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Computational Statistics & Data Analysis

1983 - 2017

Current editor(s): S.P. Azen

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Volume 116, issue C, 2017

Trace regression model with simultaneously low rank and row(column) sparse parameter pp. 1-18 Downloads
Junlong Zhao, Lu Niu and Shushi Zhan
Detection of influential points as a byproduct of resampling-based variable selection procedures pp. 19-31 Downloads
Riccardo De Bin, Anne-Laure Boulesteix and Willi Sauerbrei
Minimum distance estimators of population size from snowball samples using conditional estimation and scaling of exponential random graph models pp. 32-48 Downloads
David A. Rolls and Garry Robins
A continuous threshold expectile model pp. 49-66 Downloads
Feipeng Zhang and Qunhua Li
Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval pp. 67-78 Downloads
Masayo Yoshimori Hirose
On discrete Epanechnikov kernel functions pp. 79-105 Downloads
Chi-Yang Chu, Daniel J. Henderson and Christopher Parmeter
Constrained center and range joint model for interval-valued symbolic data regression pp. 106-138 Downloads
Peng Hao and Junpeng Guo
Identification of relevant subtypes via preweighted sparse clustering pp. 139-154 Downloads
Sheila Gaynor and Eric Bair

Volume 115, issue C, 2017

Smoothed empirical likelihood for the Youden index pp. 1-10 Downloads
Dongliang Wang, Lili Tian and Yichuan Zhao
Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition pp. 11-20 Downloads
Song Li, Geoffrey K.F. Tso and Lufan Long
Functional data classification using covariate-adjusted subspace projection pp. 21-34 Downloads
Pai-Ling Li, Jeng-Min Chiou and Yu Shyr
Should we impute or should we weight? Examining the performance of two CART-based techniques for addressing missing data in small sample research with nonnormal variables pp. 35-52 Downloads
Timothy Hayes and John J. McArdle
Classification trees for poverty mapping pp. 53-66 Downloads
Penny Bilton, Geoff Jones, Siva Ganesh and Steve Haslett
Sufficient dimension reduction using Hilbert–Schmidt independence criterion pp. 67-78 Downloads
Yuan Xue, Nan Zhang, Xiangrong Yin and Haitao Zheng
Bayesian D-optimal screening experiments with partial replication pp. 79-90 Downloads
Robert D. Leonard and David J. Edwards
The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation pp. 91-102 Downloads
Markus Frölich, Martin Huber and Manuel Wiesenfarth
Estimation of partially linear regression models under the partial consistency property pp. 103-121 Downloads
Xia Cui, Ying Lu and Heng Peng
A novel method for estimating the common signals for consensus across multiple ranked lists pp. 122-135 Downloads
Vendula Švendová and Michael G. Schimek
Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression pp. 136-154 Downloads
Shangshan Wang and Liming Xiang
Optimal scaling for survival analysis with ordinal data pp. 155-171 Downloads
S.J.W. Willems, M. Fiocco and J.J. Meulman
Estimation of reliability with semi-parametric modeling of degradation pp. 172-185 Downloads
Prajamitra Bhuyan and Debasis Sengupta
Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization pp. 186-198 Downloads
Peter D. Hoff
Numerical implementation of the QuEST function pp. 199-223 Downloads
Olivier Ledoit and Michael Wolf
An algorithmic framework for generating optimal two-stratum experimental designs pp. 224-249 Downloads
Daniel Palhazi Cuervo, Peter Goos and Kenneth Sörensen
On hyperbolic transformations to normality pp. 250-266 Downloads
Arthur C. Tsai, Michelle Liou, Maria Simak and Philip E. Cheng
ARMA Cholesky factor models for the covariance matrix of linear models pp. 267-280 Downloads
Keunbaik Lee, Changryong Baek and Michael J. Daniels
Function compositional adjustments of conditional quantile curves pp. 281-293 Downloads
Anthony Y.C. Kuk

Volume 114, issue C, 2017

Simulating longer vectors of correlated binary random variables via multinomial sampling pp. 1-11 Downloads
Justine Shults
High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood pp. 12-25 Downloads
Philip L.H. Yu, Xiaohang Wang and Yuanyuan Zhu
Weighted particle tempering pp. 26-37 Downloads
Marcos Carzolio and Scotland Leman
Fast smoothing in switching approximations of non-linear and non-Gaussian models pp. 38-46 Downloads
Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini and Wojciech Pieczynski
Transforming response values in small area prediction pp. 47-60 Downloads
Shonosuke Sugasawa and Tatsuya Kubokawa
Homogeneity detection for the high-dimensional generalized linear model pp. 61-74 Downloads
Jong-June Jeon, Sunghoon Kwon and Hosik Choi
On two-stage Monte Carlo tests of composite hypotheses pp. 75-87 Downloads
Adrian Baddeley, Andrew Hardegen, Thomas Lawrence, Robin K. Milne, Gopalan Nair and Suman Rakshit
Ultrahigh dimensional feature screening via projection pp. 88-104 Downloads
Xingxiang Li, Guosheng Cheng, Liming Wang, Peng Lai and Fengli Song
A parametric model to estimate the proportion from true null using a distribution for p-values pp. 105-118 Downloads
Chang Yu and Daniel Zelterman
Testing the hypothesis of increasing hazard ratio in two samples pp. 119-129 Downloads
Shyamsundar Sahoo and Debasis Sengupta
A family of block-wise one-factor distributions for modeling high-dimensional binary data pp. 130-145 Downloads
Matthieu Marbac and Mohammed Sedki
Testing homogeneity for multiple nonnegative distributions with excess zero observations pp. 146-157 Downloads
Chunlin Wang, Paul Marriott and Pengfei Li

