# Computational Statistics
2003 - 2017
Current editor(s): *Wataru Sakamoto*, *Ricardo Cao* and *Jürgen Symanzik* From Springer Series data maintained by Sonal Shukla (). Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.
**Volume 32, issue 2, 2017**
- Use of EM algorithm for data reduction under sparsity assumption pp. 387-407
*Atanu Kumar Ghosh* and *Arnab Chakraborty*
- Unsupervised learning of pharmacokinetic responses pp. 409-428
*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
*Suvra Pal* and *N. Balakrishnan*
- A general class of scale-shape mixtures of skew-normal distributions: properties and estimation pp. 451-474
*Ahad Jamalizadeh* and *Tsung-I Lin*
- A non-negative matrix factorization model based on the zero-inflated Tweedie distribution pp. 475-499
*Hiroyasu Abe* and *Hiroshi Yadohisa*
- The dynamic random subgraph model for the clustering of evolving networks pp. 501-533
*Rawya Zreik*, *Pierre Latouche* and *Charles Bouveyron*
- An interactive graphical method for community detection in network data pp. 535-557
*Andee Kaplan*, *Heike Hofmann* and *Daniel Nordman*
- Uncertainty quantification for functional dependent random variables pp. 559-583
*Simon Nanty*, *Céline Helbert*, *Amandine Marrel*, *Nadia Pérot* and *Clémentine Prieur*
- Dimension reduction in functional regression with categorical predictor pp. 585-609
*Guochang Wang*
- A note on estimating the bent line quantile regression model pp. 611-630
*Yanyang Yan*, *Feipeng Zhang* and *Xiaoying Zhou*
- Nonsingular subsampling for regression S estimators with categorical predictors pp. 631-646
*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
*Shu-Fei Wu* and *Jin-Yang Lu*
- On the impact of model selection on predictor identification and parameter inference pp. 667-690
*Ruth M. Pfeiffer*, *Andrew Redd* and *Raymond J. Carroll*
- Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models pp. 691-716
*Sagnik Datta*, *Ghislaine Gayraud*, *Eric Leclerc* and *Frederic Y. Bois*
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration pp. 717-761
*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
*Ali Baharev*, *Hermann Schichl* and *Endre Rév*
- Optimum mechanism for breaking the confounding effects of mixed-level designs pp. 781-802
*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
*Marco Grzegorczyk* and *Mahdi Shafiee Kamalabad*
- Noninformative priors for the ratio of the shape parameters of two Weibull distributions pp. 35-50
*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
*Clemens Elster* and *Gerd Wübbeler*
- Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors pp. 71-91
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
- A comparison of variational approximations for fast inference in mixed logit models pp. 93-125
*Nicolas Depraetere* and *Martina Vandebroek*
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis pp. 127-143
*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
*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
*Yangxin Huang* and *Tao Lu*
- Scale space multiresolution correlation analysis for time series data pp. 197-218
*Leena Pasanen* and *Lasse Holmström*
- Bayesian analysis of multiple thresholds autoregressive model pp. 219-237
*Jiazhu Pan*, *Qiang Xia* and *Jinshan Liu*
- Issues in the Multiple Try Metropolis mixing pp. 239-252
*L. Martino* and *F. Louzada*
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space pp. 253-279
*Cheng Zhang*, *Babak Shahbaba* and *Hongkai Zhao*
- Integrated likelihood computation methods pp. 281-313
*Zhenyu Zhao* and *Thomas A. Severini*
- Automatically tuned general-purpose MCMC via new adaptive diagnostics pp. 315-348
*Jinyoung Yang* and *Jeffrey S. Rosenthal*
- Bayesian model averaging of possibly similar nonparametric densities pp. 349-365
*Alan P. Ker* and *Yong Liu*
- Parameter estimation of inverse Lindley distribution for Type-I censored data pp. 367-385
*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
*Chun-Xia Zhang*, *Jiang-She Zhang* and *Sang-Woon Kim*
- Minimizing variable selection criteria by Markov chain Monte Carlo pp. 1263-1286
