Computational Statistics

2000 - 2025

Current editor(s): Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

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Volume 40, issue 3, 2025

A class of transformed joint quantile time series models with applications to health studies pp. 1147-1170

Fahimeh Tourani-Farani, Zeynab Aghabazaz and Iraj Kazemi

The root-Gaussian Cox Process for spatial-temporal disease mapping with aggregated data pp. 1171-1184

Zeytu Gashaw Asfaw, Patrick E. Brown and Jamie Stafford

Positive time series regression models: theoretical and computational aspects pp. 1185-1215

Taiane Schaedler Prass, Guilherme Pumi, Cleiton Guollo Taufemback and Jonas Hendler Carlos

Profile transformations for reciprocal averaging and singular value decomposition pp. 1217-1251

Ting-Wu Wang, Eric J. Beh, Rosaria Lombardo and Ian W. Renner

A Metropolis–Hastings Robbins–Monro algorithm via variational inference for estimating the multidimensional graded response model: a calculationally efficient estimation scheme to deal with complex test structures pp. 1253-1284

Xue Wang, Jing Lu and Jiwei Zhang

Semiparametric regression analysis of panel binary data with an informative observation process pp. 1285-1309

Lei Ge, Yang Li and Jianguo Sun

Ordinal causal discovery based on Markov blankets pp. 1311-1335

Yu Du, Yi Sun and Luyao Tan

Robust confidence intervals for meta-regression with interaction effects pp. 1337-1360

Maria Thurow, Thilo Welz, Eric Knop, Tim Friede and Markus Pauly

Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics pp. 1361-1396

Raul Bag, Bruno Spilak, Julian Winkel and Wolfgang Karl Härdle

A novel nonconvex, smooth-at-origin penalty for statistical learning pp. 1397-1422

Majnu John, Sujit Vettam and Yihren Wu

A theory of contrasts for modified Freeman–Tukey statistics and its applications to Tukey’s post-hoc tests for contingency tables pp. 1423-1446

Yoshio Takane, Eric J. Beh and Rosaria Lombardo

Performance of evaluation metrics for classification in imbalanced data pp. 1447-1473

Alex Cruz Huayanay, Jorge L. Bazán and Cibele M. Russo

Generalized linear model based on latent factors and supervised components pp. 1475-1516

Julien Gibaud, Xavier Bry and Catherine Trottier

INet for network integration pp. 1517-1539

Valeria Policastro, Matteo Magnani, Claudia Angelini and Annamaria Carissimo

Change point estimation for Gaussian time series data with copula-based Markov chain models pp. 1541-1581

Li-Hsien Sun, Yu-Kai Wang, Lien-Hsi Liu, Takeshi Emura and Chi-Yang Chiu

A precise and efficient exceedance-set algorithm for detecting environmental extremes pp. 1583-1595

Thomas Suesse and Alexander Brenning

Robust matrix factor analysis method with adaptive parameter adjustment using Cauchy weighting pp. 1597-1620

Junchen Li

Using the Krylov subspace formulation to improve regularisation and interpretation in partial least squares regression pp. 1621-1642

Tommy Löfstedt

Bayesian adaptive lasso quantile regression with non-ignorable missing responses pp. 1643-1682

Ranran Chen, Mai Dao, Keying Ye and Min Wang

Volume 40, issue 2, 2025

Efficient regression analyses with zero-augmented models based on ranking pp. 601-632

Deborah Kanda, Jingjing Yin, Xinyan Zhang and Hani Samawi

Advancements in Rényi entropy and divergence estimation for model assessment pp. 633-650

Luai Al-Labadi, Zhirui Chu and Ying Xu

Semiparametric analysis of competing risks data with covariate measurement error pp. 651-682

Akurathi Jayanagasri and S. Anjana

Expectile regression averaging method for probabilistic forecasting of electricity prices pp. 683-700

Joanna Janczura

Projection predictive variable selection for discrete response families with finite support pp. 701-721

Frank Weber, Änne Glass and Aki Vehtari

Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data pp. 723-743

Yi Wu, Wei Wang, Wei Yu and Xuejun Wang

Double truncation method for controlling local false discovery rate in case of spiky null pp. 745-766

Shinjune Kim, Youngjae Oh, Johan Lim, DoHwan Park, Erin M. Green, Mark L. Ramos and Jaesik Jeong

High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models pp. 767-794

Guanpeng Wang and Hengjian Cui

Leveraging single-case results to Bayesian hierarchical modelling pp. 795-819

Shijing Si, Jia-wen Gu and Maozai Tian

Monitoring mean of INAR(1) process with discrete mixture exponential innovations pp. 821-862

M. R. Irshad, Muhammed Ahammed and R. Maya

A time-varying coefficient rate model with intermittently observed covariates for recurrent event data pp. 863-882

Fangyuan Kang and Jianxi Zhao

Some aspects of nonlinear dimensionality reduction pp. 883-906

Liwen Wang, Yongda Wang, Shifeng Xiong and Jiankui Yang

Hypothesis testing in Cox models when continuous covariates are dichotomized: bias analysis and bootstrap-based test pp. 907-927

