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Computational Statistics

2003 - 2017

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

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Volume 32, issue 2, 2017

Use of EM algorithm for data reduction under sparsity assumption pp. 387-407 Downloads
Atanu Kumar Ghosh and Arnab Chakraborty
Unsupervised learning of pharmacokinetic responses pp. 409-428 Downloads
Elson Tomás, Susana Vinga and Alexandra M. Carvalho
Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data pp. 429-449 Downloads
Suvra Pal and N. Balakrishnan
A general class of scale-shape mixtures of skew-normal distributions: properties and estimation pp. 451-474 Downloads
Ahad Jamalizadeh and Tsung-I Lin
A non-negative matrix factorization model based on the zero-inflated Tweedie distribution pp. 475-499 Downloads
Hiroyasu Abe and Hiroshi Yadohisa
The dynamic random subgraph model for the clustering of evolving networks pp. 501-533 Downloads
Rawya Zreik, Pierre Latouche and Charles Bouveyron
An interactive graphical method for community detection in network data pp. 535-557 Downloads
Andee Kaplan, Heike Hofmann and Daniel Nordman
Uncertainty quantification for functional dependent random variables pp. 559-583 Downloads
Simon Nanty, Céline Helbert, Amandine Marrel, Nadia Pérot and Clémentine Prieur
Dimension reduction in functional regression with categorical predictor pp. 585-609 Downloads
Guochang Wang
A note on estimating the bent line quantile regression model pp. 611-630 Downloads
Yanyang Yan, Feipeng Zhang and Xiaoying Zhou
Nonsingular subsampling for regression S estimators with categorical predictors pp. 631-646 Downloads
Manuel Koller and Werner A. Stahel
Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring pp. 647-666 Downloads
Shu-Fei Wu and Jin-Yang Lu
On the impact of model selection on predictor identification and parameter inference pp. 667-690 Downloads
Ruth M. Pfeiffer, Andrew Redd and Raymond J. Carroll
Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models pp. 691-716 Downloads
Sagnik Datta, Ghislaine Gayraud, Eric Leclerc and Frederic Y. Bois
Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration pp. 717-761 Downloads
Marco Grzegorczyk, Andrej Aderhold and Dirk Husmeier
Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy pp. 763-779 Downloads
Ali Baharev, Hermann Schichl and Endre Rév
Optimum mechanism for breaking the confounding effects of mixed-level designs pp. 781-802 Downloads
A. M. Elsawah and Hong Qin

Volume 32, issue 1, 2017

Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models pp. 1-33 Downloads
Marco Grzegorczyk and Mahdi Shafiee Kamalabad
Noninformative priors for the ratio of the shape parameters of two Weibull distributions pp. 35-50 Downloads
Sang Gil Kang, Woo Dong Lee and Yongku Kim
Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances pp. 51-69 Downloads
Clemens Elster and Gerd Wübbeler
Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors pp. 71-91 Downloads
Sang Gil Kang, Woo Dong Lee and Yongku Kim
A comparison of variational approximations for fast inference in mixed logit models pp. 93-125 Downloads
Nicolas Depraetere and Martina Vandebroek
Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis pp. 127-143 Downloads
Aijun Yang, Xuejun Jiang, Lianjie Shu and Jinguan Lin
Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models pp. 145-177 Downloads
Alberto Lumbreras, Julien Velcin, Marie Guégan and Bertrand Jouve
Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features pp. 179-196 Downloads
Yangxin Huang and Tao Lu
Scale space multiresolution correlation analysis for time series data pp. 197-218 Downloads
Leena Pasanen and Lasse Holmström
Bayesian analysis of multiple thresholds autoregressive model pp. 219-237 Downloads
Jiazhu Pan, Qiang Xia and Jinshan Liu
Issues in the Multiple Try Metropolis mixing pp. 239-252 Downloads
L. Martino and F. Louzada
Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space pp. 253-279 Downloads
Cheng Zhang, Babak Shahbaba and Hongkai Zhao
Integrated likelihood computation methods pp. 281-313 Downloads
Zhenyu Zhao and Thomas A. Severini
Automatically tuned general-purpose MCMC via new adaptive diagnostics pp. 315-348 Downloads
Jinyoung Yang and Jeffrey S. Rosenthal
Bayesian model averaging of possibly similar nonparametric densities pp. 349-365 Downloads
Alan P. Ker and Yong Liu
Parameter estimation of inverse Lindley distribution for Type-I censored data pp. 367-385 Downloads
Suparna Basu, Sanjay Kumar Singh and Umesh Singh

