Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 144, issue C, 2020

A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs

Ricardo García-Ródenas, José Carlos García-García, Jesús López-Fidalgo, José Ángel Martín-Baos and Weng Kee Wong

Motor unit number estimation via sequential Monte Carlo

Simon A.C. Taylor, Chris Sherlock, Gareth Ridall and Paul Fearnhead

Bayesian inference of a directional brain network model for intracranial EEG data

Tingting Zhang, Yinge Sun, Huazhang Li, Guofen Yan, Seiji Tanabe, Ruizhong Miao, Yaotian Wang, Brian S. Caffo and Mark S. Quigg

Regression analysis of interval-censored failure time data with time-dependent covariates

Fengting Yi, Niansheng Tang and Jianguo Sun

Ensemble quantile classifier

Yuanhao Lai and Ian McLeod

Approximate filtering of conditional intensity process for Poisson count data: Application to urban crime

Naratip Santitissadeekorn, David J.B. Lloyd, Martin B. Short and Sylvain Delahaies

Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields

Adam Walder and Ephraim M. Hanks

Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data

Pao-sheng Shen and Huichen Hsu

A two-piece normal measurement error model

Reinaldo B. Arellano-Valle, Adelchi Azzalini, Clécio S. Ferreira and Karol Santoro

Model-based co-clustering for mixed type data

Margot Selosse, Julien Jacques and Christophe Biernacki

Single-index modal regression via outer product gradients

Jing Yang, Guoliang Tian, Fang Lu and Xuewen Lu

Semiparametric estimation for the non-mixture cure model in case-cohort and nested case-control studies

Bo Han and Xiaoguang Wang

Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates

M.I. Borrajo, W. González-Manteiga and M.D. Martínez-Miranda

Bayesian bridge-randomized penalized quantile regression

Yuzhu Tian and Xinyuan Song

Empirical likelihood for partially linear single-index models with missing observations

Liugen Xue and Jinghua Zhang

Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry

Pedro Puig and Christian H. Weiß

A multivariate normal regression model for survival data subject to different types of dependent censoring

Negera Wakgari Deresa and Ingrid Van Keilegom

Structural learning of contemporaneous dependencies in graphical VAR models

Lucia Paci and Guido Consonni

A novel Bayesian approach for variable selection in linear regression models

Konstantin Posch, Maximilian Arbeiter and Juergen Pilz

A least squares-type density estimator using a polynomial function

Jongho Im, Kosuke Morikawa and Hyung-Tae Ha

Structured analysis of the high-dimensional FMR model

Mengque Liu, Qingzhao Zhang, Kuangnan Fang and Shuangge Ma

Efficient computation for differential network analysis with applications to quadratic discriminant analysis

Yuqing Pan and Qing Mai

Computing confidence intervals from massive data via penalized quantile smoothing splines

Likun Zhang, Enrique del Castillo, Andrew J. Berglund, Martin P. Tingley and Nirmal Govind

Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation

Paulo Serra and Michel Mandjes

A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies

Juxin Liu, Yanyuan Ma and Jill Johnstone

Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response

Ting Zhang and Lei Wang

A high-dimensional spatial rank test for two-sample location problems

Long Feng, Xiaoxu Zhang and Binghui Liu

Interval estimation of the ruin probability in the classical compound Poisson risk model

Honglong You, Junyi Guo and Jiancheng Jiang

Estimation of the additive hazards model with case K interval-censored failure time data in the presence of informative censoring

Shuying Wang, Chunjie Wang, Peijie Wang and Jianguo Sun

Quantile regression in big data: A divide and conquer based strategy

Lanjue Chen and Yong Zhou

Bias and covariance of the least squares estimate in a structured errors-in-variables problem

Gustavo Quintana Carapia, Ivan Markovsky, Rik Pintelon, Péter Zoltán Csurcsia and Dieter Verbeke

Grouped variable screening for ultra-high dimensional data for linear model

Debin Qiu and Jeongyoun Ahn

Tests for validity of the semiparametric heteroskedastic transformation model

Marie Hušková, Simos G. Meintanis and Charl Pretorius

Model-free two-sample test for network-valued data

Ilenia Lovato, Alessia Pini, Aymeric Stamm and Simone Vantini

Model checks for functional linear regression models based on projected empirical processes

