Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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Volume 59, issue C, 2013

Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments pp. 1-12

Ida Hertel and Michael Kohler

Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments pp. 13-27

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

Tuning parameter selection in sparse regression modeling pp. 28-40

Kei Hirose, Shohei Tateishi and Sadanori Konishi

On computing the distribution function for the Poisson binomial distribution pp. 41-51

Yili Hong

Selecting and estimating regular vine copulae and application to financial returns pp. 52-69

J. Dißmann, E.C. Brechmann, C. Czado and D. Kurowicka

Bootstrapping for highly unbalanced clustered data pp. 70-81

Mayukh Samanta and A.H. Welsh

Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination pp. 82-94

Oleksandr Gromenko and Piotr Kokoszka

A new semiparametric estimation method for accelerated hazards mixture cure model pp. 95-102

Jiajia Zhang, Yingwei Peng and Haifen Li

Estimation in linear regression models with measurement errors subject to single-indexed distortion pp. 103-120

Jun Zhang, Yujie Gai and Ping Wu

Testing structural change in partially linear single-index models with error-prone linear covariates pp. 121-133

Zhensheng Huang, Zhen Pang and Tao Hu

Analysis of presence-only data via semi-supervised learning approaches pp. 134-143

Junhui Wang and Yixin Fang

Simultaneous multifactor DIF analysis and detection in Item Response Theory pp. 144-160

F.B. Gonçalves, D. Gamerman and T.M. Soares

Influence diagnostics in generalized symmetric linear models pp. 161-170

Cristian Villegas, Gilberto A. Paula, Francisco José A. Cysneiros and Manuel Galea

Robust inference using hierarchical likelihood approach for heavy-tailed longitudinal outcomes with missing data: An alternative to inverse probability weighted generalized estimating equations pp. 171-179

Donghwan Lee, Youngjo Lee, Myunghee Cho Paik and Michael G. Kenward

The Cicchetti–Allison weighting matrix is positive definite pp. 180-182

Matthijs J. Warrens

Volume 58, issue C, 2013

Removing seasonality under a changing regime: Filtering new car sales pp. 4-14

Michael Thornton

An unscented Kalman smoother for volatility extraction: Evidence from stock prices and options pp. 15-26

Junye Li

Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes? pp. 27-44

Ting Wang and Mark Bebbington

Extracting common pulse-like signals from multiple ice core time series pp. 45-57

Julien Gazeaux, Deborah Batista, Caspar M. Ammann, Philippe Naveau, Cyrille Jégat and Chaochao Gao

Sequential estimation of mixtures of structured autoregressive models pp. 58-70

Raquel Prado

A 2D wavelet-based multiscale approach with applications to the analysis of digital mammograms pp. 71-81

Pepa Ramírez-Cobo and Brani Vidakovic

A three-state recursive sequential Bayesian algorithm for biosurveillance pp. 82-97

K.D. Zamba, Panagiotis Tsiamyrtzis and Douglas M. Hawkins

Description length and dimensionality reduction in functional data analysis pp. 98-113

Donald Poskitt and Arivalzahan Sengarapillai

Trend filtering via empirical mode decompositions pp. 114-126

Azadeh Moghtaderi, Patrick Flandrin and Pierre Borgnat

Mixture ensemble Kalman filters pp. 127-138

Marco Frei and Hans R. Künsch

Widely linear prediction for transfer function models based on the infinite past pp. 139-146

Jesús Navarro-Moreno, Javier Moreno-Kaiser, Rosa María Fernández-Alcalá and Juan Carlos Ruiz-Molina

Noise space decomposition method for two-dimensional sinusoidal model pp. 147-161

Swagata Nandi, Debasis Kundu and Rajesh Kumar Srivastava

A generative model for rank data based on insertion sort algorithm pp. 162-176

Christophe Biernacki and Julien Jacques

The computation of bivariate normal and t probabilities, with application to comparisons of three normal means pp. 177-186

Jongphil Kim

Approximate posterior distributions for convolutional two-level hidden Markov models pp. 187-200

Kjartan Rimstad and Henning Omre

Exact statistical power for response adaptive designs pp. 201-209

Yanqing Yi

A consistent method of estimation for the three-parameter Weibull distribution pp. 210-226

Hideki Nagatsuka, Toshinari Kamakura and N. Balakrishnan

Detection, classification and estimation of individual shapes in 2D and 3D point clouds pp. 227-241

