Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

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