Computational Statistics & Data Analysis

1983 - 2019

Current editor(s): S.P. Azen

From Elsevier
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Volume 140, issue C, 2019

Minimum distance estimation of locally stationary moving average processes pp. 1-20

M. Ignacia Vicuña, Wilfredo Palma and Ricardo Olea

Goodness-of-fit tests for the family of multivariate chi-square copulas pp. 21-40

Jean-François Quessy, Louis-Paul Rivest and Marie-Hélène Toupin

Fast multivariate log-concave density estimation pp. 41-58

Fabian Rathke and Christoph Schnörr

LASSO-type penalization in the framework of generalized additive models for location, scale and shape pp. 59-73

Andreas Groll, Julien Hambuckers, Thomas Kneib and Nikolaus Umlauf

Semiparametric regression analysis for left-truncated and interval-censored data without or with a cure fraction pp. 74-87

Pao-sheng Shen, Hsin-Jen Chen, Wen-Harn Pan and Chyong-Mei Chen

Parameter estimation for a discretely observed population process under Markov-modulation pp. 88-103

Mathisca de Gunst, Bartek Knapik, Michel Mandjes and Birgit Sollie

Model-based clustering of censored data via mixtures of factor analyzers pp. 104-121

Wan-Lun Wang, Luis M. Castro, Victor H. Lachos and Tsung-I Lin

A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data pp. 122-143

Guo-Liang Tian, Yin Liu, Man-Lai Tang and Tao Li

Robust sufficient dimension reduction via ball covariance pp. 144-154

Jia Zhang and Xin Chen

Volume 139, issue C, 2019

Estimation for biased partial linear single index models pp. 1-13

Jun Lu, Xuehu Zhu, Lu Lin and Lixing Zhu

Generalized signed-rank estimation for regression models with non-ignorable missing responses pp. 14-33

Huybrechts F. Bindele and Brice M. Nguelifack

Estimating population size of heterogeneous populations with large data sets and a large number of parameters pp. 34-44

Haoqi Li, Huazhen Lin, Paul S.F. Yip and Yuan Li

Prediction based on conditional distributions of vine copulas pp. 45-63

Bo Chang and Harry Joe

Markov chain Monte Carlo sampling using a reservoir method pp. 64-74

Zhonglei Wang

Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables pp. 75-81

Tong Chen and Thomas Lumley

Weighted covariance matrix estimation pp. 82-98

Guangren Yang, Yiming Liu and Guangming Pan

Fusing data depth with complex networks: Community detection with prior information pp. 99-116

Yahui Tian and Yulia R. Gel

A distribution-free test of independence based on mean variance index pp. 117-133

Hengjian Cui and Wei Zhong

The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers pp. 134-144

Byeong Yeob Choi and Jae Won Lee

Estimation and test of jump discontinuities in varying coefficient models with empirical applications pp. 145-163

Yan-Yong Zhao and Jin-Guan Lin

Regularized joint estimation of related vector autoregressive models pp. 164-177

A. Skripnikov and G. Michailidis

Emulating dynamic non-linear simulators using Gaussian processes pp. 178-196

Hossein Mohammadi, Peter Challenor and Marc Goodfellow

Volume 138, issue C, 2019

Model checking for general linear regression with nonignorable missing response pp. 1-12

Xu Guo, Lianlian Song, Yun Fang and Lixing Zhu

A flexible sequential Monte Carlo algorithm for parametric constrained regression pp. 13-26

Kenyon Ng, Berwin A. Turlach and Kevin Murray

A goodness-of-fit test for variable-adjusted models pp. 27-48

Chuanlong Xie and Lixing Zhu

Nonparametric registration to low-dimensional function spaces pp. 49-63

Heiko Wagner and Alois Kneip

Model checking for regressions: An approach bridging between local smoothing and global smoothing methods pp. 64-82

Lingzhu Li, Sung Nok Chiu and Lixing Zhu

A novel robust approach for analysis of longitudinal data pp. 83-95

Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Wanghong Xu

The empirical likelihood prior applied to bias reduction of general estimating equations pp. 96-106

Albert Vexler, Li Zou and Alan D. Hutson

Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples pp. 107-125

James P. LeSage, Yao-Yu Chih and Colin Vance

Location-adjusted Wald statistics for scalar parameters pp. 126-142

Claudia Di Caterina and Ioannis Kosmidis

Efficient inference for nonlinear state space models: An automatic sample size selection rule pp. 143-154

Jing Cheng and Ngai Hang Chan

Mean Empirical Likelihood pp. 155-169

Wei Liang, Hongsheng Dai and Shuyuan He

Constraining kernel estimators in semiparametric copula mixture models pp. 170-189

Gildas Mazo and Yaroslav Averyanov

Estimating random walk centrality in networks pp. 190-200

Brad C. Johnson and Steve Kirkland

Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior pp. 201-221

Shyamalendu Sinha and Jeffrey D. Hart

Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models pp. 222-238

Chang-Yun Lin and Po Yang

Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data pp. 239-259

Lili Liu and Lu Lin

Volume 137, issue C, 2019

A nonparametric bootstrap method for spatial data pp. 1-15

Castillo-Páez, Sergio, Fernández-Casal, Rubén and García-Soidán, Pilar

Online estimation of individual-level effects using streaming shrinkage factors pp. 16-32

L. Ippel, M.C. Kaptein and J.K. Vermunt

An exploratory analysis approach for understanding variation in stochastic textured surfaces pp. 33-50

Anh Tuan Bui and Daniel W. Apley

Multivariate effect priors in bivariate semiparametric recursive Gaussian models pp. 51-66

Hauke Thaden, Nadja Klein and Thomas Kneib

Hierarchical estimation of parameters in Bayesian networks pp. 67-91

Laura Azzimonti, Giorgio Corani and Marco Zaffalon

Modal posterior clustering motivated by Hopfield’s network pp. 92-100

Fuentes-García, Ruth, Ramsés H. Mena and Stephen G. Walker

An algorithm for generating good mixed level factorial designs pp. 101-114

Ulrike Grömping and Roberto Fontana

Likelihood approximation with hierarchical matrices for large spatial datasets pp. 115-132

Alexander Litvinenko, Ying Sun, Marc G. Genton and David E. Keyes

A comparison of in-sample forecasting methods pp. 133-154

Stephan M. Bischofberger, Munir Hiabu, Enno Mammen and Jens Perch Nielsen

A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis pp. 155-169

Shengmei He, Shuangge Ma and Wangli Xu

Maximum penalized likelihood estimation of additive hazards models with partly interval censoring pp. 170-180

Jinqing Li and Jun Ma

Lasso ANOVA decompositions for matrix and tensor data pp. 181-194

Maryclare Griffin and Peter D. Hoff

Empirical Bayes matrix completion pp. 195-210

Takeru Matsuda and Fumiyasu Komaki

Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso pp. 211-232

Dominik Müller and Claudia Czado

Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions pp. 233-246

Baisen Liu, Liangliang Wang, Yunlong Nie and Jiguo Cao

The latent topic block model for the co-clustering of textual interaction data pp. 247-270

Laurent Bergé, Charles Bouveyron, Marco Corneli and Pierre Latouche

Estimation for single-index models via martingale difference divergence pp. 271-284

Jicai Liu, Peirong Xu and Heng Lian

A phylogenetic Gaussian process model for the evolution of curves embedded in d-dimensions pp. 285-298

Mariñas-Collado, Irene, Adrian Bowman and Vincent Macaulay