J. Su, A. Srivastava and F.W. Huffer

Minimum distance estimation of ARFIMA processes pp. 242-256

Mauricio Zevallos and Wilfredo Palma

Modeling time-dependent overdispersion in longitudinal count data pp. 257-264

Fei Ye, Chen Yue and Ying Yang

Simultaneous confidence intervals for multiple comparisons among expected values of log-normal variables pp. 265-275

Frank Schaarschmidt

A procedure for finding an improved upper bound on the number of optimal design points pp. 276-282

Seung Won Hyun, Min Yang and Nancy Flournoy

Sample size calculation for comparing time-averaged responses in k-group repeated-measurement studies pp. 283-291

Song Zhang and Chul Ahn

Spatial interaction models with individual-level data for explaining labor flows and developing local labor markets pp. 292-307

A. Chakraborty, M.A. Beamonte, A.E. Gelfand, M.P. Alonso, P. Gargallo and M. Salvador

Small area estimation with spatio-temporal Fay–Herriot models pp. 308-325

Yolanda Marhuenda, Isabel Molina and Domingo Morales

Resistant estimates for high dimensional and functional data based on random projections pp. 326-338

Ricardo Fraiman and Marcela Svarc

SURE-tuned tapering estimation of large covariance matrices pp. 339-351

Feng Yi and Hui Zou

The compound class of extended Weibull power series distributions pp. 352-367

Rodrigo B. Silva, Marcelo Bourguignon, Cícero R.B. Dias and Gauss M. Cordeiro

Smoothing survival densities in practice pp. 368-382

M. Luz Gámiz Pérez, María Dolores Martínez Miranda and Jens Perch Nielsen

A semiparametric approach to source separation using independent component analysis pp. 383-396

Ani Eloyan and Sujit K. Ghosh

Comparison among run order algorithms for sequential factorial experiments pp. 397-406

Hisham Hilow

Optimal reduction of a spatial monitoring grid: Proposals and applications in process control pp. 407-419

Riccardo Borgoni, Luigi Radaelli, Valeria Tritto and Diego Zappa

Volume 57, issue 1, 2013

Minimum quadratic distance density estimation using nonparametric mixtures pp. 1-16

Chew-Seng Chee and Yong Wang

Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128 pp. 17-32

Asis Kumar Chattopadhyay, Saptarshi Mondal and Tanuka Chattopadhyay

Robust estimation for panel count data with informative observation times pp. 33-40

Xingqiu Zhao, Xingwei Tong and Jianguo Sun

An EM algorithm for the proportional hazards model with doubly censored data pp. 41-51

Yongdai Kim, Joungyoun Kim and Woncheol Jang

On simulating Balakrishnan skew-normal variates pp. 52-58

Mahdi Teimouri and Saralees Nadarajah

A maximum entropy type test of fit: Composite hypothesis case pp. 59-67

Sangyeol Lee

Improved Birnbaum–Saunders inference under type II censoring pp. 68-81

Larissa Santana Barreto, Audrey H.M.A. Cysneiros and Francisco Cribari-Neto

Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data pp. 82-94

Jason H. Stover and Matthew C. Ulm

Exact methods for variable selection in principal component analysis: Guide functions and pre-selection pp. 95-111

Joaquín Pacheco, Silvia Casado and Santiago Porras

Statistical analysis of discrete-valued time series using categorical ARMA models pp. 112-124

Peter X.-K. Song, R. Keith Freeland, Atanu Biswas and Shulin Zhang

Robust estimation for the covariance matrix of multivariate time series based on normal mixtures pp. 125-140

Byungsoo Kim and Sangyeol Lee

Exact simultaneous confidence intervals for a finite set of contrasts of three, four or five generally correlated normal means pp. 141-148

W. Liu, P. Ah-Kine, F. Bretz and A.J. Hayter

Simulating the characteristics of populations at the small area level: New validation techniques for a spatial microsimulation model in Australia pp. 149-165

Azizur Rahman, Ann Harding, Robert Tanton and Shuangzhe Liu

Hybrid censoring: Models, inferential results and applications pp. 166-209

N. Balakrishnan and Debasis Kundu

Association estimation for clustered failure time data with a cure fraction pp. 210-222

Chyong-Mei Chen, Tai-Fang C. Lu and Chao-Min Hsu

Sparse sufficient dimension reduction using optimal scoring pp. 223-232

Tao Wang and Lixing Zhu

A hierarchical Bayesian approach for the analysis of longitudinal count data with overdispersion: A simulation study pp. 233-245

Mehreteab Aregay, Ziv Shkedy and Geert Molenberghs

Some tests for detecting trends based on the modified Baumgartner–Weiß–Schindler statistics pp. 246-261

