Computational Statistics & Data Analysis

1983 - 2026

Current editor(s): S.P. Azen

From Elsevier
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Volume 214, issue C, 2026

High-dimensional subgroup functional quantile regression with panel and dependent data

Xiao-Ge Yu and Han-Ying Liang

Overview of normal-reference tests for high-dimensional means with implementation in the R package ‘HDNRA’

Pengfei Wang, Tianming Zhu and Jin-Ting Zhang

Measure selection for functional linear model

Su I Iao and Hans-Georg Müller

Kernel density estimation with a Markov chain Monte Carlo sample

Hang J. Kim, Steven N. MacEachern, Young Min Kim and Yoonsuh Jung

Robust selection of the number of change-points via FDR control

Hui Chen, Chengde Qian and Qin Zhou

Rate accelerated inference for integrals of multivariate random functions

Valentin Patilea and Wang, Sunny G․ W․

An algorithm for estimating threshold boundary regression models

Chih-Hao Chang, Takeshi Emura and Shih-Feng Huang

Gamma approximation of stratified truncated exact test (GASTE-test) & application

Alexandre Wendling and Clovis Galiez

Generalized composite multi-sample tests for high-dimensional data

Xiaoli Kong, Alejandro Villasante-Tezanos, David W. Fardo and Solomon W. Harrar

Fast and efficient causal inference in large-scale data via subsampling and projection calibration

Miaomiao Su

Volume 213, issue C, 2026

Boosting interaction tree stumps for modeling interactions

Michael Lau, Tamara Schikowski and Holger Schwender

On Jeffreys's cardioid distribution

Arthur Pewsey

Sample-specific cooperative learning integrating heterogeneous radiomics and pathomics data

Shih-Ting Huang, Graham A. Colditz and Shu Jiang

Inferring the dynamics of quasi-reaction systems via nonlinear local mean-field approximations

Matteo Framba, Veronica Vinciotti and Ernst C. Wit

GMM estimation of fixed effects partially linear additive SAR model with space-time correlated disturbances

Bogui Li and Jianbao Chen

Bayesian optimization sequential surrogate (BOSS) algorithm: Fast Bayesian inference for a broad class of Bayesian hierarchical models

Dayi Li and Ziang Zhang

Random effects misspecification and its consequences for prediction in generalized linear mixed models

Quan Vu, Francis K.C. Hui, Samuel Muller and A.H. Welsh

Estimating a smooth covariance for functional data

Uche Mbaka, James Owen Ramsay and Michelle Carey

Variable selection in AUC-optimizing classification

Hyungwoo Kim and Seung Jun Shin

Bagging cross-validated bandwidth selection in nonparametric regression estimation with applications to large-sized samples

Daniel Barreiro-Ures, Ricardo Cao, Mario Francisco-Fernández and Rubén Fernández-Casal

Empirical likelihood based Bayesian variable selection

Yichen Cheng and Yichuan Zhao

Estimation of semiparametric probit model based on case-cohort interval-censored failure time data

Mingyue Du and Ricong Zeng

Discovering causal structures in corrupted data: frugality in anchored Gaussian DAG models

Joonho Shin, Junhyoung Chung, Seyong Hwang and Gunwoong Park

Volume 212, issue C, 2025

Bayesian forecasting of Italian seismicity using the spatiotemporal RETAS model

Tom Stindl, Zelong Bi and Clara Grazian

Privacy-preserving communication-efficient spectral clustering for distributed multiple networks

Shanghao Wu, Xiao Guo and Hai Zhang

Inference on a stochastic SIR model including growth curves

Giuseppina Albano, Virginia Giorno, Gema Pérez-Romero and Francisco de Asis Torres-Ruiz

Model-based clustering for covariance matrices via penalized Wishart mixture models

Andrea Cappozzo and Alessandro Casa

Bayesian selection approach for categorical responses via multinomial probit models

