Computational Statistics & Data Analysis

1983 - 2025

Current editor(s): S.P. Azen

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All possible subset regressions using the QR decomposition pp. 217-235: D. M. Smith and J. M. Bremner
Quasi-Bayesian estimation of Stigler's data sets pp. 237-243: Wing-Kam Fung
Model-based Bayesian methods for estimating cell proportions in cross-classification tables having ordered categories pp. 245-258: Alan Agresti and Christy Chuang
Generalized Gumbel and likelihood ratio test statistics in the multivariate GEV model pp. 259-267: M. Ivette Gomes
Monte Carlo computation of the mean of a function with convex support pp. 269-277: Y. Ritov
Fitting dose-response data with non-zero background within generalized linear and generalized additive models pp. 279-290: Haiganoush K. Preisler
A FORTRAN program for time-varying linear regression via flexible least squares pp. 291-309: Robert Kalaba, Nima Rasakhoo and Leigh Tesfatsion
Some remarks on the likelihood ratio test for the mean of a normal distribution with known coefficient of variation pp. 311-314: T. Deutler

Generalized multimode latent variable models: Implementation by standard programs pp. 107-118: P. M. Bentler, Wai-Yin Poon and Sik-Yum Lee
Nonparametric binary regression without replication pp. 119-125: Russell F. Kappenman
A normed measures of variability among proportions pp. 127-141: Mary P. Coffey, Marcia Feingold and Judith Bromberg
Diagnosing collinearity-influential observations pp. 143-159: Ali S. Hadi
Approximately calibrated small sample inference about means from bivariate normal data with missing values pp. 161-178: Roderick Little
Parameter estimation in linear multinomial models pp. 179-187: Douglas G. Bonett and J. Arthur Woodward
Calculating selected elements of the inverse of symmetric positive definite matrices pp. 189-195: James R. Bunch
Benchmarking numerical accuracy of statistical algorithms pp. 197-209: Stephen D. Simon and James LeSage

The use of asymmetric power transformation in data-based quasi-likelihood analysis pp. 1-21: R. A. J. Wixley
A feasible directions method for computing Bayes E-optimal block designs pp. 23-38: B. Simeone and I. Verdinelli
A Bayesian approach to system reliability when two components are dependent pp. 39-49: N. R. Draper, M. Evans and Irwin Guttman
On graphing estimated distributions using modified scatter diagrams pp. 51-67: Michael E. Tarter and William R. Freeman
Order statistics of the generalized logistic distribution pp. 69-77: Daniel Zelterman
Sample size computation for designing multiple comparison experiments pp. 79-91: Jason C. Hsu
Letter to the Editor pp. 93-98: Colin R. Blyth

On the structure of multivariate concentration -- some relationships among the concentration surface and two variate mean difference and regressions pp. 307-334: Tokio Taguchi
Algorithms for unconstrained L1 simple linear regression pp. 335-339: James E. Gentle, V. A. Sposito and Subhash C. Narula
A new technique for curve fitting based on minimum absolute deviations pp. 341-351: Sarhan Soliman, G. S. Christensen and A. Rouhi
A property of the observations fit by the extreme regression quantiles pp. 353-359: Gilbert Bassett
Least orthogonal absolute deviations pp. 361-367: Hans Nyquist
Goal programming becomes most useful using L1-smoothing functions pp. 369-383: P. Hattenschwiler
Regression quantiles and trimmed least squares estimator in the nonlinear regression model pp. 385-391: Bohumir Prochazka

L1 and L2 cross-validation for density estimation with special reference to orthogonal expansions pp. 203-227: R. Rossi and H. D. Brunk
Quantile regression: a nonparametric approach pp. 229-239: Michel G. Lejeune and Pascal Sarda
Asymptotics for Lp-norms of kernel estimators of densities pp. 241-250: Miklos Csorgo and Lajos Horvath
Algorithms for the computation of weights in bounded influence regression pp. 251-276: A. Marazzi
Asymptotic relation of M- and P-estimators of location pp. 277-284: Jan Hanousek
Strong consistency and exponential rate of the "minimum L1-norm" estimates in linear regression models pp. 285-295: Yuehua Wu
A p-subset property of L1 and regression quantile estimates pp. 297-304: Gilbert Bassett

On a test statistic for testing normality pp. 91-98: Aydin Ozturk
Hodges--Lehmann quantile-quantile plots pp. 99-108: Emad-Eldin A. A. Aly and Aydin Ozturk
A note on the maximum likehood estimation of allocation systems pp. 109-112: Philippe Deschamps
Statistical data analysis by dialogue statistical systems pp. 113-117: Miloslav Vošvrda
Recursive transformation matrices for linear dynamic system models pp. 119-127: M. Akram
Impact of simultaneous omission of a variable and an observation on a linear regression equation pp. 129-144: Samprit Chatterjee and Ali S. Hadi
Detection of a random alteration in a multivariate observation when knowing probable direction pp. 145-155: Barry P. Katz and Morton B. Brown
On the distribution of bivariate f-variable pp. 157-164: H. I. Hamdy, M. S. Son and M. Al-Mahmeed
The correction of a two sample sequential t-test developed by Hajnal pp. 165-175: Eva Skovlund
Applications of the jackknife procedure in ridge regression pp. 177-183: Hans Nyquist
Turbo Rand: Monte Carlo sampling and simulations pp. 185-188: Basil P. Korin
Review of Costat 2.03 pp. 189-192: W. James Gauderman

An algorithm for exact evaluation of multivariate functions and their derivatives to any order pp. 1-6: Anthony S. Wexler
Fitting generalized linear models and their nonlinear extensions with least squares calculations pp. 7-19: W. Douglas Stirling
Maximum likelihood estimation in models with two systematic parts pp. 21-37: W. Douglas Stirling
The sensitivity of the one-sample and two-sample student t statistics pp. 39-46: George C. Canavos
Efficiencies in microcomputer simulation experiments pp. 47-57: Virginia F. Flack
A note on an invariance property of signal detectors pp. 59-64: D. R. Halverson and G. L. Wise
A review of MicroTSP, a software package for econometric analysis pp. 65-70: Arie ten Cate and Jacob Middeldorp
Review of SPSS/PC + statistical package pp. 71-84: Mark Vogel