*Yen-Shiu Chin* and *Ting-Li Chen*
- Assessing the diagnostic power of variables measured with a detection limit pp. 1287-1303
*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
*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
*Silvina Pistonesi*, *Jorge Martinez* and *Silvia M. Ojeda*
- Ordered spatial sampling by means of the traveling salesman problem pp. 1359-1372
*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
*Yuri Heymann*
- A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization pp. 1385-1401
*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
*Kohei Adachi* and *Nickolay T. Trendafilov*
- Partitions of Pearson’s Chi-square statistic for frequency tables: a comprehensive account pp. 1429-1452
*Sébastien Loisel* and *Yoshio Takane*
- The role of the isotonizing algorithm in Stein’s covariance matrix estimator pp. 1453-1476
*Brett Naul*, *Bala Rajaratnam* and *Dario Vincenzi*
- Simulations of full multivariate Tweedie with flexible dependence structure pp. 1477-1492
*Johann Cuenin*, *Bent Jørgensen* and *Célestin C. Kokonendji*
- Context-specific independence in graphical log-linear models pp. 1493-1512
*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
*Laurent Bordes* and *Didier Chauveau*
- Robust estimation of the number of components for mixtures of linear regression models pp. 1539-1555
*Meng Li*, *Sijia Xiang* and *Weixin Yao*
- Modified restricted Liu estimator in logistic regression model pp. 1557-1567
*Jibo Wu*
- Constrained test in linear models with multivariate power exponential distribution pp. 1569-1592
*Jeremias Leão*, *Francisco Cysneiros*, *Helton Saulo* and *N. Balakrishnan*
- ANCOVA: a heteroscedastic global test when there is curvature and two covariates pp. 1593-1606
*Rand R. Wilcox*
- Preliminary tests when comparing means pp. 1607-1631
*I. Parra-Frutos*
- Exact sample size determination for the ratio of two incidence rates under the Poisson distribution pp. 1633-1644
*Guogen Shan*
- Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables pp. 1645-1659
*Tamio Koyama* and *Akimichi Takemura*
**Volume 31, issue 3, 2016**
- The shooting S-estimator for robust regression pp. 829-844
*Viktoria Öllerer*, *Andreas Alfons* and *Christophe Croux*
- Robust likelihood inference for multivariate correlated count data pp. 845-857
*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
*Hock Ann Lim* and *Habshah Midi*
- Influence measures in ridge regression when the error terms follow an Ar(1) process pp. 879-898
*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
*Luke A. Prendergast* and *Alan F. Healey*
- Group-wise sufficient dimension reduction with principal fitted components pp. 923-941
*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
*Paweł Teisseyre*, *Robert A. Kłopotek* and *Jan Mielniczuk*
- Least squares generalized inferences in unbalanced two-component normal mixed linear model pp. 973-988
*Xuhua Liu*, *Xingzhong Xu* and *Jan Hannig*
- Clustering bivariate mixed-type data via the cluster-weighted model pp. 989-1013
*Antonio Punzo* and *Salvatore Ingrassia*
- Support vector quantile regression with varying coefficients pp. 1015-1030
*Jooyong Shim*, *Changha Hwang* and *Kyungha Seok*
- Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates pp. 1031-1057
*Yuzhu Tian*, *Er’qian Li* and *Maozai Tian*
- Bayesian estimation of the half-normal regression model with deterministic frontier pp. 1059-1078
*Francisco J. Ortega* and *Jose M. Gavilan*
- Geometrically designed, variable knot regression splines pp. 1079-1105
*Vladimir K. Kaishev*, *Dimitrina S. Dimitrova*, *Steven Haberman* and *Richard J. Verrall*
- Polynomial spline estimation for partial functional linear regression models pp. 1107-1129
*Jianjun Zhou*, *Zhao Chen* and *Qingyan Peng*
- Robust estimation for varying index coefficient models pp. 1131-1167
*Jing Lv*, *Hu Yang* and *Chaohui Guo*
- Generalized moment estimation of stochastic differential equations pp. 1169-1202
*Márcio Laurini* and *Luiz Hotta*
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data pp. 1203-1234
