# Computational Statistics
2003 - 2018
Current editor(s): *Wataru Sakamoto*, *Ricardo Cao* and *Jürgen Symanzik* From Springer Bibliographic data for series maintained by Sonal Shukla (). Access Statistics for this journal.
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**Volume 33, issue 4, 2018**
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies pp. 1563-1587
*Yuzhu Tian*, *Manlai Tang* and *Maozai Tian*
- A fast imputation algorithm in quantile regression pp. 1589-1603
*Hao Cheng* and *Ying Wei*
- Quantile regression for linear models with autoregressive errors using EM algorithm pp. 1605-1625
*Yuzhu Tian*, *Manlai Tang*, *Yanchao Zang* and *Maozai Tian*
- Estimation of spatial autoregressive models with measurement error for large data sets pp. 1627-1648
*Thomas Suesse*
- Simulation of Student–Lévy processes using series representations pp. 1649-1685
*Till Massing*
- Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme pp. 1687-1713
*Theodore Simos* and *Mike Tsionas*
- Bayesian time series regression with nonparametric modeling of autocorrelation pp. 1715-1731
*Tanujit Dey*, *Kun Ho Kim* and *Chae Young Lim*
- Forecasting seasonal time series data: a Bayesian model averaging approach pp. 1733-1765
*Alexander Vosseler* and *Enzo Weber*
- sppmix: Poisson point process modeling using normal mixture models pp. 1767-1798
*Athanasios C. Micheas* and *Jiaxun Chen*
- ClustGeo: an R package for hierarchical clustering with spatial constraints pp. 1799-1822
*Marie Chavent*, *Vanessa Kuentz-Simonet*, *Amaury Labenne* and *Jérôme Saracco*
- fastWKendall: an efficient algorithm for weighted Kendall correlation pp. 1823-1845
*Jie Lin*, *Donald A. Adjeroh*, *Bing-Hua Jiang* and *Yue Jiang*
- Applications of conditional power function of two-sample permutation test pp. 1847-1862
*Monjed H. Samuh* and *Fortunato Pesarin*
- Statistical inference for $$L^2$$ L 2 -distances to uniformity pp. 1863-1896
*L. Baringhaus*, *D. Gaigall* and *J. P. Thiele*
- Preliminary test estimation in system regression models in view of asymmetry pp. 1897-1921
*J. Kleyn*, *M. Arashi* and *S. Millard*
- Stability approach to selecting the number of principal components pp. 1923-1938
*Jiyeon Song* and *Seung Jun Shin*
- A correction of approximations used in sensitivity study of principal component analysis pp. 1939-1955
*Jacques Bénasséni*
**Volume 33, issue 3, 2018**
- Proceedings of Reisensburg 2014–2015 pp. 1125-1126
*Hans A. Kestler*, *Bernd Bischl* and *Matthias Schmid*
- Model based optimization of a statistical simulation model for single diamond grinding pp. 1127-1143
*Swetlana Herbrandt*, *Uwe Ligges*, *Manuel Pinho Ferreira*, *Michael Kansteiner*, *Dirk Biermann*, *Wolfgang Tillmann* and *Claus Weihs*
- Finding small somatic structural variants in exome sequencing data: a machine learning approach pp. 1145-1158
*Matthias Kuhn*, *Thoralf Stange*, *Sylvia Herold*, *Christian Thiede* and *Ingo Roeder*
- Predicting measurements at unobserved locations in an electrical transmission system pp. 1159-1172
*Dirk Surmann*, *Uwe Ligges* and *Claus Weihs*
- Learning vector quantization classifiers for ROC-optimization pp. 1173-1194
*T. Villmann*, *M. Kaden*, *W. Hermann* and *M. Biehl*
- On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models pp. 1195-1215
*Heidi Seibold*, *Christoph Bernau*, *Anne-Laure Boulesteix* and *Riccardo De Bin*
- The odd log-logistic Topp–Leone G family of distributions: heteroscedastic regression models and applications pp. 1217-1244
*Morad Alizadeh*, *Fazlollah Lak*, *Mahdi Rasekhi*, *Thiago G. Ramires*, *Haitham M. Yousof* and *Emrah Altun*
- Additive–multiplicative hazards model with current status data pp. 1245-1266
*Wanrong Liu*, *Jianglin Fang* and *Xuewen Lu*
- Design of component reliability test plan for a series system having time dependent testing cost with the presence of covariates pp. 1267-1292
