Computational Statistics & Data Analysis

1983 - 2026

Current editor(s): S.P. Azen

From Elsevier
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Volume 220, issue C, 2026

Dirichlet process multi-state mixture models

Rosario Barone and Andrea Tancredi

Reduced-bias whittle likelihood estimation for short- and long-memory processes

Francesca Papagni, Greta Goracci and Davide Ferrari

Random irregular histograms

Oskar Høgberg Simensen, Dennis Christensen and Nils Lid Hjort

Statistical inference on optimal operating characteristics for operational markers when the likelihood ratio is unimodal: A parametric approach

Achilleas Anastasiou and John Tsimikas

Adaptive group lasso penalized variable selection for high-dimensional varying-coefficient panel data models with fixed effects

Yiping Yang and Gaorong Li

Learning block structures in covariance matrices under heteroskedasticity

Jiaqi Wu and Weiping Zhang

Editorial fourth special issue on matrix computations and statistics

Xiao-Wen Chang, Cristian Gatu and Erricos Kontoghiorghes

Volume 219, issue C, 2026

Thin plate regression splines for treatment effect estimation in a local randomisation regression discontinuity design

Mariam O. Adeleke, Giampiero Marra, Gianluca Baio and O’Keeffe, Aidan G.

Certifiably optimal direction estimation in sparse single-index model

Yangzhou Chen, Lei Yan, Xin Chen and Shuaida He

Robust functional regression with discretely sampled predictors

Ioannis Kalogridis and Stanislav Nagy

Renewable penalized linear regression via inverse probability weighting for streaming data with missing covariates

Kang Meng and Yujie Gai

Efficient genome-wide association studies via low-rank approximations

Zhongyuan Chen, Han Liang and Peng Wei

A smoothed maximum rank correlation estimator for deep ordinal choice models

Yiwei Fan, Xiaoshi Lu and Xiaoling Lu

Efficient and robust block designs for order-of-addition experiments

Chang-Yun Lin

An integrated method for clustering and association network inference

Jeanne Tous and Julien Chiquet

Automated specification search for composite-based structural equation modeling: A genetic approach

Laura Trinchera, Gloria Pietropolli, Mauro Castelli and Florian Schuberth

Adaptive accelerated failure time modeling with a semiparametric skewed error distribution

Sangkon Oh, Hyunjae Lee, Sangwook Kang and Byungtae Seo

Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors

Kun Fan, Srijana Subedi, Vishmi Dissanayake and Cen Wu

Volume 218, issue C, 2026

Pure error REML for analyzing data from multi-stratum designs

Steven G. Gilmour, Peter Goos and Heiko Großmann

Recursive variational Gaussian approximation with the Whittle likelihood for linear non-Gaussian state space models

Bao Anh Vu, David Gunawan and Andrew Zammit-Mangion

Change-point detection for multivariate nonparametric regression with deep neural networks

Houlin Zhou, Hanbing Zhu and Xuejun Wang

Efficient subsampling for exponential family models

Subhadra Dasgupta and Holger Dette

Conditional independence test in factor models via projection correlation

Xilin Zhang, Hongxia Xu, Guoliang Fan and Liping Zhu

Copula-based mixtures of regression models for multivariate response data

Xuetong Cui, Orla A. Murphy and Paul D. McNicholas

Online and offline robust multivariate linear regression

Antoine Godichon-Baggioni, Stéphane Robin and Laure Sansonnet

Boosted sliced regression for dimension reduction in binary classification

Qin Wang and Edmund Osei

Likelihood inference in Gaussian copula models for count time series via minimax exponential tilting

Quynh Nhu Nguyen and Victor De Oliveira

Volume 217, issue C, 2026

Debiased quantile significance testing with machine learning methods

Jiarong Ding, Yanmei Shi, Niwen Zhou, Mei Yao and Xu Guo

Seasonal ARIMA models with a random period

Abdelhakim Aknouche, Stefanos Dimitrakopoulos and Nadia Rabehi

Multi-population sufficient dimension reduction

Xuerong Meggie Wen, Yuexiao Dong and Li-Xing Zhu

Random multiplication versus random sum: Autoregressive-like models with integer-valued random inputs

Abdelhakim Aknouche, Sónia Gouveia and Manuel G. Scotto

Nonparametric density estimation on complex domains using manifold-aware Bayesian additive tree models

Isaac Diaz-Ray, Huiyan Sang, Guanyu Hu and Ligang Lu

Expectile periodogram

Tianbo Chen, Ta-Hsin Li, Hanbing Zhu and Wenwu Gao

Volume 216, issue C, 2026

Sequential hierarchical Bayesian model and particle filter estimation with two-step RJMCMC resampling

Yue Huan, Guoqiang Wang and Hai Xiang Lin

A semi-parametric approach to receiver operating characteristic analysis with semi-continuous biomarker

Baohao Wei, Dongsheng Tu and Chunlin Wang

Parametric estimation of conditional archimedean copula generators for censored data

Marie Michaelides, Hélène Cossette and Mathieu Pigeon

Volume 215, issue C, 2026

Recursive nonparametric predictive for a discrete regression model

Lorenzo Cappello and Stephen G. Walker

Denoising over networks with applications to partially observed epidemics

Claire Donnat, Olga Klopp and Nicolas Verzelen

Change-point detection in regression models via the max-EM algorithm

Modibo Diabaté, Grégory Nuel and Olivier Bouaziz

Fast autoregressive model for multivariate dependent outcomes with application to lipidomics analysis for Alzheimer’s disease and APOE-ε4

Hwiyoung Lee, Zhenyao Ye, Chixiang Chen, Peter Kochunov, L. Elliot Hong and Shuo Chen

Measuring multivariate regression association via spatial sign

Jia-Han Shih and Yi-Hau Chen

Bootstrap-based goodness-of-fit test for parametric families of conditional distributions

Gitte Kremling and Gerhard Dikta

Resampling NANCOVA: Nonparametric analysis of covariance in small samples

Konstantin Emil Thiel, Paavo Sattler, Arne C. Bathke and Georg Zimmermann

Bilateral matrix spatiotemporal autoregressive model

Lei Qin, Xiaomei Zhang, Yingqiu Zhu, Yang Chen and Ben-Chang Shia

Transfer learning for high dimensional data with discrete responses

Zejing Zheng, Shengbing Zheng and Junlong Zhao

Modelling catastrophic extinction in stochastic birth-death process: Analytical insights, estimation, and efficient simulation

Clement Twumasi

Hypothesis test in high dimensional multi-response linear models

Yuan Ke, Rongmao Zhang, Wenyang Zhang and Changliang Zou

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