Computational Statistics & Data Analysis

1983 - 2026

Current editor(s): S.P. Azen

From Elsevier
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Volume 216, issue C, 2026

Sequential hierarchical Bayesian model and particle filter estimation with two-step RJMCMC resampling

Yue Huan, Guoqiang Wang and Hai Xiang Lin

A semi-parametric approach to receiver operating characteristic analysis with semi-continuous biomarker

Baohao Wei, Dongsheng Tu and Chunlin Wang

Parametric estimation of conditional archimedean copula generators for censored data

Marie Michaelides, Hélène Cossette and Mathieu Pigeon

Volume 215, issue C, 2026

Recursive nonparametric predictive for a discrete regression model

Lorenzo Cappello and Stephen G. Walker

Denoising over networks with applications to partially observed epidemics

Claire Donnat, Olga Klopp and Nicolas Verzelen

Change-point detection in regression models via the max-EM algorithm

Modibo Diabaté, Grégory Nuel and Olivier Bouaziz

Fast autoregressive model for multivariate dependent outcomes with application to lipidomics analysis for Alzheimer’s disease and APOE-ε4

Hwiyoung Lee, Zhenyao Ye, Chixiang Chen, Peter Kochunov, L. Elliot Hong and Shuo Chen

Measuring multivariate regression association via spatial sign

Jia-Han Shih and Yi-Hau Chen

Bootstrap-based goodness-of-fit test for parametric families of conditional distributions

Gitte Kremling and Gerhard Dikta

Resampling NANCOVA: Nonparametric analysis of covariance in small samples

Konstantin Emil Thiel, Paavo Sattler, Arne C. Bathke and Georg Zimmermann

Bilateral matrix spatiotemporal autoregressive model

Lei Qin, Xiaomei Zhang, Yingqiu Zhu, Yang Chen and Ben-Chang Shia

Transfer learning for high dimensional data with discrete responses

Zejing Zheng, Shengbing Zheng and Junlong Zhao

Modelling catastrophic extinction in stochastic birth-death process: Analytical insights, estimation, and efficient simulation

Clement Twumasi

Hypothesis test in high dimensional multi-response linear models

Yuan Ke, Rongmao Zhang, Wenyang Zhang and Changliang Zou

Volume 214, issue C, 2026

High-dimensional subgroup functional quantile regression with panel and dependent data

Xiao-Ge Yu and Han-Ying Liang

Overview of normal-reference tests for high-dimensional means with implementation in the R package ‘HDNRA’

Pengfei Wang, Tianming Zhu and Jin-Ting Zhang

Measure selection for functional linear model

Su I Iao and Hans-Georg Müller

Kernel density estimation with a Markov chain Monte Carlo sample

Hang J. Kim, Steven N. MacEachern, Young Min Kim and Yoonsuh Jung

Robust selection of the number of change-points via FDR control

Hui Chen, Chengde Qian and Qin Zhou

Rate accelerated inference for integrals of multivariate random functions

Valentin Patilea and Wang, Sunny G․ W․

An algorithm for estimating threshold boundary regression models

Chih-Hao Chang, Takeshi Emura and Shih-Feng Huang

Gamma approximation of stratified truncated exact test (GASTE-test) & application

Alexandre Wendling and Clovis Galiez

Generalized composite multi-sample tests for high-dimensional data

Xiaoli Kong, Alejandro Villasante-Tezanos, David W. Fardo and Solomon W. Harrar

Fast and efficient causal inference in large-scale data via subsampling and projection calibration

Miaomiao Su

Volume 213, issue C, 2026

Boosting interaction tree stumps for modeling interactions

Michael Lau, Tamara Schikowski and Holger Schwender

On Jeffreys's cardioid distribution

Arthur Pewsey

Sample-specific cooperative learning integrating heterogeneous radiomics and pathomics data

Shih-Ting Huang, Graham A. Colditz and Shu Jiang

Inferring the dynamics of quasi-reaction systems via nonlinear local mean-field approximations

Matteo Framba, Veronica Vinciotti and Ernst C. Wit

GMM estimation of fixed effects partially linear additive SAR model with space-time correlated disturbances

Bogui Li and Jianbao Chen

Bayesian optimization sequential surrogate (BOSS) algorithm: Fast Bayesian inference for a broad class of Bayesian hierarchical models

Dayi Li and Ziang Zhang

Random effects misspecification and its consequences for prediction in generalized linear mixed models

Quan Vu, Francis K.C. Hui, Samuel Muller and A.H. Welsh

Estimating a smooth covariance for functional data

Uche Mbaka, James Owen Ramsay and Michelle Carey

Variable selection in AUC-optimizing classification

Hyungwoo Kim and Seung Jun Shin

Bagging cross-validated bandwidth selection in nonparametric regression estimation with applications to large-sized samples

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

Empirical likelihood based Bayesian variable selection

Yichen Cheng and Yichuan Zhao

Estimation of semiparametric probit model based on case-cohort interval-censored failure time data

Mingyue Du and Ricong Zeng

Discovering causal structures in corrupted data: frugality in anchored Gaussian DAG models

Joonho Shin, Junhyoung Chung, Seyong Hwang and Gunwoong Park

Volume 212, issue C, 2025

Bayesian forecasting of Italian seismicity using the spatiotemporal RETAS model

Tom Stindl, Zelong Bi and Clara Grazian

Privacy-preserving communication-efficient spectral clustering for distributed multiple networks

Shanghao Wu, Xiao Guo and Hai Zhang

Inference on a stochastic SIR model including growth curves

Giuseppina Albano, Virginia Giorno, Gema Pérez-Romero and Francisco de Asis Torres-Ruiz

Model-based clustering for covariance matrices via penalized Wishart mixture models

Andrea Cappozzo and Alessandro Casa

Bayesian selection approach for categorical responses via multinomial probit models

Chi-Hsiang Chu, Kuo-Jung Lee, Chien-Chin Hsu and Ray-Bing Chen

Joint estimation of precision matrices for long-memory time series

Qihu Zhang, Jongik Chung and Cheolwoo Park

Enhancing approximate modular Bayesian inference by emulating the conditional posterior

Grant Hutchings, Kellin N. Rumsey, Derek Bingham and Gabriel Huerta

A score-based threshold effect test in time series models

Shufang Wei, Yaping Deng and Yaxing Yang

Pure interaction effects unseen by Random Forests

Ricardo Blum, Munir Hiabu, Enno Mammen and Joseph T. Meyer

Variable selection for spatio-temporal conditionally Poisson point processes

Achmad Choiruddin, Jonatan A. González, Jorge Mateu, Alwan Fadlurohman and Rasmus Waagepetersen

High-dimensional response growth curve modeling for longitudinal neuroimaging analysis

Lu Wang, Xiang Lyu and Lexin Li

Simultaneously detecting spatiotemporal changes with penalized Poisson regression models

Zerui Zhang, Xin Wang, Xin Zhang and Jing Zhang

New tests for the identity and sphericity of high-dimensional covariance matrices via U-statistics

Xiaoge Xiong

High-dimensional and banded integer-valued autoregressive processes

Nuo Xu and Kai Yang

Conditional inference for ultrahigh-dimensional additive hazards model

Meiling Hao, Ruiyu Yang, Fangfang Bai and Liuquan Sun

Testing the equality of high dimensional distributions

Reza Modarres

Modeling continuous distributions in hybrid Bayesian networks using mixtures of polynomials with tails

J.C. Luengo, D. Ramos-López and R. Rumí

Kernel density estimation for compositional data with zeros via hypersphere mapping

Changwon Yoon, Hyunbin Choi and Jeongyoun Ahn