Computational Statistics & Data Analysis

1983 - 2026

Current editor(s): S.P. Azen

From Elsevier
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Volume 224, issue C, 2026

REX-SUB: A scalable subsampling strategy for modeling large spatial datasets

Nicholas Rios and Ben Seiyon Lee

Distributed quantile regression via convolution smoothing and optimal subsampling

Jun Jin, Qinhan Liang, Tiefeng Ma and Shuangzhe Liu

Estimation with confidence for linear functionals in high-dimensional regression

Hui Chen, Wanfeng Liang, Yuhao Zhang, Qin Zhou and Ting Zhang

Modeling disease-specific survival in observational studies with missing cause of death: Leveraging information from clinical trial data

Yunyi Wang, Yu Shen and Jing Ning

Accurate quantile estimation via clipped check loss minimization

Jae Yun Joo and Seokho Lee

On the effect of noise on fitting linear regression models

Insha Ullah and A.H. Welsh

Fully Bayesian estimation of temporal decay in ordinal relational event models

Philip Leifeld and Jackie Siaw Tze Wong

Improved null proportion estimators for multiple discrete tests with plug-in FDR control

Iqraa Meah and Sebastian Döhler

An information criterion for detecting periodicities in functional time series

Rinka Sagawa, Yan Liu and Valentin Patilea

Dynamic nonparametric functional graphical model

Zhaoya Zhou, Man-lai Tang, Jianxin Pan, Keming Yu, Wolfgang Karl Härdle and Maozai Tian

A comparison between initialization strategies for the infinite hidden Markov model

Federico P. Cortese and Luca Rossini

Bayesian registration of functions with compositional and additive noises

Woo Min Kim, Yijia Ma and Wei Wu

Simultaneous inference for long-run covariance function of functional time series

Leheng Cai and Qirui Hu

Scalable signed exponential random graph models under local dependence

Marc Schalberger and Cornelius Fritz

Online estimation and dynamic forecasting of multivariate time series streams

Mingxue Quan, Yonghong Long and Miao Tian

Non-parametric Bayesian inference for partial orders with ties from rank data observed with Mallows noise

Jiang, Chuxuan (Jessie) and Geoff K. Nicholls

Robust detection of spatial boundaries with heavy–tailed errors

Tianming Xu, Yuesong Wei and Kaiming Cheng

Metric Oja depth, new statistical tool for estimating the most central objects

Vida Zamanifarizhandi and Joni Virta

A landmark-based framework for image comparison in the presence of various geometric misalignments

Anik Roy, Sagar Ghosh and Partha Sarathi Mukherjee

Rank correlations for bivariate circular-circular and circular-linear data

Louis-Paul Rivest

Volume 223, issue C, 2026

Thompson, Ulam, or Gauss? Multi-criteria recommendations for posterior probability computation methods in Bayesian response-adaptive trials with binary endpoints

Daniel Kaddaj, Stef Baas, Edwin Y.N. Tang, David S. Robertson, Lukas Pin and Sofía S. Villar

Gaussian copula correlation network analysis of mixed-type data using a semi-parametric pairwise likelihood with a multi-omics application

Ekaterina Tomilina, Florence Jaffrézic and Gildas Mazo

Mean-field variational Bayes for sparse probit regression

Augusto Fasano and Giovanni Rebaudo

Privacy-preserving estimation of weighted average treatment effects via bootstrap

Yangyang Li and Jie Zhou

Volume 222, issue C, 2026

Wasserstein tests for equality of several groups for distributional data

Sanghun Jeong, Hyeonseung Yoon, Jeffrey S. Morris and Hojin Yang

Participant-level quantile surfaces for actigraphy data

Frederike Vogel, Álvaro Méndez-Civieta, Ying Wei, Keith M. Diaz and Jeff Goldsmith

Detecting special Toeplitz error structure and testing for homogeneity of effects in one-way ANOVA models