*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
*Jing Lv*, *Hu Yang* and *Chaohui Guo*
**Volume 31, issue 2, 2016**
- A genetic algorithm for designing microarray experiments pp. 409-424
*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
*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
*Soeun Kim*, *Jae Youn Ahn* and *Woojoo Lee*
- Correcting statistical models via empirical distribution functions pp. 465-495
*Alexander Munteanu* and *Max Wornowizki*
- Confidence interval estimation by a joint pivot method pp. 497-511
*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
*Riccardo De Bin*
- Selectiongain: an R package for optimizing multi-stage selection pp. 533-543
*Xuefei Mi*, *H. Friedrich Utz* and *Albrecht E. Melchinger*
- Introducing libeemd: a program package for performing the ensemble empirical mode decomposition pp. 545-557
*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
*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
*Mauro Bernardi* and *Leopoldo Catania*
- A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature pp. 609-641
*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
*Tao Zhang* and *Joseph E. Cavanaugh*
- A sequential multiple change-point detection procedure via VIF regression pp. 671-691
*Xiaoping Shi*, *Xiang-Sheng Wang*, *Dongwei Wei* and *Yuehua Wu*
- Semiparametric variable selection for partially varying coefficient models with endogenous variables pp. 693-707
*Jinyi Yuan*, *Peixin Zhao* and *Weiguo Zhang*
- Improving efficiency of data augmentation algorithms using Peskun’s theorem pp. 709-728
*Vivekananda Roy*
- Random variate generation and connected computational issues for the Poisson–Tweedie distribution pp. 729-748
*Alberto Baccini*, *Lucio Barabesi* and *Luisa Stracqualursi*
- Second-order generalized estimating equations for correlated count data pp. 749-770
*George Kalema*, *Geert Molenberghs* and *Wondwosen Kassahun*
- Density-based clustering with non-continuous data pp. 771-798
*Adelchi Azzalini* and *Giovanna Menardi*
- Logit tree models for discrete choice data with application to advice-seeking preferences among Chinese Christians pp. 799-827
*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
*Cathy W. S. Chen*, *Sangyeol Lee* and *Shu-Yu Chen*
- Bayesian estimation and inference for log-ACD models pp. 25-48
*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
*Genya Kobayashi*
- Bayesian accelerated life testing under competing log-location-scale family of causes of failure pp. 89-119
*Chiranjit Mukhopadhyay* and *Soumya Roy*
- Bayesian segmental growth mixture Tobit models with skew distributions pp. 121-137
*Getachew A. Dagne*
- On progressively first failure censored Lindley distribution pp. 139-163
*Madhulika Dube*, *Renu Garg* and *Hare Krishna*
- Bayesian beta regression with Bayesianbetareg R-package pp. 165-187
*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
*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
*Min Wang*, *Xiaoqian Sun* and *Chanseok Park*
- Prediction intervals based on Gompertz doubly censored data pp. 227-246
*S. F. Niazi Ali*
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method pp. 247-268
*Yan-Yong Zhao*, *Jin-Guan Lin* and *Xing-Fang Huang*
- Practical use of robust GCV and modified GCV for spline smoothing pp. 269-289
*Mark A. Lukas*, *Frank R. Hoog* and *Robert S. Anderssen*
- Two-sample homogeneity tests based on divergence measures pp. 291-313
*Max Wornowizki* and *Roland Fried*
- Efficient computation of the Bergsma–Dassios sign covariance pp. 315-328
*Luca Weihs*, *Mathias Drton* and *Dennis Leung*
- Composite quantile regression for single-index models with asymmetric errors pp. 329-351
*Jing Sun*
- Combining dissimilarity matrices by using rank correlations pp. 353-367
*Ilaria L. Amerise* and *Agostino Tarsitano*
- Determining cutoff values of prognostic factors in survival data with competing risks pp. 369-386
*Sook-young Woo*, *Seonwoo Kim* and *Jinheum Kim*
- Convexity of Gaussian chance constraints and of related probability maximization problems pp. 387-408
*Michel Minoux* and *Riadh Zorgati*
| |