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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 197, issue C, 2024

CR-Lasso: Robust cellwise regularized sparse regression

Peng Su, Garth Tarr, Samuel Muller and Suojin Wang

FDR control for linear log-contrast models with high-dimensional compositional covariates

Panxu Yuan, Changhan Jin and Gaorong Li

Bayesian simultaneous factorization and prediction using multi-omic data

Sarah Samorodnitsky, Chris H. Wendt and Eric F. Lock

Transfer learning via random forests: A one-shot federated approach

Pengcheng Xiang, Ling Zhou and Lu Tang

Empirical Bayes Poisson matrix completion

Xiao Li, Takeru Matsuda and Fumiyasu Komaki

A switching state-space transmission model for tracking epidemics and assessing interventions

Jingxue Feng and Liangliang Wang

Rank-based sequential feature selection for high-dimensional accelerated failure time models with main and interaction effects

Ke Yu and Shan Luo

Goodness–of–fit tests based on the min–characteristic function

S.G. Meintanis, B. Milošević and Jiménez–Gamero, M.D.

Gibbs sampler approach for objective Bayesian inference in elliptical multivariate meta-analysis random effects model

Olha Bodnar and Taras Bodnar

Online bootstrap inference for the geometric median

Guanghui Cheng, Qiang Xiong and Ruitao Lin

Volume 196, issue C, 2024

Bayesian imaging inverse problem with SA-Roundtrip prior via HMC-pCN sampler

Jiayu Qian, Yuanyuan Liu, Jingya Yang and Qingping Zhou

A mixture of logistic skew-normal multinomial models

Wangshu Tu, Ryan Browne and Sanjeena Subedi

Variable selection in Bayesian multiple instance regression using shotgun stochastic search

Seongoh Park, Joungyoun Kim, Xinlei Wang and Johan Lim

Sufficient dimension reduction for a novel class of zero-inflated graphical models

Eric Koplin, Liliana Forzani, Diego Tomassi and Ruth M. Pfeiffer

Variable selection using data splitting and projection for principal fitted component models in high dimension

Seungchul Baek, Park Hoyoung and Junyong Park

Bayesian taut splines for estimating the number of modes

José E. Chacón and Javier Fernández Serrano

Heterogeneous Treatment Effect-based Random Forest: HTERF

Bérénice-Alexia Jocteur, Véronique Maume-Deschamps and Pierre Ribereau

Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates

Sylvain Barde

Volume 195, issue C, 2024

Variable selection of Kolmogorov-Smirnov maximization with a penalized surrogate loss

Xiefang Lin and Fang Fang

Pairwise share ratio interpretations of compositional regression models

Lukas Dargel and Christine Thomas-Agnan

A semiparametric model for the cause-specific hazard under risk proportionality

Simon Lo, Ralf Wilke and Takeshi Emura

A new algorithm for inference in HMM's with lower span complexity

Diogo Pereira, Cláudia Nunes and Rui Rodrigues

Multi-task learning regression via convex clustering

Akira Okazaki and Shuichi Kawano

Variational Bayesian approach for analyzing interval-censored data under the proportional hazards model

Wenting Liu, Huiqiong Li, Niansheng Tang and Jun Lyu

Semiparametric accelerated failure time models under unspecified random effect distributions

Byungtae Seo and Il Do Ha

Volume 194, issue C, 2024

A simple approach for local and global variable importance in nonlinear regression models

Emily T. Winn-Nuñez, Maryclare Griffin and Lorin Crawford

A unified framework of analyzing missing data and variable selection using regularized likelihood

Yuan Bian, Grace Y. Yi and Wenqing He

Robust heavy-tailed versions of generalized linear models with applications in actuarial science

