Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 186, issue C, 2023

Neighborhood-based cross fitting approach to treatment effects with high-dimensional data

Oluwagbenga David Agboola and Han Yu

Locally sparse quantile estimation for a partially functional interaction model

Weijuan Liang, Qingzhao Zhang and Shuangge Ma

Bayesian predictive modeling of multi-source multi-way data

Jonathan Kim, Brian J. Sandri, Raghavendra B. Rao and Eric F. Lock

Volume 185, issue C, 2023

Indicator-based Bayesian variable selection for Gaussian process models in computer experiments

Fan Zhang, Ray-Bing Chen, Ying Hung and Xinwei Deng

Exceedance control of the false discovery proportion via high precision inversion method of Berk-Jones statistics

Jeffrey C. Miecznikowski and Jiefei Wang

Semiparametric model averaging method for survival probability predictions of patients

Mengyu Li and Xiaoguang Wang

Accelerating inference for stochastic kinetic models

Tom E. Lowe, Andrew Golightly and Chris Sherlock

Estimation of multivariate tail quantities

Xiaoting Li and Harry Joe

Neural networks for parameter estimation in intractable models

Amanda Lenzi, Julie Bessac, Johann Rudi and Michael L. Stein

Dynamic covariance estimation via predictive Wishart process with an application on brain connectivity estimation

Rui Meng, Fan Yang and Won Hwa Kim

Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance

Marco Bee

Mediation analysis for high-dimensional mediators and outcomes with an application to multimodal imaging data

Zhiwei Zhao, Chixiang Chen, Bhim Mani Adhikari, L. Elliot Hong, Peter Kochunov and Shuo Chen

Functional clustering methods for binary longitudinal data with temporal heterogeneity

Jinwon Sohn, Seonghyun Jeong, Young Min Cho and Taeyoung Park

Predictive performance of psychological tests: Is it better to use items than subscales?

Bunga C. Pratiwi, Elise Dusseldorp, Julian D. Karch and Mark de Rooij

Max-sum test based on Spearman's footrule for high-dimensional independence tests

Xiangyu Shi, Min Xu and Jiang Du

Fast calculation of p-values for one-sided Kolmogorov-Smirnov type statistics

Amit Moscovich

Hypothesis testing on compound symmetric structure of high-dimensional covariance matrix

Kaige Zhao, Tingting Zou, Shurong Zheng and Jing Chen

Online renewable smooth quantile regression

Xiaofei Sun, Hongwei Wang, Chao Cai, Mei Yao and Kangning Wang

Volume 184, issue C, 2023

Subsampling based variable selection for generalized linear models

Marinela Capanu, Mihai Giurcanu, Colin B. Begg and Mithat Gönen

Small area estimation of general finite-population parameters based on grouped data

Yuki Kawakubo and Genya Kobayashi

Estimating heterogeneous causal effects in observational studies using small area predictors

Setareh Ranjbar, Nicola Salvati and Barbara Pacini

Weighted least squares model averaging for accelerated failure time models

Qingkai Dong, Binxia Liu and Hui Zhao

Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models

Xuqin Wang and Muyi Li

Functional principal component analysis for partially observed elliptical process

Yeonjoo Park, Hyunsung Kim and Yaeji Lim

How to implement signed-rank wilcox.test() type procedures when a center of symmetry is unknown

Albert Vexler, Xinyu Gao and Jiaojiao Zhou

Accelerate the warm-up stage in the Lasso computation via a homotopic approach

Yujie Zhao and Xiaoming Huo

Volume 183, issue C, 2023

Spatio-temporal generalized complex covariance models based on convolution

S. De Iaco

Nonparametric estimation of conditional cure models for heavy-tailed distributions and under insufficient follow-up

Mikael Escobar-Bach and Ingrid Van Keilegom

Tuning parameter selection for penalized estimation via R2

Julia C. Holter and Jonathan W. Stallrich

Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression

David Kepplinger

A unifying implementation of stratum (aka strong) orthogonal arrays

Ulrike Grömping

Volume 182, issue C, 2023

Explaining classifiers with measures of statistical association

Emanuele Borgonovo, Valentina Ghidini, Roman Hahn and Elmar Plischke

Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis

Kai Y.K. Wang, Cathy W. S. Chen and Mike K.P. So

Regularized regression for two phase failure time studies

David Soave and Jerald F. Lawless

Order determination for spiked-type models with a divergent number of spikes

Yicheng Zeng and Lixing Zhu

Change-point testing for parallel data sets with FDR control

Junfeng Cui, Guanghui Wang, Changliang Zou and Zhaojun Wang

Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates

Arkaprava Roy and Abhra Sarkar

On a nonlinear extension of the principal fitted component model

Jun Song, Kyongwon Kim and Jae Keun Yoo

Two-sample nonparametric test for proportional reversed hazards

Ruhul Ali Khan

Fast estimation of multiple group generalized linear latent variable models for categorical observed variables

Björn Andersson, Shaobo Jin and Maoxin Zhang

Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial

Yuye Zou and Chengxin Wu

GMM estimation of partially linear additive spatial autoregressive model

Suli Cheng and Jianbao Chen

Imputed quantile tensor regression for near-sited spatial-temporal data

Jinwen Liang, Wolfgang Karl Härdle and Maozai Tian

SMLSOM: The shrinking maximum likelihood self-organizing map

Ryosuke Motegi and Yoichi Seki

Density estimation for spherical data using nonparametric mixtures

Danli Xu and Yong Wang

How to test the missing data mechanism in a hidden Markov model

Malika Chassan and Didier Concordet

Semiparametric function-on-function quantile regression model with dynamic single-index interactions

Hanbing Zhu, Yuanyuan Zhang, Yehua Li and Heng Lian

Volume 181, issue C, 2023

Identification of microbial features in multivariate regression under false discovery rate control

Arun Srinivasan, Lingzhou Xue and Xiang Zhan

On the optimal binary classifier with an application

María Concepción López-Díaz, Miguel López-Díaz and Sergio Martínez-Fernández

A Gaussian copula joint model for longitudinal and time-to-event data with random effects

Zili Zhang, Christiana Charalambous and Peter Foster

An impartial trimming algorithm for robust circle fitting

Luca Greco, Simona Pacillo and Piera Maresca

Functional classification of bitcoin addresses

Manuel Febrero-Bande, Wenceslao González-Manteiga, Brenda Prallon and Yuri F. Saporito

Local inference for functional linear mixed models

Alessia Pini, Helle Sørensen, Anders Tolver and Simone Vantini

Efficient permutation testing of variable importance measures by the example of random forests

Alexander Hapfelmeier, Roman Hornung and Bernhard Haller

Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models

Yuelei Sui, Scott H. Holan and Wen-Hsi Yang

Densely connected sub-Gaussian linear structural equation model learning via ℓ1- and ℓ2-regularized regressions

Semin Choi, Yesool Kim and Gunwoong Park

A new avenue for Bayesian inference with INLA

Janet Van Niekerk, Elias Krainski, Denis Rustand and Håvard Rue