Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 123, issue C, 2018

Depth-weighted Bayes classification pp. 1-12

Ondrej Vencalek and Oleksii Pokotylo

Approximation error approach in spatiotemporally chaotic models with application to Kuramoto–Sivashinsky equation pp. 13-31

J.M.J. Huttunen, J.P. Kaipio and H. Haario

Clustering sparse binary data with hierarchical Bayesian Bernoulli mixture model pp. 32-49

Mao Ye, Peng Zhang and Lizhen Nie

Time-dynamic varying coefficient models for longitudinal data pp. 50-65

Kyeongeun Lee, Young K. Lee, Byeong U. Park and Seong J. Yang

Compositional regression with functional response pp. 66-85

R. Talská, A. Menafoglio, J. Machalová, K. Hron and E. Fišerová

Dealing with reciprocity in dynamic stochastic block models pp. 86-100

Francesco Bartolucci, Maria Francesca Marino and Silvia Pandolfi

Model-based co-clustering for ordinal data pp. 101-115

Julien Jacques and Christophe Biernacki

A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields pp. 116-130

Andrew Zammit-Mangion and Jonathan Rougier

Likelihood based inference for the multivariate renewal Hawkes process pp. 131-145

Tom Stindl and Feng Chen

Semiparametric spatial model for interval-censored data with time-varying covariate effects pp. 146-156

Yue Zhang and Bin Zhang

Volume 122, issue C, 2018

Optimal exact tests for multiple binary endpoints pp. 1-17

Robin Ristl, Dong Xi, Ekkehard Glimm and Martin Posch

Fused mean–variance filter for feature screening pp. 18-32

Xiaodong Yan, Niansheng Tang, Jinhan Xie, Xianwen Ding and Zhiqiang Wang

Model selection for time series of count data pp. 33-44

Naif Alzahrani, Peter Neal, Simon E.F. Spencer, Trevelyan J. McKinley and Panayiota Touloupou

Flexible and efficient estimating equations for variogram estimation pp. 45-58

Ying Sun, Xiaohui Chang and Yongtao Guan

Analysis of generalized semiparametric regression models for cumulative incidence functions with missing covariates pp. 59-79

Unkyung Lee, Yanqing Sun, Thomas H. Scheike and Peter B. Gilbert

Approximate nonparametric maximum likelihood for mixture models: A convex optimization approach to fitting arbitrary multivariate mixing distributions pp. 80-91

Long Feng and Lee H. Dicker

A simple and fast method for computing the Poisson binomial distribution function pp. 92-100

William Biscarri, Sihai Dave Zhao and Robert J. Brunner

A joint design for functional data with application to scheduling ultrasound scans pp. 101-114

So Young Park, Luo Xiao, Jayson D. Willbur, Ana-Maria Staicu and Jumbe, N. L’ntshotsholé

Bayesian inference for conditional copulas using Gaussian Process single index models pp. 115-134

Evgeny Levi and Radu V. Craiu

Goodness-of-fit test for nonparametric regression models: Smoothing spline ANOVA models as example pp. 135-155

Sebastian J. Teran Hidalgo, Michael C. Wu, Stephanie M. Engel and Michael R. Kosorok

Group testing case identification with biomarker information pp. 156-166

Dewei Wang, Christopher S. McMahan, Joshua M. Tebbs and Christopher R. Bilder

Volume 121, issue C, 2018

Multivariate factorizable expectile regression with application to fMRI data pp. 1-19

Shih-Kang Chao, Wolfgang Härdle and Chen Huang

Small area estimation of general parameters under complex sampling designs pp. 20-40

María Guadarrama, Isabel Molina and J.N.K. Rao

Parameter change tests for ARMA–GARCH models pp. 41-56

Junmo Song and Jiwon Kang

Concordance correlation coefficients estimated by variance components for longitudinal normal and Poisson data pp. 57-70

Miao-Yu Tsai and Chao-Chun Lin

Efficient estimation of COM–Poisson regression and a generalized additive model pp. 71-88

Suneel Babu Chatla and Galit Shmueli

Joint estimation of multiple Gaussian graphical models across unbalanced classes pp. 89-103

Liang Shan and Inyoung Kim

Analysis of longitudinal data with covariate measurement error and missing responses: An improved unbiased estimating equation pp. 104-112

Huiming Lin, Guoyou Qin, Jiajia Zhang and Zhongyi Zhu

Angle-based models for ranking data pp. 113-136

Hang Xu, Mayer Alvo and Philip L.H. Yu

Small sample inference for probabilistic index models pp. 137-148

G. Amorim, O. Thas, K. Vermeulen, S. Vansteelandt and J. De Neve

Jeffreys priors for mixture estimation: Properties and alternatives pp. 149-163

Clara Grazian and Christian P. Robert

Extended dynamic generalized linear models: The two-parameter exponential family pp. 164-179

M.A.O. Souza, H.S. Migon and J.B.M. Pereira

A scoring criterion for rejection of clustered p-values pp. 180-189

Qingyun Cai

Manly transformation in finite mixture modeling pp. 190-208

Xuwen Zhu and Volodymyr Melnykov

Volume 120, issue C, 2018

Validation of community robustness pp. 1-24

Annamaria Carissimo, Luisa Cutillo and Italia De Feis

Fast symmetric additive covariance smoothing pp. 25-41

Jona Cederbaum, Fabian Scheipl and Sonja Greven

Skewness-based projection pursuit: A computational approach pp. 42-57

Nicola Loperfido

Smoothed jackknife empirical likelihood for the one-sample difference of quantiles pp. 58-69

Hanfang Yang and Yichuan Zhao

A note on the validity of cross-validation for evaluating autoregressive time series prediction pp. 70-83

Christoph Bergmeir, Rob Hyndman and Bonsoo Koo

A least squares approach to latent variables extraction in formative–reflective models pp. 84-97

Marco Fattore, Matteo Pelagatti and Giorgio Vittadini

Marginal maximum likelihood estimation of SAR models with missing data pp. 98-110

Thomas Suesse

Nonparametric Bayesian label prediction on a graph pp. 111-131

Jarno Hartog and Harry van Zanten

Volume 119, issue C, 2018

Dependent mixtures of geometric weights priors pp. 1-18

Spyridon J. Hatjispyros, Christos Merkatas, Theodoros Nicoleris and Stephen G. Walker

A globally convergent algorithm for lasso-penalized mixture of linear regression models pp. 19-38

Luke R. Lloyd-Jones, Hien D. Nguyen and Geoffrey J. McLachlan

A Joint modelling of socio-professional trajectories and cause-specific mortality pp. 39-54

M. Karimi, G. Rey and A. Latouche

Alternative HAC covariance matrix estimators with improved finite sample properties pp. 55-73

Luke Hartigan

A new nonparametric screening method for ultrahigh-dimensional survival data pp. 74-85

Yanyan Liu, Jing Zhang and Xingqiu Zhao

On nonparametric estimation of the latent distribution for ordinal data pp. 86-98

Sujit K. Ghosh, Christopher B. Burns, Daniel L. Prager, Li Zhang and Glenn Hui

An algorithm based on semidefinite programming for finding minimax optimal designs pp. 99-117

Belmiro P.M. Duarte, Guillaume Sagnol and Weng Kee Wong

Robust feature screening for ultra-high dimensional right censored data via distance correlation pp. 118-138

Xiaolin Chen, Xiaojing Chen and Hong Wang

Data-driven kernel representations for sampling with an unknown block dependence structure under correlation constraints pp. 139-154

G. Perrin, C. Soize and N. Ouhbi