . . . 821--828 Sonia Malefaki and George Iliopoulos Simulation from a Target Distribution Based on Discretization and Weighting 829--845 Mark Carpenter and Parminder Singh On Tests Based on Sample Quasi Ranges for Ordered Alternative (Scale Case of Exponential Distribution) . . . . . . . 846--855 Yulei He and Trivellore E. Raghunathan On the Performance of Sequential Regression Multiple Imputation Methods with Non Normal Error Distributions . . 856--883 K. G. Khadse and R. L. Shinde Probability-Based Process Capability Indices . . . . . . . . . . . . . . . . 884--904 Masashi Hyodo and Takayuki Yamada Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis . . . . . . 905--917
Olha Bodnar Application of the Generalized Likelihood Ratio Test for Detecting Changes in the Mean of Multivariate GARCH Processes . . . . . . . . . . . . 919--938 Marco Bee Importance Sampling for Sums of Lognormal Distributions with Applications to Operational Risk . . . . 939--960 Melinda H. McCann and Joshua M. Tebbs Simultaneous Logit-Based Confidence Intervals for Odds Ratios in $ 2 \times k $ Classification Tables with a Fixed Reference Level . . . . . . . . . . . . 961--975 B. Tarami and Z. Khodadadi Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions . . 976--989 D. G. Chen and Y. L. Lio A Novel Estimation Approach for Mixture Transition Distribution Model in High-Order Markov Chains . . . . . . . . 990--1003 Jan Vrbik Confidence Regions Based on Edgeworth Expansion . . . . . . . . . . . . . . . 1004--1018 Hidenori Okumura A Note on Local Likelihood Regression for Binary Response Data . . . . . . . . 1019--1025 Lili Tian and Changxing Ma and Albert Vexler A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models . . . . . . . . . . . . . . . . . 1026--1036 Olivier Darné Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks . . . . . . . . . . 1037--1050 Christoph Hanck A Meta Analytic Approach to Testing for Panel Cointegration . . . . . . . . . . 1051--1070 Lutong Zhou and W. John Braun and Douglas G. Woolford and B. Michael Wotton A Simulation Study of Predicting Flush Date . . . . . . . . . . . . . . . . . . 1071--1082 Jaime Arnau and Roser Bono and Guillermo Vallejo Analyzing Small Samples of Repeated Measures Data with the Mixed-Model Adjusted $F$ Test . . . . . . . . . . . 1083--1103 F. Chang and A. C. M. Wong A Likelihood-Based Approximation to the Cumulative Distribution Function of the Noncentral $t$ Distribution . . . . . . 1104--1114 Andrea Benedetti and Michal Abrahamowicz and Mark S. Goldberg Accounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive Models . . . . . . 1115--1135 Jun Luo and Lan Huang and Mark Hachey and Ram Tiwari Adjacency Method for Finding Connected Subsets of a Graph: An Application of Graph Theory to Spatial Statistics . . . 1136--1151
Chang-Xing Ma and Lili Tian A Parametric Bootstrap Approach for Testing Equality of Inverse Gaussian Means Under Heterogeneity . . . . . . . 1153--1160 Claudia Castro-Kuriss and Diana M. Kelmansky and Víctor Leiva and Elena J. Martínez A New Goodness-of-Fit Test for Censored Data with an Application in Monitoring Processes . . . . . . . . . . . . . . . 1161--1177 Livio Corain and Viatcheslav B. Melas and Luigi Salmaso A Discussion on Nonlinear Models for Price Decisions in Rating-Based Product Preference Models . . . . . . . . . . . 1178--1201 Salma Ayis Testing Inference from Logistic Regression Models in Data with Unobserved Heterogeneity at Cluster Levels . . . . . . . . . . . . . . . . . 1202--1211 Maria Iachina The Evaluation of the Performance of IPWGEE, a Simulation Study . . . . . . . 1212--1227 Peter C. Austin Using the Standardized Difference to Compare the Prevalence of a Binary Variable Between Two Groups in Observational Research . . . . . . . . . 1228--1234 Xia Pan A Comparison Between Two Multivariate EWMA Schemes . . . . . . . . . . . . . . 