Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

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