*M. Kumar* and *P. N. Bajeel*
- Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula pp. 1293-1323
*Jia-Han Shih* and *Takeshi Emura*
- Interval estimation of $$P(X pp. 1325-1348
*M. Mahdizadeh* and *Ehsan Zamanzade*
- Proportion estimation in ranked set sampling in the presence of tie information pp. 1349-1366
*Ehsan Zamanzade* and *Xinlei Wang*
- Inferences on the common mean of several normal populations under heteroscedasticity pp. 1367-1384
*Ahad Malekzadeh* and *Mahmood Kharrati-Kopaei*
- Sample selection models for count data in R pp. 1385-1412
*Karol Wyszynski* and *Giampiero Marra*
- Efficient computation of multivariate empirical distribution functions at the observed values pp. 1413-1428
*David Lee* and *Harry Joe*
- Semiparametric estimation of the link function in binary-choice single-index models pp. 1429-1455
*Alan P. Ker* and *Abdoul G. Sam*
- Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling pp. 1457-1473
*Kensuke Okada* and *Shin-ichi Mayekawa*
- High-dimensional variable selection with the plaid mixture model for clustering pp. 1475-1496
*Thierry Chekouo* and *Alejandro Murua*
- Transformation of variables and the condition number in ridge estimation pp. 1497-1524
*Román Salmerón*, *José García*, *Catalina García* and *María del Mar López*
- Rank-based Liu regression pp. 1525-1561
*Mohammad Arashi*, *Mina Norouzirad*, *S. Ejaz Ahmed* and *Bahadır Yüzbaşı*
**Volume 33, issue 2, 2018**
- Logistic regression diagnostics in ridge regression pp. 563-593
*M. Revan Özkale*, *Stanley Lemeshow* and *Rodney Sturdivant*
- Model selection criteria based on cross-validatory concordance statistics pp. 595-621
*Patrick Ten Eyck* and *Joseph E. Cavanaugh*
- H-relative error estimation for multiplicative regression model with random effect pp. 623-638
*Zhanfeng Wang*, *Zhuojian Chen* and *Zimu Chen*
- New designs to consistently estimate the isotonic regression pp. 639-658
*Ana Colubi*, *J. Santos Dominguez-Menchero* and *Gil Gonzalez-Rodriguez*
- Robust empirical likelihood for partially linear models via weighted composite quantile regression pp. 659-674
*Peixin Zhao* and *Xiaoshuang Zhou*
- Robust estimation and moment selection in dynamic fixed-effects panel data models pp. 675-708
*P. Čížek* and *M. Aquaro*
- Estimating nonlinear effects in the presence of cure fraction using a semi-parametric regression model pp. 709-730
*Thiago G. Ramires*, *Niel Hens*, *Gauss M. Cordeiro* and *Edwin M. M. Ortega*
- A lack-of-fit test for generalized linear models via single-index techniques pp. 731-756
*Chin-Shang Li* and *Minggen Lu*
- On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables pp. 757-786
*Jason Bergtold*, *Krishna P. Pokharel*, *Allen Featherstone* and *Lijia Mo*
- Extending AIC to best subset regression pp. 787-806
*J. G. Liao*, *Joseph E. Cavanaugh* and *Timothy L. McMurry*
- On the zero-modified Poisson–Shanker regression model and its application to fetal deaths notification data pp. 807-836
*Wesley Bertoli*, *Katiane S. Conceição*, *Marinho G. Andrade* and *Francisco Louzada*
- Pairwise likelihood inference for the random effects probit model pp. 837-861
*T.-F. Lo*, *P.-H. Ke* and *Wen-Jen Tsay*
- Optimal difference-based estimation for partially linear models pp. 863-885
*Yuejin Zhou*, *Yebin Cheng*, *Wenlin Dai* and *Tiejun Tong*
- Generalized good lattice point sets pp. 887-901
*Zong-Feng Qi*, *Xue-Ru Zhang* and *Yong-Dao Zhou*
- Robust population designs for longitudinal linear regression model with a random intercept pp. 903-931
*Xiao-Dong Zhou*, *Yun-Juan Wang* and *Rong-Xian Yue*
- Choice of optimal second stage designs in two-stage experiments pp. 933-965
*A. M. Elsawah*
- Likelihood computation in the normal-gamma stochastic frontier model pp. 967-982
*Bernardo B. Andrade* and *Geraldo S. Souza*
