Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

From Elsevier
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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

Volume 179, issue C, 2023

Multilevel mediation analysis with structured unmeasured mediator-outcome confounding

Yi Zhao and Xi Luo

A sparse additive model for high-dimensional interactions with an exposure variable

Sahir R. Bhatnagar, Tianyuan Lu, Amanda Lovato, David L. Olds, Michael S. Kobor, Michael J. Meaney, Kieran O'Donnell, Archer Y. Yang and Celia M.T. Greenwood

Group symmetric Latin hypercube designs for symmetrical global sensitivity analysis

Xiaodi Wang and Hengzhen Huang

Online learning for the Dirichlet process mixture model via weakly conjugate approximation

Kuhwan Jeong, Minwoo Chae and Yongdai Kim

Sequential estimation of temporally evolving latent space network models

Kathryn Turnbull, Christopher Nemeth, Matthew Nunes and Tyler McCormick

Tree-based ensembles for multi-output regression: Comparing multivariate approaches with separate univariate ones

Lena Schmid, Alexander Gerharz, Andreas Groll and Markus Pauly

Bayesian nonparametric hypothesis testing for longitudinal data analysis

Luz Adriana Pereira, Luis Gutiérrez, Daniel Taylor-Rodríguez and Ramsés H. Mena

Block-diagonal precision matrix regularization for ultra-high dimensional data

Yihe Yang, Hongsheng Dai and Jianxin Pan

Cluster-robust estimators for multivariate mixed-effects meta-regression

Thilo Welz, Wolfgang Viechtbauer and Markus Pauly

Variable screening based on Gaussian Centered L-moments

Hyowon An, Kai Zhang, Hannu Oja and J.S. Marron

Robust tests for scatter separability beyond Gaussianity

Seungkyu Kim, Seongoh Park, Johan Lim and Sang Han Lee

Clustering multivariate count data via Dirichlet-multinomial network fusion

Xin Zhao, Jingru Zhang and Wei Lin

Balancing covariates in multi-arm trials via adaptive randomization

Haoyu Yang, Yichen Qin, Fan Wang, Yang Li and Feifang Hu

Adaptive spatial designs minimizing the integrated Bernoulli variance in spatial logistic regression models - with an application to benthic habitat mapping

Susan Anyosa, Jo Eidsvik and Oscar Pizarro

Smoothly varying regularization

Daeju Kim, Shuichi Kawano and Yoshiyuki Ninomiya

Nonparametric inference on smoothed quantile regression process

Meiling Hao, Yuanyuan Lin, Guohao Shen and Wen Su

A unified framework of multiply robust estimation approaches for handling incomplete data

Sixia Chen and David Haziza

Classification of social media users with generalized functional data analysis

Anthony Weishampel, Ana-Maria Staicu and William Rand

Robust multiscale estimation of time-average variance for time series segmentation

Euan T. McGonigle and Haeran Cho

Mean regression model for the zero-truncated Poisson distribution and its generalization

Xun-Jian Li, Yuan Sun, Guo-Liang Tian, Jiajuan Liang and Jianhua Shi

Mixture models with decreasing weights

Spyridon J. Hatjispyros, Christos Merkatas and Stephen G. Walker

A latent slice sampling algorithm

Yanxin Li and Stephen G. Walker

Data-driven stabilizations of goodness-of-fit tests

Alberto Fernández-de-Marcos and Eduardo García-Portugués

Efficient and feasible inference for high-dimensional normal copula regression models

Aristidis K. Nikoloulopoulos

Topology-based goodness-of-fit tests for sliced spatial data

Alessandra Cipriani, Christian Hirsch and Martina Vittorietti

Extending the Fellegi-Sunter record linkage model for mixed-type data with application to the French national health data system

Thanh Huan Vo, Guillaume Chauvet, André Happe, Emmanuel Oger, Stéphane Paquelet and Valérie Garès

Robust factored principal component analysis for matrix-valued outlier accommodation and detection

Xuan Ma, Jianhua Zhao, Yue Wang, Changchun Shang and Fen Jiang

A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant

Naomi E. Hannaford, Sarah E. Heaps, Tom M.W. Nye, Thomas P. Curtis, Ben Allen, Andrew Golightly and Darren J. Wilkinson