Computational Statistics & Data Analysis

1983 - 2023

Current editor(s): S.P. Azen

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 178, issue C, 2023

Fast Bayesian inference on spectral analysis of multivariate stationary time series

Zhixiong Hu and Raquel Prado

Robust prediction interval estimation for Gaussian processes by cross-validation method

Naoufal Acharki, Antoine Bertoncello and Josselin Garnier

Visualization and assessment of model selection uncertainty

Yichen Qin, Linna Wang, Yang Li and Rong Li

A Markov decision process for response-adaptive randomization in clinical trials

David Merrell, Thevaa Chandereng and Yeonhee Park

Prediction in functional regression with discretely observed and noisy covariates

Siegfried Hörmann and Fatima Jammoul

Grouped spatial autoregressive model

Danyang Huang, Wei Hu, Bingyi Jing and Bo Zhang

Smoothed tensor quantile regression estimation for longitudinal data

Baofang Ke, Weihua Zhao and Lei Wang

A robust spline approach in partially linear additive models

Graciela Boente and Alejandra Mercedes Martínez

The circular quantile residual

Ana C.C. Andrade, Gustavo H.A. Pereira and Rinaldo Artes

Hierarchical clustered multiclass discriminant analysis via cross-validation

Kei Hirose, Kanta Miura and Atori Koie

Shape-constrained estimation in functional regression with Bernstein polynomials

Rahul Ghosal, Sujit Ghosh, Jacek Urbanek, Jennifer A. Schrack and Vadim Zipunnikov

Optimal designs for semi-parametric dose-response models under random contamination

Jun Yu, Xiran Meng and Yaping Wang

Applications on linear spectral statistics of high-dimensional sample covariance matrix with divergent spectrum

Yangchun Zhang, Yirui Zhou and Xiaowei Liu

Novel multiplier bootstrap tests for high-dimensional data with applications to MANOVA

Nilanjan Chakraborty and Lyudmila Sakhanenko

Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures

Yuehan Yang, Siwei Xia and Hu Yang

Volume 177, issue C, 2023

Online non-parametric changepoint detection with application to monitoring operational performance of network devices

Edward Austin, Gaetano Romano, Idris A. Eckley and Paul Fearnhead

Shared Bayesian variable shrinkage in multinomial logistic regression

Md Nazir Uddin and Jeremy T. Gaskins

Assessment of the effect of constraints in a new multivariate mixed method for statistical matching

Juan Claramunt González, Arnout van Delden and Ton de Waal

Modeling and inference for multivariate time series of counts based on the INGARCH scheme

Sangyeol Lee, Dongwon Kim and Byungsoo Kim

Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density

Tucker McElroy and Agnieszka Jach

Sparse spatially clustered coefficient model via adaptive regularization

Yan Zhong, Huiyan Sang, Scott J. Cook and Paul M. Kellstedt

Mixture-based estimation of entropy

Stéphane Robin and Luca Scrucca

Nonparametric bagging clustering methods to identify latent structures from a sequence of dependent categorical data

Konrad Abramowicz, Sara Sjöstedt de Luna and Johan Strandberg

Estimation for partial functional partially linear additive model

Qingguo Tang, Wei Tu and Linglong Kong

The dimension-wise quadrature estimation of dynamic latent variable models for count data

Silvia Bianconcini and Silvia Cagnone

Bayesian joint modeling for causal mediation analysis with a binary outcome and a binary mediator: Exploring the role of obesity in the association between cranial radiation therapy for childhood acute lymphoblastic leukemia treatment and the long-term risk of insulin resistance

Miguel Caubet, Mariia Samoilenko, Simon Drouin, Daniel Sinnett, Maja Krajinovic, Caroline Laverdière, Valérie Marcil and Geneviève Lefebvre

Parallel-and-stream accelerator for computationally fast supervised learning

Emily C. Hector, Lan Luo and Peter X.-K. Song

Volume 176, issue C, 2022

Nonparametric Bayesian modelling of longitudinally integrated covariance functions on spheres

Pier Giovanni Bissiri, Galatia Cleanthous, Xavier Emery, Bernardo Nipoti and Emilio Porcu

Smooth LASSO estimator for the Function-on-Function linear regression model

Fabio Centofanti, Matteo Fontana, Antonio Lepore and Simone Vantini

Time series graphical lasso and sparse VAR estimation

Aramayis Dallakyan, Rakheon Kim and Mohsen Pourahmadi

Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis

Ivette Raices Cruz, Johan Lindström, Matthias C.M. Troffaes and Ullrika Sahlin

A comparison of allocation strategies for optimising clinical trial designs under variance heterogeneity

Lida Mavrogonatou, Yuxuan Sun, David S. Robertson and Sofía S. Villar

Vine copula statistical disclosure control for mixed-type data

Amanda M.Y. Chu, Chun Yin Ip, Benson S.Y. Lam and Mike K.P. So

On cross-distance selection algorithm for hybrid sufficient dimension reduction

Yujin Park, Kyongwon Kim and Jae Keun Yoo

Extremal quantile autoregression for heavy-tailed time series

Fengyang He, Huixia Judy Wang and Yuejin Zhou

Robust polytomous logistic regression

Julien Miron, Benjamin Poilane and Eva Cantoni

Functional non-parametric latent block model: A multivariate time series clustering approach for autonomous driving validation

