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 168, issue C, 2022
- Improving performances of MCMC for Nearest Neighbor Gaussian Process models with full data augmentation

- Sébastien Coube-Sisqueille and Benoît Liquet
- A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables

- Miaomiao Su and Qihua Wang
- Collaboration mechanisms and community detection of statisticians based on ERGMs and kNN-walktrap

- Jie Liu and Huilin Ge
- Surrogate space based dimension reduction for nonignorable nonresponse

- Jianqiu Deng, Xiaojie Yang and Qihua Wang
- Clustering multivariate functional data using unsupervised binary trees

- Steven Golovkine, Nicolas Klutchnikoff and Valentin Patilea
- Fourier transform sparse inverse regression estimators for sufficient variable selection

- Jiaying Weng
- Non-parametric analysis of serial dependence in time series using ordinal patterns

- Christian H. Weiß, Manuel Ruiz Marin, Karsten Keller and Mariano Matilla-García
- Correcting for sample selection bias in Bayesian distributional regression models

- Paul F.V. Wiemann, Nadja Klein and Thomas Kneib
- Confidence intervals for parameters in high-dimensional sparse vector autoregression

- Ke Zhu and Hanzhong Liu
- A new normal reference test for linear hypothesis testing in high-dimensional heteroscedastic one-way MANOVA

- Jin-Ting Zhang and Tianming Zhu
- Conditional generalized estimating equations of mean-variance-correlation for clustered data

- Renwen Luo and Jianxin Pan
- Statistical file-matching of non-Gaussian data: A game theoretic approach

- Daniel Ahfock, Saumyadipta Pyne and Geoffrey J. McLachlan
- Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space

- Yue Wang, Yan Zhou, Rui Li and Heng Lian
- Fusing sufficient dimension reduction with neural networks

- Daniel Kapla, Lukas Fertl and Efstathia Bura
- Doubly robust estimation in causal inference with missing outcomes: With an application to the Aerobics Center Longitudinal Study

- Kecheng Wei, Guoyou Qin, Jiajia Zhang and Xuemei Sui
- Flexible quantile contour estimation for multivariate functional data: Beyond convexity

- Gaurav Agarwal, Wei Tu, Ying Sun and Linglong Kong
- Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

- Dawid Szarek, Katarzyna Maraj-Zygmąt, Grzegorz Sikora, Diego Krapf and Agnieszka Wyłomańska
- Conditional independence test of failure and truncation times: Essential tool for method selection

- Jing Ning, Daewoo Pak, Hong Zhu and Jing Qin
- On a family of two–piece circular distributions

- Jose Ameijeiras-Alonso, Irène Gijbels and Anneleen Verhasselt
- An objective Bayes factor with improper priors

- Cristiano Villa and Stephen G. Walker
- Maximum likelihood estimation of diffusions by continuous time Markov chain

- J.L. Kirkby, Dang H. Nguyen, Duy Nguyen and Nhu N. Nguyen
- TA algorithms for D-optimal OofA Mixture designs

- Nicholas Rios, Peter Winker and Dennis K.J. Lin
- A likelihood-based boosting algorithm for factor analysis models with binary data

- Michela Battauz and Paolo Vidoni
Volume 167, issue C, 2022
- Bayesian beta regression for bounded responses with unknown supports

- Haiming Zhou and Xianzheng Huang
- Inference for monotone single-index conditional means: A Lorenz regression approach

- Cédric Heuchenne and Alexandre Jacquemain
- Dimension reduction for block-missing data based on sparse sliced inverse regression

- Zhen Xiao and Qi Zhang
- Hierarchical Bayesian modeling of spatio-temporal area-interaction processes

- Jiaxun Chen, Athanasios C. Micheas and Scott H. Holan
- Selective inference for additive and linear mixed models

- David Rügamer, Philipp F.M. Baumann and Sonja Greven
- Model averaging for linear mixed models via augmented Lagrangian

- René-Marcel Kruse, Alexander Silbersdorff and Benjamin Säfken
- A group comparison in fMRI data using a semiparametric model under shape invariance

- Arunava Samaddar, Brooke S. Jackson, Christopher J. Helms, Nicole A. Lazar, Jennifer E. McDowell and Cheolwoo Park
- Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables

- Celeste R. Pavithra and T.G. Deepak
- Oracle-efficient estimation for functional data error distribution with simultaneous confidence band

- Jiangyan Wang, Lijie Gu and Lijian Yang
- Polymatching algorithm in observational studies with multiple treatment groups

- Giovanni Nattino, Chi Song and Bo Lu
- Mixture additive hazards cure model with latent variables: Application to corporate default data

- Qi Yang, Haijin He, Bin Lu and Xinyuan Song
- Efficient unequal probability resampling from finite populations

- Pier Luigi Conti, Fulvia Mecatti and Federica Nicolussi
- A study of longitudinal trends in time-frequency transformations of EEG data during a learning experiment

- Joanna Boland, Donatello Telesca, Catherine Sugar, Shafali Jeste, Cameron Goldbeck and Damla Senturk
- Projection quantile correlation and its use in high-dimensional grouped variable screening

- Jicai Liu, Yuefeng Si, Yong Niu and Riquan Zhang
- K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means

- Camille Brunet-Saumard, Edouard Genetay and Adrien Saumard
- Fast selection of nonlinear mixed effect models using penalized likelihood

- Edouard Ollier
- Adaptive quantile computation for Brownian bridge in change-point analysis

- Jürgen Franke, Mario Hefter, André Herzwurm, Klaus Ritter and Stefanie Schwaar
- Uncertainty quantification for honest regression trees

- Suofei Wu, Jan Hannig and Thomas C.M. Lee
- A Wilcoxon-Mann-Whitney spatial scan statistic for functional data

- Zaineb Smida, Lionel Cucala, Ali Gannoun and Ghislain Durif
- The general goodness-of-fit tests for correlated data

- Hong Zhang and Zheyang Wu
Volume 166, issue C, 2022
- Bayesian inference for generalized linear model with linear inequality constraints

- Rahul Ghosal and Sujit K. Ghosh
- Model-based sparse coding beyond Gaussian independent model

- Xin Xing, Rui Xie and Wenxuan Zhong
- Joint estimation of monotone curves via functional principal component analysis

- Yei Eun Shin, Lan Zhou and Yu Ding
- On principal graphical models with application to gene network

- Kyongwon Kim
- Local logarithm partial likelihood estimation of panel count data model with an unknown link function

- Yijun Wang, Weiwei Wang and Xiaobing Zhao
Volume 165, issue C, 2022
- Robust regression with compositional covariates

- Aditya Mishra and Christian L. Müller
- Optimal designs for order-of-addition experiments

- Yuna Zhao, Dennis K.J. Lin and Min-Qian Liu
- Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors

- Muyi Li and Yanfen Zhang
- Deep learning for quantile regression under right censoring: DeepQuantreg

- Yichen Jia and Jong-Hyeon Jeong
- A new classification tree method with interaction detection capability

- Ahhyoun Kim and Hyunjoong Kim
- Bayesian model selection for high-dimensional Ising models, with applications to educational data

- Jaewoo Park, Ick Hoon Jin and Michael Schweinberger
- Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors

- Riko Kelter
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