International Press: Statistics and Its Interface

Journals Statistics and Its Interface

Statistics and Its Interface
Editor-in-Chief: Heping Zhang
Co-Editors: Xuming He; Qiwei Yao
ISSN: 1938-7989 (print); 1938-7997 (online)
Issues: 2 in 2008, thereafter 4/year
Subscription Price: 2008 US$275 (plus shipping and handling)

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Volume 1 (2008)

[ Number 1 | Number 2 ]

Volume 1, Number 1	[Top]
Editorial, Statistics and Its Interface 1(1): 1, 2008	p.1

Detecting the Emergence of a Signal in a Noisy Image David Siegmund and Benjamin Yakir	p.3

Fast Functional Magnetic Resonance Imaging—A New Approach Towards Neuroimaging Cun-Hui Zhang, Martin A. Lindquist, Zang-Hee Cho, Gary Glover and Lawrence Shepp	p. 13

Detecting Signals in FMRI Data Using Powerful FDR Procedures Martina Pavlicova, Thomas J. Santner and Noel Cressie	p.23

A Penalized Likelihood Approach to Joint Modeling of Longitudinal Measurements and Time-to-Event Data Wen Ye, Xihong Lin and Jeremy M. G. Taylor	p.33

Nonparametric Clustering of Functional Data Haiyan Wang, James Neill and Forrest Miller	p.47

Auto-Multicategorical Regression Model for the Distribution of Vegetation Hongtu Zhu, Fangliang He and Julie Zhou	p.63

Semiparametric Latent Covariate Mixed-Effects Models with Application to a Colon Carcinogenesis Study Zonghui Hu and Naisyin Wang	p.75

Application of Potential Outcomes to an Intentional Weight Loss Latent Variable Problem Gary L. Gadbury, Thidaporn Supapakorn, Christopher S. Coffey, Scott W. Keith and David B. Allison	p.87

Bayesian Analysis of Nonlinear Structural Equation Models with Mixed Continuous, Ordered and Unordered Categorical, and Nonignorable Missing Data Jing-Heng Cai, Xin-Yuan Song and Sik-Yum Lee	p.99

Spectral Change Detection for Deep-Hole Drilling Anita S. Busch and Ursula Gather	p.115

Optimal Biased Coins for Two-Arm Clinical Trials Thomas E. Gwise, Jianhua Hu and Feifang Hu	p.125

LASSO-Patternsearch Algorithm with Application to Ophthalmology and Genomic Data Weiliang Shi, Grace Wahba, Stephen Wright, Kristine Lee, Ronald Klein and Barbara Klein	p.137

Partially Bayesian Variable Selection in Classification Trees Douglas A. Noe and Xuming He	p.155

A Tree-Based Method for Modeling a Multivariate Ordinal Response Heping Zhang and Yuanqing Ye	p.169

Statistical Methods with Varying Coefficient Models Jianqing Fan and Wenyang Zhang	p.179

A Project of Applied Statistical Methods in China: Review and Outlook Ning-Zhong Shi, Zhi Geng, Jianhua Guo and Jian Tao	p.197

Volume 1, Number 2 [Top]
FERM-Editorial
Editors
                p.209-210
Dynamic Credit Models
Stewart Inglis, Alex Lipton, Ioana Savescu and Artur Sepp
                p.211-227
Statistical Models for the Basel II Internal Ratings-Based Approach to Measuring Credit Risk of Retail Products
Tze Leung Lai and Samuel Po-Shing Wong
                p.229-241
Quantile Momentum
Yongchang Feng, Rong Chen and Gilbert W. Bassett
                p.243-254
Inference for Volatility-Type Objects and Implications for Hedging
Per A. Mykland and Lan Zhang
                p.255-278
Spot Volatility Estimation for High-Frequency Data
Jianqing Fan and Yazhen Wang
                p.279-288
An Efficient Method for Maximum Likelihood Estimation of a Stochastic Volatility Model
Shirley J. Huang and Jun Yu
                p.289-296
Impact of Overnight Information on MEM Volatility Prediction
C. F. Chu and K. P. Lam
                p.297-306
Are There Speculative Bubbles in Stock Markets? Evidence from an Alternative Approach
Guojun Wu and Zhijie Xiao
                p.307-320
A Nonparametric Threshold Model with Application to Zero Returns
Oliver Linton
                p.321-326
A New Quantile Function Based Model for Modeling Price Behaviors in Financial Markets
Wenjiang Jiang, Zhenyu Wu and Gemai Chen
                p.327-332
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models
Zongwu Cai and Henong Li
                p.333-346
Testing Structural Change in Time-Series Nonparametric Regression Models
Liangjun Su and Zhijie Xiao
                p.347-366
Bootstrap Tests for Simple Structures in Nonparametric Time Series Regression
Jens-Peter Kreiss, Michael H. Neumann and Qiwei Yao
                p.367-380

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