Etienne Goffinet, Mustapha Lebbah, Hanane Azzag, Giraldi Loïc and Anthony Coutant

Agglomerative and divisive hierarchical Bayesian clustering

Elliot Burghardt, Daniel Sewell and Joseph Cavanaugh

High-dimensional robust regression with Lq-loss functions

Yibo Wang and Rohana J. Karunamuni

Volume 175, issue C, 2022

A unified framework on defining depth for point process using function smoothing

Zishen Xu, Chenran Wang and Wei Wu

Predicting times to event based on vine copula models

Shenyi Pan and Harry Joe

sJIVE: Supervised joint and individual variation explained

Elise F. Palzer, Christine H. Wendt, Russell P. Bowler, Craig P. Hersh, Sandra E. Safo and Eric F. Lock

A general Monte Carlo method for multivariate goodness–of–fit testing applied to elliptical families

Feifei Chen, Jiménez–Gamero, M. Dolores, Simos Meintanis and Lixing Zhu

Asymptotic normality of residual density estimator in stationary and explosive autoregressive models

Min Gao, Wenzhi Yang, Shipeng Wu and Wei Yu

Copula link-based additive models for bivariate time-to-event outcomes with general censoring scheme

Danilo Petti, Alessia Eletti, Giampiero Marra and Rosalba Radice

Bootstrap confidence intervals for multiple change points based on moving sum procedures

Haeran Cho and Claudia Kirch

Empirical likelihood inference for longitudinal data with covariate measurement errors: An application to the LEAN study

Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Jiajia Zhang

Statistical inference of heterogeneous treatment effect based on single-index model

Sanying Feng, Kaidi Kong, Yinfei Kong, Gaorong Li and Zhaoliang Wang

A high dimensional dissimilarity measure

Reza Modarres

Volume 174, issue C, 2022

Efficient estimation in a partially specified nonignorable propensity score model

Mengyan Li, Yanyuan Ma and Jiwei Zhao

The Wasserstein Impact Measure (WIM): A practical tool for quantifying prior impact in Bayesian statistics

Fatemeh Ghaderinezhad, Christophe Ley and Ben Serrien

Airflow recovery from thoracic and abdominal movements using synchrosqueezing transform and locally stationary Gaussian process regression

Whitney K. Huang, Yu-Min Chung, Yu-Bo Wang, Jeff E. Mandel and Hau-Tieng Wu

Generalisations of a Bayesian decision-theoretic randomisation procedure and the impact of delayed responses

S. Faye Williamson, Peter Jacko and Thomas Jaki

Brain waves analysis via a non-parametric Bayesian mixture of autoregressive kernels

Guilllermo Granados-Garcia, Mark Fiecas, Shahbaba Babak, Norbert J. Fortin and Hernando Ombao

Gaussian graphical modeling for spectrometric data analysis

Laura Codazzi, Alessandro Colombi, Matteo Gianella, Raffaele Argiento, Lucia Paci and Alessia Pini

Estimation of the volume under a ROC surface in presence of covariates

Duc-Khanh To, Gianfranco Adimari and Monica Chiogna

Computing the asymptotic distribution of second-order U- and V-statistics

Raffaello Seri

Horseshoe shrinkage methods for Bayesian fusion estimation

Sayantan Banerjee

Wavelet testing for a replicate-effect within an ordered multiple-trial experiment

Jonathan Embleton, Marina I. Knight and Hernando Ombao

Nonlinear predictive directions in clinical trials

Youngjoo Cho, Xiang Zhan and Debashis Ghosh

Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices

Joris Chau and Rainer von Sachs

Outlier detection in multivariate functional data through a contaminated mixture model

Martial Amovin-Assagba, Irène Gannaz and Julien Jacques

Improved linear regression prediction by transfer learning

David Obst, Badih Ghattas, Sandra Claudel, Jairo Cugliari, Yannig Goude and Georges Oppenheim

High-dimensional causal mediation analysis based on partial linear structural equation models

Xizhen Cai, Yeying Zhu, Yuan Huang and Debashis Ghosh

A hierarchical testing procedure for three arm non-inferiority trials

Santu Ghosh, Wenge Guo and Samiran Ghosh

Support vector regression with penalized likelihood

Takumi Uemoto and Kanta Naito

A data-driven line search rule for support recovery in high-dimensional data analysis

Peili Li, Yuling Jiao, Xiliang Lu and Lican Kang

Markov-switching state-space models with applications to neuroimaging

David Degras, Chee-Ming Ting and Hernando Ombao

Robust fitting of mixture models using weighted complete estimating equations

Shonosuke Sugasawa and Genya Kobayashi

A roughness penalty approach to estimate densities over two-dimensional manifolds

Eleonora Arnone, Federico Ferraccioli, Clara Pigolotti and Laura M. Sangalli

GPU accelerated estimation of a shared random effect joint model for dynamic prediction

Shikun Wang, Zhao Li, Lan Lan, Jieyi Zhao, W. Jim Zheng and Liang Li

Likelihood-free inference with deep Gaussian processes

Alexander Aushev, Henri Pesonen, Markus Heinonen, Jukka Corander and Samuel Kaski

Independence index sufficient variable screening for categorical responses

Qingcong Yuan, Xianyan Chen, Chenlu Ke and Xiangrong Yin

Large-scale local surrogate modeling of stochastic simulation experiments

D. Austin Cole, Robert B. Gramacy and Mike Ludkovski