Volume 31, issue 4, 2016

PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection pp. 1237-1262 Downloads
Chun-Xia Zhang, Jiang-She Zhang and Sang-Woon Kim
Minimizing variable selection criteria by Markov chain Monte Carlo pp. 1263-1286 Downloads
Yen-Shiu Chin and Ting-Li Chen
Assessing the diagnostic power of variables measured with a detection limit pp. 1287-1303 Downloads
Bochao Jia, Yuan-chin Ivan Chang and Zhanfeng Wang
Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights pp. 1305-1325 Downloads
Philippe Pébay, Timothy B. Terriberry, Hemanth Kolla and Janine Bennett
A sensibility study of the autobinomial model estimation methods based on a feature similarity index pp. 1327-1357 Downloads
Silvina Pistonesi, Jorge Martinez and Silvia M. Ojeda
Ordered spatial sampling by means of the traveling salesman problem pp. 1359-1372 Downloads
Maria Michela Dickson and Yves Tillé
A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks pp. 1373-1383 Downloads
Yuri Heymann
A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization pp. 1385-1401 Downloads
Hakan Demirtas, Robab Ahmadian, Sema Atis, Fatma Ezgi Can and Ilker Ercan
Sparse principal component analysis subject to prespecified cardinality of loadings pp. 1403-1427 Downloads
Kohei Adachi and Nickolay T. Trendafilov
Partitions of Pearson’s Chi-square statistic for frequency tables: a comprehensive account pp. 1429-1452 Downloads
Sébastien Loisel and Yoshio Takane
The role of the isotonizing algorithm in Stein’s covariance matrix estimator pp. 1453-1476 Downloads
Brett Naul, Bala Rajaratnam and Dario Vincenzi
Simulations of full multivariate Tweedie with flexible dependence structure pp. 1477-1492 Downloads
Johann Cuenin, Bent Jørgensen and Célestin C. Kokonendji
Context-specific independence in graphical log-linear models pp. 1493-1512 Downloads
Henrik Nyman, Johan Pensar, Timo Koski and Jukka Corander
Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data pp. 1513-1538 Downloads
Laurent Bordes and Didier Chauveau
Robust estimation of the number of components for mixtures of linear regression models pp. 1539-1555 Downloads
Meng Li, Sijia Xiang and Weixin Yao
Modified restricted Liu estimator in logistic regression model pp. 1557-1567 Downloads
Jibo Wu
Constrained test in linear models with multivariate power exponential distribution pp. 1569-1592 Downloads
Jeremias Leão, Francisco Cysneiros, Helton Saulo and N. Balakrishnan
ANCOVA: a heteroscedastic global test when there is curvature and two covariates pp. 1593-1606 Downloads
Rand R. Wilcox
Preliminary tests when comparing means pp. 1607-1631 Downloads
I. Parra-Frutos
Exact sample size determination for the ratio of two incidence rates under the Poisson distribution pp. 1633-1644 Downloads
Guogen Shan
Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables pp. 1645-1659 Downloads
Tamio Koyama and Akimichi Takemura

