Computational Statistics

2000 - 2026

Current editor(s): Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 41, issue 4, 2026

Area-based epigraph and hypograph indices for functional outlier detection pp. 1-47

Belén Pulido, Alba M. Franco-Pereira, Rosa E. Lillo and Fabian Scheipl

Modelling Shanghai soil properties with finite mixtures of $$S_\text {U}$$ Johnson distributions pp. 1-21

Nikola Počuča, Michael P. B. Gallaugher and Paul D. McNicholas

A novel unit exponential regression model with improved estimation method under multicollinearity pp. 1-37

Alaa R. El-Alosey, Ali T. Hammad and Ahmed M. Gemeay

Balanced random assignments for multiple treatment groups using the Cube method pp. 1-20

Ejub Talovic and Yves Tillé

Volume 41, issue 3, 2026

Tidychangepoint: a unified framework for analyzing changepoint detection in univariate time series pp. 1-36

Benjamin S. Baumer and Biviana Marcela Suárez Sierra

Nonparametric modal regression with missing response observations pp. 1-29

Ana Pérez-González, Tomás R. Cotos-Yáñez and Rosa M. Crujeiras

Optimal designs for longitudinal trials with discrete-time survival endpoints pp. 1-32

Yun-Juan Wang, Xin-Yuan Ji, Xiao-Dong Zhou and Rong-Xian Yue

A framework to efficiently smooth L1 penalties for linear regression pp. 1-24

Georg Hahn, Sharon M. Lutz, Nilanjana Laha, Julian Hecker, Dmitry Prokopenko, Sanghun Lee, Woojoo Lee, Michael H. Cho, Edwin K. Silverman and Christoph Lange

A reduced basis decomposition approach to efficient data collection in pairwise comparison studies pp. 1-24

Jiahua Jiang, Joseph Marsh and Rowland Seymour

Change point detection using Bayesian adaptive LASSO quantile regression pp. 1-28

Ranran Chen, Mai Dao, Donald Lien, Keying Ye and Min Wang

Robust image segmentation using EM-based models with TV regularization and alpha-stable distributions pp. 1-28

Ibrahim Sadok

A bootstrap-enhanced fisher scoring algorithm for parameter estimation in state-space models pp. 1-46

F. Catarina Pereira, Marco Costa and A. Manuela Gonçalves

Confidence intervals for Random Forest permutation importance with missing data pp. 1-42

Nico Föge and Markus Pauly

A new method for cheating detection during computerized adaptive testing pp. 1-27

Luca Bungaro, Mariagiulia Matteucci, Stefania Mignani and Bernard P. Veldkamp

Enhancing univariate time series forecasting: a general tree-based model selection approach pp. 1-21

Alexandru-Mihail Stroilă

A new class of median estimators using auxiliary information under PPS sampling: theoretical properties and empirical evaluation pp. 1-25

Salman Shah, Eisa Mahmoudi, Moiz Qureshi, Hasnain Iftikhar, Paulo Canas Rodrigues, Ronny Ivan Gonzales Medina and Javier Linkolk López-Gonzales

On the simulation of general multivariate gamma distributions using Dickman approximations pp. 1-25

Michael Grabchak and Xingnan Zhang

Quantlet: the code snippet knowledge platform pp. 1-20

Ștefan Găman, Julian Winkel, Xiaorui Zuo, Wolfgang Karl Härdle and Daniel Traian Pele

Editorial on the special issue on the VII Latin American conference on statistical computing pp. 1-4

Cristian Luis Bayes, David Fernando Muñoz and Jürgen Symanzik

Matrix-valued AutoRegressive (MAR) models in gretl pp. 1-31

Andrea Bucci, Giulio Palomba and Marco Tedeschi

Robust Bayesian variable selection for the quantile varying coefficient model pp. 1-31

Fang Lu, Li Peng, Guoliang Tian and Jing Yang

Closed-form estimators for multivariate regressions models: a single categorical variable approach pp. 1-23

