Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

Volume 127, issue C, 2018

Copula based generalized additive models for location, scale and shape with non-random sample selection pp. 1-14

Małgorzata Wojtyś, Giampiero Marra and Rosalba Radice

Testing for central symmetry and inference of the unknown center pp. 15-31

Xinjie Dai, Cuizhen Niu and Xu Guo

Time-varying quantile single-index model for multivariate responses pp. 32-49

Weihua Zhao, Yan Zhou and Heng Lian

Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls pp. 50-68

Nan Chen, Bradley P. Carlin and Brian P. Hobbs

Assessing non-inferiority for incomplete paired-data under non-ignorable missing mechanism pp. 69-81

Huiqiong Li, Guoliang Tian, Niansheng Tang and Hongyuan Cao

Estimating large covariance matrix with network topology for high-dimensional biomedical data pp. 82-95

Shuo Chen, Jian Kang, Yishi Xing, Yunpeng Zhao and Donald K. Milton

Testing k-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population pp. 96-115

J. Giguelay and S. Huet

Inference for differential equation models using relaxation via dynamical systems pp. 116-134

Kyoungjae Lee, Jaeyong Lee and Sarat C. Dass

Matching and clustering in square contingency tables. Who matches with whom in the Spanish labour market pp. 135-159

Pablo Álvarez de Toledo, Fernando Núñez and Carlos Usabiaga

Addressing overfitting and underfitting in Gaussian model-based clustering pp. 160-171

Jeffrey L. Andrews

Bayesian non-parametric simultaneous quantile regression for complete and grid data pp. 172-186

Priyam Das and Subhashis Ghosal

Sequential Bayesian inference for static parameters in dynamic state space models pp. 187-203

Arnab Bhattacharya and Simon P. Wilson

Classification tree methods for panel data using wavelet-transformed time series pp. 204-216

Xin Zhao, Stuart Barber, Charles C. Taylor and Zoka Milan

Optimal designs for dose–response models with linear effects of covariates pp. 217-228

Jun Yu, Xiangshun Kong, Mingyao Ai and Kwok Leung Tsui

Robust and parallel Bayesian model selection pp. 229-247

Michael Minyi Zhang, Henry Lam and Lizhen Lin

Asymptotic null distribution of the modified likelihood ratio test for homogeneity in finite mixture models pp. 248-257

Tony S.T. Wong, Kwok Fai Lam and Victoria X. Zhao

Jackknife empirical likelihood method for multiply robust estimation with missing data pp. 258-268

Sixia Chen and David Haziza

A principal varying-coefficient model for quantile regression: Joint variable selection and dimension reduction pp. 269-280

Weihua Zhao, Xuejun Jiang and Heng Lian

Mode jumping MCMC for Bayesian variable selection in GLMM pp. 281-297

Aliaksandr Hubin and Geir Storvik

Wald-based spatial scan statistics for cluster detection pp. 298-310

Ying Liu, Yawen Liu and Tonglin Zhang