Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 154, issue C, 2021

Estimation of regional transition probabilities for spatial dynamic microsimulations from survey data lacking in regional detail

Jan Pablo Burgard, Joscha Krause and Simon Schmaus

A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network

Tianbo Chen, Ying Sun and Ta-Hsin Li

Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs

Ihsan Chaoubi, Hélène Cossette, Etienne Marceau and Christian Y. Robert

Prediction of non-stationary response functions using a Bayesian composite Gaussian process

Casey B. Davis, Christopher M. Hans and Thomas J. Santner

Learning high-dimensional Gaussian linear structural equation models with heterogeneous error variances

Gunwoong Park and Yesool Kim

On data-driven choice of λ in nonparametric Gaussian regression via Propagation–Separation approach

Ewelina Marta Fiebig

Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines

Oswaldo Gressani and Philippe Lambert

Goodness-of-fit test for latent block models

Chihiro Watanabe and Taiji Suzuki

A general robust t-process regression model

Zhanfeng Wang, Maengseok Noh, Youngjo Lee and Jian Qing Shi

Estimation of incident dynamic AUC in practice

N. van Geloven, Y. He, A.H. Zwinderman and H. Putter

Volume 153, issue C, 2021

Penalised maximum likelihood estimation in multi-state models for interval-censored data

Robson J.M. Machado, Ardo van den Hout and Giampiero Marra

Estimating scale-invariant directed dependence of bivariate distributions

Robert R. Junker, Florian Griessenberger and Wolfgang Trutschnig

An algorithm for blocking regular fractional factorial 2-level designs with clear two-factor interactions

Ulrike Grömping

Penalized logspline density estimation using total variation penalty

Kwan-Young Bak, Jae-Hwan Jhong, JungJun Lee, Jae-Kyung Shin and Ja-Yong Koo

Weighted rank estimation for nonparametric transformation models with nonignorable missing data

Tianqing Liu, Xiaohui Yuan and Jianguo Sun

An algorithm for non-parametric estimation in state–space models

Thi Tuyet Trang Chau, Pierre Ailliot and Valérie Monbet

Hybrid safe–strong rules for efficient optimization in lasso-type problems

Yaohui Zeng, Tianbao Yang and Patrick Breheny

Fixed design local polynomial smoothing and bandwidth selection for right censored data

Dimitrios Bagkavos and Dimitrios Ioannides

Robust boosting for regression problems

Xiaomeng Ju and Matías Salibián-Barrera

Conditional score matching for high-dimensional partial graphical models

Xinyan Fan, Qingzhao Zhang, Shuangge Ma and Kuangnan Fang

Two sample tests for high-dimensional autocovariances

Changryong Baek, Katheleen M. Gates, Benjamin Leinwand and Vladas Pipiras

Improved confidence regions in meta-analysis of diagnostic test accuracy

Tsubasa Ito and Shonosuke Sugasawa

Rank-based tests of cross-sectional dependence in panel data models

Long Feng, Ping Zhao, Yanling Ding and Binghui Liu

Distributed subdata selection for big data via sampling-based approach

Haixiang Zhang and HaiYing Wang

Vecchia–Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data

Daniel Zilber and Matthias Katzfuss

An adaptive decorrelation procedure for signal detection

Florian Hébert, David Causeur and Mathieu Emily

Evaluating multiplicative error models: A residual-based approach

Rui Ke, Wanbo Lu and Jing Jia

Volume 152, issue C, 2020

Model averaging assisted sufficient dimension reduction

Fang Fang and Zhou Yu

Sparse functional principal component analysis in a new regression framework

Yunlong Nie and Jiguo Cao

Large-scale estimation of random graph models with local dependence

Sergii Babkin, Jonathan R. Stewart, Xiaochen Long and Michael Schweinberger

The Delaunay triangulation learner and its ensembles

Yehong Liu and Guosheng Yin

An adapted linear discriminant analysis with variable selection for the classification in high-dimension, and an application to medical data

Khuyen T. Le, Caroline Chaux, Frédéric J.P. Richard and Eric Guedj

A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model

Shaogao Lv, Zengyan Fan, Heng Lian, Taiji Suzuki and Kenji Fukumizu

Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions

Edoardo Redivo, Hien D. Nguyen and Mayetri Gupta

Robust estimation for semi-functional linear regression models

Graciela Boente, Matías Salibian-Barrera and Pablo Vena

Model-free variable selection for conditional mean in regression

Yuexiao Dong, Zhou Yu and Liping Zhu

A new correlation coefficient between categorical, ordinal and interval variables with Pearson characteristics

M. Baak, R. Koopman, H. Snoek and S. Klous

Bayesian nonparametric clustering as a community detection problem

Stefano F. Tonellato

An advanced hidden Markov model for hourly rainfall time series

Oliver Stoner and Theo Economou

On empirical estimation of mode based on weakly dependent samples

Bowen Liu and Sujit K. Ghosh

Sparse recovery via nonconvex regularized M-estimators over ℓq-balls

Xin Li, Dongya Wu, Chong Li, Jinhua Wang and Jen-Chih Yao

Jackknife empirical likelihood inference for the Pietra ratio

Yichuan Zhao, Yueju Su and Hanfang Yang

Two new matrix-variate distributions with application in model-based clustering

Salvatore D. Tomarchio, Antonio Punzo and Luca Bagnato

Inference for a generalised stochastic block model with unknown number of blocks and non-conjugate edge models

Matthew Ludkin

Varying-coefficient models for dynamic networks

Jihui Lee, Gen Li and James D. Wilson

Semiparametric estimation for linear regression with symmetric errors

Chew-Seng Chee and Byungtae Seo

Model detection and estimation for varying coefficient panel data models with fixed effects

Sanying Feng, Wenqi He and Feng Li

Volume 151, issue C, 2020

Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting

Blagoje Ivanović, Bojana Milošević and Marko Obradović

Huber-type principal expectile component analysis

Liang-Ching Lin, Ray-Bing Chen, Mong-Na Lo Huang and Meihui Guo

High-dimensional two-sample mean vectors test and support recovery with factor adjustment

Yong He, Mingjuan Zhang, Xinsheng Zhang and Wang Zhou

Joint analysis of semicontinuous data with latent variables

Xiaoqing Wang, Xiangnan Feng and Xinyuan Song

Competing risk modeling and testing for X-chromosome genetic association

Meiling Hao, Xingqiu Zhao and Wei Xu

Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data

Pete Philipson, Graeme L. Hickey, Michael J. Crowther and Ruwanthi Kolamunnage-Dona

Variational inference for high dimensional structured factor copulas

Hoang Nguyen, M. Concepción Ausín and Pedro Galeano

Adaptive semiparametric estimation for single index models with jumps

Zhong-Cheng Han, Jin-Guan Lin and Yan-Yong Zhao

A rank-based approach to estimating monotone individualized two treatment regimes

Haixiang Zhang, Jian Huang and Liuquan Sun

Regression models using shapes of functions as predictors

Kyungmin Ahn, J. Derek Tucker, Wei Wu and Anuj Srivastava

Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation

Matthew Edwards, Stefano Castruccio and Dorit Hammerling

Nonparametric Bayesian inference for the spectral density based on irregularly spaced data

Shibin Zhang