Last update:
Fri Jun 2 15:32:39 MDT 2023
William 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