Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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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

Volume 208, issue C, 2025

Testing the constancy of the variance for time series with a trend

Lei Jin, Li Cai and Suojin Wang

Communication-efficient estimation and inference for high-dimensional longitudinal data

Xing Li, Yanjing Peng and Lei Wang

An accurate computational approach for partial likelihood using Poisson-binomial distributions

Youngjin Cho, Yili Hong and Pang Du

Exact designs for order-of-addition experiments under a transition-effect model

Jiayi Zheng and Nicholas Rios

Regression analysis of elliptically symmetric directional data

Zehao Yu and Xianzheng Huang

Volume 207, issue C, 2025

Functional time transformation model with applications to digital health

Rahul Ghosal, Marcos Matabuena and Sujit K. Ghosh

Efficient computation of sparse and robust maximum association estimators

Pia Pfeiffer, Andreas Alfons and Peter Filzmoser

Stratified distance space improves the efficiency of sequential samplers for approximate Bayesian computation

Henri Pesonen and Jukka Corander

Confidence intervals for tree-structured varying coefficients

Nikolai Spuck, Matthias Schmid, Malte Monin and Moritz Berger

Differentially private estimation of weighted average treatment effects for binary outcomes

Sharmistha Guha and Jerome P. Reiter

Efficient sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm

Alexander C. McLain, Anja Zgodic and Howard Bondell

Volume 206, issue C, 2025

Mean shift-based clustering for misaligned functional data

Andrew Welbaum and Wanli Qiao

Bayesian functional graphical models with change-point detection

Chunshan Liu, Daniel R. Kowal, James Doss-Gollin and Marina Vannucci

An efficient and distribution-free symmetry test for high-dimensional data based on energy statistics and random projections

Bo Chen, Feifei Chen, Junxin Wang and Tao Qiu

Component selection and variable selection for mixture regression models

Xuefei Qi, Xingbai Xu, Zhenghui Feng and Heng Peng

Sparse vertex discriminant analysis: Variable selection for biomedical classification applications

Alfonso Landeros, Seyoon Ko, Jack Z. Chang, Tong Tong Wu and Kenneth Lange

Robust generalized canonical correlation analysis based on scatter matrices

Nadia L. Kudraszow, Alejandra V. Vahnovan, Julieta Ferrario and M. Victoria Fasano

Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression

Lingnan Tai, Li Tao, Jianxin Pan, Man-lai Tang, Keming Yu, Wolfgang Karl Härdle and Maozai Tian

Extremal local linear quantile regression for nonlinear dependent processes

Fengyang He and Huixia Judy Wang

Heterogeneity-aware transfer learning for high-dimensional linear regression models

Yanjin Peng and Lei Wang

A Markov model for estimating the cost-effectiveness of immunotherapy for newly diagnosed multiple myeloma patients

Massimo Bilancia, Antonio Giovanni Solimando, Fabio Manca, Angelo Vacca and Roberto Ria

Quantile feature screening for infinite dimensional data under FDR control

Zhentao Tian and Zhongzhan Zhang

Volume 205, issue C, 2025

A subspace method for large-scale trace ratio problems

Giulia Ferrandi, Michiel E. Hochstenbach and M. Rosário Oliveira

On summed nonparametric dependence measures in high dimensions, fixed or large samples

Kai Xu, Qing Cheng and Daojiang He

A debiasing phylogenetic tree-assisted regression model for microbiome data

Yanhui Li, Luqing Zhao and Jinjuan Wang

Model-free latent confounder-adjusted feature selection with FDR control

Jian Xiao, Shaoting Li, Jun Chen and Wensheng Zhu

GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence

Fang Lu, Hao Pan and Jing Yang

Volume 204, issue C, 2025

Lost in the shuffle: Testing power in the presence of errorful network vertex labels

Ayushi Saxena and Vince Lyzinski

A Dirichlet process model for directional-linear data with application to bloodstain pattern analysis

Tong Zou and Hal S. Stern

Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation

Adeline Samson, Massimiliano Tamborrino and Irene Tubikanec

High-dimensional copula-based Wasserstein dependence

Steven De Keyser and Irène Gijbels

Multi-task optimization with Bayesian neural network surrogates for parameter estimation of a simulation model

Hyungjin Kim, Chuljin Park and Heeyoung Kim

A copula duration model with dependent states and spells

Simon M.S. Lo, Shuolin Shi and Ralf Wilke

Subgroup learning for multiple mixed-type outcomes with block-structured covariates

Xun Zhao, Lu Tang, Weijia Zhang and Ling Zhou

Development of a new general class of bivariate distributions based on reversed hazard rate order

Na Young Yoo, Hyunju Lee and Ji Hwan Cha

Adaptive distributed smooth composite quantile regression estimation for large-scale data

Kangning Wang, Jingyu Zhang and Xiaofei Sun

Volume 203, issue C, 2025

Fusion regression methods with repeated functional data

Issam-Ali Moindjié, Cristian Preda and Sophie Dabo-Niang

Multiple network embedding for anomaly detection in time series of graphs

Guodong Chen, Jesús Arroyo, Avanti Athreya, Joshua Cape, Joshua T. Vogelstein, Youngser Park, Chris White, Jonathan Larson, Weiwei Yang and Carey E. Priebe

Online kernel sliced inverse regression

Jianjun Xu, Yue Zhao and Haoyang Cheng

Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity

Shanshan Qin, Guanlin Zhang, Yuehua Wu and Zhongyi Zhu

Multi-model subset selection

Anthony-Alexander Christidis, Stefan Van Aelst and Ruben Zamar

Unified specification tests in partially linear time series models

Shuang Sun, Zening Song and Xiaojun Song

Testing sufficiency for transfer learning

Ziqian Lin, Yuan Gao, Feifei Wang and Hansheng Wang

Vine copula based structural equation models

Claudia Czado

Analysis of order-of-addition experiments

Xueru Zhang, Dennis K.J. Lin, Min-Qian Liu and Jianbin Chen

Weighted support vector machine for extremely imbalanced data

Jongmin Mun, Sungwan Bang and Jaeoh Kim

A comparative analysis of different adjustment sets using propensity score based estimators

Shanshan Luo, Jiaqi Min, Wei Li, Xueli Wang and Zhi Geng

Statistical modeling of Dengue transmission dynamics with environmental factors

Lengyang Wang and Mingke Zhang

A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations

Xiaofei Wu, Rongmei Liang, Zhimin Zhang and Zhenyu Cui

Accelerating computation: A pairwise fitting technique for multivariate probit models

Margaux Delporte, Geert Verbeke, Steffen Fieuws and Geert Molenberghs

Optimal sequential detection by sparsity likelihood

Jingyan Huang and Hock Peng Chan

Cox regression model with doubly truncated and interval-censored data

Pao-sheng Shen

A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes

J. Álvarez-Liébana, A. López-Pérez, W. González-Manteiga and M. Febrero-Bande

Efficient Bayesian functional principal component analysis of irregularly-observed multivariate curves

Tui H. Nolan, Sylvia Richardson and Hélène Ruffieux