Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

Volume 103, issue C, 2016

Nonparametric mixture models with conditionally independent multivariate component densities pp. 1-16

Didier Chauveau and Vy Thuy Lynh Hoang

On a dispersion model with Pearson residual responses pp. 17-27

K.Y.K. Wu and W.K. Li

Copula in a multivariate mixed discrete–continuous model pp. 28-55

Aurelius A. Zilko and Dorota Kurowicka

Bandwidth selection for kernel log-density estimation pp. 56-67

Martin L. Hazelton and Murray P. Cox

Bayesian model selection in ordinal quantile regression pp. 68-78

Rahim Alhamzawi

Cox regression analysis of dependent interval-censored failure time data pp. 79-90

Ling Ma, Tao Hu and Jianguo Sun

Multidimensional and longitudinal item response models for non-ignorable data pp. 91-110

Vera Lúcia F. Santos, Fernando A.S. Moura, Dalton F. Andrade and Kelly C.M. Gonçalves

Iterated imputation estimation for generalized linear models with missing response and covariate values pp. 111-123

Fang Fang and Jun Shao

A covariate nonrandomized response model for multicategorical sensitive variables pp. 124-138

Heiko Groenitz

Reduced rank regression with possibly non-smooth criterion functions: An empirical likelihood approach pp. 139-150

Sanying Feng, Heng Lian and Fukang Zhu

Linear mixed models with marginally symmetric nonparametric random effects pp. 151-169

Hien D. Nguyen and Geoffrey J. McLachlan

Confidence intervals for an ordinal effect size measure based on partially validated series pp. 170-192

Shi-Fang Qiu, Wai-Yin Poon and Man-Lai Tang

Ensemble sufficient dimension folding methods for analyzing matrix-valued data pp. 193-205

Yuan Xue, Xiangrong Yin and Xiaolin Jiang

A variational Expectation–Maximization algorithm for temporal data clustering pp. 206-228

Hani El Assaad, Allou Samé, Gérard Govaert and Patrice Aknin

Functional regression approximate Bayesian computation for Gaussian process density estimation pp. 229-241

G.S. Rodrigues, David J. Nott and S.A. Sisson

A multiple imputation approach to the analysis of clustered interval-censored failure time data with the additive hazards model pp. 242-249

Ling Chen, Jianguo Sun and Chengjie Xiong

A relative error-based approach for variable selection pp. 250-262

Meiling Hao, Yunyuan Lin and Xingqiu Zhao

Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach pp. 263-283

Xuehu Zhu, Fei Chen, Xu Guo and Lixing Zhu

Ridge estimation of inverse covariance matrices from high-dimensional data pp. 284-303

Wessel N. van Wieringen and Carel F.W. Peeters

Tolerance limits under normal mixtures: Application to the evaluation of nuclear power plant safety and to the assessment of circular error probable pp. 304-315

Zachary Zimmer, DoHwan Park and Thomas Mathew

A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes pp. 316-329

Heping He and Thomas A. Severini

Adaptive spectral estimation for nonstationary multivariate time series pp. 330-349

Shibin Zhang

Comparing classical criteria for selecting intra-class correlated features in Multimix pp. 350-366

Lynette A. Hunt and Kaye E. Basford

Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling pp. 367-383

A. Garbuno-Inigo, F.A. DiazDelaO and K.M. Zuev

Robust shrinkage estimation and selection for functional multiple linear model through LAD loss pp. 384-400

Lele Huang, Junlong Zhao, Huiwen Wang and Siyang Wang

The use of random-effect models for high-dimensional variable selection problems pp. 401-412

Sunghoon Kwon, Seungyoung Oh and Youngjo Lee

Semiparametric mixture: Continuous scale mixture approach pp. 413-425

Sijia Xiang, Weixin Yao and Byungtae Seo

Efficient computation of the quasi likelihood function for discretely observed diffusion processes pp. 426-437

Lars Josef Höök and Erik Lindström

Volume 102, issue C, 2016

Estimation of linear target-layer trajectories using cluttered point cloud data pp. 1-22

Darshan Bryner, Fred Huffer, Michael Rosenthal, J. Derek Tucker and Anuj Srivastava

Maximum likelihood estimation of triangular and polygonal distributions pp. 23-36

Hien D. Nguyen and Geoffrey J. McLachlan

A simple testing procedure for unit root and model specification pp. 37-54

Mauro Costantini and Amit Sen

Improved near-exact distributions for the product of independent Generalized Gamma random variables pp. 55-66

Filipe J. Marques and Florence Loingeville

On bandwidth selection using minimal spanning tree for kernel density estimation pp. 67-84

Sreevani, and C.A. Murthy

Feature screening for generalized varying coefficient models with application to dichotomous responses pp. 85-97

Xiaochao Xia, Hu Yang and Jialiang Li

A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data pp. 98-109

Sanying Feng, Heng Lian and Liugen Xue