Feifei Chen, Qing Jiang, Zhenghui Feng and Lixing Zhu

More powerful goodness-of-fit tests for uniform stochastic ordering

Dewei Wang, Chuan-Fa Tang and Joshua M. Tebbs

Efficient calculation of the joint distribution of order statistics

Jonathan von Schroeder and Thorsten Dickhaus

Borrowing strength and borrowing index for Bayesian hierarchical models

Ganggang Xu, Huirong Zhu and J. Jack Lee

Corrected Mallows criterion for model averaging

Jun Liao and Guohua Zou

Nonparametric procedures for partially paired data in two groups

Solomon W. Harrar, Merga B. Feyasa and Eshetu Wencheko

Volume 143, issue C, 2020

Approximate least squares estimation for spatial autoregressive models with covariates

Yingying Ma, Wei Lan, Fanying Zhou and Hansheng Wang

Variations of power-expected-posterior priors in normal regression models

Dimitris Fouskakis, Ioannis Ntzoufras and Konstantinos Perrakis

The Zipf–Poisson-stopped-sum distribution with an application for modeling the degree sequence of social networks

Ariel Duarte-López, Marta Pérez-Casany and Jordi Valero

Benchmark for filter methods for feature selection in high-dimensional classification data

Andrea Bommert, Xudong Sun, Bernd Bischl, Jörg Rahnenführer and Michel Lang

Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method

Luigi Spezia

Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models

Jin-Chuan Duan, Andras Fulop and Yu-Wei Hsieh

A Bayesian mixture model for clustering circular data

Carlos E. Rodríguez, Gabriel Núñez-Antonio and Gabriel Escarela

Determining the Number of Effective Parameters in Kernel Density Estimation

Nadine McCloud and Christopher Parmeter

Bayesian modeling and computation for analyte quantification in complex mixtures using Raman spectroscopy

Ningren Han and Rajeev J. Ram

Volume 142, issue C, 2020

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series

Nicole Barthel, Claudia Czado and Yarema Okhrin

Common sampling orders of regular vines with application to model selection

Kailun Zhu, Dorota Kurowicka and Gabriela F. Nane

An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss

Cheng Wang and Binyan Jiang

Time-dependent Poisson reduced rank models for political text data analysis

Carsten Jentsch, Eun Ryung Lee and Enno Mammen

Function-on-function quadratic regression models

Yifan Sun and Qihua Wang

Semiparametric model for covariance regression analysis

Jin Liu, Yingying Ma and Hansheng Wang

Uncertainty quantification using Bayesian neural networks in classification: Application to biomedical image segmentation

Yongchan Kwon, Joong-Ho Won, Beom Joon Kim and Myunghee Cho Paik

Variational nonparametric discriminant analysis

Weichang Yu, Lamiae Azizi and John T. Ormerod

Quantile based dimension reduction in censored regression

Mei Yan, Efang Kong and Yingcun Xia

Generalized ℓ1-penalized quantile regression with linear constraints

Yongxin Liu, Peng Zeng and Lu Lin

Estimation of the ROC curve from the Lehmann family

Alicja Jokiel-Rokita and Rafał Topolnicki

Solution paths for the generalized lasso with applications to spatially varying coefficients regression

Yaqing Zhao and Howard Bondell

On parsimonious models for modeling matrix data

Shuchismita Sarkar, Xuwen Zhu, Volodymyr Melnykov and Salvatore Ingrassia

Approximate maximum likelihood estimation of a threshold diffusion process

Ting-Hung Yu, Henghsiu Tsai and Heiko Rachinger

Feature screening for ultrahigh dimensional categorical data with covariates missing at random

Lyu Ni, Fang Fang and Jun Shao

A multilayer exponential random graph modelling approach for weighted networks

Alberto Caimo and Isabella Gollini

Semiparametric model of mean residual life with biased sampling data

Huijuan Ma, Wei Zhao and Yong Zhou

Robust Wald-type methods for testing equality between two populations regression parameters: A comparative study under the logistic model

Ana M. Bianco, Graciela Boente and Isabel M. Rodrigues

A nonparametric feature screening method for ultrahigh-dimensional missing response

Xiaoxia Li, Niansheng Tang, Jinhan Xie and Xiaodong Yan

Robust test for dispersion parameter change in discretely observed diffusion processes

Junmo Song

Generating random correlation matrices with fixed values: An application to the evaluation of multivariate surrogate endpoints

Alvaro Jóse Flórez, Ariel Alonso Abad, Geert Molenberghs and Wim Van Der Elst

Sparse principal component based high-dimensional mediation analysis

Yi Zhao, Martin A. Lindquist and Brian S. Caffo

Rothman–Woodroofe symmetry test statistic revisited

Daniel Gaigall