Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 134, issue C, 2019

Missing covariate data in generalized linear mixed models with distribution-free random effects pp. 1-16

Li Liu and Liming Xiang

Regression adjustment for treatment effect with multicollinearity in high dimensions pp. 17-35

Lili Yue, Gaorong Li, Heng Lian and Xiang Wan

Simultaneous nonparametric regression in RADWT dictionaries pp. 36-57

Daniela De Canditiis and Italia De Feis

Detecting structural breaks in realized volatility pp. 58-75

Junmo Song and Changryong Baek

Bayesian pollution source identification via an inverse physics model pp. 76-92

Youngdeok Hwang, Hang J. Kim, Won Chang, Kyongmin Yeo and Yongku Kim

Simultaneous fitting of Bayesian penalised quantile splines pp. 93-109

T. Rodrigues, J.-L. Dortet-Bernadet and Y. Fan

A novel partial-linear single-index model for time series data pp. 110-122

Lei Huang, Hui Jiang and Huixia Wang

Regression with stagewise minimization on risk function pp. 123-143

Takuma Yoshida and Kanta Naito

Initial robust estimation in generalized linear models pp. 144-156

Claudio Agostinelli, Marina Valdora and Victor J. Yohai

Exact Bayesian designs for count time series pp. 157-170

Rakhi Singh and Siuli Mukhopadhyay

Fast computation of robust subspace estimators pp. 171-185

Holger Cevallos-Valdiviezo and Stefan Van Aelst

A smooth nonparametric approach to determining cut-points of a continuous scale pp. 186-210

Zhiping Qiu, Limin Peng, Amita Manatunga and Ying Guo

Volume 133, issue C, 2019

A novel variational Bayesian method for variable selection in logistic regression models pp. 1-19

Chun-Xia Zhang, Shuang Xu and Jiang-She Zhang

Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models pp. 20-27

Marina Bogomolov and Ori Davidov

Modified spatial scan statistics using a restricted likelihood ratio for ordinal outcome data pp. 28-39

Myeonggyun Lee and Inkyung Jung

Bayesian Semiparametric ROC surface estimation under verification bias pp. 40-52

Rui Zhu and Subhashis Ghosal

On finite-sample robustness of directional location estimators pp. 53-75

Thomas Kirschstein, Steffen Liebscher, Giuseppe Pandolfo, Giovanni C. Porzio and Giancarlo Ragozini

Sparse-Group Independent Component Analysis with application to yield curves prediction pp. 76-89

Ying Chen, Linlin Niu, Ray-Bing Chen and Qiang He

Hierarchical model for forecasting the outcomes of binary referenda pp. 90-103

Arkadiusz Wiśniowski, Jakub Bijak, Jonathan J. Forster and Peter W.F. Smith

Construction of multiple decrement tables under generalized fractional age assumptions pp. 104-119

Hangsuck Lee, Jae Youn Ahn and Bangwon Ko

Two-level factorial and fractional factorial replicates in blocks of size two pp. 120-137

J.D. Godolphin

Simultaneous variable selection and class fusion with penalized distance criterion based classifiers pp. 138-152

Ying Sheng and Qihua Wang

A class of semiparametric transformation cure models for interval-censored failure time data pp. 153-165

Shuwei Li, Tao Hu, Xingqiu Zhao and Jianguo Sun

Bayesian copula spectral analysis for stationary time series pp. 166-179

Shibin Zhang

A new approach for credit scoring by directly maximizing the Kolmogorov–Smirnov statistic pp. 180-194

Fang Fang and Yuanyuan Chen

Two-stage approaches to the analysis of occupancy data II. The heterogeneous model and conditional likelihood pp. 195-207

N. Karavarsamis and R.M. Huggins

Feature screening in ultrahigh-dimensional partially linear models with missing responses at random pp. 208-227

Niansheng Tang, Linli Xia and Xiaodong Yan

Simultaneous estimation of quantile regression functions using B-splines and total variation penalty pp. 228-244

Jae-Hwan Jhong and Ja-Yong Koo

Default priors for the intercept parameter in logistic regressions pp. 245-256

Philip S. Boonstra, Ryan P. Barbaro and Ananda Sen

Modal regression statistical inference for longitudinal data semivarying coefficient models: Generalized estimating equations, empirical likelihood and variable selection pp. 257-276

