Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 98, issue C, 2016

Sparse Tucker2 analysis of three-way data subject to a constrained number of zero elements in a core array pp. 1-18

Hiroki Ikemoto and Kohei Adachi

Exact computation of the halfspace depth pp. 19-30

Rainer Dyckerhoff and Pavlo Mozharovskyi

Destructive weighted Poisson cure rate models with bivariate random effects: Classical and Bayesian approaches pp. 31-45

Diego I. Gallardo, Heleno Bolfarine and Antonio Carlos Pedroso-de-Lima

High dimensional classifiers in the imbalanced case pp. 46-59

Britta Anker Bak and Jens Ledet Jensen

A powerful FDR control procedure for multiple hypotheses pp. 60-70

Haibing Zhao and Wing Kam Fung

Regression correlation coefficient for a Poisson regression model pp. 71-78

Akihito Takahashi and Takeshi Kurosawa

Using hierarchical centering to facilitate a reversible jump MCMC algorithm for random effects models pp. 79-90

C.S. Oedekoven, R. King, S.T. Buckland, M.L. Mackenzie, K.O. Evans and L.W. Burger

Estimating extreme tail risk measures with generalized Pareto distribution pp. 91-104

Myung Hyun Park and Joseph H.T. Kim

Volume 97, issue C, 2016

Mixture of functional linear models and its application to CO2-GDP functional data pp. 1-15

Shaoli Wang, Mian Huang, Xing Wu and Weixin Yao

Fast computation of reconciled forecasts for hierarchical and grouped time series pp. 16-32

Rob Hyndman, Alan J. Lee and Earo Wang

A unifying approach to the shape and change-point hypotheses in the discrete univariate exponential family pp. 33-46

Chihiro Hirotsu, Shoichi Yamamoto and Harukazu Tsuruta

Semiparametric regression analysis of panel count data allowing for within-subject correlation pp. 47-59

Bin Yao, Lianming Wang and Xin He

Natural coordinate descent algorithm for L1-penalised regression in generalised linear models pp. 60-70

Tom Michoel

An exact approach to Bayesian sequential change point detection pp. 71-86

Eric Ruggieri and Marcus Antonellis

A high-dimension two-sample test for the mean using cluster subspaces pp. 87-97

Jie Zhang and Meng Pan

Sequentially Constrained Monte Carlo pp. 98-113

Shirin Golchi and David A. Campbell

Multivariate models for dependent clusters of variables with conditional independence given aggregation variables pp. 114-132

Harry Joe and Peijun Sang

Clustering, classification, discriminant analysis, and dimension reduction via generalized hyperbolic mixtures pp. 133-150

Katherine Morris and Paul D. McNicholas

Robust testing for superiority between two regression curves pp. 151-168

Graciela Boente and Juan Carlos Pardo-Fernández

A bivariate Birnbaum–Saunders regression model pp. 169-183

Filidor Vilca, Renata G. Romeiro and N. Balakrishnan

Volume 96, issue C, 2016

The Expectation–Maximization approach for Bayesian quantile regression pp. 1-11

Kaifeng Zhao and Heng Lian

HHCART: An oblique decision tree pp. 12-23

D.C. Wickramarachchi, B.L. Robertson, M. Reale, C.J. Price and J. David Brown

Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error pp. 24-39

Guoyou Qin, Jiajia Zhang and Zhongyi Zhu

Estimation and variable selection for proportional response data with partially linear single-index models pp. 40-56

Weihua Zhao, Heng Lian, Riquan Zhang and Peng Lai

Random forest for ordinal responses: Prediction and variable selection pp. 57-73

Silke Janitza, Gerhard Tutz and Anne-Laure Boulesteix

Estimation of survival and capture probabilities in open population capture–recapture models when covariates are subject to measurement error pp. 74-86

Jakub Stoklosa, Peter Dann, Richard M. Huggins and Wen-Han Hwang

Structured variable selection via prior-induced hierarchical penalty functions pp. 87-103

Tso-Jung Yen and Yu-Min Yen

Regularized estimation for the least absolute relative error models with a diverging number of covariates pp. 104-119

Xiaochao Xia, Zhi Liu and Hu Yang

Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios pp. 120-132

Jeffrey D. Hart, Taeryon Choi and Seongbaek Yi

Bayesian analysis of two-piece location–scale models under reference priors with partial information pp. 133-144

Shiyi Tu, Min Wang and Xiaoqian Sun

Graph-theoretic multisample tests of equality in distribution for high dimensional data pp. 145-158

Adam Petrie

Volume 95, issue C, 2016

Bayesian variable selection for finite mixture model of linear regressions pp. 1-16

Kuo-Jung Lee, Ray-Bing Chen and Ying Nian Wu

Local computations of the iterative proportional scaling procedure for hierarchical models pp. 17-23

Ping-Feng Xu, Jubo Sun and Na Shan

Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models pp. 24-38

Min Cherng Lee and Robin Mitra

A Bayesian hierarchical model for spatial extremes with multiple durations pp. 39-56

Yixin Wang and Mike K.P. So

A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of α-stable distributions pp. 57-74

Eugenia Koblents, Joaquín Míguez, Marco A. Rodríguez and Alexandra M. Schmidt

Testing the order of a population spectral distribution for high-dimensional data pp. 75-82

Yingli Qin and Weiming Li

On Moran’s I coefficient under heterogeneity pp. 83-94

Tonglin Zhang and Ge Lin

Comparison of linear shrinkage estimators of a large covariance matrix in normal and non-normal distributions pp. 95-108