Volume 31, issue 3, 2016

The shooting S-estimator for robust regression pp. 829-844 Downloads
Viktoria Öllerer, Andreas Alfons and Christophe Croux
Robust likelihood inference for multivariate correlated count data pp. 845-857 Downloads
Tsung-Shan Tsou
Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model pp. 859-877 Downloads
Hock Ann Lim and Habshah Midi
Influence measures in ridge regression when the error terms follow an Ar(1) process pp. 879-898 Downloads
Tuğba Söküt Açar and M. Revan Özkale
Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates pp. 899-922 Downloads
Luke A. Prendergast and Alan F. Healey
Group-wise sufficient dimension reduction with principal fitted components pp. 923-941 Downloads
Kofi P. Adragni, Elias Al-Najjar, Sean Martin, Sai K. Popuri and Andrew M. Raim
Random Subspace Method for high-dimensional regression with the R package regRSM pp. 943-972 Downloads
Paweł Teisseyre, Robert A. Kłopotek and Jan Mielniczuk
Least squares generalized inferences in unbalanced two-component normal mixed linear model pp. 973-988 Downloads
Xuhua Liu, Xingzhong Xu and Jan Hannig
Clustering bivariate mixed-type data via the cluster-weighted model pp. 989-1013 Downloads
Antonio Punzo and Salvatore Ingrassia
Support vector quantile regression with varying coefficients pp. 1015-1030 Downloads
Jooyong Shim, Changha Hwang and Kyungha Seok
Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates pp. 1031-1057 Downloads
Yuzhu Tian, Er’qian Li and Maozai Tian
Bayesian estimation of the half-normal regression model with deterministic frontier pp. 1059-1078 Downloads
Francisco J. Ortega and Jose M. Gavilan
Geometrically designed, variable knot regression splines pp. 1079-1105 Downloads
Vladimir K. Kaishev, Dimitrina S. Dimitrova, Steven Haberman and Richard J. Verrall
Polynomial spline estimation for partial functional linear regression models pp. 1107-1129 Downloads
Jianjun Zhou, Zhao Chen and Qingyan Peng
Robust estimation for varying index coefficient models pp. 1131-1167 Downloads
Jing Lv, Hu Yang and Chaohui Guo
Generalized moment estimation of stochastic differential equations pp. 1169-1202 Downloads
Márcio Laurini and Luiz Hotta
Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data pp. 1203-1234 Downloads
Jing Lv, Hu Yang and Chaohui Guo
Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data pp. 1235-1235 Downloads
Jing Lv, Hu Yang and Chaohui Guo

Volume 31, issue 2, 2016

A genetic algorithm for designing microarray experiments pp. 409-424 Downloads
A. H. M. Mahbub Latif and Edgar Brunner
Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data pp. 425-449 Downloads
Bo Zhang, Wei Liu, Hui Zhang, Qihui Chen and Zhiwei Zhang
On high-dimensional two sample mean testing statistics: a comparative study with a data adaptive choice of coefficient vector pp. 451-464 Downloads
Soeun Kim, Jae Youn Ahn and Woojoo Lee
Correcting statistical models via empirical distribution functions pp. 465-495 Downloads
Alexander Munteanu and Max Wornowizki
Confidence interval estimation by a joint pivot method pp. 497-511 Downloads
Wangli Xu, Wei Yu and Zaixing Li
Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost pp. 513-531 Downloads
Riccardo De Bin
Selectiongain: an R package for optimizing multi-stage selection pp. 533-543 Downloads
Xuefei Mi, H. Friedrich Utz and Albrecht E. Melchinger
Introducing libeemd: a program package for performing the ensemble empirical mode decomposition pp. 545-557 Downloads
P. J. J. Luukko, J. Helske and E. Räsänen
Probability Distributome: a web computational infrastructure for exploring the properties, interrelations, and applications of probability distributions pp. 559-577 Downloads
Ivo D. Dinov, Kyle Siegrist, Dennis K. Pearl, Alexandr Kalinin and Nicolas Christou
Comparison of Value-at-Risk models using the MCS approach pp. 579-608 Downloads
Mauro Bernardi and Leopoldo Catania
A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature pp. 609-641 Downloads
Yandan Yang, Hon Keung Tony Ng and Narayanaswamy Balakrishnan
A multistage algorithm for best-subset model selection based on the Kullback–Leibler discrepancy pp. 643-669 Downloads
Tao Zhang and Joseph E. Cavanaugh
A sequential multiple change-point detection procedure via VIF regression pp. 671-691 Downloads
Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei and Yuehua Wu
Semiparametric variable selection for partially varying coefficient models with endogenous variables pp. 693-707 Downloads
Jinyi Yuan, Peixin Zhao and Weiguo Zhang
Improving efficiency of data augmentation algorithms using Peskun’s theorem pp. 709-728 Downloads
Vivekananda Roy
Random variate generation and connected computational issues for the Poisson–Tweedie distribution pp. 729-748 Downloads
Alberto Baccini, Lucio Barabesi and Luisa Stracqualursi
Second-order generalized estimating equations for correlated count data pp. 749-770 Downloads
George Kalema, Geert Molenberghs and Wondwosen Kassahun
Density-based clustering with non-continuous data pp. 771-798 Downloads
Adelchi Azzalini and Giovanna Menardi
Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians pp. 799-827 Downloads
Philip L. H. Yu, Paul H. Lee, S. F. Cheung, Esther Y. Y. Lau, Doris S. Y. Mok and Harry C. Hui