Chi-Hsiang Chu, Kuo-Jung Lee, Chien-Chin Hsu and Ray-Bing Chen

Joint estimation of precision matrices for long-memory time series

Qihu Zhang, Jongik Chung and Cheolwoo Park

Enhancing approximate modular Bayesian inference by emulating the conditional posterior

Grant Hutchings, Kellin N. Rumsey, Derek Bingham and Gabriel Huerta

A score-based threshold effect test in time series models

Shufang Wei, Yaping Deng and Yaxing Yang

Pure interaction effects unseen by Random Forests

Ricardo Blum, Munir Hiabu, Enno Mammen and Joseph T. Meyer

Variable selection for spatio-temporal conditionally Poisson point processes

Achmad Choiruddin, Jonatan A. González, Jorge Mateu, Alwan Fadlurohman and Rasmus Waagepetersen

High-dimensional response growth curve modeling for longitudinal neuroimaging analysis

Lu Wang, Xiang Lyu and Lexin Li

Simultaneously detecting spatiotemporal changes with penalized Poisson regression models

Zerui Zhang, Xin Wang, Xin Zhang and Jing Zhang

New tests for the identity and sphericity of high-dimensional covariance matrices via U-statistics

Xiaoge Xiong

High-dimensional and banded integer-valued autoregressive processes

Nuo Xu and Kai Yang

Conditional inference for ultrahigh-dimensional additive hazards model

Meiling Hao, Ruiyu Yang, Fangfang Bai and Liuquan Sun

Testing the equality of high dimensional distributions

Reza Modarres

Modeling continuous distributions in hybrid Bayesian networks using mixtures of polynomials with tails

J.C. Luengo, D. Ramos-López and R. Rumí

Kernel density estimation for compositional data with zeros via hypersphere mapping

Changwon Yoon, Hyunbin Choi and Jeongyoun Ahn

Volume 211, issue C, 2025

A simultaneous confidence-bounded true discovery proportion perspective on localizing differences in smooth terms in regression models

David Swanson

Heavy-tailed matrix-variate hidden Markov models

Salvatore D. Tomarchio

Statistical inference for partially shape-constrained function-on-scalar linear regression models

Kyunghee Han, Yeonjoo Park and Soo-Young Kim

Monotone composite quantile regression neural network for censored data with a cure fraction

Xinran Zhang, Xiaohui Yuan, Chunjie Wang and Xinyuan Song

Quantile Super Learning for independent and online settings with application to solar power forecasting

Herbert Susmann and Antoine Chambaz

Distributed variable screening for generalized linear models

Tianbo Diao, Bo Li, Lianqiang Qu and Liuquan Sun

A Dirichlet stochastic block model for composition-weighted networks

Iuliia Promskaia, Adrian O'Hagan and Michael Fop

Adaptive-to-sub-null testing for mediation effects in structural equation models

Jiaqi Huang, Chuyun Ye and Lixing Zhu

Penalized maximum likelihood estimation with nonparametric Gaussian scale mixture errors

Seo-Young Park and Byungtae Seo

Exact statistical analysis for response-adaptive clinical trials: A general and computationally tractable approach

Stef Baas, Peter Jacko and Sofía S. Villar

A Frisch-Waugh-Lovell theorem for empirical likelihood

Yichun Song

Small area prediction of counts under machine learning-type mixed models

Nicolas Frink and Timo Schmid

Region detection and image clustering via sparse Kronecker product decomposition

Guang Yang and Long Feng

Distributed iterative hard thresholding for variable selection in Tobit models

Changxin Yang, Zhongyi Zhu, Hongmei Lin, Zengyan Fan and Heng Lian

JANE: Just Another latent space NEtwork clustering algorithm

Alan T. Arakkal and Daniel K. Sewell

Flexible modeling of left-truncated and interval-censored competing risks data with missing event types

Yichen Lou, Yuqing Ma, Liming Xiang and Jianguo Sun