Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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Volume 187, issue C, 2023

Partial sufficient variable screening with categorical controls

Chenlu Ke, Wei Yang, Qingcong Yuan and Lu Li

Bayesian analysis of longitudinal data via empirical likelihood

Jiangrong Ouyang and Howard Bondell

Estimation of projection pursuit regression via alternating linearization

Xin Tan, Haoran Zhan and Xu Qin

A distributed community detection algorithm for large scale networks under stochastic block models

Shihao Wu, Zhe Li and Xuening Zhu

The tenets of quantile-based inference in Bayesian models

Dmytro Perepolkin, Benjamin Goodrich and Ullrika Sahlin

Multivariate distributional stochastic frontier models

Rouven Schmidt and Thomas Kneib

Transformations in semi-parametric Bayesian synthetic likelihood

Jacob W. Priddle and Christopher Drovandi

Robust estimation for functional quadratic regression models

Graciela Boente and Daniela Parada

Additive dynamic models for correcting numerical model outputs

Yewen Chen, Xiaohui Chang, Fangzhi Luo and Hui Huang

On graphical models and convex geometry

Haim Bar and Martin T. Wells

Reparameterization of extreme value framework for improved Bayesian workflow

Théo Moins, Julyan Arbel, Stéphane Girard and Anne Dutfoy

The Bayesian regularized quantile varying coefficient model

Fei Zhou, Jie Ren, Shuangge Ma and Cen Wu

Online regularized matrix regression with streaming data

Yaohong Yang, Weihua Zhao and Lei Wang

A partially separable model for dynamic valued networks

Yik Lun Kei, Yanzhen Chen and Oscar Hernan Madrid Padilla

Communication-efficient estimation of quantile matrix regression for massive datasets

Yaohong Yang, Lei Wang, Jiamin Liu, Rui Li and Heng Lian

Statistical depth for point process via the isometric log-ratio transformation

Xinyu Zhou, Yijia Ma and Wei Wu

Multiclass Laplacian support vector machine with functional analysis of variance decomposition

Beomjin Park and Changyi Park

Potts-Cox survival regression

Danae Martinez-Vargas and Alejandro Murua-Sazo

Principal weighted least square support vector machine: An online dimension-reduction tool for binary classification

Hyun Jung Jang, Seung Jun Shin and Andreas Artemiou

Fast estimation for generalised multivariate joint models using an approximate EM algorithm

James Murray and Pete Philipson

Conformal prediction bands for two-dimensional functional time series

Niccolò Ajroldi, Jacopo Diquigiovanni, Matteo Fontana and Simone Vantini

Online missing value imputation for high-dimensional mixed-type data via generalized factor models

Wei Liu, Lan Luo and Ling Zhou

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