# Computational Statistics
2003 - 2018
Current editor(s): *Wataru Sakamoto*, *Ricardo Cao* and *Jürgen Symanzik* From Springer Series data maintained by Sonal Shukla (). Access Statistics for this journal.
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**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*
**Volume 32, issue 4, 2017**
- Bootstrap and permutation tests in ANOVA for directional data pp. 1213-1240
*Adelaide Figueiredo*
- An ‘apples to apples’ comparison of various tests for exponentiality pp. 1241-1283
*J. S. Allison*, *L. Santana*, *N. Smit* and *I. J. H. Visagie*
- Resampling based inference for a distribution function using censored ranked set samples pp. 1285-1308
*M. Mahdizadeh* and *E. Strzalkowska-Kominiak*
- Tests of perfect judgment ranking using pseudo-samples pp. 1309-1322
*Saeid Amiri*, *Reza Modarres* and *Silvelyn Zwanzig*
- A Monte Carlo evaluation of the performance of two new tests for symmetry pp. 1323-1338
*James S. Allison* and *Charl Pretorius*
- On moment-type estimators for a class of log-symmetric distributions pp. 1339-1355
*N. Balakrishnan*, *Helton Saulo*, *Marcelo Bourguignon* and *Xiaojun Zhu*
- A regression-based numerical scheme for backward stochastic differential equations pp. 1357-1373
*Deng Ding*, *Xiaofei Li* and *Yiqi Liu*
- An effective method to reduce the computational complexity of composite quantile regression pp. 1375-1393
*Yanke Wu* and *Maozai Tian*
- Fast implementation of the Tukey depth pp. 1395-1410
*Xiaohui Liu*
- Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug” pp. 1411-1421
*H.-J. Sun*, *Kaoru Fukuda* and *B. D. McCullough*
- Dependence structure and test of independence for some well-known bivariate distributions pp. 1423-1451
*M. Zargar*, *H. Jabbari* and *M. Amini*
- Testing the equality of several linear regression models pp. 1453-1480
*Filipe J. Marques*, *Carlos A. Coelho* and *Paulo C. Rodrigues*
- Multivariate moment based extreme value index estimators pp. 1481-1513
*Matias Heikkilä*, *Yves Dominicy* and *Pauliina Ilmonen*
- Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach pp. 1515-1532
*Alireza Ahmadabadi* and *Burcu Hudaverdi Ucer*
- Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending pp. 1533-1568
*Tomás del Barrio Castro*, *Andrii Bodnar* and *Andreu Sanso*
- A new method to detect periodically correlated structure pp. 1569-1581
*Mohammad Reza Mahmoudi* and *Mohsen Maleki*
- A test for a parametric form of the volatility in second-order diffusion models pp. 1583-1596
*Tianshun Yan* and *Changlin Mei*
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes pp. 1597-1620
*Han Li*, *Kai Yang* and *Dehui Wang*
- Fast derivatives of likelihood functionals for ODE based models using adjoint-state method pp. 1621-1643
*Valdemar Melicher*, *Tom Haber* and *Wim Vanroose*
- Quadratic properties of least-squares solutions of linear matrix equations with statistical applications pp. 1645-1663
*Yongge Tian* and *Bo Jiang*
- Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring pp. 1665-1687
*Indrani Basak* and *N. Balakrishnan*
- Nonparametric confidence intervals for ranked set samples pp. 1689-1725
*Santu Ghosh*, *Arpita Chatterjee* and *N. Balakrishnan*
- The joint signature of parallel systems for different permutations of failure times pp. 1727-1746
*Leila Mohammadi*
- Weighted least squares estimation for exchangeable binary data pp. 1747-1765
*Dale Bowman* and *E. Olusegun George*
- Efficient simulation from a gamma distribution with small shape parameter pp. 1767-1775
*Chuanhai Liu*, *Ryan Martin* and *Nick Syring*
- Erratum to: Bootstrap prediction intervals in beta regressions pp. 1777-1777
*Patrícia L. Espinheira*, *Silvia L. P. Ferrari* and *Francisco Cribari-Neto*
**Volume 32, issue 3, 2017**
- A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution pp. 803-843
*Vinny Davies*, *Richard Reeve*, *William T. Harvey*, *Francois F. Maree* and *Dirk Husmeier*
- Bayesian inference on longitudinal-survival data with multiple features pp. 845-866
*Tao Lu*
- Frequentist standard errors of Bayes estimators pp. 867-888
*DongHyuk Lee*, *Raymond J. Carroll* and *Samiran Sinha*
- Statistical simulation based on right skewed distributions pp. 889-907
*Kazushi Maruo*, *Takaharu Yamabe* and *Yusuke Yamaguchi*
- An exact approach to ridge regression for big data pp. 909-928
*Tonglin Zhang* and *Baijian Yang*
- On weighted and locally polynomial directional quantile regression pp. 929-946
*Pavel Boček* and *Miroslav Šiman*
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data pp. 947-975
*Jing Lv* and *Chaohui Guo*
- Effects of measurement error on a class of single-index varying coefficient regression models pp. 977-1001
*Jianhong Shi*, *Qian Yang*, *Xiongya Li* and *Weixing Song*
- Fully robust one-sided cross-validation for regression functions pp. 1003-1025
*Olga Y. Savchuk* and *Jeffrey D. Hart*
- Bandwidth matrix selectors for kernel regression pp. 1027-1046
*Jan Koláček* and *Ivana Horová*
- Optimal variance estimation based on lagged second-order difference in nonparametric regression pp. 1047-1063
