Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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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

Volume 101, issue C, 2016

EM algorithm in Gaussian copula with missing data pp. 1-11

Wei Ding and Peter X.-K. Song

Symmetric adaptive smoothing regimens for estimation of the spatial relative risk function pp. 12-28

Tilman M. Davies, Khair Jones and Martin L. Hazelton

Inference and mixture modeling with the Elliptical Gamma Distribution pp. 29-43

Reshad Hosseini, Suvrit Sra, Lucas Theis and Matthias Bethge

Computation of the autocovariances for time series with multiple long-range persistencies pp. 44-56

Tucker McElroy and Scott H. Holan

Covariate-adjusted quantile inference with competing risks pp. 57-63

Minjung Lee and Junhee Han

Bayesian nonparametric multiple testing pp. 64-79

William Cipolli , Timothy Hanson and Alexander C. McLain

Change of spatiotemporal scale in dynamic models pp. 80-92

Yongku Kim and L. Mark Berliner

Dynamic GSCANO (Generalized Structured Canonical Correlation Analysis) with applications to the analysis of effective connectivity in functional neuroimaging data pp. 93-109

Lixing Zhou, Yoshio Takane and Heungsun Hwang

Prior selection for panel vector autoregressions pp. 110-120

Dimitris Korobilis

A Bayesian method for simultaneous registration and clustering of functional observations pp. 121-136

Zizhen Wu and David B. Hitchcock

Maximum likelihood estimation of the mixture of log-concave densities pp. 137-147

Hao Hu, Yichao Wu and Weixin Yao

A fast and objective multidimensional kernel density estimation method: fastKDE pp. 148-160

O’Brien, Travis A., Karthik Kashinath, Nicholas R. Cavanaugh, William D. Collins and O’Brien, John P.

Multivariate frailty models for multi-type recurrent event data and its application to cancer prevention trial pp. 161-173

Khaled Bedair, Yili Hong, Jie Li and Hussein R. Al-Khalidi

Using link-preserving imputation for logistic partially linear models with missing covariates pp. 174-185

Qixuan Chen, Myunghee Cho Paik, Minjin Kim and Cuiling Wang

Structure learning in Bayesian Networks using regular vines pp. 186-208

Ingrid Hobæk Haff, Kjersti Aas, Arnoldo Frigessi and Virginia Lacal

Robust closed-form estimators for the integer-valued GARCH (1,1) model pp. 209-225

Qi Li, Heng Lian and Fukang Zhu

Data Shared Lasso: A novel tool to discover uplift pp. 226-235

Samuel M. Gross and Robert Tibshirani

Random density functions with common atoms and pairwise dependence pp. 236-249

Spyridon J. Hatjispyros, Theodoros Nicoleris and Stephen G. Walker

Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise pp. 250-276

Namgil Lee, Hyemi Choi and Sung-Ho Kim

High resolution simulation of nonstationary Gaussian random fields pp. 277-288

William Kleiber

l1 regularized multiplicative iterative path algorithm for non-negative generalized linear models pp. 289-299

B.N. Mandal and Jun Ma

Accurate pairwise convolutions of non-negative vectors via FFT pp. 300-315

Huon Wilson and Uri Keich