Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 63, issue C, 2013

Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data pp. 1-15

Carolina Marchant, Karine Bertin, Víctor Leiva and Helton Saulo

Performance of parametric survival models under non-random interval censoring: A simulation study pp. 16-30

Nikos Pantazis, Michael G. Kenward and Giota Touloumi

Multiple choice from competing regression models under multicollinearity based on standardized update pp. 31-41

Masao Ueki and Yoshinori Kawasaki

Robust variable selection through MAVE pp. 42-49

Weixin Yao and Qin Wang

A quantile approach to the power transformed location–scale model pp. 50-62

Hyokyoung Grace Hong

Recent progress in the nonparametric estimation of monotone curves—With applications to bioassay and environmental risk assessment pp. 63-80

Rabi Bhattacharya and Lizhen Lin

Unsupervised data classification using pairwise Markov chains with automatic copulas selection pp. 81-98

Stéphane Derrode and Wojciech Pieczynski

Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality pp. 99-112

Heng Lian, Jianbo Li and Yuao Hu

Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system pp. 113-124

Gustavo L. Gilardoni, Maristela D. de Oliveira and Enrico A. Colosimo

Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach pp. 125-138

Brunero Liseo and Antonio Parisi

Sufficient dimension reduction in multivariate regressions with categorical predictors pp. 139-147

Haileab Hilafu and Xiangrong Yin

Efficient estimation of the mode of continuous multivariate data pp. 148-159

Chih-Yuan Hsu and Tiee-Jian Wu

Volume 62, issue C, 2013

Clustering through empirical likelihood ratio pp. 1-10

Volodymyr Melnykov and Gang Shen

Smallest Pareto confidence regions and applications pp. 11-25

Arturo J. Fernández

A coordinate descent MM algorithm for fast computation of sparse logistic PCA pp. 26-38

Seokho Lee and Jianhua Z. Huang

Estimation of the volume under the ROC surface with three ordinal diagnostic categories pp. 39-51

Le Kang and Lili Tian

Kalman filter estimation for a regression model with locally stationary errors pp. 52-69

Guillermo Ferreira, Alejandro Rodríguez and Bernardo Lagos

Adaptive profile-empirical-likelihood inferences for generalized single-index models pp. 70-82

Zhensheng Huang, Zhen Pang and Riquan Zhang

A class of inference procedures for validating the generalized Koziol–Green model with recurrent events pp. 83-92

Akim Adekpedjou, Russell Stocker and Withanage A. De Mel

Multivariate regression shrinkage and selection by canonical correlation analysis pp. 93-107

Baiguo An, Jianhua Guo and Hansheng Wang

Bayesian planning and inference of a progressively censored sample from linear hazard rate distribution pp. 108-121

Ananda Sen, Nandini Kannan and Debasis Kundu

Sparse regularized local regression pp. 122-135

Diego Vidaurre, Concha Bielza and Pedro Larrañaga

Bandwidth selection for backfitting estimation of semiparametric additive models: A simulation study pp. 136-148

Jenny Häggström

A new exponential-type distribution with constant, decreasing, increasing, upside-down bathtub and bathtub-shaped failure rate function pp. 149-170

Artur J. Lemonte

Estimation of the accelerated failure time frailty model under generalized gamma frailty pp. 171-180

Pengcheng Chen, Jiajia Zhang and Riquan Zhang

A partial spline approach for semiparametric estimation of varying-coefficient partially linear models pp. 181-187

Young-Ju Kim

Volume 61, issue C, 2013

A numerical investigation of the accuracy of parametric bootstrap for discrete data pp. 1-6

Chris J. Lloyd

A comparison between Markov approximations and other methods for large spatial data sets pp. 7-21

David Bolin and Finn Lindgren

Efficient two-dimensional smoothing with P-spline ANOVA mixed models and nested bases pp. 22-37

Dae-Jin Lee, María Durbán and Paul Eilers

Fiducial-based tolerance intervals for some discrete distributions pp. 38-49

Thomas Mathew and Derek S. Young

Generative models for functional data using phase and amplitude separation pp. 50-66

J. Derek Tucker, Wei Wu and Anuj Srivastava

Score tests for zero-inflation and overdispersion in two-level count data pp. 67-82

Hwa Kyung Lim, Juwon Song and Byoung Cheol Jung

A pure L1-norm principal component analysis pp. 83-98

J.P. Brooks, J.H. Dulá and E.L. Boone

Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions pp. 99-106

Edward J. Bedrick and Anwar Hossain

Bandwidth selection for kernel density estimation with doubly truncated data pp. 107-123

C. Moreira and Ingrid Van Keilegom

A fast algorithm for robust constrained clustering pp. 124-136

Heinrich Fritz, Luis A. García-Escudero and Agustín Mayo-Iscar

Mixed beta regression: A Bayesian perspective pp. 137-147

Jorge I. Figueroa-Zúñiga, Reinaldo B. Arellano-Valle and Silvia L.P. Ferrari

A hyper-Poisson regression model for overdispersed and underdispersed count data pp. 148-157

A.J. Sáez-Castillo and A. Conde-Sánchez

Estimation of a regression spline sample selection model pp. 158-173

Giampiero Marra and Rosalba Radice

Automatic variable selection for longitudinal generalized linear models pp. 174-186

Gaorong Li, Heng Lian, Sanying Feng and Lixing Zhu

Prediction of sea surface temperature in the tropical Atlantic by support vector machines pp. 187-198

Isis Didier Lins, Moacyr Araujo, Márcio das Chagas Moura, Marcus André Silva and Enrique López Droguett

On sufficient conditions for mean residual life and related orders pp. 199-210

Félix Belzunce, Carolina Martínez-Riquelme and José M. Ruiz

Volume 60, issue C, 2013

Exactly computing bivariate projection depth contours and median pp. 1-11

Xiaohui Liu, Yijun Zuo and Zhizhong Wang

Improved Bayesian inference for the stochastic block model with application to large networks pp. 12-31

Aaron F. McDaid, Thomas Brendan Murphy, Nial Friel and Neil J. Hurley

A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples pp. 32-49

Shen Liu and Elizabeth Maharaj

A new variable selection approach using Random Forests pp. 50-69

A. Hapfelmeier and K. Ulm

Advances in seeded dimension reduction: Bootstrap criteria and extensions pp. 70-79

Jae Keun Yoo

Group variable selection and estimation in the tobit censored response model pp. 80-89

Xianhui Liu, Zhanfeng Wang and Yaohua Wu

Objective Bayesian higher-order asymptotics in models with nuisance parameters pp. 90-96

Laura Ventura, Nicola Sartori and Walter Racugno

A Bayesian semiparametric model for volatility with a leverage effect pp. 97-110

E.-I. Delatola and Jim Griffin

An expected power approach for the assessment of composite endpoints and their components pp. 111-122

G. Rauch and M. Kieser

A new class of generalized log rank tests for interval-censored failure time data pp. 123-131

Xingqiu Zhao, Ran Duan, Qiang Zhao and Jianguo Sun

Assessing agreement with intraclass correlation coefficient and concordance correlation coefficient for data with repeated measures pp. 132-145

Chia-Cheng Chen and Huiman X. Barnhart

Bayesian dynamic models for space–time point processes pp. 146-156

Edna A. Reis, Dani Gamerman, Marina S. Paez and Thiago G. Martins

Most powerful rank tests for perfect rankings pp. 157-168

Jesse Frey and Le Wang

Sample size requirements to detect an intervention by time interaction in longitudinal cluster randomized clinical trials with random slopes pp. 169-178

Moonseong Heo, Xiaonan Xue and Mimi Y. Kim