Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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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

Volume 191, issue C, 2024

Distributed debiased estimation of high-dimensional partially linear models with jumps

Yan-Yong Zhao, Yuchun Zhang, Yuan Liu and Noriszura Ismail

Nonparametric quantile scalar-on-image regression

Chuchu Wang and Xinyuan Song

Bayesian nonparametric Erlang mixture modeling for survival analysis

Yunzhe Li, Juhee Lee and Athanasios Kottas

Integrating machine learning and Bayesian nonparametrics for flexible modeling of point pattern data

Matthew J. Heaton, Benjamin K. Dahl, Caleb Dayley, Richard L. Warr and Philip White

Clustering-based inter-regional correlation estimation

Hanâ Lbath, Alexander Petersen, Wendy Meiring and Sophie Achard

Conditional-mean multiplicative operator models for count time series

Christian H. Weiß and Fukang Zhu

Nearest neighbors weighted composite likelihood based on pairs for (non-)Gaussian massive spatial data with an application to Tukey-hh random fields estimation

Christian Caamaño-Carrillo, Moreno Bevilacqua, Cristian López and Víctor Morales-Oñate

One point per cluster spatially balanced sampling

Blair Robertson and Chris Price

Bayesian boundary trend filtering

Takahiro Onizuka, Fumiya Iwashige and Shintaro Hashimoto

Nonparametric augmented probability weighting with sparsity

Xin He, Xiaojun Mao and Zhonglei Wang

Volume 190, issue C, 2024

Hybrid exact-approximate design approach for sparse functional data

Ming-Hung Kao and Ping-Han Huang

Recursive ridge regression using second-order stochastic algorithms

Antoine Godichon-Baggioni, Wei Lu and Bruno Portier

An RIHT statistic for testing the equality of several high-dimensional mean vectors under homoskedasticity

Qiuyan Zhang, Chen Wang, Baoxue Zhang and Hu Yang

Detecting change structures of nonparametric regressions

Wenbiao Zhao and Lixing Zhu

GP-BART: A novel Bayesian additive regression trees approach using Gaussian processes

Mateus Maia, Keefe Murphy and Andrew C. Parnell

Laplace approximated quasi-likelihood method for heteroscedastic survival data

Lili Yu and Yichuan Zhao

Variables selection using L0 penalty

Tonglin Zhang

Fast same-step forecast in SUTSE model and its theoretical properties

Wataru Yoshida and Kei Hirose

Additive partially linear model for pooled biomonitoring data

Xichen Mou and Dewei Wang

Calibrated regression estimation using empirical likelihood under data fusion

Wei Li, Shanshan Luo and Wangli Xu

On the efficacy of higher-order spectral clustering under weighted stochastic block models

Xiao Guo, Hai Zhang and Xiangyu Chang