Raju Dey and Somesh Kumar

Inferences on blockwise correlation matrix with unknown group structure

Bo Lei, Wei Lan and Xinyan Fan

Tree-based heterogeneous block Gaussian graphical models

Xin Zeng, Shuangge Ma and Qingzhao Zhang

Adaptive robust estimation for varying coefficient models

Tao Wang and Weixin Yao

A penalized maximum likelihood approach to deal with latent state separation in hidden Markov models with covariates and lagged responses

Luca Brusa, Fulvia Pennoni, Francesco Bartolucci and Romina Peruilh Bagolini

ModeKoff: A unified modal-based variable screening method for high-dimensional data with FDR control

Wei Xiong and Qinming Zhang

Extreme risk decision modeling: a new approach with an application to air pollution based on PM2.5

Irene Brito and Marta Ferreira

Volume 221, issue C, 2026

Fast approximate posterior inference for modeling disease dynamics via state-space models

Meini Tang and Raquel Prado

Factor augmented CUB model for multivariate ordinal data

Zhi Zheng, Weiping Zhang and Yu Chen

Optimising covariate allocation at design stage using fisher information matrix for non-linear mixed effects models in pharmacometrics

Lucie Fayette, Karl Brendel and France Mentré

Generalized linear mixed-effects joint model for longitudinal and bivariate survival data

Jiming Chen, Yangxin Huang and Niansheng Tang

CSDA Editorial 3rd special issue on Biostatistics Dedicated to Stan Azen, founding editor of CSDA

Lutz Edler, Erricos Kontoghiorghes, Jae Won Lee, Martina Mittlboeck, Joyce C. Niland and F. Javier Rubio

Design and analysis of batched order-of-addition experiments

Chendi Zhao, Jianbin Chen and Min-Qian Liu

Multiplier bootstrap specification tests for conditional variance functions in heteroskedastic regression models

Xiaojun Song and Jichao Yuan

Volume 220, issue C, 2026

Dirichlet process multi-state mixture models

Rosario Barone and Andrea Tancredi

Reduced-bias whittle likelihood estimation for short- and long-memory processes

Francesca Papagni, Greta Goracci and Davide Ferrari

Random irregular histograms

Oskar Høgberg Simensen, Dennis Christensen and Nils Lid Hjort

Statistical inference on optimal operating characteristics for operational markers when the likelihood ratio is unimodal: A parametric approach

Achilleas Anastasiou and John Tsimikas

Adaptive group lasso penalized variable selection for high-dimensional varying-coefficient panel data models with fixed effects

Yiping Yang and Gaorong Li

Learning block structures in covariance matrices under heteroskedasticity

Jiaqi Wu and Weiping Zhang

Editorial fourth special issue on matrix computations and statistics

Xiao-Wen Chang, Cristian Gatu and Erricos Kontoghiorghes

Volume 219, issue C, 2026

Thin plate regression splines for treatment effect estimation in a local randomisation regression discontinuity design

Mariam O. Adeleke, Giampiero Marra, Gianluca Baio and O’Keeffe, Aidan G.

Certifiably optimal direction estimation in sparse single-index model

Yangzhou Chen, Lei Yan, Xin Chen and Shuaida He

Robust functional regression with discretely sampled predictors

Ioannis Kalogridis and Stanislav Nagy

Renewable penalized linear regression via inverse probability weighting for streaming data with missing covariates

Kang Meng and Yujie Gai

Efficient genome-wide association studies via low-rank approximations

Zhongyuan Chen, Han Liang and Peng Wei

A smoothed maximum rank correlation estimator for deep ordinal choice models

Yiwei Fan, Xiaoshi Lu and Xiaoling Lu

Efficient and robust block designs for order-of-addition experiments

Chang-Yun Lin

An integrated method for clustering and association network inference

Jeanne Tous and Julien Chiquet

Automated specification search for composite-based structural equation modeling: A genetic approach

Laura Trinchera, Gloria Pietropolli, Mauro Castelli and Florian Schuberth

Adaptive accelerated failure time modeling with a semiparametric skewed error distribution

Sangkon Oh, Hyunjae Lee, Sangwook Kang and Byungtae Seo

Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors

Kun Fan, Srijana Subedi, Vishmi Dissanayake and Cen Wu