Computational Statistics

2000 - 2026

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

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Volume 41, issue 7, 2026

On the use of the finite iterative method for computing the implied covariance matrix in structural equation models pp. 1-20

Sabah Laarif and Zouhair El Hadri

Composite quantile estimation for multivariate functional partially varying coefficient hybrid model with dependent errors pp. 1-34

Yanxia Liu, Zhihao Wang, Yu Zheng, Wenguang Yang, Lingjie Zhang, Hanyu Zhou, Wolfgang K. Härdle and Maozai Tian

Robust penalized rank-one tensor approximation pp. 1-29

Youngwook Kwon and Hee-Seok Oh

Volume 41, issue 6, 2026

Augmenting the Bayes estimator to find more matches in bipartite record linkage pp. 1-20

Ziyan Fang and Jerome P. Reiter

Online updating and heterogeneity detection for additive hazard models with streaming survival data pp. 1-64

Lina Wang, Zhanhang Gao and Bing Wang

A distributed two-sample test of high-dimensional mean vectors via random integration pp. 1-33

Yukun Yang, Ruizhe Jiang and Yunlu Jiang

A real options model for harvesting pp. 1-33

João Brazão, Nuno M. Brites and Miguel Reis

The impact of weakness and recovery time on recurrent injuries in NBA: a dynamic event-count model with transient carryover effect pp. 1-28

Ambra Macis, Marica Manisera, Marco Sandri and Paola Zuccolotto

Cooperative multi-agent reinforcement learning with entangled state representations and copula-based action coordination for urban navigation pp. 1-24

Jong-Min Kim

Data-informed feature-gated clustering for noisy high-dimensional data pp. 1-44

Wan Ping Chen

A multi-stage machine learning approach to portfolio selection and weight optimization for pairs trading pp. 1-32

Pınar Kaya Soylu

Quantile ratio regression for panel data pp. 1-27

Alessandro Fulci and Alessio Farcomeni

A novel model-based biclustering for ordinal data via a URV approach pp. 1-49

Monia Ranalli and Francesca Martella

Compositional and noncompositional covariates in multiple linear regression pp. 1-30

Michael Ben-Gad

Sequential monitoring of linear profiles using mixed memory recursions and stochastic approximation pp. 1-25

Nasir Abbas, Muhammad Ali, Shabbir Ahmad and Muhammad Riaz

Leakage-controlled error-region auditing for logistic regression pp. 1-17

Md Awwal Islam Khan and Mehmet Gürcan

Regularisation of regression trees by summation of p values pp. 1-34

Nils Engler, Mathias Lindholm, Filip Lindskog and Taariq Nazar

Doubly blocked variant of Genz’s method for multivariate normal integration pp. 1-42

Jakob Peterlin

Nonlinear filtering of asymmetric stochastic volatility models pp. 1-37

Nikolay Y. Nikolaev and V. L. Raju Chinthalapati

Statistical graph empirical mode decomposition by graph denoising and boundary treatment pp. 1-31

Hyeonglae Cho, Kyusoon Kim and Hee-Seok Oh

How to bet? Modeling sports betting using neural networks, exemplified in the English Premier League pp. 1-29

Román Alberto Vélez Jiménez, Edgar Possani and José Manuel Lecuanda Ontiveros

Sequential decision-making with Bayesian updates for network traversal under spatially correlated uncertainty pp. 1-45

Li Zhou and Elvan Ceyhan

Volume 41, issue 5, 2026

Interpretable contour level selection for heat maps for gridded data pp. 1-18

Tarn Duong

Eliciting univariate priors for binomial sampling models: beyond the beta distribution pp. 1-31

Nayana Unnipillai and Fadlalla G. Elfadaly

An adaptive triple-shrinkage framework for linear models with oracle properties pp. 1-31

Ramakrushna Mishra, Akshay Mishra and Gaurav Garg

Robust expert mixtures: handling censored data with normal mean-variance mixture distributions pp. 1-45

