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 111, issue C, 2017

RHSBoost: Improving classification performance in imbalance data pp. 1-13

Joonho Gong and Hyunjoong Kim

The robust EM-type algorithms for log-concave mixtures of regression models pp. 14-26

Hao Hu, Weixin Yao and Yichao Wu

Online EM for functional data pp. 27-47

Florian Maire, Eric Moulines and Sidonie Lefebvre

Penalized principal logistic regression for sparse sufficient dimension reduction pp. 48-58

Seung Jun Shin and Andreas Artemiou

Multivariate location and scatter matrix estimation under cellwise and casewise contamination pp. 59-76

Andy Leung, Victor Yohai and Ruben Zamar

Subject-wise empirical likelihood inference in partial linear models for longitudinal data pp. 77-87

Lianfen Qian and Suojin Wang

Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study pp. 88-101

Hongxiao Zhu, Jeffrey S. Morris, Fengrong Wei and Dennis D. Cox

Bayesian local influence of semiparametric structural equation models pp. 102-115

Ming Ouyang, Xiaodong Yan, Ji Chen, Niansheng Tang and Xinyuan Song

Robust and sparse estimators for linear regression models pp. 116-130

Ezequiel Smucler and Victor J. Yohai

Sufficient dimension reduction constrained through sub-populations pp. 131-144

Elias Al-Najjar and Kofi P. Adragni

Residual and stratified branching particle filters pp. 145-165

Michael A. Kouritzin

Smooth conditional distribution estimators using Bernstein polynomials pp. 166-182

Mohamed Belalia, Taoufik Bouezmarni and Alexandre Leblanc

Pharmacokinetically guided optimum adaptive dose selection in early phase clinical trials pp. 183-202

M. Iftakhar Alam, Barbara Bogacka and D. Stephen Coad

A new method for evaluation of the Fisher information matrix for discrete mixed effect models using Monte Carlo sampling and adaptive Gaussian quadrature pp. 203-219

Sebastian Ueckert and France Mentré

Volume 110, issue C, 2017

D-vine copula based quantile regression pp. 1-18

Daniel Kraus and Claudia Czado

A hidden Markov model for latent temporal clustering with application to ideological alignment in the U.S. Supreme Court pp. 19-36

Harry Crane

Parsimonious and powerful composite likelihood testing for group difference and genotype–phenotype association pp. 37-49

Zhendong Huang, Davide Ferrari and Guoqi Qian

Estimating time-varying treatment switching effects via local linear smoothing and quasi-likelihood pp. 50-63

Hongmei Lin, Riquan Zhang, Wenchao Xu and Yuedong Wang

Nearest neighbor estimates of regression pp. 64-74

Kjell A. Doksum, Jiancheng Jiang, Bo Sun and Shuzhen Wang

Regression analysis of current status data in the presence of dependent censoring with applications to tumorigenicity experiments pp. 75-86

Shuwei Li, Tao Hu, Peijie Wang and Jianguo Sun

Mixture models for mixed-type data through a composite likelihood approach pp. 87-102

Monia Ranalli and Roberto Rocci

Variable selection for multiply-imputed data with penalized generalized estimating equations pp. 103-114

J. Geronimi and G. Saporta

Bayesian group bridge for bi-level variable selection pp. 115-133

Himel Mallick and Nengjun Yi

Principal components adjusted variable screening pp. 134-144

Zhongkai Liu, Rui Song, Donglin Zeng and Jiajia Zhang

Generalized partially linear regression with misclassified data and an application to labour market transitions pp. 145-159

Stephan Dlugosz, Enno Mammen and Ralf Wilke

Volume 109, issue C, 2017

Partial projective resampling method for dimension reduction: With applications to partially linear models pp. 1-14

Haileab Hilafu and Wenbo Wu

Composite quantile regression for correlated data pp. 15-33

Weihua Zhao, Heng Lian and Xinyuan Song

A mixture model-based nonparametric approach to estimating a count distribution pp. 34-44

Chew-Seng Chee

Estimation of selected parameters pp. 45-63

Jia-Chiun Pan, Yufen Huang and J.T. Gene Hwang

Robust and efficient estimation of multivariate scatter and location pp. 64-75

Ricardo A. Maronna and Victor J. Yohai

Correlation between graphs with an application to brain network analysis pp. 76-92

André Fujita, Daniel Yasumasa Takahashi, Joana Bisol Balardin, Maciel Calebe Vidal and João Ricardo Sato

Adjusting background noise in cluster analyses of longitudinal data pp. 93-104

Shengtong Han, Hongmei Zhang, Wilfried Karmaus, Graham Roberts and Hasan Arshad

Inference for biased transformation models pp. 105-120

Xuehu Zhu, Tao Wang, Junlong Zhao and Lixing Zhu

Bayesian quantile regression using random B-spline series prior pp. 121-143

Priyam Das and Subhashis Ghosal

Bayesian robust principal component analysis with structured sparse component pp. 144-158

Ningning Han, Yumeng Song and Zhanjie Song

An SVM-like approach for expectile regression pp. 159-181

Muhammad Farooq and Ingo Steinwart

Flexible integro-difference equation modeling for spatio-temporal data pp. 182-198

Robert Richardson, Athanasios Kottas and Bruno Sansó

Objective Bayesian analysis of JM model in software reliability pp. 199-214

Yongqiang Lian, Yincai Tang and Yijun Wang

Uncertainty-safe large scale support vector machines pp. 215-230

Nicolas Couellan and Wenjuan Wang

Hierarchical models: Local proposal variances for RWM-within-Gibbs and MALA-within-Gibbs pp. 231-246

Mylène Bédard

Volume 108, issue C, 2017

A new two-stage multiple comparison procedure for comparing several exponential populations with a control under heteroscedasticity pp. 1-11

Vishal Maurya, A.N. Gill and Aarti Goyal

Analysis of left truncated and right censored competing risks data pp. 12-26

Debasis Kundu, Debanjan Mitra and Ayon Ganguly

The doubly smoothed maximum likelihood estimation for location-shifted semiparametric mixtures pp. 27-39

Byungtae Seo

Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature pp. 40-51

Valérie Monbet and Pierre Ailliot

Tracking concept drift using a constrained penalized regression combiner pp. 52-69

Li-Yu Wang, Cheolwoo Park, Kyupil Yeon and Hosik Choi

Adaptive penalized splines for data smoothing pp. 70-83

Lianqiang Yang and Yongmiao Hong

Approximate maximum likelihood estimation of the Bingham distribution pp. 84-96

Marco Bee, Roberto Benedetti and Giuseppe Espa

Nonparametric estimation of dynamic discrete choice models for time series data pp. 97-120

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

Correlation rank screening for ultrahigh-dimensional survival data pp. 121-132

Jing Zhang, Yanyan Liu and Yuanshan Wu

A multi-row deletion diagnostic for influential observations in small-sample regressions pp. 133-145

Daniel Kaffine and Graham Davis

Robust estimation and variable selection in sufficient dimension reduction pp. 146-157

Hossein Moradi Rekabdarkolaee, Edward Boone and Qin Wang