Antoine Burg and Christophe Dutang

One-shot distributed shrinkage estimation in sparse linear regression models pp. 1-23

Amir Khalili, S. Ejaz Ahmed and Abbas Khalili

An efficient alternating direction algorithm for high-dimensional basis precision matrix estimation via lasso penalized D-trace loss pp. 1-23

Mingmin Zhu and Jiewei Jiang

Inference and estimation of spatial autoregressive varying coefficient models using a geographical gaussian process GAM pp. 1-30

Zhimin Hong and Ruoxuan Wang

Quasi-likelihood-based EM algorithm for regime-switching SDE pp. 1-37

Yuzhong Cheng and Hiroki Masuda

Bounds in Wasserstein distance for locally stationary functional time series pp. 1-71

Jan Nino G. Tinio, Mokhtar Z. Alaya and Salim Bouzebda

Bayesian modal regression with linear inequality constraints using mixture distributions pp. 1-26

Jialei Yu, Min Xu and Jinyu Chen

Variational inference for sparse poisson regression pp. 1-50

Mitra Kharabati, Morteza Amini and Mohammad Arashi

Volume 41, issue 2, 2026

Bayesian weighted composite quantile regression in varying-coefficient partially linear mixed-effects model with ordinal longitudinal data pp. 1-30

Xiaofan Wang, Jiaqing Chen, Jinjing Wang, Yibo Long, Feng Gu and Yangxin Huang

FlexReg: an R package for fitting a general class of mixture regression models with bounded responses in a Bayesian framework pp. 1-35

Roberto Ascari, Agnese Maria Di Brisco, Sonia Migliorati and Andrea Ongaro

Multi-step adaptive elastic net for variable selection and classification in high-dimensional sparse logistic regression models pp. 1-38

Yiping Yang, Yinghui Huang, Junhua Zhang and Gaorong Li

Fuzzy two-mode clustering: How to determine the optimal number of clusters? pp. 1-34

Maria Brigida Ferraro, Paolo Giordani and Maurizio Vichi

Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo pp. 1-34

Heeju Lim, Victor E. Lachos and Victor H. Lachos

Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data pp. 1-15

Haixiang Zhang and HaiYing Wang

IAOA-LSTM: a hybrid model for stock portfolio optimization pp. 1-36

David Opeoluwa Oyewola, Temidayo Oluwatosin Omotehinwa, Temitope Olubanjo Kehinde and Yahya Hammawa

Semi-proximal ADMM for fused Lasso penalized least absolute deviation in partially linear model pp. 1-36

Fanke Kong, Zheng-Fen Jin, Youlin Shang, Yunhai Xiao and Deren Han

Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach pp. 1-20

Marco Bee

Bayesian model averaging for VAR models: gretl-based implementation pp. 1-19

Marcin Błażejowski, Paweł Kufel and Jacek Kwiatkowski

Intrinsic geometry-inspired dependent toroidal distribution: application to regression model for astigmatism data pp. 1-25

Buddhananda Banerjee and Surojit Biswas

Efficient subsampling for high-dimensional data pp. 1-33

Vasilis Chasiotis, Lin Wang and Dimitris Karlis

Weather fluctuations and the (German) industrial sector pp. 1-21

Sven Schreiber

Volume 41, issue 1, 2026

Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints pp. 1-37

Tizheng Li, Ting Liu and Xiangyi Zhang

Measuring spillovers and connectedness in gretl pp. 1-30

Chiara Casoli and Luca Pedini

Bayesian variable selection and estimation based on asymmetric squared loss in high dimensions pp. 1-30

Xiangyu Shi, Xiangyang Xu, Ruiyuan Cao and Tianfa Xie

Fast inference in copula models with categorical explanatory variables using the one-step procedure pp. 1-30

Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan and Tom Rohmer

Introducing HYBRID and ENSEMBLE: novel nonconvex penalization strategies for robust variable selection under missing data pp. 1-30