Philippe Gagnon and Yuxi Wang

Heterogeneous quantile regression for longitudinal data with subgroup structures

Zhaohan Hou and Lei Wang

Goodness-of-fit test for point processes first-order intensity

M.I. Borrajo, W. González-Manteiga and M.D. Martínez-Miranda

Flexible regularized estimation in high-dimensional mixed membership models

Nicholas Marco, Damla Şentürk, Shafali Jeste, Charlotte C. DiStefano, Abigail Dickinson and Donatello Telesca

Block-wise primal-dual algorithms for large-scale doubly penalized ANOVA modeling

Penghui Fu and Zhiqiang Tan

Parameter estimation and random number generation for student Lévy processes

Shuaiyu Li, Yunpei Wu and Yuzhong Cheng

Factor selection in screening experiments by aggregation over random models

Rakhi Singh and John Stufken

A stochastic process representation for time warping functions

Yijia Ma, Xinyu Zhou and Wei Wu

Sequential estimation for mixture of regression models for heterogeneous population

Na You, Hongsheng Dai, Xueqin Wang and Qingyun Yu

Inference on order restricted means of inverse Gaussian populations under heteroscedasticity

Anjana Mondal and Somesh Kumar

Volume 193, issue C, 2024

Empirical likelihood in a partially linear single-index model with censored response data

Liugen Xue

Change point detection via feedforward neural networks with theoretical guarantees

Houlin Zhou, Hanbing Zhu and Xuejun Wang

Generalized latent space model for one-mode networks with awareness of two-mode networks

Xinyan Fan, Kuangnan Fang, Dan Pu and Ruixuan Qin

Post-clustering difference testing: Valid inference and practical considerations with applications to ecological and biological data

Benjamin Hivert, Denis Agniel, Rodolphe Thiébaut and Boris P. Hejblum

Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error

Chen Zhong

Integrated subgroup identification from multi-source data

Lihui Shao, Jiaqi Wu, Weiping Zhang and Yu Chen

Volume 192, issue C, 2024

Variable selection for high-dimensional incomplete data

Lixing Liang, Yipeng Zhuang and Philip L.H. Yu

Burn-in selection in simulating stationary time series

Yuanbo Li, Chu Kin Chan, Chun Yip Yau, Wai Leong Ng and Henry Lam

Simultaneous confidence region of an embedded one-dimensional curve in multi-dimensional space

Hiroya Yamazoe and Kanta Naito

Efficient and robust optimal design for quantile regression based on linear programming

Cheng Peng, Drew P. Kouri and Stan Uryasev

A fast trans-lasso algorithm with penalized weighted score function

Xianqiu Fan, Jun Cheng, Hailing Wang, Bin Zhang and Zhenzhen Chen

Simultaneous inference and uniform test for eigensystems of functional data

Leheng Cai and Qirui Hu

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression

Xiaofei Wu, Hao Ming, Zhimin Zhang and Zhenyu Cui

Estimation of l0 norm penalized models: A statistical treatment

Yuan Yang, Christopher S. McMahan, Yu-Bo Wang and Yuyuan Ouyang

Two-sample test of stochastic block models

Qianyong Wu and Jiang Hu

HiQR: An efficient algorithm for high-dimensional quadratic regression with penalties

Cheng Wang, Haozhe Chen and Binyan Jiang

Robust and adaptive functional logistic regression

Ioannis Kalogridis

Hierarchical false discovery rate control for high-dimensional survival analysis with interactions

Weijuan Liang, Qingzhao Zhang and Shuangge Ma

Discrepancy between structured matrices in the power analysis of a separability test

Katarzyna Filipiak, Daniel Klein and Monika Mokrzycka

Graph-based spatial segmentation of areal data

Vivien Goepp and Jan van de Kassteele

A Laplace-based model with flexible tail behavior

Cristina Tortora, Brian C. Franczak, Luca Bagnato and Antonio Punzo

Subgroup detection based on partially linear additive individualized model with missing data in response

Tingting Cai, Jianbo Li, Qin Zhou, Songlou Yin and Riquan Zhang

Group variable selection via group sparse neural network

Xin Zhang and Junlong Zhao