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 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

Volume 140, issue C, 2019

Minimum distance estimation of locally stationary moving average processes pp. 1-20

M. Ignacia Vicuña, Wilfredo Palma and Ricardo Olea

Goodness-of-fit tests for the family of multivariate chi-square copulas pp. 21-40

Jean-François Quessy, Louis-Paul Rivest and Marie-Hélène Toupin

Fast multivariate log-concave density estimation pp. 41-58

Fabian Rathke and Christoph Schnörr

LASSO-type penalization in the framework of generalized additive models for location, scale and shape pp. 59-73

Andreas Groll, Julien Hambuckers, Thomas Kneib and Nikolaus Umlauf

Semiparametric regression analysis for left-truncated and interval-censored data without or with a cure fraction pp. 74-87

Pao-sheng Shen, Hsin-Jen Chen, Wen-Harn Pan and Chyong-Mei Chen

Parameter estimation for a discretely observed population process under Markov-modulation pp. 88-103

Mathisca de Gunst, Bartek Knapik, Michel Mandjes and Birgit Sollie

Model-based clustering of censored data via mixtures of factor analyzers pp. 104-121

Wan-Lun Wang, Luis M. Castro, Victor H. Lachos and Tsung-I Lin

A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data pp. 122-143

Guo-Liang Tian, Yin Liu, Man-Lai Tang and Tao Li

Robust sufficient dimension reduction via ball covariance pp. 144-154

Jia Zhang and Xin Chen

Volume 139, issue C, 2019

Estimation for biased partial linear single index models pp. 1-13

Jun Lu, Xuehu Zhu, Lu Lin and Lixing Zhu

Generalized signed-rank estimation for regression models with non-ignorable missing responses pp. 14-33

Huybrechts F. Bindele and Brice M. Nguelifack

Estimating population size of heterogeneous populations with large data sets and a large number of parameters pp. 34-44

Haoqi Li, Huazhen Lin, Paul S.F. Yip and Yuan Li

Prediction based on conditional distributions of vine copulas pp. 45-63

Bo Chang and Harry Joe

Markov chain Monte Carlo sampling using a reservoir method pp. 64-74

Zhonglei Wang

Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables pp. 75-81

Tong Chen and Thomas Lumley

Weighted covariance matrix estimation pp. 82-98

Guangren Yang, Yiming Liu and Guangming Pan

Fusing data depth with complex networks: Community detection with prior information pp. 99-116

Yahui Tian and Yulia R. Gel

A distribution-free test of independence based on mean variance index pp. 117-133

Hengjian Cui and Wei Zhong

The isotonic regression approach for an instrumental variable estimation of the potential outcome distributions for compliers pp. 134-144

Byeong Yeob Choi and Jae Won Lee

Estimation and test of jump discontinuities in varying coefficient models with empirical applications pp. 145-163

Yan-Yong Zhao and Jin-Guan Lin

Regularized joint estimation of related vector autoregressive models pp. 164-177

A. Skripnikov and G. Michailidis

Emulating dynamic non-linear simulators using Gaussian processes pp. 178-196

Hossein Mohammadi, Peter Challenor and Marc Goodfellow