1235--1243 Xinping Cui and Jason Wilson A Simulation Study on the Probability of Correct Selection for Large $k$ Populations . . . . . . . . . . . . . . 1244--1255 Alireza Ghodsi and Mahendran Shitan Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive $ ({\rm FISSAR}(1, 1)) $ Model: A Simulation Study . . . . . . . . . . . . . . . . . 1256--1268 Sauwanit Ratanaruamkarn and Magdalena Niewiadomska-Bugaj and Jung-Chao Wang A New Estimator of a Circular Median . . 1269--1291 Weihua Zhou Robust Estimation of Multivariate Linear Model Based on Depth Weighted Mean and Scatter . . . . . . . . . . . . . . . . 1292--1307 Atanu Biswas and Pinakpani Pal Intermediate Monitoring, Sample Size Reassessment, and Multi-Treatment Optimal Response-Adaptive Designs for Phase III Clinical Trials with More Than One Constraint . . . . . . . . . . . . . 1308--1320 Hikaru Hasegawa Bayesian Dynamic Panel-Ordered Probit Model and Its Application to Subjective Well-Being . . . . . . . . . . . . . . . 1321--1347 Kateryna Mishchenko and Maya Neytcheva New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method . . . . . . . . . . . 1348--1364
Ana E. García Sipols and M. Teresa Santos-Martín and Clara Simón de Blas Records Properties of Non Stationary Time Series . . . . . . . . . . . . . . 1365--1380 Aylin Alin Power-Divergence Test Statistics for Testing Linear by Linear Association . . 1381--1390 David D. Hanagal and K. A. Ahmadi Bayesian Estimation of the Parameters of Bivariate Exponential Distributions . . 1391--1413 Shuichi Kawano and Sadanori Konishi Nonlinear Logistic Discrimination Via Regularized Gaussian Basis Expansions 1414--1425 S. M. Sadooghi-Alvandi and A. Rasekhi Testing Normality Against the Logistic Distribution Using Saddlepoint Approximation . . . . . . . . . . . . . 1426--1434 Yougui Wu and Yiliang Zhu and Wei Wang Effect of Inspection Error on Out-of-Control Average Run Length of CUSUM Charts . . . . . . . . . . . . . . 1435--1445 Cibele M. Russo and Reiko Aoki and Dorival Leão-Pinto, Jr. Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model 1447--1469 Jong-Min Kim and Yoon-Sung Jung and Tim Soderberg Directional Dependence of Genes Using Survival Truncated FGM Type Modification Copulas . . . . . . . . . . . . . . . . 1470--1484 Amit Choudhury and Paramita Roy A Fairly Accurate Approximation to the Area Under Normal Curve . . . . . . . . 1485--1492 Michael B. C. Khoo and Abdu M. A. Atta and Zhang Wu A Multivariate Synthetic Control Chart for Monitoring the Process Mean Vector of Skewed Populations Using Weighted Standard Deviations . . . . . . . . . . 1493--1518 Jun Han Starting Values for EM Estimation of Latent Class Joint Model . . . . . . . . 1519--1534 Jean-François Angers and Atanu Biswas and Jing-Shiang Hwang Bayesian Nonlinear Regression for the Air Pollution Effects on Daily Clinic Visits in Small Areas of Taiwan . . . . 1535--1550
Scott J. Richter and Melinda H. McCann Step-Down Multiple Comparison Procedures Using Medians and Permutation Tests . . 1551--1561 J. A. Roldán Nofuentes and J. D. Luna del Castillo and M. A. Montero Alonso Confidence Intervals of Weighted Kappa Coefficient of a Binary Diagnostic Test 1562--1578 Ching-Ho Yen and Chia-Hao Chang Designing Variables Sampling Plans with Process Loss Consideration . . . . . . . 1579--1591 M. Bentarzi and H. Guerbyenne and M. Merzougui Adaptive Estimation of Causal Periodic Autoregressive Model . . . . . . . . . . 1592--1609 Minh Ngoc Tran Penalized Maximum Likelihood Principle for Choosing Ridge Parameter . . . . . . 1610--1624 Cesar A. Acosta-Mejia and Joseph J. Pignatiello, Jr. ARL-Design of $S$ Charts with $k$-of-$k$ Runs Rules . . . . . . . . . . . . . . . 1625--1639 Surette Bierman and Sarel Steel Variable Selection for Support Vector Machines . . . . . . . . . . . . . . . . 