Computational Statistics & Data Analysis
1983 - 2025
Current editor(s): S.P. Azen From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 150, issue C, 2020
- Testing proportionality of two high-dimensional covariance matrices

- Guanghui Cheng, Baisen Liu, Guoliang Tian and Shurong Zheng
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

- Ray S.W. Chung, Mike K.P. So, Amanda M.Y. Chu and Thomas W.C. Chan
- Partially functional linear regression in reproducing kernel Hilbert spaces

- Xia Cui, Hongmei Lin and Heng Lian
- A nested copula duration model for competing risks with multiple spells

- Simon Lo, Enno Mammen and Ralf Wilke
- Comparison of nonlinear curves and surfaces

- Shi Zhao, Giorgos Bakoyannis, Spencer Lourens and Wanzhu Tu
- Augmented quasi-sudoku designs in field trials

- Nha Vo-Thanh and Hans-Peter Piepho
- Generalized Co-clustering Analysis via Regularized Alternating Least Squares

- Gen Li
- Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring

- Takeshi Emura and Jiun-Huang Hsu
- Split sample empirical likelihood

- Adam Jaeger and Nicole A. Lazar
- Generalized kernel-based inverse regression methods for sufficient dimension reduction

- Chuanlong Xie and Lixing Zhu
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification

- Taewook Lee and Changryong Baek
- Semiparametric modeling of time-varying activation and connectivity in task-based fMRI data

- Jun Young Park, Joerg Polzehl, Snigdhansu Chatterjee, André Brechmann and Mark Fiecas
- Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process

- G. Albano and V. Giorno
- Functional linear regression model with randomly censored data: Predicting conversion time to Alzheimer ’s disease

- Seong J. Yang, Hyejin Shin, Sang Han Lee and Seokho Lee
- Superiority of Bayes estimators over the MLE in high dimensional multinomial models and its implication for nonparametric Bayes theory

- Rabi Bhattacharya and Rachel Oliver
- Completely monotone distributions: Mixing, approximation and estimation of number of species

- Fadoua Balabdaoui and Yulia Kulagina
Volume 149, issue C, 2020
- The LASSO on latent indices for regression modeling with ordinal categorical predictors

- Francis K.C. Hui, Samuel Müller and A.H. Welsh
- Bayesian nonparametric test for independence between random vectors

- Zichen Ma and Timothy E. Hanson
- Functional outlier detection and taxonomy by sequential transformations

- Wenlin Dai, Tomáš Mrkvička, Ying Sun and Marc G. Genton
- Rank dynamics for functional data

- Yaqing Chen, Matthew Dawson and Hans-Georg Müller
- Sampling a two dimensional matrix

- Louis-Paul Rivest and Sergio Ewane Ebouele
- Degrees of freedom and model selection for k-means clustering

- David P. Hofmeyr
- Feature screening under missing indicator imputation with non-ignorable missing response

- Jing Zhang, Qihua Wang and Jian Kang
- Online updating method to correct for measurement error in big data streams

- JooChul Lee, HaiYing Wang and Elizabeth D. Schifano
Volume 148, issue C, 2020
- Posterior inference for sparse hierarchical non-stationary models

- Karla Monterrubio-Gómez, Lassi Roininen, Sara Wade, Theodoros Damoulas and Mark Girolami
- A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection

- Dariush Najarzadeh
- Automatic identification of curve shapes with applications to ultrasonic vocalization

- Zhikun Gao, Yanlin Tang, Huixia Judy Wang, Guangying K. Wu and Jeff Lin
- Primal path algorithm for compositional data analysis

- Jong-June Jeon, Yongdai Kim, Sungho Won and Hosik Choi
- Extending finite mixtures of t linear mixed-effects models with concomitant covariates

- Yu-Chen Yang, Tsung-I Lin, Luis M. Castro and Wan-Lun Wang
Volume 147, issue C, 2020
- On the inferential implications of decreasing weight structures in mixture models

- Pierpaolo De Blasi, Asael Fabian Martínez, Ramsés H. Mena and Igor Prünster
- General matching quantiles M-estimation

- Shanshan Qin and Yuehua Wu
- Joint model-free feature screening for ultra-high dimensional semi-competing risks data

- Shuiyun Lu, Xiaolin Chen, Sheng Xu and Chunling Liu
- Separating variables to accelerate non-convex regularized optimization

- Wenchen Liu, Yincai Tang and Xianyi Wu
- Cellwise robust M regression

- P. Filzmoser, S. Höppner, I. Ortner, S. Serneels and T. Verdonck
- Finding groups in structural equation modeling through the partial least squares algorithm

- Mario Fordellone and Maurizio Vichi
Volume 146, issue C, 2020
- Dimensionality determination: A thresholding double ridge ratio approach

- Xuehu Zhu, Xu Guo, Tao Wang and Lixing Zhu
- Design optimal sampling plans for functional regression models

- Hyungmin Rha, Ming-Hung Kao and Rong Pan
- New EM-type algorithms for the Heckman selection model

- Jun Zhao, Hea-Jung Kim and Hyoung-Moon Kim
- Multi-scale shotgun stochastic search for large spatial datasets

- Daniel Kirsner and Bruno Sansó
- Asymptotic distributions and performance of empirical skewness measures

- Andreas Eberl and Bernhard Klar
Volume 145, issue C, 2020
- Robust Bayesian small area estimation based on quantile regression

- Enrico Fabrizi, Nicola Salvati and Carlo Trivisano
- Estimation and inference for area-wise spatial income distributions from grouped data

- Shonosuke Sugasawa, Genya Kobayashi and Yuki Kawakubo
- Adjacency-based regularization for partially ranked data with non-ignorable missing

- Kento Nakamura, Keisuke Yano and Fumiyasu Komaki
- Modelling multilevel data under complex sampling designs: An empirical likelihood approach

- Melike Oǧuz-Alper and Yves G. Berger
- Logistic regression with missing covariates—Parameter estimation, model selection and prediction within a joint-modeling framework

- Wei Jiang, Julie Josse and Marc Lavielle
- Specification tests in semiparametric transformation models — A multiplier bootstrap approach

- Nick Kloodt and Natalie Neumeyer
- Smooth backfitting for errors-in-variables varying coefficient regression models

- Kyunghee Han, Young K. Lee and Byeong U. Park
- Active learning in multiple-class classification problems via individualized binary models

- Jingjing Li, Zimu Chen, Zhanfeng Wang and Yuan-chin Ivan Chang
- A new approach to varying-coefficient additive models with longitudinal covariates

- Xiaoke Zhang, Qixian Zhong and Jane-Ling Wang
- Optimal spatial aggregation of space–time models and applications

- Andrew Gehman and William W.S. Wei
- Bias reduction in the population size estimation of large data sets

- Jeffrey Chu, Yuanyuan Zhang, Stephen Chan and Saralees Nadarajah
- Weighted quantile regression in varying-coefficient model with longitudinal data

- Fangzheng Lin, Yanlin Tang and Zhongyi Zhu
- Vertex nomination: The canonical sampling and the extended spectral nomination schemes

- Jordan Yoder, Li Chen, Henry Pao, Eric Bridgeford, Keith Levin, Donniell E. Fishkind, Carey Priebe and Vince Lyzinski
- Bayesian empirical likelihood for ridge and lasso regressions

- Adel Bedoui and Nicole A. Lazar
- Modeling rate of adaptive trait evolution using Cox–Ingersoll–Ross process: An Approximate Bayesian Computation approach

- Dwueng-Chwuan Jhwueng
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