Kangning Wang, Shaomin Li, Xiaofei Sun and Lu Lin

Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation pp. 277-284

Hannah Lennon and Jingsong Yuan

Bayesian model selection for generalized linear models using non-local priors pp. 285-296

Guiling Shi, Chae Young Lim and Tapabrata Maiti

Volume 132, issue C, 2019

A new test for functional one-way ANOVA with applications to ischemic heart screening pp. 3-17

Jin-Ting Zhang, Ming-Yen Cheng, Hau-Tieng Wu and Bu Zhou

Bayesian predictive monitoring with bivariate binary outcomes in phase II clinical trials pp. 18-30

Valeria Sambucini

Robust assessment of two-treatment higher-order cross-over designs against missing values pp. 31-45

P.J. Godolphin and E.J. Godolphin

Spectral clustering via sparse graph structure learning with application to proteomic signaling networks in cancer pp. 46-69

Sayantan Banerjee, Rehan Akbani and Veerabhadran Baladandayuthapani

Non-inferiority testing for risk ratio, odds ratio and number needed to treat in three-arm trial pp. 70-83

Shrabanti Chowdhury, Ram C. Tiwari and Samiran Ghosh

The quantile probability model pp. 84-99

Rachel Heyard and Leonhard Held

Covariance-insured screening pp. 100-114

Kevin He, Jian Kang, Hyokyoung G. Hong, Ji Zhu, Yanming Li, Huazhen Lin, Han Xu and Yi Li

Empirical likelihood inference for semi-parametric transformation models with length-biased sampling pp. 115-125

Xue Yu and Yichuan Zhao

Bayesian prediction for physical models with application to the optimization of the synthesis of pharmaceutical products using chemical kinetics pp. 126-142

Antony M. Overstall, David C. Woods and Kieran J. Martin

Asymmetric clusters and outliers: Mixtures of multivariate contaminated shifted asymmetric Laplace distributions pp. 145-166

Katherine Morris, Antonio Punzo, Paul D. McNicholas and Ryan P. Browne

A tractable multi-partitions clustering pp. 167-179

Matthieu Marbac and Vincent Vandewalle

Hypothesis testing for finite mixture models pp. 180-189

Supawadee Wichitchan, Weixin Yao and Guangren Yang

Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data pp. 190-211

Ye-Mao Xia and Nian-Sheng Tang

Prediction with a flexible finite mixture-of-regressions pp. 212-224

Ilmari Ahonen, Jaakko Nevalainen and Denis Larocque

Volume 131, issue C, 2019

Ensemble decision forest of RBF networks via hybrid feature clustering approach for high-dimensional data classification pp. 12-36

Shadi Abpeykar, Mehdi Ghatee and Hadi Zare

Robust probabilistic classification applicable to irregularly sampled functional data pp. 37-49

Yeonjoo Park and Douglas G. Simpson

Directional outlyingness for multivariate functional data pp. 50-65

Wenlin Dai and Marc G. Genton

Robust depth-based estimation of the functional autoregressive model pp. 66-79

Israel Martínez-Hernández, Marc G. Genton and Graciela González-Farías

Gaussian process methods for nonparametric functional regression with mixed predictors pp. 80-90

Bo Wang and Aiping Xu

Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random pp. 91-103

Manuel Febrero-Bande, Pedro Galeano and Wenceslao González-Manteiga

Partially observed functional data: The case of systematically missing parts pp. 104-115

Dominik Liebl and Stefan Rameseder

A significance test of the RV coefficient in high dimensions pp. 116-130

M. Rauf Ahmad

Nonparametric operator-regularized covariance function estimation for functional data pp. 131-144

Raymond K.W. Wong and Xiaoke Zhang

Modeling financial durations using penalized estimating functions pp. 145-158

Yaohua Zhang, Jian Zou, Nalini Ravishanker and Aerambamoorthy Thavaneswaran

Model-based curve registration via stochastic approximation EM algorithm pp. 159-175

Eric Fu and Nancy Heckman

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data pp. 176-193

Joshua French, Piotr Kokoszka, Stilian Stoev and Lauren Hall

Weighted empirical likelihood inference for dynamical correlations pp. 194-206

Peijun Sang, Liangliang Wang and Jiguo Cao

On a spiked model for large volatility matrix estimation from noisy high-frequency data pp. 207-221

Keren Shen, Jianfeng Yao and Wai Keung Li

Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients pp. 222-234

Mu Yue, Jialiang Li and Ming-Yen Cheng