Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 99, issue C, 2016

Robust regression estimation and inference in the presence of cellwise and casewise contamination pp. 1-11

Andy Leung, Hongyang Zhang and Ruben Zamar

Identification of proportionality structure with two-part models using penalization pp. 12-24

Kuangnan Fang, Xiaoyan Wang, Ben-Chang Shia and Shuangge Ma

Testing hypothesis for a simple ordering in incomplete contingency tables pp. 25-37

Hui-Qiong Li, Guo-Liang Tian, Xue-Jun Jiang and Nian-Sheng Tang

Bayesian inference of Weibull distribution based on left truncated and right censored data pp. 38-50

Debasis Kundu and Debanjan Mitra

Generalized Poisson autoregressive models for time series of counts pp. 51-67

Cathy W. S. Chen and Sangyeol Lee

A flexible zero-inflated model to address data dispersion pp. 68-80

Kimberly F. Sellers and Andrew Raim

General sparse multi-class linear discriminant analysis pp. 81-90

Sandra E. Safo and Jeongyoun Ahn

A generalized likelihood ratio test for normal mean when p is greater than n pp. 91-104

Junguang Zhao and Xingzhong Xu

A multiple imputation approach for semiparametric cure model with interval censored data pp. 105-114

Jie Zhou, Jiajia Zhang, Alexander C. McLain and Bo Cai

On point estimation of the abnormality of a Mahalanobis index pp. 115-130

Fadlalla G. Elfadaly, Paul H. Garthwaite and John R. Crawford

The joint role of trimming and constraints in robust estimation for mixtures of Gaussian factor analyzers pp. 131-147

Luis Angel García-Escudero, Alfonso Gordaliza, Francesca Greselin, Salvatore Ingrassia and Agustín Mayo-Iscar

A practical approximation algorithm for the LTS estimator pp. 148-170

David M. Mount, Nathan S. Netanyahu, Christine D. Piatko, Angela Y. Wu and Ruth Silverman

SMILE: A novel dissimilarity-based procedure for detecting sparse-specific profiles in sparse contingency tables pp. 171-188

Mathieu Emily, Christophe Hitte and Alain Mom

A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts pp. 189-203

Alwin Stegeman

Classification methods for Hilbert data based on surrogate density pp. 204-222

Enea G. Bongiorno and Aldo Goia

Small area estimation of the Gini concentration coefficient pp. 223-234

Enrico Fabrizi and Carlo Trivisano

On Liu’s simplicial depth and Randles’ interdirections pp. 235-247

Robert Serfling and Yunfei Wang

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