Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 75, issue C, 2014

Kalman filter variants in the closed skew normal setting pp. 1-14

Javad Rezaie and Jo Eidsvik

A joint convex penalty for inverse covariance matrix estimation pp. 15-27

Ashwini Maurya

Bayesian estimation of adaptive bandwidth matrices in multivariate kernel density estimation pp. 28-38

Nabil Zougab, Smail Adjabi and Célestin C. Kokonendji

Group subset selection for linear regression pp. 39-52

Yi Guo, Mark Berman and Junbin Gao

Bayesian variable selection under the proportional hazards mixed-effects model pp. 53-65

Kyeong Eun Lee, Yongku Kim and Ronghui Xu

Robust estimation of the parameters of g-and-h distributions, with applications to outlier detection pp. 66-80

Yihuan Xu, Boris Iglewicz and Inna Chervoneva

Classification of molecular sequence data using Bayesian phylogenetic mixture models pp. 81-95

E. Loza-Reyes, M.A. Hurn and A. Robinson

Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm pp. 96-111

Mimi Zhang, Qingpei Hu, Min Xie and Dan Yu

Nonnegative bias reduction methods for density estimation using asymmetric kernels pp. 112-123

Masayuki Hirukawa and Mari Sakudo

A random-projection based test of Gaussianity for stationary processes pp. 124-141

Alicia Nieto-Reyes, Juan Antonio Cuesta-Albertos and Fabrice Gamboa

A frame based shrinkage procedure for fast oscillating functions pp. 142-150

Daniela De Canditiis

Consistency-adjusted alpha allocation methods for a time-to-event analysis of composite endpoints pp. 151-161

G. Rauch, M. Wirths and M. Kieser

Family of power divergence spatial scan statistics pp. 162-178

Tonglin Zhang and Ge Lin

A frequency domain test for detecting nonstationary time series pp. 179-189

Yen-Hung Chen and Nan-Jung Hsu

Choice of generalized linear mixed models using predictive crossvalidation pp. 190-202

Julia Braun, Daniel Sabanés Bové and Leonhard Held

Finding the limit of diverging components in three-way Candecomp/Parafac—A demonstration of its practical merits pp. 203-216

Alwin Stegeman

The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints pp. 217-226

Maryam Safarkhani and Mirjam Moerbeek

Probabilistic wind speed forecasting using Bayesian model averaging with truncated normal components pp. 227-238

Sándor Baran

A hybrid approach for regression analysis with block missing data pp. 239-247

Zhengbang Li, Qizhai Li, Chien-Pai Han and Bo Li

Computing confidence intervals for log-concave densities pp. 248-264

Mahdis Azadbakhsh, Hanna Jankowski and Xin Gao

Volume 74, issue C, 2014

Wald-type rank tests: A GEE approach pp. 1-16

Chunpeng Fan and Donghui Zhang

Improving mixture tree construction using better EM algorithms pp. 17-25

Chen, Shu-Chuan (Grace) and Bruce Lindsay

A high-dimensional two-sample test for the mean using random subspaces pp. 26-38

Måns Thulin

Sample size determination for paired right-censored data based on the difference of Kaplan–Meier estimates pp. 39-51

Pei-Fang Su, Chung-I Li and Yu Shyr

Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations pp. 52-63

W. He

A dynamic linear model with extended skew-normal for the initial distribution of the state parameter pp. 64-80

Celso Rômulo Barbosa Cabral, Cibele Queiroz da-Silva and Helio S. Migon

Fast balanced sampling for highly stratified population pp. 81-94

Caren Hasler and Yves Tillé

TVICA—Time varying independent component analysis and its application to financial data pp. 95-109

Ray-Bing Chen, Ying Chen and Wolfgang K. Härdle

Improved likelihood inference in generalized linear models pp. 110-124

Tiago M. Vargas, Silvia L.P. Ferrari and Artur J. Lemonte

Spatial prediction in the presence of left-censoring pp. 125-141

Lina Schelin and Sara Sjöstedt-de Luna

On the maximum penalized likelihood approach for proportional hazard models with right censored survival data pp. 142-156

Jun Ma, Stephane Heritier and Serigne N. Lô

Dimension reduction in principal component analysis for trees pp. 157-179

Carlos A. Alfaro, Burcu Aydın, Carlos E. Valencia, Elizabeth Bullitt and Alim Ladha

Learning algorithms may perform worse with increasing training set size: Algorithm–data incompatibility pp. 181-197

Waleed A. Yousef and Subrata Kundu

Bayesian semiparametric model for spatially correlated interval-censored survival data pp. 198-208

Chun Pan, Bo Cai, Lianming Wang and Xiaoyan Lin

Least squares estimation of a k-monotone density function pp. 209-216

Chew-Seng Chee and Yong Wang

Sample size calculation for the proportional hazards model with a time-dependent covariate pp. 217-227

Songfeng Wang, Jiajia Zhang and Wenbin Lu

Volume 73, issue C, 2014

Exploratory time varying lagged regression: Modeling association of cognitive and functional trajectories with expected clinic visits in older adults pp. 1-15

Damla Şentürk, Samiran Ghosh and Danh V. Nguyen

Eliminating bias due to censoring in Kendall’s tau estimators for quasi-independence of truncation and failure pp. 16-26

Matthew D. Austin and Rebecca A. Betensky

A non-parametric method to estimate the number of clusters pp. 27-39

André Fujita, Daniel Y. Takahashi and Alexandre G. Patriota

Efficient optimization of the likelihood function in Gaussian process modelling pp. 40-52

A. Butler, R.D. Haynes, T.D. Humphries and P. Ranjan

Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data pp. 53-68

Mustapha Rachdi, Ali Laksaci, Jacques Demongeot, Abdel Abdali and Fethi Madani

Asymptotic distributions for quasi-efficient estimators in echelon VARMA models pp. 69-86

Jean-Marie Dufour and Tarek Jouini

Efficient estimation of the link function parameter in a robust Bayesian binary regression model pp. 87-102

Vivekananda Roy

Nonparametric tests for panel count data with unequal observation processes pp. 103-111

Yang Li, Hui Zhao, Jianguo Sun and KyungMann Kim

Confidence intervals for quantiles in finite populations with randomized nomination sampling pp. 112-128

Mohammad Nourmohammadi, Mohammad Jafari Jozani and Brad C. Johnson

Asymptotic distribution of the EPMS estimator for financial derivatives pricing pp. 129-145

Shih-Feng Huang and Ya-Ting Tu

Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects pp. 146-162

Andrew T. Karl, Yan Yang and Sharon L. Lohr

Mean field variational Bayesian inference for support vector machine classification pp. 163-176

Jan Luts and John T. Ormerod

A Bayesian semiparametric regression model for reliability data using effective age pp. 177-188

Li Li and Timothy E. Hanson

Modelling trends in road accident frequency— Bayesian inference for rates with uncertain exposure pp. 189-204

Louise K. Lloyd and Jonathan J. Forster