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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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