Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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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

Volume 202, issue C, 2025

Community influence analysis in social networks

Yuanxing Chen, Kuangnan Fang, Wei Lan, Chih-Ling Tsai and Qingzhao Zhang

Spline regression with automatic knot selection

Vivien Goepp, Olivier Bouaziz and Grégory Nuel

Robust direction estimation in single-index models via cumulative divergence

Shuaida He, Jiarui Zhang and Xin Chen

A Bayesian cluster validity index

Onthada Preedasawakul and Nathakhun Wiroonsri

Minimum profile Hellinger distance estimation of general covariate models

Bowei Ding, Rohana J. Karunamuni and Jingjing Wu

A variational inference framework for inverse problems

Luca Maestrini, Robert G. Aykroyd and Matt P. Wand

Beta-CoRM: A Bayesian approach for n-gram profiles analysis

José A. Perusquía, Jim E. Griffin and Cristiano Villa

A dual-penalized approach to hypothesis testing in high-dimensional linear mediation models

Chenxuan He, Yiran He and Wangli Xu

Online graph topology learning from matrix-valued time series

Yiye Jiang, Jérémie Bigot and Sofian Maabout

A tree approach for variable selection and its random forest

Yu Liu, Xu Qin and Zhibo Cai

Volume 201, issue C, 2025

Optimal splitk-plot designs

Mathias Born and Peter Goos

Test for the mean of high-dimensional functional time series

Lin Yang, Zhenghui Feng and Qing Jiang

Minimax rates of convergence for sliced inverse regression with differential privacy

Wenbiao Zhao, Xuehu Zhu and Lixing Zhu

Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix

Tak-Shing T. Chan and Alex Gibberd

On the use of the cumulant generating function for inference on time series

A. Moor, D. La Vecchia and E. Ronchetti

Volume 200, issue C, 2024

Pinball boosting of regression quantiles

Ida Bauer, Harry Haupt and Stefan Linner

Hierarchical Bayesian spectral regression with shape constraints for multi-group data

Peter Lenk, Jangwon Lee, Dongu Han, Jichan Park and Taeryon Choi

Volume 199, issue C, 2024

Conditional mean dimension reduction for tensor time series

Chung Eun Lee and Xin Zhang

A double Pólya-Gamma data augmentation scheme for a hierarchical Negative Binomial - Binomial data model

Xuan Ma, Jenný Brynjarsdóttir and Thomas LaFramboise

A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series

Yixuan Liu, Claudia Kirch, Jeong Eun Lee and Renate Meyer

An embedded diachronic sense change model with a case study from ancient Greek

Schyan Zafar and Geoff K. Nicholls

Bayesian modal regression based on mixture distributions

Qingyang Liu, Xianzheng Huang and Ray Bai

Multivariate ordinal regression for multiple repeated measurements

Laura Vana-Gür

Bootstrap-based statistical inference for linear mixed effects under misspecifications

Katarzyna Reluga, María-José Lombardía and Stefan Sperlich

Optimizing designs in clinical trials with an application in treatment of Epidermolysis bullosa simplex, a rare genetic skin disease

Joakim Nyberg, Andrew C. Hooker, Georg Zimmermann, Johan Verbeeck, Martin Geroldinger, Konstantin Emil Thiel, Geert Molenberghs, Martin Laimer and Verena Wally

Three-way data clustering based on the mean-mixture of matrix-variate normal distributions

Mehrdad Naderi, Mostafa Tamandi, Elham Mirfarah, Wan-Lun Wang and Tsung-I Lin

Modelling non-stationarity in asymptotically independent extremes

C.J.R. Murphy-Barltrop and J.L. Wadsworth

Tests for high-dimensional generalized linear models under general covariance structure

Weichao Yang, Xu Guo and Lixing Zhu

Volume 198, issue C, 2024

Spectral co-clustering in multi-layer directed networks

Wenqing Su, Xiao Guo, Xiangyu Chang and Ying Yang

Principal component analysis for zero-inflated compositional data

Kipoong Kim, Jaesung Park and Sungkyu Jung

A conditional approach for regression analysis of case K interval-censored failure time data with informative censoring

Mingyue Du and Xingqiu Zhao

Consistent skinny Gibbs in probit regression

Jiarong Ouyang and Xuan Cao

Study of imputation procedures for nonparametric density estimation based on missing censored lifetimes

Sam Efromovich and Lirit Fuksman

Medoid splits for efficient random forests in metric spaces

Matthieu Bulté and Helle Sørensen

Latent event history models for quasi-reaction systems

Matteo Framba, Veronica Vinciotti and Ernst C. Wit

Inference for high-dimensional linear expectile regression with de-biasing method

Xiang Li, Yu-Ning Li, Li-Xin Zhang and Jun Zhao

Strong orthogonal Latin hypercubes for computer experiments

Chunyan Wang and Dennis K.J. Lin

Nonnegative GARCH-type models with conditional Gamma distributions and their applications

Eunju Hwang and ChanHyeok Jeon