Volume 31, issue 1, 2016

Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach pp. 1-24 Downloads
Cathy W. S. Chen, Sangyeol Lee and Shu-Yu Chen
Bayesian estimation and inference for log-ACD models pp. 25-48 Downloads
Richard Gerlach, Shelton Peiris and Edward M. H. Lin
Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles pp. 49-88 Downloads
Genya Kobayashi
Bayesian accelerated life testing under competing log-location-scale family of causes of failure pp. 89-119 Downloads
Chiranjit Mukhopadhyay and Soumya Roy
Bayesian segmental growth mixture Tobit models with skew distributions pp. 121-137 Downloads
Getachew A. Dagne
On progressively first failure censored Lindley distribution pp. 139-163 Downloads
Madhulika Dube, Renu Garg and Hare Krishna
Bayesian beta regression with Bayesianbetareg R-package pp. 165-187 Downloads
Edilberto Cepeda-Cuervo, Daniel Jaimes, Margarita Marín and Javier Rojas
Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data pp. 189-206 Downloads
Tristan Senga Kiessé, Nabil Zougab and Célestin C. Kokonendji
Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method pp. 207-225 Downloads
Min Wang, Xiaoqian Sun and Chanseok Park
Prediction intervals based on Gompertz doubly censored data pp. 227-246 Downloads
S. F. Niazi Ali
Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method pp. 247-268 Downloads
Yan-Yong Zhao, Jin-Guan Lin and Xing-Fang Huang
Practical use of robust GCV and modified GCV for spline smoothing pp. 269-289 Downloads
Mark A. Lukas, Frank R. Hoog and Robert S. Anderssen
Two-sample homogeneity tests based on divergence measures pp. 291-313 Downloads
Max Wornowizki and Roland Fried
Efficient computation of the Bergsma–Dassios sign covariance pp. 315-328 Downloads
Luca Weihs, Mathias Drton and Dennis Leung
Composite quantile regression for single-index models with asymmetric errors pp. 329-351 Downloads
Jing Sun
Combining dissimilarity matrices by using rank correlations pp. 353-367 Downloads
Ilaria L. Amerise and Agostino Tarsitano
Determining cutoff values of prognostic factors in survival data with competing risks pp. 369-386 Downloads
Sook-young Woo, Seonwoo Kim and Jinheum Kim
Convexity of Gaussian chance constraints and of related probability maximization problems pp. 387-408 Downloads
Michel Minoux and Riadh Zorgati
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