- Working correlation structure selection in generalized estimating equations pp. 983-996
*Liya Fu*, *Yangyang Hao* and *You-Gan Wang*
- A heuristic, iterative algorithm for change-point detection in abrupt change models pp. 997-1015
*Salvatore Fasola*, *Vito M. R. Muggeo* and *Helmut Küchenhoff*
- A pruned recursive solution to the multiple change point problem pp. 1017-1045
*Eric Ruggieri*
- On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison pp. 1047-1070
*Nathan Uyttendaele*
- Notes on kernel density based mode estimation using more efficient sampling designs pp. 1071-1090
*Hani Samawi*, *Haresh Rochani*, *JingJing Yin*, *Daniel Linder* and *Robert Vogel*
- Statistical inference in mechanistic models: time warping for improved gradient matching pp. 1091-1123
*Mu Niu*, *Benn Macdonald*, *Simon Rogers*, *Maurizio Filippone* and *Dirk Husmeier*
**Volume 33, issue 1, 2018**
- Efficient importance sampling in low dimensions using affine arithmetic pp. 1-29
*Richard G. Everitt*
- Statistical inference under adaptive progressive censoring scheme pp. 31-74
*M. M. Mohie El-Din*, *A. R. Shafay* and *M. Nagy*
- Comparative study and sensitivity analysis of skewed spatial processes pp. 75-98
*Jiangyan Wang*, *Miao Yang* and *Anandamayee Majumdar*
- Objective bayesian analysis of the Yule–Simon distribution with applications pp. 99-126
*Fabrizio Leisen*, *Luca Rossini* and *Cristiano Villa*
- Efficient MCMC estimation of inflated beta regression models pp. 127-158
*Phillip Li*
- Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration pp. 159-177
*Mary Kathryn Cowles*, *Stephen Bonett* and *Michael Seedorff*
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models pp. 179-212
*Umberto Picchini* and *Adeline Samson*
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio pp. 213-234
*Samer A. Kharroubi*
- Objective Bayesian model selection approach to the two way analysis of variance pp. 235-248
*J. A. Cano*, *C. Carazo* and *D. Salmerón*
- Classical and Bayesian inference in two parameter exponential distribution with randomly censored data pp. 249-275
*H. Krishna* and *N. Goel*
- Bayesian estimation of generalized gamma shared frailty model pp. 277-297
*Sukhmani Sidhu*, *Kanchan Jain* and *Suresh Kumar Sharma*
- Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data pp. 299-318
*Yasmina Ziane*, *Nabil Zougab* and *Smail Adjabi*
- Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions pp. 319-338
*Chunzheng Cao*, *Mengqian Chen*, *Yahui Wang* and *Jian Qing Shi*
- Improved parameter estimation of the log-logistic distribution with applications pp. 339-356
*Joseph Reath*, *Jianping Dong* and *Min Wang*
- A comparative study of methods for testing the equality of two or more ROC curves pp. 357-377
*Arís Fanjul-Hevia* and *Wenceslao González-Manteiga*
- A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility pp. 379-411
*Helmut Herwartz* and *Yabibal Walle*
- Abrupt change in mean using block bootstrap and avoiding variance estimation pp. 413-441
*Barbora Peštová* and *Michal Pešta*
- On the invertibility of seasonally adjusted series pp. 443-465
*Yuliya Lovcha*, *Alejandro Perez-Laborda* and *Luis Gil-Alana*
- Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety pp. 467-485
*Angelina Roche*
- Calculating quantiles of noisy distribution functions using local linear regressions pp. 487-501
*Björn Bornkamp*
- A peeling algorithm for multiple testing on a random field pp. 503-525
*Joungyoun Kim*, *Donghyeon Yu*, *Johan Lim* and *Joong-Ho Won*
- Estimation of generalized structured component analysis models with alternating least squares pp. 527-548
*Rainer Schlittgen*
- Joint records from two exponential populations and associated inference pp. 549-562
*William Volterman*, *R. Arabi Belaghi* and *N. Balakrishnan*
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