1640--1658 Philippe Castagliola and Michael B. C. Khoo A Synthetic Scaled Weighted Variance Control Chart for Monitoring the Process Mean of Skewed Populations . . . . . . . 1659--1674 Emiko Hino and Hidetoshi Murakami and Takakazu Sugiyama Permutation Test for Equality of Individual an Eigenvalue from a Covariance Matrix in High-Dimension . . 1675--1689 Tachen Liang and Wen-Tao Huang Selecting the Population Most Close to a Control via Empirical Bayes Approach . . 1690--1713 Tak K. Mak and Fassil Nebebe Monte Carlo Approximations of the Quantiles of a Sample Statistic . . . . 1714--1722 M. Bentarzi and M. Merzougui Adaptive Test for Periodicity in Self-Exciting Threshold Autoregressive Models . . . . . . . . . . . . . . . . . 1723--1741 Francesca Greselin and Leo Pasquazzi Asymptotic Confidence Intervals for a New Inequality Measure . . . . . . . . . 1742--1756 Thatphong Awirothananon and Wai-Kong (Adrian) Cheung On Joint Determination of the Number of States and the Number of Variables in Markov-Switching Models: A Monte Carlo Study . . . . . . . . . . . . . . . . . 1757--1788
Wei Ning and A. K. Gupta Change Point Analysis for Generalized Lambda Distribution . . . . . . . . . . 1789--1802 Christos Agiakloglou Evidence of ARCH(1) Errors in the Context of Spurious Regressions . . . . 1803--1810 Mohammed Al-Haj Ebrahem and Omar Eidous and Gharam Kmail Estimating Percentiles of Time-to-Failure Distribution Obtained from a Linear Degradation Model Using Kernel Density Method . . . . . . . . . 1811--1822 Manuel Vargas and José Luis Alfaro and José Mondéjar On the Run Length of a State-Space Control Chart for Multivariate Autocorrelated Data . . . . . . . . . . 1823--1833 Kevin E. Staub Simple Tests for Exogeneity of a Binary Explanatory Variable in Count Data Regression Models . . . . . . . . . . . 1834--1855 Alberto Contreras-Cristán and José M. González-Barrios A Nonparametric Test for Symmetry Based on Freeman and Halton's Ideas on Contingency Tables . . . . . . . . . . . 1856--1869 Mathias Raschke The Biased Transformation and Its Application in Goodness-of-Fit Tests for the Beta and Gamma Distribution . . . . 1870--1890 Leming Qu and Yi Qian and Hui Xie Copula Density Estimation by Total Variation Penalized Likelihood . . . . . 1891--1908 Mauricio Sadinle Transformed Logit Confidence Intervals for Small Populations in Single Capture-Recapture Estimation . . . . . . 1909--1924 Laura Ferreira and David B. Hitchcock A Comparison of Hierarchical Methods for Clustering Functional Data . . . . . . . 1925--1949 B. Apolloni and S. Bassis Algorithmic Inference of Two-Parameter Gamma Distribution . . . . . . . . . . . 1950--1968 Rand R. Wilcox Comparing Robust Measures of Association Estimated Via a Smoother . . . . . . . . 1969--1979 Linzhi Xu and Jiajia Zhang An Alternative Estimation Method for the Semiparametric Accelerated Failure Time Mixture Cure Model . . . . . . . . . . . 1980--1990 Adelaide Figueiredo Discriminant Analysis for the von Mises--Fisher Distribution . . . . . . . 1991--2003 Louis G. Doray and Shu Mei Jiang and Andrew Luong Some Simple Method of Estimation for the Parameters of the Discrete Stable Distribution with the Probability Generating Function . . . . . . . . . . 2004--2017
Elvan Ceyhan and Carla L. Goad A Comparison of Analysis of Covariate-Adjusted Residuals and Analysis of Covariance . . . . . . . . . 2019--2038 Kristofer Månsson and Ghazi Shukur Granger Causality Test in the Presence of Spillover Effects . . . . . . . . . . 2039--2059 Chong Sun Hong Optimal Threshold from ROC and CAP Curves . . . . . . . . . . . . . . . . . 2060--2072 W. L. Pearn and Dong-Yuh Yang and Ya-Ching Cheng An Improved Approach for Estimating Product Performance Based on the Capability Index $ C_{pmk} $ . . . . . . 2073--2095 Jin-Guan Lin and Feng-Chang Xie and Bo-Cheng Wei Statistical Diagnostics for Skew-$t$-Normal Nonlinear Models . . . . 