*WenWu Wang*, *Lu Lin* and *Li Yu*
- Spurious regression due to neglected of non-stationary volatility pp. 1065-1081
*Hao Jin*, *Si Zhang* and *Jinsuo Zhang*
- Choosing the most relevant level sets for depicting a sample of densities pp. 1083-1113
*Pedro Delicado* and *Philippe Vieu*
- Identifying local smoothness for spatially inhomogeneous functions pp. 1115-1138
*Dongik Jang*, *Hee-Seok Oh* and *Philippe Naveau*
- Estimation of level set trees using adaptive partitions pp. 1139-1163
*Lasse Holmström*, *Kyösti Karttunen* and *Jussi Klemelä*
- Some hypothesis tests based on random projection pp. 1165-1189
*Ricardo Fraiman*, *Leonardo Moreno* and *Sebastian Vallejo*
- Canonical correlation for principal components of time series pp. 1191-1212
*S. Yaser Samadi*, *L. Billard*, *M. R. Meshkani* and *A. Khodadadi*
**Volume 32, issue 2, 2017**
- Use of EM algorithm for data reduction under sparsity assumption pp. 387-407
*Atanu Kumar Ghosh* and *Arnab Chakraborty*
- Unsupervised learning of pharmacokinetic responses pp. 409-428
*Elson Tomás*, *Susana Vinga* and *Alexandra M. Carvalho*
- Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data pp. 429-449
*Suvra Pal* and *N. Balakrishnan*
- A general class of scale-shape mixtures of skew-normal distributions: properties and estimation pp. 451-474
*Ahad Jamalizadeh* and *Tsung-I Lin*
- A non-negative matrix factorization model based on the zero-inflated Tweedie distribution pp. 475-499
*Hiroyasu Abe* and *Hiroshi Yadohisa*
- The dynamic random subgraph model for the clustering of evolving networks pp. 501-533
*Rawya Zreik*, *Pierre Latouche* and *Charles Bouveyron*
- An interactive graphical method for community detection in network data pp. 535-557
*Andee Kaplan*, *Heike Hofmann* and *Daniel Nordman*
- Uncertainty quantification for functional dependent random variables pp. 559-583
*Simon Nanty*, *Céline Helbert*, *Amandine Marrel*, *Nadia Pérot* and *Clémentine Prieur*
- Dimension reduction in functional regression with categorical predictor pp. 585-609
*Guochang Wang*
- A note on estimating the bent line quantile regression model pp. 611-630
*Yanyang Yan*, *Feipeng Zhang* and *Xiaoying Zhou*
- Nonsingular subsampling for regression S estimators with categorical predictors pp. 631-646
*Manuel Koller* and *Werner A. Stahel*
- Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring pp. 647-666
*Shu-Fei Wu* and *Jin-Yang Lu*
- On the impact of model selection on predictor identification and parameter inference pp. 667-690
*Ruth M. Pfeiffer*, *Andrew Redd* and *Raymond J. Carroll*
- Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models pp. 691-716
*Sagnik Datta*, *Ghislaine Gayraud*, *Eric Leclerc* and *Frederic Y. Bois*
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration pp. 717-761
*Marco Grzegorczyk*, *Andrej Aderhold* and *Dirk Husmeier*
- Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy pp. 763-779
*Ali Baharev*, *Hermann Schichl* and *Endre Rév*
- Optimum mechanism for breaking the confounding effects of mixed-level designs pp. 781-802
*A. M. Elsawah* and *Hong Qin*
**Volume 32, issue 1, 2017**
- Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models pp. 1-33
*Marco Grzegorczyk* and *Mahdi Shafiee Kamalabad*
- Noninformative priors for the ratio of the shape parameters of two Weibull distributions pp. 35-50
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
- Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances pp. 51-69
*Clemens Elster* and *Gerd Wübbeler*
- Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors pp. 71-91
*Sang Gil Kang*, *Woo Dong Lee* and *Yongku Kim*
- A comparison of variational approximations for fast inference in mixed logit models pp. 93-125
*Nicolas Depraetere* and *Martina Vandebroek*
- Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis pp. 127-143
*Aijun Yang*, *Xuejun Jiang*, *Lianjie Shu* and *Jinguan Lin*
- Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models pp. 145-177
*Alberto Lumbreras*, *Julien Velcin*, *Marie Guégan* and *Bertrand Jouve*
- Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features pp. 179-196
*Yangxin Huang* and *Tao Lu*
- Scale space multiresolution correlation analysis for time series data pp. 197-218
*Leena Pasanen* and *Lasse Holmström*
- Bayesian analysis of multiple thresholds autoregressive model pp. 219-237
*Jiazhu Pan*, *Qiang Xia* and *Jinshan Liu*
- Issues in the Multiple Try Metropolis mixing pp. 239-252
*L. Martino* and *F. Louzada*
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space pp. 253-279
*Cheng Zhang*, *Babak Shahbaba* and *Hongkai Zhao*
- Integrated likelihood computation methods pp. 281-313
*Zhenyu Zhao* and *Thomas A. Severini*
- Automatically tuned general-purpose MCMC via new adaptive diagnostics pp. 315-348
*Jinyoung Yang* and *Jeffrey S. Rosenthal*
- Bayesian model averaging of possibly similar nonparametric densities pp. 349-365
*Alan Ker* and *Yong Liu*
- Parameter estimation of inverse Lindley distribution for Type-I censored data pp. 367-385
*Suparna Basu*, *Sanjay Kumar Singh* and *Umesh Singh*
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