# 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.
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**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*
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