Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 70, issue C, 2014

Automating the analysis of variance of orthogonal designs pp. 1-18

Heiko Großmann

An EM algorithm for the model fitting of Markovian binary trees pp. 19-34

Sophie Hautphenne and Mark Fackrell

Simultaneous adjustment of bias and coverage probabilities for confidence intervals pp. 35-44

P. Menéndez, Y. Fan, P.H. Garthwaite and S.A. Sisson

Towards Bayesian experimental design for nonlinear models that require a large number of sampling times pp. 45-60

Elizabeth G. Ryan, Christopher C. Drovandi, M. Helen Thompson and Anthony N. Pettitt

Factor analysis parameter estimation from incomplete data pp. 61-66

W.J.J. Roberts

Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals pp. 67-87

Elizabeth Ann Maharaj and Andrés M. Alonso

Fast regularized canonical correlation analysis pp. 88-100

Raul Cruz-Cano and Mei-Ling Ting Lee

Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model pp. 101-115

Suohong Wang and Biao Zhang

Nonnegative-lasso and application in index tracking pp. 116-126

Lan Wu, Yuehan Yang and Hanzhong Liu

Test for homogeneity in gamma mixture models using likelihood ratio pp. 127-137

Tony Siu Tung Wong and Wai Keung Li

Edge detection in sparse Gaussian graphical models pp. 138-152

Shan Luo and Zehua Chen

Testing for heteroskedasticity and spatial correlation in a two way random effects model pp. 153-171

Eugene Kouassi, Mbodja Mougoue, Joel Sango, J.M. Bosson Brou, Marius Amba and Afees Salisu

Functional k-means inverse regression pp. 172-182

Guochang Wang, Nan Lin and Baoxue Zhang

Model detection for functional polynomial regression pp. 183-197

Tao Zhang, Qingzhao Zhang and Qihua Wang

Stabilizing the lasso against cross-validation variability pp. 198-211

S. Roberts and G. Nowak

Dynamic seasonality in time series pp. 212-226

Mike K.P. So and Ray S.W. Chung

The effect of the prior distribution in the Bayesian Adjustment for Confounding algorithm pp. 227-240

Geneviève Lefebvre, Juli Atherton and Denis Talbot

Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model pp. 241-256

Peng Lai, Qihua Wang and Xiao-Hua Zhou

An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems pp. 257-267

David Campbell and Subhash Lele

Information criteria for Fay–Herriot model selection pp. 268-280

Yolanda Marhuenda, Domingo Morales and María del Carmen Pardo

A graph theoretic approach to simulation and classification pp. 281-294

Michael A. Kouritzin, Fraser Newton and Biao Wu

Cox proportional hazards models with frailty for negatively correlated employment processes pp. 295-307

Wenjing Xu, Qing Pan and Joseph L. Gastwirth

On wavelet-based testing for serial correlation of unknown form using Fan’s adaptive Neyman method pp. 308-327

Linyuan Li, Shan Yao and Pierre Duchesne

A cluster analysis of vote transitions pp. 328-344

Xavier Puig and Josep Ginebra

Polarization of forecast densities: A new approach to time series classification pp. 345-361

Shen Liu, Elizabeth Ann Maharaj and Brett Inder

Estimator selection and combination in scalar-on-function regression pp. 362-372

Jeff Goldsmith and Fabian Scheipl

A robust algorithm for template curve estimation based on manifold embedding pp. 373-386

Chloé Dimeglio, Santiago Gallón, Jean-Michel Loubes and Elie Maza

On the optimally weighted z-test for combining probabilities from independent studies pp. 387-394

Zhongxue Chen and Saralees Nadarajah

Asymmetric least squares support vector machine classifiers pp. 395-405

Xiaolin Huang, Lei Shi and Johan A.K. Suykens

Volume 69, issue C, 2014

Finding the optimal cut-point for Gaussian and Gamma distributed biomarkers pp. 1-14

Matteo Rota and Laura Antolini

Statistical study of asymmetry in cell lineage data pp. 15-39

Benoîte de Saporta, Anne Gégout-Petit and Laurence Marsalle

On the choice of test for a unit root when the errors are conditionally heteroskedastic pp. 40-53

Joakim Westerlund

Finding multivariate outliers with FastPCS pp. 54-66

Kaveh Vakili and Eric Schmitt

The gamma-normal distribution: Properties and applications pp. 67-80

Ayman Alzaatreh, Felix Famoye and Carl Lee

Flexible modeling of survival data with covariates subject to detection limits via multiple imputation pp. 81-91

Paul W. Bernhardt, Huixia Judy Wang and Daowen Zhang

Goodness of fit test for discrete random variables pp. 92-100

Sangyeol Lee

Optimizing parameters in clinical trials with a randomized start or withdrawal design pp. 101-113

Chengjie Xiong, Jingqin Luo, Feng Gao and John C. Morris

A GEE approach to determine sample size for pre- and post-intervention experiments with dropout pp. 114-121

Song Zhang, Jing Cao and Chul Ahn

Inclusion probabilities in partially rank ordered set sampling pp. 122-132

Omer Ozturk and Mohammad Jafari Jozani

Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach pp. 133-140

S.M. Sadooghi-Alvandi and A. Malekzadeh

Information criteria: How do they behave in different models? pp. 141-153

Paulo C. Emiliano, Mário J.F. Vivanco and Fortunato S. de Menezes

Recursive estimation of nonparametric regression with functional covariate pp. 154-172

Aboubacar Amiri, Christophe Crambes and Baba Thiam

Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm pp. 173-183

Liyong Fu, Mingliang Wang, Yuancai Lei and Shouzheng Tang

Alternatives to the usual likelihood ratio test in mixed linear models pp. 184-197

Markus Chagas Stein, Michel Ferreira da Silva and Luiz Henrique Duczmal

Examining deterrence of adult sex crimes: A semi-parametric intervention time-series approach pp. 198-207

Jin-Hong Park, Dipankar Bandyopadhyay and Elizabeth Letourneau

Interquantile shrinkage and variable selection in quantile regression pp. 208-219

Liewen Jiang, Howard D. Bondell and Huixia Judy Wang

Bootstrap corrections of treatment effect estimates following selection pp. 220-227

Gerd K. Rosenkranz

Dimension reduction with missing response at random pp. 228-242

Xu Guo, Tao Wang, Wangli Xu and Lixing Zhu

Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter pp. 243-254

Kwang Woo Ahn and Kung-Sik Chan

Pairwise dynamic time warping for event data pp. 255-268

Ana Arribas-Gil and Hans-Georg Müller