Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 118, issue C, 2018

Accelerating pseudo-marginal MCMC using Gaussian processes pp. 1-17

Christopher C. Drovandi, Matthew T. Moores and Richard J. Boys

A new non-parametric estimator for instant system availability pp. 18-29

Kai Huang and Jie Mi

Signed sequential rank CUSUMs pp. 30-39

F. Lombard and C. van Zyl

Generating random variates from PDF of Gauss–Markov processes with a reflecting boundary pp. 40-53

A. Buonocore, A.G. Nobile and E. Pirozzi

Sample size determination for high dimensional parameter estimation with application to biomarker identification pp. 54-65

Binyan Jiang and Jialiang Li

Estimation and testing for time-varying quantile single-index models with longitudinal data pp. 66-83

Jianbo Li, Heng Lian, Xuejun Jiang and Xinyuan Song

Optimizing two-level orthogonal arrays for simultaneously estimating main effects and pre-specified two-factor interactions pp. 84-97

Ping-Yang Chen, Ray-Bing Chen and C. Devon Lin

Robust multistratum baseline designs pp. 98-111

Chang-Yun Lin and Po Yang

Consistent test for parametric models with right-censored data using projections pp. 112-125

Zhihua Sun, Xue Ye and Liuquan Sun

Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses pp. 126-137

Haocheng Li, Di Shu, Yukun Zhang and Grace Y. Yi

Volume 117, issue C, 2018

Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random pp. 1-18

Yu Shen and Han-Ying Liang

Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation pp. 19-31

Junyong Park

Network linear discriminant analysis pp. 32-44

Wei Cai, Guoyu Guan, Rui Pan, Xuening Zhu and Hansheng Wang

Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion pp. 45-61

Mahdi Roozbeh

Order restricted inference of a multiple step-stress model pp. 62-75

Debashis Samanta and Debasis Kundu

Informativeness of diagnostic marker values and the impact of data grouping pp. 76-89

Hua Ma, Andriy I. Bandos and David Gur

Improved distributed particle filters for tracking in a wireless sensor network pp. 90-108

Kai Kang, Vasileios Maroulas, Ioannis Schizas and Feng Bao

Vine copula based likelihood estimation of dependence patterns in multivariate event time data pp. 109-127

Nicole Barthel, Candida Geerdens, Matthias Killiches, Paul Janssen and Claudia Czado

Testing independence in high dimensions using Kendall’s tau pp. 128-137

Guangyu Mao

Spatial data compression via adaptive dispersion clustering pp. 138-153

Yuliya Marchetti, Hai Nguyen, Amy Braverman and Noel Cressie

A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure pp. 154-161

Radu V. Craiu and Thierry Duchesne

Dual-semiparametric regression using weighted Dirichlet process mixture pp. 162-181

Peng Sun, Inyoung Kim and Ki-Ahm Lee

Optimal experimental designs for estimating the drug combination index in toxicology pp. 182-193

T. Holland-Letz and A. Kopp-Schneider

Regression analysis for the proportional hazards model with parameter constraints under case-cohort design pp. 194-206

Lifeng Deng, Jieli Ding, Yanyan Liu and Chengdong Wei

Volume 116, issue C, 2017

Trace regression model with simultaneously low rank and row(column) sparse parameter pp. 1-18

Junlong Zhao, Lu Niu and Shushi Zhan

Detection of influential points as a byproduct of resampling-based variable selection procedures pp. 19-31

Riccardo De Bin, Anne-Laure Boulesteix and Willi Sauerbrei

Minimum distance estimators of population size from snowball samples using conditional estimation and scaling of exponential random graph models pp. 32-48

David A. Rolls and Garry Robins

A continuous threshold expectile model pp. 49-66

Feipeng Zhang and Qunhua Li

Non-area-specific adjustment factor for second-order efficient empirical Bayes confidence interval pp. 67-78

Masayo Yoshimori Hirose

On discrete Epanechnikov kernel functions pp. 79-105

Chi-Yang Chu, Daniel Henderson and Christopher Parmeter

Constrained center and range joint model for interval-valued symbolic data regression pp. 106-138

Peng Hao and Junpeng Guo

Identification of relevant subtypes via preweighted sparse clustering pp. 139-154

Sheila Gaynor and Eric Bair

Volume 115, issue C, 2017

Smoothed empirical likelihood for the Youden index pp. 1-10

Dongliang Wang, Lili Tian and Yichuan Zhao

Powered embarrassing parallel MCMC sampling in Bayesian inference, a weighted average intuition pp. 11-20

Song Li, Geoffrey K.F. Tso and Lufan Long

Functional data classification using covariate-adjusted subspace projection pp. 21-34

Pai-Ling Li, Jeng-Min Chiou and Yu Shyr

Should we impute or should we weight? Examining the performance of two CART-based techniques for addressing missing data in small sample research with nonnormal variables pp. 35-52

Timothy Hayes and John J. McArdle

Classification trees for poverty mapping pp. 53-66

Penny Bilton, Geoff Jones, Siva Ganesh and Steve Haslett

Sufficient dimension reduction using Hilbert–Schmidt independence criterion pp. 67-78

Yuan Xue, Nan Zhang, Xiangrong Yin and Haitao Zheng

Bayesian D-optimal screening experiments with partial replication pp. 79-90

Robert D. Leonard and David J. Edwards

The finite sample performance of semi- and non-parametric estimators for treatment effects and policy evaluation pp. 91-102

Markus Frölich, Martin Huber and Manuel Wiesenfarth

Estimation of partially linear regression models under the partial consistency property pp. 103-121

Xia Cui, Ying Lu and Heng Peng

A novel method for estimating the common signals for consensus across multiple ranked lists pp. 122-135

Vendula Švendová and Michael G. Schimek

Two-layer EM algorithm for ALD mixture regression models: A new solution to composite quantile regression pp. 136-154

Shangshan Wang and Liming Xiang

Optimal scaling for survival analysis with ordinal data pp. 155-171

S.J.W. Willems, M. Fiocco and J.J. Meulman

Estimation of reliability with semi-parametric modeling of degradation pp. 172-185

Prajamitra Bhuyan and Debasis Sengupta

Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization pp. 186-198

Peter D. Hoff

Numerical implementation of the QuEST function pp. 199-223

Olivier Ledoit and Michael Wolf

An algorithmic framework for generating optimal two-stratum experimental designs pp. 224-249

Daniel Palhazi Cuervo, Peter Goos and Kenneth Sörensen

On hyperbolic transformations to normality pp. 250-266

Arthur C. Tsai, Michelle Liou, Maria Simak and Philip E. Cheng

ARMA Cholesky factor models for the covariance matrix of linear models pp. 267-280

Keunbaik Lee, Changryong Baek and Michael J. Daniels

Function compositional adjustments of conditional quantile curves pp. 281-293

Anthony Y.C. Kuk