Computational Statistics & Data Analysis
1983 - 2025
Current editor(s): S.P. Azen From Elsevier Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 173, issue C, 2022
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors

- Honglei Wei, Hongfan Zhang, Hui Jiang and Lei Huang
- Varying-coefficient hidden Markov models with zero-effect regions

- Hefei Liu, Xinyuan Song and Baoxue Zhang
- Dynamical modeling for non-Gaussian data with high-dimensional sparse ordinary differential equations

- Muye Nanshan, Nan Zhang, Xiaolei Xun and Jiguo Cao
- A rank-based high-dimensional test for equality of mean vectors

- Yanyan Ouyang, Jiamin Liu, Tiejun Tong and Wangli Xu
- Mallows model averaging with effective model size in fragmentary data prediction

- Chaoxia Yuan, Fang Fang and Lyu Ni
- Marginal M-quantile regression for multivariate dependent data

- Luca Merlo, Lea Petrella, Nicola Salvati and Nikos Tzavidis
- Entropy-based test for generalised Gaussian distributions

- Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko and Vitalii Makogin
- Bayesian multiresolution modeling of georeferenced data: An extension of ‘LatticeKrig’

- John Paige, Geir-Arne Fuglstad, Andrea Riebler and Jon Wakefield
- Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data

- Yingli Pan
- A two-stage optimal subsampling estimation for missing data problems with large-scale data

- Miaomiao Su, Ruoyu Wang and Qihua Wang
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables

- Christopher Blier-Wong, Hélène Cossette and Etienne Marceau
- Thresholding tests based on affine LASSO to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension

- Sylvain Sardy, Jairo Diaz-Rodriguez and Caroline Giacobino
- Safe sample screening rules for multicategory angle-based support vector machines

- Yiwei Fan and Junlong Zhao
- Log-regularly varying scale mixture of normals for robust regression

- Yasuyuki Hamura, Kaoru Irie and Shonosuke Sugasawa
- Local and global topics in text modeling of web pages nested in web sites

- Jason Wang and Robert E. Weiss
- Joint non-parametric estimation of mean and auto-covariances for Gaussian processes

- Tatyana Krivobokova, Paulo Serra, Francisco Rosales and Karolina Klockmann
- Complexity reduction and approximation of multidomain systems of partially ordered data

- Alberto Arcagni, Alessandro Avellone and Marco Fattore
- Clustering, multicollinearity, and singular vectors

- Hamid Usefi
Volume 172, issue C, 2022
- Regular vines with strongly chordal pattern of (conditional) independence

- Kailun Zhu and Dorota Kurowicka
- A prior for record linkage based on allelic partitions

- Brenda Betancourt, Juan Sosa and Abel Rodríguez
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter

- Michael Pokojovy and J. Marcus Jobe
- Extrapolation estimation in parametric regression models with measurement error

- Kanwal Ayub, Weixing Song and Jianhong Shi
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models

- Jennifer Pohle, Timo Adam and Larissa T. Beumer
- Multivariate ranks based on randomized lift-interdirections

- Šárka Hudecová and Miroslav Šiman
- Bayesian linear models for cardinal paired comparison data

- Prince P. Osei and Ori Davidov
- Variable selection for case-cohort studies with informatively interval-censored outcomes

- Mingyue Du, Xingqiu Zhao and Jianguo Sun
- An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework

- Alvaro J. Flórez, Geert Molenberghs, Wim Van der Elst and Ariel Alonso Abad
- Variable screening for varying coefficient models with ultrahigh-dimensional survival data

- Lianqiang Qu, Xiaoyu Wang and Liuquan Sun
Volume 171, issue C, 2022
- Construction of symmetric orthogonal designs with deep Q-network and orthogonal complementary design

- Jianfa Lai, Lin-Chen Weng, Xiaoling Peng and Kai-Tai Fang
- Hybrid maximum likelihood inference for stochastic block models

- Maria Francesca Marino and Silvia Pandolfi
- Multivariate cluster-weighted models based on seemingly unrelated linear regression

- Cecilia Diani, Giuliano Galimberti and Gabriele Soffritti
- Computing minimum-volume enclosing ellipsoids for large datasets

- Samuel Rosa and Radoslav Harman
- 2-D Rayleigh autoregressive moving average model for SAR image modeling