Guogen Shan, Changxing Ma, Alan D. Hutson and Gregory E. Wilding

A multivariate control quantile test using data depth pp. 262-270

Zhenyu Liu, Reza Modarres and Mengta Yang

Bayes estimation for the Marshall–Olkin bivariate Weibull distribution pp. 271-281

Debasis Kundu and Arjun K. Gupta

Interpretable dimension reduction for classifying functional data pp. 282-296

Tian Siva Tian and Gareth M. James

Testing the significance of index parameters in varying-coefficient single-index models pp. 297-308

Heung Wong, Riquan Zhang, Bartholomew Leung and Zhensheng Huang

Testing the fit of the logistic model for matched case-control studies pp. 309-319

Li-Ching Chen and Jiun-Yi Wang

Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data pp. 320-335

Christopher C. Drovandi, James M. McGree and Anthony N. Pettitt

Statistical inference and visualization in scale-space using local likelihood pp. 336-348

Cheolwoo Park and Jib Huh

The robustness of the hyperbolic efficiency estimator pp. 349-363

Christopher Bruffaerts, Bram De Rock and Catherine Dehon

Full bandwidth matrix selectors for gradient kernel density estimate pp. 364-376

Ivana Horová, Jan Koláček and Kamila Vopatová

Drift mining in data: A framework for addressing drift in classification pp. 377-391

Vera Hofer and Georg Krempl

Limited information estimation in binary factor analysis: A review and extension pp. 392-403

Jianmin Wu and Peter M. Bentler

Λ-neighborhood wavelet shrinkage pp. 404-416

Norbert Reményi and Brani Vidakovic

Parameter estimation for multivariate diffusion systems pp. 417-428

Melvin M. Varughese

A note on the lack of symmetry in the graphical lasso pp. 429-434

Benjamin T. Rolfs and Bala Rajaratnam

Variable selection in quantile varying coefficient models with longitudinal data pp. 435-449

Yanlin Tang, Huixia Judy Wang and Zhongyi Zhu

Influence diagnostics in linear and nonlinear mixed-effects models with censored data pp. 450-464

Larissa A. Matos, Victor H. Lachos, N. Balakrishnan and Filidor V. Labra

An efficient proposal distribution for Metropolis–Hastings using a B-splines technique pp. 465-478

Wei Shao, Guangbao Guo, Fanyu Meng and Shuqin Jia

Halfline tests for multivariate one-sided alternatives pp. 479-490

Zeng-Hua Lu

Variable selection in the additive rate model for recurrent event data pp. 491-503

Xiaolin Chen and Qihua Wang

An EM algorithm for continuous-time bivariate Markov chains pp. 504-517

Brian L. Mark and Yariv Ephraim

A simple generalisation of the Hill estimator pp. 518-535

M. Fátima Brilhante, M. Ivette Gomes and Dinis Pestana

One-step robust estimation of fixed-effects panel data models pp. 536-548

M. Aquaro and Pavel Cizek

Likelihood inference in generalized linear mixed measurement error models pp. 549-557

Mahmoud Torabi

Assessing model adequacy in possibly misspecified quantile regression pp. 558-569

Hohsuk Noh, Anouar El Ghouch and Ingrid Van Keilegom

Stochastic models for multiple pathways of temporal natural history on co-morbidity of chronic disease pp. 570-588

Amy Ming-Fang Yen and Hsiu-Hsi Chen

Modeling respiratory illnesses with change point: A lesson from the SARS epidemic in Hong Kong pp. 589-599

Heung Wong, Quanxi Shao and Wai-cheung Ip

A Bayesian model averaging approach to analyzing categorical data with nonignorable nonresponse pp. 600-614

Ryan Janicki and Donald Malec

Smoothed rank correlation of the linear transformation regression model pp. 615-630

Huazhen Lin and Heng Peng

An extended variable inclusion and shrinkage algorithm for correlated variables pp. 631-644

Abdallah Mkhadri and Mohamed Ouhourane

On Crevecoeur’s bathtub-shaped failure rate model pp. 645-660

Junfeng Liu and Yi Wang

Variational Bayesian inference for the Latent Position Cluster Model for network data pp. 661-671

Michael Salter-Townshend and Thomas Brendan Murphy

Parameter estimation for growth interaction processes using spatio-temporal information pp. 672-683

Claudia Redenbach and Aila Särkkä

Change point models for cognitive tests using semi-parametric maximum likelihood pp. 684-698

Ardo van den Hout, Graciela Muniz-Terrera and Fiona E. Matthews