Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

Volume 114, issue C, 2017

Simulating longer vectors of correlated binary random variables via multinomial sampling pp. 1-11

Justine Shults

High dimensional covariance matrix estimation by penalizing the matrix-logarithm transformed likelihood pp. 12-25

Philip L.H. Yu, Xiaohang Wang and Yuanyuan Zhu

Weighted particle tempering pp. 26-37

Marcos Carzolio and Scotland Leman

Fast smoothing in switching approximations of non-linear and non-Gaussian models pp. 38-46

Ivan Gorynin, Stéphane Derrode, Emmanuel Monfrini and Wojciech Pieczynski

Transforming response values in small area prediction pp. 47-60

Shonosuke Sugasawa and Tatsuya Kubokawa

Homogeneity detection for the high-dimensional generalized linear model pp. 61-74

Jong-June Jeon, Sunghoon Kwon and Hosik Choi

On two-stage Monte Carlo tests of composite hypotheses pp. 75-87

Adrian Baddeley, Andrew Hardegen, Thomas Lawrence, Robin K. Milne, Gopalan Nair and Suman Rakshit

Ultrahigh dimensional feature screening via projection pp. 88-104

Xingxiang Li, Guosheng Cheng, Liming Wang, Peng Lai and Fengli Song

A parametric model to estimate the proportion from true null using a distribution for p-values pp. 105-118

Chang Yu and Daniel Zelterman

Testing the hypothesis of increasing hazard ratio in two samples pp. 119-129

Shyamsundar Sahoo and Debasis Sengupta

A family of block-wise one-factor distributions for modeling high-dimensional binary data pp. 130-145

Matthieu Marbac and Mohammed Sedki

Testing homogeneity for multiple nonnegative distributions with excess zero observations pp. 146-157

Chunlin Wang, Paul Marriott and Pengfei Li

Volume 113, issue C, 2017

Robustness of estimation methods in a survival cure model with mismeasured covariates pp. 3-18

A. Bertrand, C. Legrand, D. Léonard and Ingrid Van Keilegom

Gradient boosting for high-dimensional prediction of rare events pp. 19-37

Rok Blagus and Lara Lusa

A wild bootstrap approach for nonparametric repeated measurements pp. 38-52

Sarah Friedrich, Frank Konietschke and Markus Pauly

An estimating equation for censored and truncated quantile regression pp. 53-63

Paolo Frumento and Matteo Bottai

Self-controlled case series with multiple event types pp. 64-72

Yonas Ghebremichael-Weldeselassie, Heather J. Whitaker, Ian J. Douglas, Liam Smeeth and C. Paddy Farrington

Non-inferiority test based on transformations for non-normal distributions pp. 73-87

Santu Ghosh, Arpita Chatterjee and Samiran Ghosh

Causal inference with observational data under cluster-specific non-ignorable assignment mechanism pp. 88-99

Gi-Soo Kim, Myunghee Cho Paik and Hongsoo Kim

Meta-analytic-predictive use of historical variance data for the design and analysis of clinical trials pp. 100-110

Heinz Schmidli, Beat Neuenschwander and Tim Friede

Branching processes in continuous time as models of mutations: Computational approaches and algorithms pp. 111-124

Maroussia Slavtchova-Bojkova, Plamen Trayanov and Stoyan Dimitrov

Model-based clustering for assessing the prognostic value of imaging biomarkers and mixed type tests pp. 125-135

Zheyu Wang, Krisztian Sebestyen and Sarah E. Monsell

A Bayesian adaptive design for clinical trials in rare diseases pp. 136-153

S. Faye Williamson, Peter Jacko, Sofía S. Villar and Thomas Jaki

Cross-sectional design with a short-term follow-up for prognostic imaging biomarkers pp. 154-176

Joong-Ho Won, Xiao Wu, Sang Han Lee and Ying Lu

Bayesian two-component measurement error modelling for survival analysis using INLA—A case study on cardiovascular disease mortality in Switzerland pp. 177-193

Stefanie Muff, Manuela Ott, Julia Braun and Leonhard Held

T-optimal discriminating designs for Fourier regression models pp. 196-206

Holger Dette, Viatcheslav B. Melas and Petr Shpilev

Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design pp. 207-225

J.M. McGree

Model selection via Bayesian information capacity designs for generalised linear models pp. 226-238

David C. Woods, James M. McGree and Susan M. Lewis

Model robust designs for survival trials pp. 239-250

Maria Konstantinou, Stefanie Biedermann and Alan Kimber

Robustness of classical and optimal designs to missing observations pp. 251-260

Byran J. Smucker, Willis Jensen, Zichen Wu and Bo Wang

Factorial and response surface designs robust to missing observations pp. 261-272

Marcelo A. da Silva, Steven G. Gilmour and Luzia A. Trinca

Optimal designs for comparing regression models with correlated observations pp. 273-286

Holger Dette, Kirsten Schorning and Maria Konstantinou

Computation of c-optimal designs for models with correlated observations pp. 287-296

Juan M. Rodríguez-Díaz

Optimal response and covariate-adaptive biased-coin designs for clinical trials with continuous multivariate or longitudinal responses pp. 297-310

Anthony C. Atkinson and Atanu Biswas

Automatic generation of generalised regular factorial designs pp. 311-329

André Kobilinsky, Hervé Monod and R.A. Bailey

Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs pp. 330-345

Ehsan Masoudi, Heinz Holling and Weng Kee Wong

Designing combined physical and computer experiments to maximize prediction accuracy pp. 346-362

Erin R. Leatherman, Angela M. Dean and Thomas J. Santner

Optimal experimental design on the loading frequency for a probabilistic fatigue model for plain and fibre-reinforced concrete pp. 363-374

M.J. Rivas-López, R.C. Yu, J. López-Fidalgo and G. Ruiz

Convex relaxation for IMSE optimal design in random-field models pp. 375-394

B. Gauthier and L. Pronzato

Median-based estimation of dynamic panel models with fixed effects pp. 398-423

Geert Dhaene and Yu Zhu

Robust estimators under a functional common principal components model pp. 424-440

Juan Lucas Bali and Graciela Boente

Student Sliced Inverse Regression pp. 441-456

Alessandro Chiancone, Florence Forbes and Stéphane Girard

High dimensional Gaussian copula graphical model with FDR control pp. 457-474

Yong He, Xinsheng Zhang, Pingping Wang and Liwen Zhang

Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers pp. 475-496

Antonello Maruotti and Antonio Punzo