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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 Downloads
M. Ignacia Vicuña, Wilfredo Palma and Ricardo Olea
Goodness-of-fit tests for the family of multivariate chi-square copulas pp. 21-40 Downloads
Jean-François Quessy, Louis-Paul Rivest and Marie-Hélène Toupin
Fast multivariate log-concave density estimation pp. 41-58 Downloads
Fabian Rathke and Christoph Schnörr
LASSO-type penalization in the framework of generalized additive models for location, scale and shape pp. 59-73 Downloads
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 Downloads
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 Downloads
Mathisca de Gunst, Bartek Knapik, Michel Mandjes and Birgit Sollie
Model-based clustering of censored data via mixtures of factor analyzers pp. 104-121 Downloads
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 Downloads
Guo-Liang Tian, Yin Liu, Man-Lai Tang and Tao Li
Robust sufficient dimension reduction via ball covariance pp. 144-154 Downloads
Jia Zhang and Xin Chen

Volume 139, issue C, 2019

Estimation for biased partial linear single index models pp. 1-13 Downloads
Jun Lu, Xuehu Zhu, Lu Lin and Lixing Zhu
Generalized signed-rank estimation for regression models with non-ignorable missing responses pp. 14-33 Downloads
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 Downloads
Haoqi Li, Huazhen Lin, Paul S.F. Yip and Yuan Li
Prediction based on conditional distributions of vine copulas pp. 45-63 Downloads
Bo Chang and Harry Joe
Markov chain Monte Carlo sampling using a reservoir method pp. 64-74 Downloads
Zhonglei Wang
Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables pp. 75-81 Downloads
Tong Chen and Thomas Lumley
Weighted covariance matrix estimation pp. 82-98 Downloads
Guangren Yang, Yiming Liu and Guangming Pan
Fusing data depth with complex networks: Community detection with prior information pp. 99-116 Downloads
Yahui Tian and Yulia R. Gel
A distribution-free test of independence based on mean variance index pp. 117-133 Downloads
Hengjian Cui and Wei Zhong
The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers pp. 134-144 Downloads
Byeong Yeob Choi and Jae Won Lee
Estimation and test of jump discontinuities in varying coefficient models with empirical applications pp. 145-163 Downloads
Yan-Yong Zhao and Jin-Guan Lin
Regularized joint estimation of related vector autoregressive models pp. 164-177 Downloads
A. Skripnikov and G. Michailidis
Emulating dynamic non-linear simulators using Gaussian processes pp. 178-196 Downloads
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 Downloads
Xu Guo, Lianlian Song, Yun Fang and Lixing Zhu
A flexible sequential Monte Carlo algorithm for parametric constrained regression pp. 13-26 Downloads
Kenyon Ng, Berwin A. Turlach and Kevin Murray
A goodness-of-fit test for variable-adjusted models pp. 27-48 Downloads
Chuanlong Xie and Lixing Zhu
Nonparametric registration to low-dimensional function spaces pp. 49-63 Downloads
Heiko Wagner and Alois Kneip
Model checking for regressions: An approach bridging between local smoothing and global smoothing methods pp. 64-82 Downloads
Lingzhu Li, Sung Nok Chiu and Lixing Zhu
A novel robust approach for analysis of longitudinal data pp. 83-95 Downloads
Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Wanghong Xu
The empirical likelihood prior applied to bias reduction of general estimating equations pp. 96-106 Downloads
Albert Vexler, Li Zou and Alan D. Hutson
Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples pp. 107-125 Downloads
James P. LeSage, Yao-Yu Chih and Colin Vance
Location-adjusted Wald statistics for scalar parameters pp. 126-142 Downloads
Claudia Di Caterina and Ioannis Kosmidis
Efficient inference for nonlinear state space models: An automatic sample size selection rule pp. 143-154 Downloads
Jing Cheng and Ngai Hang Chan
Mean Empirical Likelihood pp. 155-169 Downloads
Wei Liang, Hongsheng Dai and Shuyuan He
Constraining kernel estimators in semiparametric copula mixture models pp. 170-189 Downloads
Gildas Mazo and Yaroslav Averyanov
Estimating random walk centrality in networks pp. 190-200 Downloads
Brad C. Johnson and Steve Kirkland
Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior pp. 201-221 Downloads
Shyamalendu Sinha and Jeffrey D. Hart
Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models pp. 222-238 Downloads
Chang-Yun Lin and Po Yang
Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data pp. 239-259 Downloads
Lili Liu and Lu Lin

Volume 137, issue C, 2019

A nonparametric bootstrap method for spatial data pp. 1-15 Downloads
Castillo-Páez, Sergio, Fernández-Casal, Rubén and García-Soidán, Pilar
Online estimation of individual-level effects using streaming shrinkage factors pp. 16-32 Downloads
L. Ippel, M.C. Kaptein and J.K. Vermunt
An exploratory analysis approach for understanding variation in stochastic textured surfaces pp. 33-50 Downloads
Anh Tuan Bui and Daniel W. Apley
Multivariate effect priors in bivariate semiparametric recursive Gaussian models pp. 51-66 Downloads
Hauke Thaden, Nadja Klein and Thomas Kneib
Hierarchical estimation of parameters in Bayesian networks pp. 67-91 Downloads
Laura Azzimonti, Giorgio Corani and Marco Zaffalon
Modal posterior clustering motivated by Hopfield’s network pp. 92-100 Downloads
Fuentes-García, Ruth, Ramsés H. Mena and Stephen G. Walker
An algorithm for generating good mixed level factorial designs pp. 101-114 Downloads
Ulrike Grömping and Roberto Fontana
Likelihood approximation with hierarchical matrices for large spatial datasets pp. 115-132 Downloads
Alexander Litvinenko, Ying Sun, Marc G. Genton and David E. Keyes
A comparison of in-sample forecasting methods pp. 133-154 Downloads
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 Downloads
Shengmei He, Shuangge Ma and Wangli Xu
Maximum penalized likelihood estimation of additive hazards models with partly interval censoring pp. 170-180 Downloads
Jinqing Li and Jun Ma
Lasso ANOVA decompositions for matrix and tensor data pp. 181-194 Downloads
Maryclare Griffin and Peter D. Hoff
Empirical Bayes matrix completion pp. 195-210 Downloads
Takeru Matsuda and Fumiyasu Komaki
Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso pp. 211-232 Downloads
Dominik Müller and Claudia Czado
Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions pp. 233-246 Downloads
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 Downloads
Laurent Bergé, Charles Bouveyron, Marco Corneli and Pierre Latouche
Estimation for single-index models via martingale difference divergence pp. 271-284 Downloads
Jicai Liu, Peirong Xu and Heng Lian
A phylogenetic Gaussian process model for the evolution of curves embedded in d-dimensions pp. 285-298 Downloads
Mariñas-Collado, Irene, Adrian Bowman and Vincent Macaulay
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