Lingling Zhang

Subagging for bandwidth selection: a computationally efficient approach to kernel density estimation pp. 1-30

Mario Francisco-Fernández, Daniel Barreiro-Ures and Ricardo Cao

Deep learning based posterior sampling for high-dimensional linear inverse problems pp. 1-35

Gerd Wübbeler, Franko Schmähling, Manuel Marschall and Clemens Elster

Sparse Bayesian multidimensional scaling(s) pp. 1-31

Ami Sheth, Aaron Smith and Andrew J. Holbrook

Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression pp. 1-23

Anja Zgodic, Ray Bai, Jiajia Zhang, Yuan Wang, Christopher Rorden and Alexander C. McLain

Estimation of the change-point Cox proportional hazards model based on case-I interval-censored data pp. 1-22

Qiyue Huang, Xiaoyi Wang, Xingwei Tong, Meng Li and Jianguo Sun

Bayesian multivariate smoothing spline approach for yield curve joint estimation across bond types pp. 1-26

Wenyang Wang, Muxin Chen, Yuqiang Xu, Xiaojun Tong, Dongchu Sun and Chong He

Generalized spatial beta models for skewed and bimodal proportion data pp. 1-26

Mehdi Homayouni, Majid Jafari Khaledi, Esmaeil Najafi and Hormoz Sohrabi

Right-censored models on massive data pp. 1-26

Gabriela Ciuperca

Sparse functional data classification via Bayesian aggregation pp. 1-41

Ahmad Talafha

Flexible scale mixtures of skewed generalized normal distributions: properties and inference pp. 1-41

Aidi Liu, Weihu Cheng and Minghui Yao

Simultaneous selection of knots and variables in additive models pp. 1-24

Hyungjin Kim, Sungwan Bang and Jongkyeong Kang

A stochastic approach to k-nearest neighbors search using a fixed radius method pp. 1-17

Brahian Cano Urrego, Alexander Alsup, Jeffrey A. Thompson and Devin C. Koestler

Goodness-of-fit test procedures for degradation data pp. 1-28

Lochana Palayangoda, Aziz Gafurov and Hon Keung Tony Ng

The impact of random tree depth—a novel randomization process for ensemble methods pp. 1-28

Daniel Horn, Tobias Markus Krabel, Thi Ngoc Tien Tran, Andreas Groll and Carsten Jentsch

Tests and graphical tools for the comparison of time series predictors pp. 1-28

Jussi Klemelä

Fast MMPTs: a fast approximate sampler toward a mixture of multivariate Polya trees pp. 1-29

William Cipolli

Regularized estimation for right-censored zero-inflated poisson regression: methods and applications to health data pp. 1-32

Essoham Ali, Adewale F. Lukman and Solym M. Manou-Abi

Developments of complex principal component analysis for an exploratory study of Pacific winds and El Niño Southern Oscillation pp. 1-32

Sergio Camiz, Jean-Jacques Denimal and Juana Ravines Ruiz

Smote enhanced cumulative moment estimation for sufficient dimension reduction pp. 1-21

Yvette Feng, Andreas Artemiou and Qin Wang

An extreme gradient boosted approach for predicting the number and size of auto insurance claims pp. 1-21

Chaima Hmani, Abdelaziz Ghribi and Afif Masmoudi

Unveiling mortality dynamics: a novel mathematical framework across adulthood and aging pp. 1-21

Begüm Çığşar and Deniz Ünal

QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models pp. 1-18

Paolo Chirico

Semiparametric analysis of the additive hazards model with dependent right-censored data pp. 1-18

Shuying Wang, Linyan Luo, Bo Zhao and Xinyu Liu

A sparse estimate to varying-coefficient additive models for functional and longitudinal data pp. 1-27

Yaxuan Zhao, Zhimeng Sun and Yuehan Yang

Individualized treatment effect estimation with compromised adversarial nets pp. 1-27

Atomsa Gemechu Abdisa, Yingchun Zhou and Yuqi Qiu