2096--2110 Dan Lin and Ziv Shkedy and Tomasz Burzykowski and Willem Talloen and Luc Bijnens A Comparison of Procedures for Controlling the False Discovery Rate in the Presence of Small Variance Genes: A Simulation Study . . . . . . . . . . . . 2111--2122 Myoungshic Jhun and SeungJun Shin Bootstrapping Spatial Median for Location Problems . . . . . . . . . . . 2123--2133 Oscar H. Bustos and Ana Georgina Flesia and Alejandro C. Frery and M. Magdalena Lucini Simulation of Spatially Correlated Clutter Fields . . . . . . . . . . . . . 2134--2151 C. Koukouvinos and K. Mylona and D. E. Simos and A. Skountzou An Algorithmic Construction of Four-Level Response Surface Designs . . 2152--2160 Tewfik Kernane and Zohrh A. Raizah Fixed Point Iteration for Estimating the Parameters of Extreme Value Distributions . . . . . . . . . . . . . 2161--2170 Albert Vexler and Shuling Liu and Le Kang and Alan David Hutson Modifications of the Empirical Likelihood Interval Estimation with Improved Coverage Probabilities . . . . 2171--2183 D. N. da Silva and G. M. Cordeiro A Computer Program to Improve LR Tests for Generalized Linear Models . . . . . 2184--2197 B. Picinbono Output Dead-Time in Point Processes . . 2198--2213 Hidetoshi Murakami Saddlepoint Approximations to the Limiting Distribution of the Modified Anderson--Darling Test Statistic . . . . 2214--2219 Rand R. Wilcox Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality 2220--2234 Shu-Mei Wan and Chien-Hua Wu and Ya-Min Tseng and Ming-Jie Wang An Improved Algorithm for Sample Size Determination of Ordinal Response by Two Groups . . . . . . . . . . . . . . . . . 2235--2242
Xingcai Zhou and Changchun Tan Maximum Likelihood Estimation of Tobit Factor Analysis for Multivariate $t$-Distribution . . . . . . . . . . . . 1--16 Hong Mao and Smiley W. Cheng The Economic Design of the MSE Control Chart . . . . . . . . . . . . . . . . . 17--27 Xiaoling Lu and Hing Po Lo A New Survival Model for the Diffusion Pattern of TV Programs . . . . . . . . . 28--44 Deo Kumar Srivastava and Jianmin Pan and Ila Sarkar and Govind S. Mudholkar Robust Winsorized Regression Using Bootstrap Approach . . . . . . . . . . . 45--67 Jorge Navarro and Rafael Rubio Computations of Signatures of Coherent Systems with Five Components . . . . . . 68--84 Zhihua Liu and Lianfen Qian Changepoint Estimation in a Segmented Linear Regression via Empirical Likelihood . . . . . . . . . . . . . . . 85--100 James D. Stamey and Melinda M. Holt Bayesian Interval Estimation for Predictive Values from Case-Control Studies . . . . . . . . . . . . . . . . 101--110 Yuanhui Xiao and Jiawei Liu and Madhusudan Bhandary Profile Likelihood Based Confidence Intervals for Common Intraclass Correlation Coefficient . . . . . . . . 111--118 Y. L. Lio and Tzong-Ru Tsai and Shuo-Jye Wu Acceptance Sampling Plans from Truncated Life Tests Based on the Birnbaum--Saunders Distribution for Percentiles . . . . . . . . . . . . . . 119--136 Johannes Ledolter On the Detection of Contemporaneous Relationships Among Multiple Time Series 137--156 V. Voinov and E. Voinov A Statistical Reanalysis of the Classical Rutherford's Experiment . . . 157--171 Aristidis K. Nikoloulopoulos and Dimitris Karlis Modeling Multivariate Count Data Using Copulas . . . . . . . . . . . . . . . . 172--187 Wojciech Zieli\'nski The Shortest Clopper-Pearson Confidence Interval for Binomial Probability . . . 188--193 Verônica M. C. Lima and Tatiene C. Souza and Francisco Cribari-Neto and Gilênio B. Fernandes Heteroskedasticity-Robust Inference in Linear Regressions . . . . . . . . . . . 194--206 Roy T. Sabo and N. Rao Chaganty Hypothesis Testing for Various Familial Dependence Structures . . . . . . . . . 207--219
Chien-Tai Lin and Yen-Lung Huang and N. Balakrishnan Corrections on ``Exact Bayesian Variable Sampling Plans for the Exponential Distribution Based on Type-I and Type-II Hybrid Censored Samples'' . . . . . . . 1499--1505