Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

Volume 130, issue C, 2019

Bootstrap estimation of uncertainty in prediction for generalized linear mixed models pp. 1-17

Daniel Flores-Agreda and Eva Cantoni

Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data pp. 18-41

Yuhong Wei, Yang Tang and Paul D. McNicholas

Pursuit of dynamic structure in quantile additive models with longitudinal data pp. 42-60

Xia Cui, Weihua Zhao, Heng Lian and Hua Liang

Directed wavelet covariance pp. 61-79

Kim Samejima, Pedro A. Morettin and João Ricardo Sato

Latent Gaussian random field mixture models pp. 80-93

David Bolin, Jonas Wallin and Finn Lindgren

Two-step estimation of time-varying additive model for locally stationary time series pp. 94-110

Lixia Hu, Tao Huang and Jinhong You

The radial wavelet frame density estimator pp. 111-139

E.S. García Treviño, V. Alarcón Aquino and J.A. Barria

Volume 129, issue C, 2019

Bayesian multidimensional scaling procedure with variable selection pp. 1-13

L. Lin and D.K.H. Fong

Bayesian functional joint models for multivariate longitudinal and time-to-event data pp. 14-29

Kan Li and Sheng Luo

Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap pp. 30-46

Thorsten Dickhaus and Natalia Sirotko-Sibirskaya

Generalized additive partial linear models for analyzing correlated data pp. 47-60

Roberto F. Manghi, Francisco José A. Cysneiros and Gilberto A. Paula

Bayesian loss-based approach to change point analysis pp. 61-78

Laurentiu C. Hinoveanu, Fabrizio Leisen and Cristiano Villa

Robust tests for gene–environment interaction in case-control and case-only designs pp. 79-92

Yong Zang, Wing Kam Fung, Sha Cao, Hon Keung Tony Ng and Chi Zhang

Robust estimation and confidence interval in meta-regression models pp. 93-118

Dalei Yu, Chang Ding, Na He, Ruiwu Wang, Xiaohua Zhou and Lei Shi

Greedy active learning algorithm for logistic regression models pp. 119-134

Hsiang-Ling Hsu, Yuan-chin Ivan Chang and Ray-Bing Chen

Quantile regression for functional partially linear model in ultra-high dimensions pp. 135-147

Haiqiang Ma, Ting Li, Hongtu Zhu and Zhongyi Zhu

Volume 128, issue C, 2018

Exact balanced random imputation for sample survey data pp. 1-16

Guillaume Chauvet and Wilfried Do Paco

Generalized confidence interval for the scale parameter of the power-law process with incomplete failure data pp. 17-33

Jularat Chumnaul and Mohammad Sepehrifar

Factor-adjusted multiple testing of correlations pp. 34-47

Lilun Du, Wei Lan, Ronghua Luo and Pingshou Zhong

Measuring model misspecification: Application to propensity score methods with complex survey data pp. 48-57

David Lenis, Benjamin Ackerman and Elizabeth A. Stuart

Quasi-likelihood estimation of the single index conditional variance model pp. 58-72

Hongfan Zhang

Correspondence analysis and the Freeman–Tukey statistic: A study of archaeological data pp. 73-86

Eric J. Beh, Rosaria Lombardo and Gianmarco Alberti

Estimation and hypothesis test for partial linear multiplicative models pp. 87-103

Jun Zhang, Zhenghui Feng and Heng Peng

Inference on zero inflated ordinal models with semiparametric link pp. 104-115

Ujjwal Das and Kalyan Das

Semiparametric transformation joint models for longitudinal covariates and interval-censored failure time pp. 116-127

Chyong-Mei Chen, Pao-sheng Shen and Yi-Kuan Tseng

ABC model selection for spatial extremes models applied to South Australian maximum temperature data pp. 128-144

Xing Ju Lee, Markus Hainy, James P. McKeone, Christopher C. Drovandi and Anthony N. Pettitt

Pairwise distance-based tests for conditional symmetry pp. 145-162

Cuizhen Niu, Xu Guo, Yong Li and Lixing Zhu

Sequential data assimilation for 1D self-exciting processes with application to urban crime data pp. 163-183

N. Santitissadeekorn, M.B. Short and D.J.B. Lloyd

ICS for multivariate outlier detection with application to quality control pp. 184-199

Aurore Archimbaud, Klaus Nordhausen and Anne Ruiz-Gazen

New efficient algorithms for multiple change-point detection with reproducing kernels pp. 200-220

A. Celisse, G. Marot, M. Pierre-Jean and G.J. Rigaill

Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo pp. 221-241

Lampros Bouranis, Nial Friel and Florian Maire

Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors pp. 242-254

Jun Lu and Lu Lin

Visualizing data through curvilinear representations of matrices pp. 255-270

Daniel K. Sewell

Likelihood-free inference in high dimensions with synthetic likelihood pp. 271-291

Victor M.-H. Ong, David J. Nott, Minh-Ngoc Tran, Scott A. Sisson and Christopher C. Drovandi

An efficient algorithm for sparse inverse covariance matrix estimation based on dual formulation pp. 292-307

Peili Li and Yunhai Xiao

Permutation tests for general dependent truncation pp. 308-324

Sy Han Chiou, Jing Qian, Elizabeth Mormino and Rebecca A. Betensky

Semiparametric double robust and efficient estimation for mean functionals with response missing at random pp. 325-339

Xu Guo, Yun Fang, Xuehu Zhu, Wangli Xu and Lixing Zhu

Generalized biplots for stress-based multidimensionally scaled projections pp. 340-353

J.T. Fry, Matt Slifko and Scotland Leman

A Gamma-frailty proportional hazards model for bivariate interval-censored data pp. 354-366

Prabhashi W. Withana Gamage, Christopher S. McMahan, Lianming Wang and Wanzhu Tu

Guaranteed conditional ARL performance in the presence of autocorrelation pp. 367-379

Christian H. Weiß, Detlef Steuer, Carsten Jentsch and Murat Caner Testik

Recurrence statistics for anomalous diffusion regime change detection pp. 380-394

Grzegorz Sikora, Agnieszka Wyłomańska and Diego Krapf

Optimal Bayesian clustering using non-negative matrix factorization pp. 395-411

Ketong Wang and Michael D. Porter