- Bruna G. Palm, Fábio M. Bayer and Renato J. Cintra
- Group linear non-Gaussian component analysis with applications to neuroimaging

- Yuxuan Zhao, David S. Matteson, Stewart H. Mostofsky, Mary Beth Nebel and Benjamin B. Risk
- Parameter estimation and model-based clustering with spherical normal distribution on the unit hypersphere

- Kisung You and Changhee Suh
- Asymptotic covariance estimation by Gaussian random perturbation

- Jing Zhou, Wei Lan and Hansheng Wang
- Interaction forests: Identifying and exploiting interpretable quantitative and qualitative interaction effects

- Roman Hornung and Anne-Laure Boulesteix
- Network inference from temporally dependent grouped observations

- Yunpeng Zhao
- Robust estimation and regression with parametric quantile functions

- Gianluca Sottile and Paolo Frumento
- Generalized ordinal patterns allowing for ties and their applications in hydrology

- Alexander Schnurr and Svenja Fischer
- A generalized correlated Cp criterion for derivative estimation with dependent errors

- Sisheng Liu and Xiaoli Kong
Volume 170, issue C, 2022
- ℓ0-Regularized high-dimensional accelerated failure time model

- Chao Cheng, Xingdong Feng, Jian Huang, Yuling Jiao and Shuang Zhang
- A comparison of single and multiple changepoint techniques for time series data

- Xuesheng Shi, Colin Gallagher, Robert Lund and Rebecca Killick
- On the use of random forest for two-sample testing

- Simon Hediger, Loris Michel and Jeffrey Näf
- Nonparametric feature selection by random forests and deep neural networks

- Xiaojun Mao, Liuhua Peng and Zhonglei Wang
- A fast approximate EM algorithm for joint models of survival and multivariate longitudinal data

- James Murray and Pete Philipson
- Robust modeling of multivariate longitudinal data using modified Cholesky and hypersphere decompositions

- Anbin Rhee, Min-Sun Kwak and Keunbaik Lee
- Bayesian spatio-temporal models for stream networks

- Edgar Santos-Fernandez, Jay M. Ver Hoef, Erin E. Peterson, James McGree, Daniel J. Isaak and Kerrie Mengersen
- Dealing with overdispersion in multivariate count data

- Noemi Corsini and Cinzia Viroli
Volume 169, issue C, 2022
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure

- Yan-Yong Zhao, Jin-Guan Lin, Jian-Qiang Zhao and Zhang-Xiao Miao
- Missing link survival analysis with applications to available pandemic data

- María Luz Gámiz, Enno Mammen, María Dolores Martínez-Miranda and Jens Perch Nielsen
- Variational Bayesian inference for network autoregression models

- Wei-Ting Lai, Ray-Bing Chen, Ying Chen and Thorsten Koch
- On MCMC sampling in self-exciting integer-valued threshold time series models

- Kai Yang, Xinyang Yu, Qingqing Zhang and Xiaogang Dong
- Test-inversion confidence intervals for estimands in contingency tables subject to equality constraints

- Qiansheng Zhu and Joseph B. Lang
- Multiclass-penalized logistic regression

- Didier Nibbering and Trevor J. Hastie
- Robust subset selection

- Ryan Thompson
- Approximate Bayesian conditional copulas

- Clara Grazian, Luciana Dalla Valle and Brunero Liseo
- Statistical inference for high-dimensional pathway analysis with multiple responses

- Yang Liu, Wei Sun, Li Hsu and Qianchuan He
- Distributed adaptive Huber regression

- Jiyu Luo, Qiang Sun and Wen-Xin Zhou
- Spatial two-stage designs for phase II clinical trials

- Seongho Kim and Weng Kee Wong
- Truncated estimation in functional generalized linear regression models

- Xi Liu, Afshin A. Divani and Alexander Petersen
- Computation of quantile sets for bivariate ordered data

- Andreas H. Hamel and Daniel Kostner
- Low-rank matrix denoising for count data using unbiased Kullback-Leibler risk estimation

- Jérémie Bigot and Charles Deledalle
- Kernel-based hidden Markov conditional densities

- Jan G. Gooijer, Gustav Eje Henter and Ao Yuan
- A latent space model for multilayer network data

- Juan Sosa and Brenda Betancourt
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