Hyunman Sim, Sungjeong Lee, Bo-Hyung Kim, Eun Shin and Woojoo Lee

Multiple imputation with competing risk outcomes pp. 929-949

Peter C. Austin

Variable selection and structure identification for additive models with longitudinal data pp. 951-975

Ting Wang, Liya Fu and Yanan Song

Robust variable selection for additive coefficient models pp. 977-997

Hang Zou, Xiaowen Huang and Yunlu Jiang

Empirical likelihood change point detection in quantile regression models pp. 999-1020

Suthakaran Ratnasingam and Ramadha D. Piyadi Gamage

Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors pp. 1021-1051

Yonghui Liu, Jiawei Lu, Gilberto A. Paula and Shuangzhe Liu

Site-specific nitrogen recommendation: fast, accurate, and feasible Bayesian kriging pp. 1053-1069

Davood Poursina and B Brorsen

Exploring local explanations of nonlinear models using animated linear projections pp. 1071-1095

Nicholas Spyrison, Dianne Cook and Przemyslaw Biecek

Trend of high dimensional time series estimation using low-rank matrix factorization: heuristics and numerical experiments via the TrendTM package pp. 1097-1122

Emilie Lebarbier, Nicolas Marie and Amélie Rosier

FPDclustering: a comprehensive R package for probabilistic distance clustering based methods pp. 1123-1146

Cristina Tortora and Francesco Palumbo

Volume 40, issue 1, 2025

Degree selection methods for curve estimation via Bernstein polynomials pp. 1-26

Juliana Freitas de Mello e Silva, Sujit Kumar Ghosh and Vinícius Diniz Mayrink

Imbalanced data sampling design based on grid boundary domain for big data pp. 27-64

Hanji He, Jianfeng He and Liwei Zhang

A subspace aggregating algorithm for accurate classification pp. 65-86

Saeid Amiri and Reza Modarres

Robust estimation of functional factor models with functional pairwise spatial signs pp. 87-110

Shuquan Yang and Nengxiang Ling

Simultaneous confidence bands for multiple comparisons of several percentile lines pp. 111-123

Sanyu Zhou and Yu Zhang

Likelihood inference for unified transformation cure model with interval censored data pp. 125-151

Jodi Treszoks and Suvra Pal

A difference-based method for testing no effect in nonparametric regression pp. 153-176

Zhijian Li, Tiejun Tong and Yuedong Wang

An attribute-based Node2Vec model for dynamic community detection on co-authorship network pp. 177-204

Tong Zhou, Rui Pan, Junfei Zhang and Hansheng Wang

Machine learning embedded EM algorithms for semiparametric mixture regression models pp. 205-224

Jiacheng Xue, Weixin Yao and Sijia Xiang

Modal regression models based on B-splines pp. 225-248

Lianqiang Yang, Wanli Yuan and Shijie Wang

A simple algorithm for computing the probabilities of count models based on pure birth processes pp. 249-272

Mongkol Hunkrajok and Wanrudee Skulpakdee

Closed-form expressions of the run-length distribution of the nonparametric double sampling precedence monitoring scheme pp. 273-299

Zwelakhe Magagula, Jean-Claude Malela-Majika, Schalk William Human, Philippe Castagliola, Kashinath Chatterjee and Christos Koukouvinos

Penalized function-on-function linear quantile regression pp. 301-329

Ufuk Beyaztas, Han Lin Shang and Semanur Saricam

PDAS: a Newton-type method for $$L_0$$ L 0 regularized accelerated failure time model pp. 331-352

Ning Su, Yanyan Liu and Lican Kang

Advancements in reliability estimation for the exponentiated Pareto distribution: a comparison of classical and Bayesian methods with lower record values pp. 353-382

Shubham Saini

Two-stage regression spline modeling based on local polynomial kernel regression pp. 383-403

Hamid Mraoui, Ahmed El-Alaoui, Souad Bechrouri, Nezha Mohaoui and Abdelilah Monir

R-estimation in linear models: algorithms, complexity, challenges pp. 405-439

Jaromír Antoch, Michal Černý and Ryozo Miura

Robust Bayesian cumulative probit linear mixed models for longitudinal ordinal data pp. 441-468

Kuo-Jung Lee, Ray-Bing Chen and Keunbaik Lee

Mixture models for simultaneous classification and reduction of three-way data pp. 469-507

Roberto Rocci, Maurizio Vichi and Monia Ranalli

A Bayesian approach for clustering and exact finite-sample model selection in longitudinal data mixtures pp. 509-545

M. Corneli, E. Erosheva, X. Qian and M. Lorenzi

Exact and approximate computation of the scatter halfspace depth pp. 547-572

Xiaohui Liu, Yuzi Liu, Petra Laketa, Stanislav Nagy and Yuting Chen

Maximizing adjusted covariance: new supervised dimension reduction for classification pp. 573-599

Hyejoon Park, Hyunjoong Kim and Yung-Seop Lee