Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 156, issue C, 2021

The impact of genetic diversity statistics on model selection between coalescents

Fabian Freund and Arno Siri-Jégousse

Bayesian regularization of Gaussian graphical models with measurement error

Michael Byrd, Linh H. Nghiem and Monnie McGee

Angle-based cost-sensitive multicategory classification

Yi Yang, Yuxuan Guo and Xiangyu Chang

Variable selection for generalized odds rate mixture cure models with interval-censored failure time data

Yang Xu, Shishun Zhao, Tao Hu and Jianguo Sun

Clustering for time-varying relational count data

Satoshi Goto, Mariko Takagishi and Hiroshi Yadohisa

Fast stable parameter estimation for linear dynamical systems

M. Carey and J.O. Ramsay

Decrement rates and a numerical method under competing risks

Hangsuck Lee, Hongjun Ha and Taewon Lee

Density estimation on a network

Yang Liu and David Ruppert

A nonparametric empirical Bayes approach to large-scale multivariate regression

Yihe Wang and Sihai Dave Zhao

Dimension reduction in binary response regression: A joint modeling approach

Junlan Li and Tao Wang

Graphical modelling and partial characteristics for multitype and multivariate-marked spatio-temporal point processes

Matthias Eckardt, Jonatan A. González and Jorge Mateu

Causal network learning with non-invertible functional relationships

Bingling Wang and Qing Zhou

Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse

Lei Wang, Puying Zhao and Jun Shao

Analysis of multivariate longitudinal data using ARMA Cholesky and hypersphere decompositions

Keunbaik Lee, Chang-Hoon Lee, Min-Sun Kwak and Eun Jin Jang

Iterative GMM for partially linear single-index models with partly endogenous regressors

Hong-Fan Zhang

Volume 155, issue C, 2021

Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm

Lin Zhou and Yayong Tang

MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection

Runxiong Wu and Xin Chen

Simplified R-vine based forward regression

Kailun Zhu, Dorota Kurowicka and Gabriela F. Nane

Link-based survival additive models under mixed censoring to assess risks of hospital-acquired infections

Giampiero Marra, Alessio Farcomeni and Rosalba Radice

Robust variable selection with exponential squared loss for the spatial autoregressive model

Yunquan Song, Xijun Liang, Yanji Zhu and Lu Lin

Statistical inference for inter-arrival times of extreme events in bursty time series

Katharina Hees, Smarak Nayak and Peter Straka

A Bayesian goodness-of-fit test for regression

Andrés F. Barrientos and Antonio Canale

A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions

Chi Seng Pun and Matthew Zakharia Hadimaja

Smooth simultaneous confidence band for the error distribution function in nonparametric regression

Lijie Gu, Suojin Wang and Lijian Yang

Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis

Guillermo Mestre, José Portela, Gregory Rice, Antonio Muñoz San Roque and Estrella Alonso

Outer power transformations of hierarchical Archimedean copulas: Construction, sampling and estimation

Jan Górecki, Marius Hofert and Ostap Okhrin

Joint generalized estimating equations for longitudinal binary data

Youjun Huang and Jianxin Pan

A beyond multiple robust approach for missing response problem

Qihua Wang, Miaomiao Su and Ruoyu Wang

Variable selection in high-dimensional linear model with possibly asymmetric errors

Gabriela Ciuperca

Parallel cross-validation: A scalable fitting method for Gaussian process models

Florian Gerber and Douglas W. Nychka

Efficient and robust estimation of regression and scale parameters, with outlier detection

Alain Desgagné

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