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.
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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
Volume 126, issue C, 2018
- A particle-learning-based approach to estimate the influence matrix of online social networks pp. 1-18

- Luis E. Castro and Nazrul I. Shaikh
- Small area estimation under a spatially non-linear model pp. 19-38

- Hukum Chandra, Nicola Salvati and Ray Chambers
- Sensible functional linear discriminant analysis pp. 39-52

- Lu-Hung Chen and Ci-Ren Jiang
- Recalibration: A post-processing method for approximate Bayesian computation pp. 53-66

- G.S. Rodrigues, D. Prangle and S.A. Sisson
- On sufficient dimension reduction with missing responses through estimating equations pp. 67-77

- Yuexiao Dong, Qi Xia, Cheng Yong Tang and Zeda Li
- Balanced estimation for high-dimensional measurement error models pp. 78-91

- Zemin Zheng, Yang Li, Chongxiu Yu and Gaorong Li
- Bayesian quantile regression using the skew exponential power distribution pp. 92-111

- Mauro Bernardi, Marco Bottone and Lea Petrella
- An induced natural selection heuristic for finding optimal Bayesian experimental designs pp. 112-124

- David J. Price, Nigel G. Bean, Joshua V. Ross and Jonathan Tuke
- Sparse pathway-based prediction models for high-throughput molecular data pp. 125-135

- Sangin Lee, Youngjo Lee and Yudi Pawitan
- Bayesian inference on group differences in multivariate categorical data pp. 136-149

- Massimiliano Russo, Daniele Durante and Bruno Scarpa
- A Bayesian data combination approach for repeated durations under unobserved missing indicators: Application to interpurchase-timing in marketing pp. 150-166

- Ryosuke Igari and Takahiro Hoshino
Volume 125, issue C, 2018
- Semiparametric analysis of the additive hazards model with informatively interval-censored failure time data pp. 1-9

- Shuying Wang, Chunjie Wang, Peijie Wang and Jianguo Sun
- Robust template estimation for functional data with phase variability using band depth pp. 10-26

- Jason Cleveland, Weilong Zhao and Wei Wu
- Continuum directions for supervised dimension reduction pp. 27-43

- Sungkyu Jung
- Unsupervised learning of mixture regression models for longitudinal data pp. 44-56

- Peirong Xu, Heng Peng and Tao Huang
- A scale space approach for exploring structure in spherical data pp. 57-69

- Ville Vuollo and Lasse Holmström
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics pp. 70-85

- Md. Ashad Alam, Vince D. Calhoun and Yu-Ping Wang
- Point process models for novelty detection on spatial point patterns and their extremes pp. 86-103

- Stijn E. Luca, Marco A.F. Pimentel, Peter J. Watkinson and David A. Clifton
- On the sample mean after a group sequential trial pp. 104-118

- Ben Berckmoes, Anna Ivanova and Geert Molenberghs
- Identification of local sparsity and variable selection for varying coefficient additive hazards models pp. 119-135

- Lianqiang Qu, Xinyuan Song and Liuquan Sun
- Supervised dimension reduction for ordinal predictors pp. 136-155

- Liliana Forzani, Rodrigo García Arancibia, Pamela Llop and Diego Tomassi
- Joint regression analysis of mixed-type outcome data via efficient scores pp. 156-170

- Scott Marchese and Guoqing Diao
Volume 124, issue C, 2018
- Multivariate specification tests based on a dynamic Rosenblatt transform pp. 1-14

- Igor L. Kheifets
- Testing the equality of several covariance functions for functional data: A supremum-norm based test pp. 15-26

- Jia Guo, Bu Zhou and Jin-Ting Zhang
- On constrained estimation of graphical time series models pp. 27-52

- T.P. Yuen, H. Wong and K.F.C. Yiu
- Semiparametric regression analysis of clustered survival data with semi-competing risks pp. 53-70

- Mengjiao Peng, Liming Xiang and Shanshan Wang
- Multilevel rejection sampling for approximate Bayesian computation pp. 71-86

- David J. Warne, Ruth E. Baker and Matthew J. Simpson
- A family of the information criteria using the phi-divergence for categorical data pp. 87-103

- Haruhiko Ogasawara
- Penalized composite likelihoods for inhomogeneous Gibbs point process models pp. 104-116

- Jeffrey Daniel, Julie Horrocks and Gary J. Umphrey
- Bootstrapping longitudinal data with multiple levels of variation pp. 117-131

- O’Shaughnessy, P.Y. and A.H. Welsh
- Variable selection for high dimensional Gaussian copula regression model: An adaptive hypothesis testing procedure pp. 132-150

- Yong He, Xinsheng Zhang and Liwen Zhang
- Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines pp. 151-167

- Oswaldo Gressani and Philippe Lambert
- Response-adaptive treatment allocation for non-inferiority trials with heterogeneous variances pp. 168-179

- Wenfu Xu, Jingya Gao, Feifang Hu and Siu Hung Cheung
- Sparse principal component regression for generalized linear models pp. 180-196

- Shuichi Kawano, Hironori Fujisawa, Toyoyuki Takada and Toshihiko Shiroishi
- Objective priors for the number of degrees of freedom of a multivariate t distribution and the t-copula pp. 197-219

- Cristiano Villa and Francisco J. Rubio
- Overfitting Bayesian mixtures of factor analyzers with an unknown number of components pp. 220-234

- Panagiotis Papastamoulis
- A Forward and Backward Stagewise algorithm for nonconvex loss functions with adaptive Lasso pp. 235-251

- Xingjie Shi, Yuan Huang, Jian Huang and Shuangge Ma
- Optimal projection of observations in a Bayesian setting pp. 252-276

- Loïc Giraldi, Olivier P. Le Maître, Ibrahim Hoteit and Omar M. Knio
- Optimal Bayesian design for discriminating between models with intractable likelihoods in epidemiology pp. 277-297

- Mahasen B. Dehideniya, Christopher C. Drovandi and James M. McGree
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