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 107, issue C, 2017

Density estimation on manifolds with boundary pp. 1-17

Tyrus Berry and Timothy Sauer

Estimating a non-homogeneous Gompertz process with jumps as model of tumor dynamics pp. 18-31

Virginia Giorno, Patricia Román-Román, Serena Spina and Francisco Torres-Ruiz

Poisson mixed models for studying the poverty in small areas pp. 32-47

Miguel Boubeta, María José Lombardía and Domingo Morales

A new class of defective models based on the Marshall–Olkin family of distributions for cure rate modeling pp. 48-63

Ricardo Rocha, Saralees Nadarajah, Vera Tomazella and Francisco Louzada

On the identifiability and estimation of generalized linear models with parametric nonignorable missing data mechanism pp. 64-80

Xia Cui, Jianhua Guo and Guangren Yang

Deriving optimal data-analytic regimes from benchmarking studies pp. 81-91

Lisa L. Doove, Tom F. Wilderjans, Antonio Calcagnì and Iven Van Mechelen

Robust estimators of accelerated failure time regression with generalized log-gamma errors pp. 92-106

Claudio Agostinelli, Isabella Locatelli, Alfio Marazzi and Víctor J. Yohai

Variable selection using shrinkage priors pp. 107-119

Hanning Li and Debdeep Pati

Semiparametric regression analysis of multivariate longitudinal data with informative observation times pp. 120-130

Shirong Deng, Kin-yat Liu and Xingqiu Zhao

Canonical kernel dimension reduction pp. 131-148

Chenyang Tao and Jianfeng Feng

Using contrastive divergence to seed Monte Carlo MLE for exponential-family random graph models pp. 149-161

Pavel N. Krivitsky

Saddlepoint tests for accurate and robust inference on overdispersed count data pp. 162-175

William H. Aeberhard, Eva Cantoni and Stephane Heritier

Volume 106, issue C, 2017

Generalized estimating equations with stabilized working correlation structure pp. 1-11

Yongchan Kwon, Young-Geun Choi, Taesung Park, Andreas Ziegler and Myunghee Cho Paik

Parametric methods for confidence interval estimation of overlap coefficients pp. 12-26

Dan Wang and Lili Tian

FFT-based fast bandwidth selector for multivariate kernel density estimation pp. 27-45

Artur Gramacki and Jarosław Gramacki

Robust estimation in partially linear errors-in-variables models pp. 46-64

Ana M. Bianco and Paula M. Spano

Simultaneous confidence intervals for comparisons of several multinomial samples pp. 65-76

Frank Schaarschmidt, Daniel Gerhard and Charlotte Vogel

Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model pp. 77-89

J. Li, D.J. Nott, Y. Fan and S.A. Sisson

An alternative pruning based approach to unbiased recursive partitioning pp. 90-102

Alberto Alvarez-Iglesias, John Hinde, John Ferguson and John Newell

Sparse seasonal and periodic vector autoregressive modeling pp. 103-126

Changryong Baek, Richard A. Davis and Vladas Pipiras

Cross-validated wavelet block thresholding for non-Gaussian errors pp. 127-137

K. McGinnity, R. Varbanov and E. Chicken

Model selection for discrete regular vine copulas pp. 138-152

Anastasios Panagiotelis, Claudia Czado, Harry Joe and Jakob Stöber

Estimating functional linear mixed-effects regression models pp. 153-164

Baisen Liu, Liangliang Wang and Jiguo Cao

Volume 105, issue C, 2017

Model-based simultaneous clustering and ordination of multivariate abundance data in ecology pp. 1-10

Francis K.C. Hui

Quasi-systematic sampling from a continuous population pp. 11-23

Matthieu Wilhelm, Yves Tillé and Lionel Qualité

Depth-based nonparametric description of functional data, with emphasis on use of spatial depth pp. 24-45

Robert Serfling and Uditha Wijesuriya

A note on modeling sparse exponential-family functional response curves pp. 46-52

Jan Gertheiss, Jeff Goldsmith and Ana-Maria Staicu

A fast algorithm for two-dimensional Kolmogorov–Smirnov two sample tests pp. 53-58

Yuanhui Xiao

Fitting large-scale structured additive regression models using Krylov subspace methods pp. 59-75

