Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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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

Volume 180, issue C, 2023

Empirical Gittins index strategies with ε-explorations for multi-armed bandit problems

Xiao Li, Yuqiang Li and Xianyi Wu

Specification testing for ordinary differential equation models with fixed design and applications to COVID-19 epidemic models

Ran Liu and Lixing Zhu

Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening

Lu Li, Chenlu Ke, Xiangrong Yin and Zhou Yu

Estimation of predictive performance in high-dimensional data settings using learning curves

Jeroen M. Goedhart, Thomas Klausch and Mark A. van de Wiel

Jackstraw inference for AJIVE data integration

Xi Yang, Katherine A. Hoadley, Jan Hannig and J.S. Marron

BART-based inference for Poisson processes

Stamatina Lamprinakou, Mauricio Barahona, Seth Flaxman, Sarah Filippi, Axel Gandy and Emma J. McCoy

Adjusting for unmeasured confounding in survival causal effect using validation data

Yongxiu Cao and Jichang Yu

Robust mixture regression modeling based on the normal mean-variance mixture distributions

Mehrdad Naderi, Elham Mirfarah, Wan-Lun Wang and Tsung-I Lin

Covariate dependent Beta-GOS process

Kunzhi Chen, Weining Shen and Weixuan Zhu

Deep parameterizations of pairwise and triplet Markov models for unsupervised classification of sequential data

Hugo Gangloff, Katherine Morales and Yohan Petetin

Covariate-modulated large-scale multiple testing under dependence

Jiangzhou Wang, Tingting Cui, Wensheng Zhu and Pengfei Wang

Polya tree Monte Carlo method

Haoxin Zhuang, Liqun Diao and Grace Y. Yi

Projection expectile regression for sufficient dimension reduction

Abdul-Nasah Soale

Spatial heterogeneity automatic detection and estimation

Xin Wang, Zhengyuan Zhu and Hao Helen Zhang

Fast and fully-automated histograms for large-scale data sets

Valentina Zelaya Mendizábal, Marc Boullé and Fabrice Rossi

Systematic enumeration of two-level even-odd designs of strength 3

Pieter T. Eendebak, Eric D. Schoen, Alan R. Vazquez and Peter Goos

Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes

Nicoletta D'Angelo, Giada Adelfio and Jorge Mateu

The multi-aspect tests in the presence of ties

Hikaru Yamaguchi and Hidetoshi Murakami

Dimension reduction in time series under the presence of conditional heteroscedasticity

Murilo da Silva, T.N. Sriram and Yuan Ke

Unified model-free interaction screening via CV-entropy filter

Wei Xiong, Yaxian Chen and Shuangge Ma