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 138, issue C, 2019

Model checking for general linear regression with nonignorable missing response pp. 1-12

Xu Guo, Lianlian Song, Yun Fang and Lixing Zhu

A flexible sequential Monte Carlo algorithm for parametric constrained regression pp. 13-26

Kenyon Ng, Berwin A. Turlach and Kevin Murray

A goodness-of-fit test for variable-adjusted models pp. 27-48

Chuanlong Xie and Lixing Zhu

Nonparametric registration to low-dimensional function spaces pp. 49-63

Heiko Wagner and Alois Kneip

Model checking for regressions: An approach bridging between local smoothing and global smoothing methods pp. 64-82

Lingzhu Li, Sung Nok Chiu and Lixing Zhu

A novel robust approach for analysis of longitudinal data pp. 83-95

Yuexia Zhang, Guoyou Qin, Zhongyi Zhu and Wanghong Xu

The empirical likelihood prior applied to bias reduction of general estimating equations pp. 96-106

Albert Vexler, Li Zou and Alan D. Hutson

Markov Chain Monte Carlo estimation of spatial dynamic panel models for large samples pp. 107-125

James LeSage, Yao-Yu Chih and Colin Vance

Location-adjusted Wald statistics for scalar parameters pp. 126-142

Claudia Di Caterina and Ioannis Kosmidis

Efficient inference for nonlinear state space models: An automatic sample size selection rule pp. 143-154

Jing Cheng and Ngai Hang Chan

Mean Empirical Likelihood pp. 155-169

Wei Liang, Hongsheng Dai and Shuyuan He

Constraining kernel estimators in semiparametric copula mixture models pp. 170-189

Gildas Mazo and Yaroslav Averyanov

Estimating random walk centrality in networks pp. 190-200

Brad C. Johnson and Steve Kirkland

Estimating the mean and variance of a high-dimensional normal distribution using a mixture prior pp. 201-221

Shyamalendu Sinha and Jeffrey D. Hart

Data-driven multistratum designs with the generalized Bayesian D-D criterion for highly uncertain models pp. 222-238

Chang-Yun Lin and Po Yang

Subgroup analysis for heterogeneous additive partially linear models and its application to car sales data pp. 239-259

Lili Liu and Lu Lin

Volume 137, issue C, 2019

A nonparametric bootstrap method for spatial data pp. 1-15

Sergio Castillo-Páez, Rubén Fernández-Casal and Pilar García-Soidán

Online estimation of individual-level effects using streaming shrinkage factors pp. 16-32

L. Ippel, M.C. Kaptein and J.K. Vermunt

An exploratory analysis approach for understanding variation in stochastic textured surfaces pp. 33-50

Anh Tuan Bui and Daniel W. Apley

Multivariate effect priors in bivariate semiparametric recursive Gaussian models pp. 51-66

Hauke Thaden, Nadja Klein and Thomas Kneib

Hierarchical estimation of parameters in Bayesian networks pp. 67-91

Laura Azzimonti, Giorgio Corani and Marco Zaffalon

Modal posterior clustering motivated by Hopfield’s network pp. 92-100

Ruth Fuentes-García, Ramsés H. Mena and Stephen G. Walker

An algorithm for generating good mixed level factorial designs pp. 101-114

Ulrike Grömping and Roberto Fontana

Likelihood approximation with hierarchical matrices for large spatial datasets pp. 115-132

Alexander Litvinenko, Ying Sun, Marc G. Genton and David E. Keyes

A comparison of in-sample forecasting methods pp. 133-154

Stephan M. Bischofberger, Munir Hiabu, Enno Mammen and Jens Perch Nielsen

A modified mean-variance feature-screening procedure for ultrahigh-dimensional discriminant analysis pp. 155-169

Shengmei He, Shuangge Ma and Wangli Xu

Maximum penalized likelihood estimation of additive hazards models with partly interval censoring pp. 170-180

Jinqing Li and Jun Ma

Lasso ANOVA decompositions for matrix and tensor data pp. 181-194

Maryclare Griffin and Peter D. Hoff

Empirical Bayes matrix completion pp. 195-210

Takeru Matsuda and Fumiyasu Komaki

Dependence modelling in ultra high dimensions with vine copulas and the Graphical Lasso pp. 211-232

Dominik Müller and Claudia Czado

Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions pp. 233-246

Baisen Liu, Liangliang Wang, Yunlong Nie and Jiguo Cao

The latent topic block model for the co-clustering of textual interaction data pp. 247-270

Laurent Bergé, Charles Bouveyron, Marco Corneli and Pierre Latouche

Estimation for single-index models via martingale difference divergence pp. 271-284

Jicai Liu, Peirong Xu and Heng Lian

A phylogenetic Gaussian process model for the evolution of curves embedded in d-dimensions pp. 285-298

Irene Mariñas-Collado, Adrian Bowman and Vincent Macaulay

Volume 136, issue C, 2019

Wild bootstrap logrank tests with broader power functions for testing superiority pp. 1-11

Marc Ditzhaus and Markus Pauly

Sparse wavelet estimation in quantile regression with multiple functional predictors pp. 12-29

Dengdeng Yu, Li Zhang, Ivan Mizera, Bei Jiang and Linglong Kong

Modelling and estimation of nonlinear quantile regression with clustered data pp. 30-46

Marco Geraci

Marginalized models for longitudinal count data pp. 47-58

Keunbaik Lee and Yongsung Joo

Alternating direction method of multipliers for nonconvex fused regression problems pp. 59-71

Xianchao Xiu, Wanquan Liu, Ling Li and Lingchen Kong

A graph Laplacian prior for Bayesian variable selection and grouping pp. 72-91

Sounak Chakraborty and Aurelie C. Lozano

Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models pp. 92-107

Andrew Golightly, Emma Bradley, Tom Lowe and Colin S. Gillespie

Semiparametric spatial mixed effects single index models pp. 108-122

Hamdy F.F. Mahmoud and Inyoung Kim

Bayesian hidden Markov models for dependent large-scale multiple testing pp. 123-136

Xia Wang, Ali Shojaie and Jian Zou

Volume 135, issue C, 2019

Adjustments of multi-sample U-statistics to right censored data and confounding covariates pp. 1-14

Yichen Chen and Somnath Datta

A fast algorithm for computing distance correlation pp. 15-24

Arin Chaudhuri and Wenhao Hu

Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates pp. 25-34

Haocheng Li, Di Shu, Wenqing He and Grace Y. Yi

Estimation of mean residual life based on ranked set sampling pp. 35-55

Elham Zamanzade, Afshin Parvardeh and Majid Asadi

A streaming algorithm for bivariate empirical copulas pp. 56-69

Alastair Gregory

A classification point-of-view about conditional Kendall’s tau pp. 70-94

Alexis Derumigny and Jean-David Fermanian

Moving block bootstrapping for a CUSUM test for correlation change pp. 95-106

Ji-Eun Choi and Dong Wan Shin

Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models pp. 107-122

Charlotte Baey, Paul-Henry Cournède and Estelle Kuhn