Paul Schmidt, Mark Mühlau and Volker Schmid

A general hidden state random walk model for animal movement pp. 76-95

Aurélien Nicosia, Thierry Duchesne, Louis-Paul Rivest and Daniel Fortin

Normal–Gamma–Bernoulli peak detection for analysis of comprehensive two-dimensional gas chromatography mass spectrometry data pp. 96-111

Seongho Kim, Hyejeong Jang, Imhoi Koo, Joohyoung Lee and Xiang Zhang

Confidence intervals through sequential Monte Carlo pp. 112-124

Ivair R. Silva

Asymptotically optimal differenced estimators of error variance in nonparametric regression pp. 125-143

WenWu Wang and Ping Yu

Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models pp. 144-165

Ana López-Cheda, Ricardo Cao, M. Amalia Jácome and Ingrid Van Keilegom

Approximate maximum likelihood estimation using data-cloning ABC pp. 166-183

Umberto Picchini and Rachele Anderson

Bayesian local influence analysis of general estimating equations with nonignorable missing data pp. 184-200

Yan-Qing Zhang and Nian-Sheng Tang

Model free feature screening for ultrahigh dimensional data with responses missing at random pp. 201-216

Peng Lai, Yiming Liu, Zhi Liu and Yi Wan

A simple approach to sparse clustering pp. 217-228

Ery Arias-Castro and Xiao Pu

Rank constrained distribution and moment computations pp. 229-242

Seksan Kiatsupaibul, Anthony J. Hayter and Wei Liu

Robust estimation in stochastic frontier models pp. 243-267

Junmo Song, Dong-hyun Oh and Jiwon Kang

Sequential rank CUSUM charts for angular data pp. 268-279

F. Lombard, Douglas M. Hawkins and Cornelis J. Potgieter

Data-driven algorithms for dimension reduction in causal inference pp. 280-292

Emma Persson, Jenny Häggström, Ingeborg Waernbaum and Xavier de Luna

Volume 104, issue C, 2016

A distribution-free m-out-of-n bootstrap approach to testing symmetry about an unknown median pp. 1-9

Vyacheslav Lyubchich, Xingyu Wang, Andrew Heyes and Yulia R. Gel

Power computation for hypothesis testing with high-dimensional covariance matrices pp. 10-23

Ruitao Lin, Zhongying Liu, Shurong Zheng and Guosheng Yin

Functional archetype and archetypoid analysis pp. 24-34

Irene Epifanio

Bayesian crossover designs for generalized linear models pp. 35-50

Satya Prakash Singh and Siuli Mukhopadhyay

Visualizing the effects of a changing distance on data using continuous embeddings pp. 51-65

Gina Gruenhage, Manfred Opper and Simon Barthelme

Integrative weighted group lasso and generalized local quadratic approximation pp. 66-78

Qing Pan and Yunpeng Zhao

Partial identification in the statistical matching problem pp. 79-90

Daniel Ahfock, Saumyadipta Pyne, Sharon X. Lee and Geoffrey J. McLachlan

n-consistent density estimation in semiparametric regression models pp. 91-109

Shuo Li and Yundong Tu

Semi-parametric copula sample selection models for count responses pp. 110-129

Giampiero Marra and Karol Wyszynski

Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data pp. 130-147

Inés Barbeito and Ricardo Cao

Bayesian estimation of the tail index of a heavy tailed distribution under random censoring pp. 148-168

Abdelkader Ameraoui, Kamal Boukhetala and Jean-François Dupuy

Estimating random-intercept models on data streams pp. 169-182

L. Ippel, M.C. Kaptein and J.K. Vermunt

Using the Bayesian Shtarkov solution for predictions pp. 183-196

Tri Le and Bertrand Clarke

Cause-specific hazard regression for competing risks data under interval censoring and left truncation pp. 197-208

Chenxi Li

Robust methods for heteroskedastic regression pp. 209-222

Anthony C. Atkinson, Marco Riani and Francesca Torti

Multiple comparisons of treatments with skewed ordinal responses pp. 223-232

Tong-Yu Lu, Wai-Yin Poon and Siu Hung Cheung

Modeling nonstationary covariance function with convolution on sphere pp. 233-246

Yang Li and Zhengyuan Zhu