Computational Statistics & Data Analysis
1983 - 2025
Current editor(s): S.P. Azen From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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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
Volume 210, issue C, 2025
- A flexible mixed-membership model for community and enterotype detection for microbiome data

- Alice Giampino, Roberto Ascari and Sonia Migliorati
- Co-clustering multi-view data using the Latent Block Model

- Joshua Tobin, Michaela Black, James Ng, Debbie Rankin, Jonathan Wallace, Catherine Hughes, Leane Hoey, Adrian Moore, Jinling Wang, Geraldine Horigan, Paul Carlin, Helene McNulty, Anne M. Molloy and Mimi Zhang
- Non-parametric tests for cross-dependence based on multivariate extensions of ordinal patterns

- Angelika Silbernagel, Christian H. Weiß and Alexander Schnurr
- A goodness-of-fit test for geometric Brownian motion

- Daniel Gaigall and Philipp Wübbolding
- Latent-class trajectory modeling with a heterogeneous mean-variance relation

- Niek G.P. Den Teuling, Francesco Ungolo, Steffen C. Pauws and Edwin R. van den Heuvel
Volume 209, issue C, 2025
- Manifold-valued models for analysis of EEG time series data

- Tao Ding, Tom M.W. Nye and Yujiang Wang
- Functional nonlinear principal component analysis

- Qingzhi Zhong and Xinyuan Song
- A deflation-adjusted Bayesian information criterion for selecting the number of clusters in K-means clustering

- Masao Ueki
- Hidden semi-Markov models with inhomogeneous state dwell-time distributions

- Jan-Ole Koslik
- Model-based edge clustering for weighted networks with a noise component

- Haomin Li and Daniel K. Sewell
- Selecting time-series hyperparameters with the artificial jackknife

- Filippo Pellegrino
- Discretization: Privacy-preserving data publishing for causal discovery

- Youngmin Ahn, Woongjoon Park and Gunwoong Park
- Multiply robust estimation of causal effects using linked data

- Shanshan Luo, Yechi Zhang, Wei Li and Zhi Geng
- Linear covariance selection model via ℓ1-penalization

- Kwan-Young Bak and Seongoh Park
- A multiple imputation approach for flexible modelling of interval-censored data with missing and censored covariates

- Yichen Lou, Yuqing Ma, Liming Xiang and Jianguo Sun
- Efficient regularized estimation of graphical proportional hazards model with interval-censored data

- Huimin Lu, Yilong Wang, Heming Bing, Shuying Wang and Niya Li
- Sparse factor analysis for categorical data with the group-sparse generalized singular value decomposition

- Ju-Chi Yu, Julie Le Borgne, Anjali Krishnan, Arnaud Gloaguen, Cheng-Ta Yang, Laura A. Rabin, Hervé Abdi and Vincent Guillemot
- Eliciting prior information from clinical trials via calibrated Bayes factor

- Roberto Macrì Demartino, Leonardo Egidi, Nicola Torelli and Ioannis Ntzoufras
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