Volume 113, issue C, 2017

Robustness of estimation methods in a survival cure model with mismeasured covariates pp. 3-18 Downloads
A. Bertrand, C. Legrand, D. Léonard and I. Van Keilegom
Gradient boosting for high-dimensional prediction of rare events pp. 19-37 Downloads
Rok Blagus and Lara Lusa
A wild bootstrap approach for nonparametric repeated measurements pp. 38-52 Downloads
Sarah Friedrich, Frank Konietschke and Markus Pauly
An estimating equation for censored and truncated quantile regression pp. 53-63 Downloads
Paolo Frumento and Matteo Bottai
Self-controlled case series with multiple event types pp. 64-72 Downloads
Yonas Ghebremichael-Weldeselassie, Heather J. Whitaker, Ian J. Douglas, Liam Smeeth and C. Paddy Farrington
Non-inferiority test based on transformations for non-normal distributions pp. 73-87 Downloads
Santu Ghosh, Arpita Chatterjee and Samiran Ghosh
Causal inference with observational data under cluster-specific non-ignorable assignment mechanism pp. 88-99 Downloads
Gi-Soo Kim, Myunghee Cho Paik and Hongsoo Kim
Meta-analytic-predictive use of historical variance data for the design and analysis of clinical trials pp. 100-110 Downloads
Heinz Schmidli, Beat Neuenschwander and Tim Friede
Branching processes in continuous time as models of mutations: Computational approaches and algorithms pp. 111-124 Downloads
Maroussia Slavtchova-Bojkova, Plamen Trayanov and Stoyan Dimitrov
Model-based clustering for assessing the prognostic value of imaging biomarkers and mixed type tests pp. 125-135 Downloads
Zheyu Wang, Krisztian Sebestyen and Sarah E. Monsell
A Bayesian adaptive design for clinical trials in rare diseases pp. 136-153 Downloads
S. Faye Williamson, Peter Jacko, Sofía S. Villar and Thomas Jaki
Cross-sectional design with a short-term follow-up for prognostic imaging biomarkers pp. 154-176 Downloads
Joong-Ho Won, Xiao Wu, Sang Han Lee and Ying Lu
Bayesian two-component measurement error modelling for survival analysis using INLA—A case study on cardiovascular disease mortality in Switzerland pp. 177-193 Downloads
Stefanie Muff, Manuela Ott, Julia Braun and Leonhard Held
T-optimal discriminating designs for Fourier regression models pp. 196-206 Downloads
Holger Dette, Viatcheslav B. Melas and Petr Shpilev
Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design pp. 207-225 Downloads
J.M. McGree
Model selection via Bayesian information capacity designs for generalised linear models pp. 226-238 Downloads
David C. Woods, James M. McGree and Susan M. Lewis
Model robust designs for survival trials pp. 239-250 Downloads
Maria Konstantinou, Stefanie Biedermann and Alan Kimber
Robustness of classical and optimal designs to missing observations pp. 251-260 Downloads
Byran J. Smucker, Willis Jensen, Zichen Wu and Bo Wang
Factorial and response surface designs robust to missing observations pp. 261-272 Downloads
Marcelo A. da Silva, Steven G. Gilmour and Luzia A. Trinca
Optimal designs for comparing regression models with correlated observations pp. 273-286 Downloads
Holger Dette, Kirsten Schorning and Maria Konstantinou
Computation of c-optimal designs for models with correlated observations pp. 287-296 Downloads
Juan M. Rodríguez-Díaz
Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses pp. 297-310 Downloads
Anthony C. Atkinson and Atanu Biswas
Automatic generation of generalised regular factorial designs pp. 311-329 Downloads
André Kobilinsky, Hervé Monod and R.A. Bailey
Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs pp. 330-345 Downloads
Ehsan Masoudi, Heinz Holling and Weng Kee Wong
Designing combined physical and computer experiments to maximize prediction accuracy pp. 346-362 Downloads
Erin R. Leatherman, Angela M. Dean and Thomas J. Santner
Optimal experimental design on the loading frequency for a probabilistic fatigue model for plain and fibre-reinforced concrete pp. 363-374 Downloads
M.J. Rivas-López, R.C. Yu, J. López-Fidalgo and G. Ruiz
Convex relaxation for IMSE optimal design in random-field models pp. 375-394 Downloads
B. Gauthier and L. Pronzato
Median-based estimation of dynamic panel models with fixed effects pp. 398-423 Downloads
Geert Dhaene and Yu Zhu
Robust estimators under a functional common principal components model pp. 424-440 Downloads
Juan Lucas Bali and Graciela Boente
Student Sliced Inverse Regression pp. 441-456 Downloads
Alessandro Chiancone, Florence Forbes and Stéphane Girard
High dimensional Gaussian copula graphical model with FDR control pp. 457-474 Downloads
Yong He, Xinsheng Zhang, Pingping Wang and Liwen Zhang
Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers pp. 475-496 Downloads
Antonello Maruotti and Antonio Punzo
Page updated 2017-10-18