Yuki Ikeda, Tatsuya Kubokawa and Muni S. Srivastava

On quadratic logistic regression models when predictor variables are subject to measurement error pp. 109-121

Jakub Stoklosa, Yih-Huei Huang, Elise Furlan and Wen-Han Hwang

Confidence intervals for the ratio of two Poisson rates under one-way differential misclassification using double sampling pp. 122-132

David J. Kahle, Phil D. Young, Brandi A. Greer and Dean M. Young

Hierarchical independent component analysis: A multi-resolution non-orthogonal data-driven basis pp. 133-149

Piercesare Secchi, Simone Vantini and Paolo Zanini

Comparing conditional survival functions with missing population marks in a competing risks model pp. 150-160

Dipankar Bandyopadhyay and M. Amalia Jácome

A time dependent Bayesian nonparametric model for air quality analysis pp. 161-175

Luis Gutiérrez, Ramsés H. Mena and Matteo Ruggiero

Case deletion diagnostics for GMM estimation pp. 176-191

Lei Shi, Jun Lu, Jianhua Zhao and Gemai Chen

Exploratory failure time analysis in large scale genomics pp. 192-206

Cheng Cheng

A SAEM algorithm for fused lasso penalized NonLinear Mixed Effect Models: Application to group comparison in pharmacokinetics pp. 207-221

Edouard Ollier, Adeline Samson, Xavier Delavenne and Vivian Viallon

Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits pp. 222-239

Qianchuan He, Linglong Kong, Yanhua Wang, Sijian Wang, Timothy A. Chan and Eric Holland

Fast computation of large scale marginal extremes with multi-dimensional covariates pp. 243-258

Laks Raghupathi, David Randell, Kevin Ewans and Philip Jonathan

Volume 94, issue C, 2016

Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation pp. 1-19

Minjo Kim and Sangyeol Lee

A triplot for multiclass classification visualisation pp. 20-32

Sugnet Gardner-Lubbe

Principal minimax support vector machine for sufficient dimension reduction with contaminated data pp. 33-48

Jingke Zhou and Lixing Zhu

Fast and accurate computation for kernel estimators pp. 49-62

Qingguo Tang and Rohana J. Karunamuni

A likelihood-free filtering method via approximate Bayesian computation in evaluating biological simulation models pp. 63-74

Takanori Hasegawa, Atsushi Niida, Tomoya Mori, Teppei Shimamura, Rui Yamaguchi, Satoru Miyano, Tatsuya Akutsu and Seiya Imoto

A semiparametric scale-mixture regression model and predictive recursion maximum likelihood pp. 75-85

Ryan Martin and Zhen Han

Diagnostic checking of the vector multiplicative error model pp. 86-97

F.C. Ng, W.K. Li and Philip L.H. Yu

A propensity score adjustment method for regression models with nonignorable missing covariates pp. 98-119

Depeng Jiang, Puying Zhao and Niansheng Tang

The Hawkes process with renewal immigration & its estimation with an EM algorithm pp. 120-135

Spencer Wheatley, Vladimir Filimonov and Didier Sornette

The generalized modified Weibull power series distribution: Theory and applications pp. 136-160

S.F. Bagheri, E. Bahrami Samani and M. Ganjali

Nonparametric estimation of a quantile density function by wavelet methods pp. 161-174

Christophe Chesneau, Isha Dewan and Hassan Doosti

A general procedure to combine estimators pp. 175-192

F. Lavancier and P. Rochet

Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: A simulation study pp. 193-209

Maria Francesca Marino and Marco Alfó

Parametric cost-effectiveness inference with skewed data pp. 210-220

Ionut Bebu, George Luta, Thomas Mathew, Paul A. Kennedy and Brian K. Agan

On stepwise pattern recovery of the fused Lasso pp. 221-237

Junyang Qian and Jinzhu Jia

A sequential logistic regression classifier based on mixed effects with applications to longitudinal data pp. 238-249

Xin Zhang, Daniel R. Jeske, Jun Li and Vance Wong

Multiobjective optimization of expensive-to-evaluate deterministic computer simulator models pp. 250-264

Joshua Svenson and Thomas Santner

Fixed factor analysis with clustered factor score constraint pp. 265-274

Kohei Uno, Hironori Satomura and Kohei Adachi

A modified local quadratic approximation algorithm for penalized optimization problems pp. 275-286

Sangin Lee, Sunghoon Kwon and Yongdai Kim

Adaptive conditional feature screening pp. 287-301

Lu Lin and Jing Sun

Jackknife empirical likelihood test for high-dimensional regression coefficients pp. 302-316

Yangguang Zang, Sanguo Zhang, Qizhai Li and Qingzhao Zhang

Interaction models for functional regression pp. 317-329

Joseph Usset, Ana-Maria Staicu and Arnab Maity

Simplicial principal component analysis for density functions in Bayes spaces pp. 330-350

K. Hron, A. Menafoglio, M. Templ, K. Hrůzová and Peter Filzmoser

Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring pp. 351-362

Robert G. Aykroyd, Stuart Barber and Luke R. Miller

Analysis of long series of longitudinal ordinal data using marginalized models pp. 363-371

Keunbaik Lee, Insuk Sohn and Donguk Kim

Multivariate Fay–Herriot models for small area estimation pp. 372-390

Roberto Benavent and Domingo Morales