Dear all,
We have just released the Oct. issue of Statistica Sinica at
http://www3.stat.sinica.edu.tw/statistica/
(please click on the Current Issue). In this issue, we collect seven
articles on incomplete data analysis. The editorial by my Co-Editor
Xiao-Li Meng captures the strength of all those articles. The table
of contents is attached below for your reference. On-line articles
listed under Editor's Melange, or published a year ago, can be freely
accessed by everyone. If you are not a subscriber, please contact
the corresponding authors of articles you are interested in.
With all the best,
-- Michelle Liou, Co-Editor
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< Editor's Melange>
Highlights: Dialogue behind the scenes
by Michelle Liou
Editorial: Innovations in dealing with missing data or missing reports
by Xiao-Li Meng
<Incomplete Data Analysis>
Local quasi-likelihood estimation with data missing at random
by Jianwei Chen, Jianqing Fan, Kim-Hung Li and Haibo Zhou
An empirical likelihood method in mixture models with incomplete
classifications
by Song Xi Chen and Jing Qin
Analysis of nonlinear structural equation models with nonignorable missing
covariates and ordered categorical data
by Sik-Yum Lee and Nian-Sheng Tang
Likelihood-based inference with nonignorable missing responses and
covariates in models for discrete longitudinal data
by Amy L. Stubbendick and Joseph G. Ibrahim
Efficiencies of methods dealing with missing covariates in regression
analysis
by Cuiling Wang and Myunghee Cho Paik
A revisit of semiparametric regression models with missing data
by Menggang Yu and Bin Nan
Inferences in censored cost regression models with empirical likelihood
by X. H. Zhou, G. S. Qin, H. Z. Lin and G. Li
<General>
Robust nonparametric frontier estimators: qualitative robustness and
influence function
by Abdelaati Daouia and Anne Ruiz-Gazen
Long-memory wavelet models
by Nan-Jung Hsu
A note on the Lasso and related procedures in model selection
by Chenlei Leng, Yi Lin and Grace Wahba
Connections among different criteria for asymmetrical fractional factorial
designs
by Min-Qian Liu, Kai-Tai Fang and Fred J. Hickernell
Unique optimal partitions of distributions and connections to hazard rates
and stochastic ordering
by David Mease and Vijayan N. Nair
On the estimation and testing of time varying constraints in econometric
models
by Susan Orbe, Eva Ferreira and Juan Rodriguez-Poo
Strong limit theorems on model selection in generalized linear regression
with binomial responses
by Guoqi Qian and Yuehua Wu
Modeling the subdistribution of a competing risk
by Liuquan Sun, Jingxia Liu, Jianguo Sun and Mei-Jie Zhang
Two-way heteroscedastic ANOVA when the number of levels is large
by Lan Wang and Michael G. Akritas
Exact convergence rate and leading term in the central limit theorem for
U-statistics
by Qiying Wang and Neville C. Weber
Additive coefficient modeling via polynomial spline
by Lan Xue and Lijian Yang
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