T. Manouchehri, F. Setoudehtazangi, A. R. Nematollahi and G. McLachlan

Density estimation for log-transformed data pp. 1-29

Olga Savchuk

Multi-scale dual-source fusion network for long-term time series forecasting pp. 1-29

Chenyu Liao, Chaoqun Hong, Jialin Du and Yuhang Huang

Quantile adaptive feature screening for ultra-high dimensional longitudinal heterogeneous data pp. 1-23

Lili Yue, Daoji Li, Xiong Cai and Gaorong Li

On exhaustive sufficient dimension reduction methods for massive datasets pp. 1-25

Chaehyun Ryu, Kyungjin Lee and Kyongwon Kim

F-KAN: a novel framework for functional regression based on Kolmogorov–Arnold networks pp. 1-49

Meifeng Qin and Zhouping Li

Poisson subsampling for large-scale functional data analysis pp. 1-30

Xiaomeng Yan and Shiyuan He

Latent class analysis by regularized spectral clustering pp. 1-42

Huan Qing

Variable selection via non-convex group penalization for high-dimensional nonparametric additive panel data models with fixed effects pp. 1-42

Yiping Yang, Ting Su and Jun Zhang

Extending GLASSO to non-Gaussian settings: sparse concentration estimation via EM algorithm pp. 1-34

György Terdik and Abdaljbbar B. A. Dawod

Deep neural network estimation of average treatment effects based on quantile regression pp. 1-34

Jun Wang and Yiyang Du

Generalized Poisson matrix factorization for overdispersed count data pp. 1-27

Ryo Ohashi, Hiroyasu Abe and Fumitake Sakaori

Bayesian multivariate models for bounded directional data pp. 1-27

Joel Montesinos–Vázquez and Gabriel Núñez–Antonio

Supervised models for analyzing three-dimensional shapes pp. 1-20

João C. A. Lavor, Getúlio J. A. do Amaral and Renata M. C. R. de Souza

A model-based restricted shapley value to measure the players’ contribution to shot actions in football pp. 1-20

Mattia Cefis, Rodolfo Metulini and Maurizio Carpita

Outer-product-of-gradient approach based on random forests Kernel and its application for classification pp. 1-19

Qingyu Xia and Xu Qin

Fast Bayesian basis selection for functional data representation with correlated errors pp. 1-33

Ana Carolina da Cruz, Camila P. E. de Souza, Pedro H. T. O. Sousa and Stephen I. Kinsey

Robust estimation of Markov-switching GARCH models pp. 1-33

Jean S. M. Diniz and Luiz K. Hotta

Two statistical problems for multivariate mixture distributions pp. 1-41

Ricardo Fraiman, Leonardo Moreno and Thomas Ransford

Regularized spectral clustering in overlapping networks pp. 1-47

Huan Qing, Jingli Wang and Haoran Zhan

On the simulation of truncated stable distributions: a correction to the literature pp. 1-9

Michael Grabchak

Developing novel automatic fuzzy clustering algorithm for image data based on representative probability density function vector pp. 1-28

Tai Vo- Van

The NPMLE of cumulative incidence function for competing risks survival data subject to interval censoring and left truncation pp. 1-24

Pao-sheng Shen and Raf Loreto

Volume 41, issue 4, 2026

Density estimation and conditional density estimation via a least squares reconstruction method pp. 1-29

Siyuan Huang, Shifeng Xiong and Tianfa Xie

Conformal outlier detection for multivariate functional data pp. 1-22

Hyunsung Kim and Junyong Park

A novel unit exponential regression model with improved estimation method under multicollinearity pp. 1-37

Alaa R. El-Alosey, Ali T. Hammad and Ahmed M. Gemeay

Analysis of gender equality in US college sports’ funding via spatial clustering pp. 1-16

Pierpaolo D’Urso, Livia De Giovanni and Lorenzo Federico

Optimizing the accuracy of stock price prediction: accessing the prospects of LSTM with geometric mean layer normalization pp. 1-38

Yuvaraja Boddu and Manimaran A

Clustering data with values missing at random using scale mixtures of multivariate skew-normal distributions pp. 1-38

Jason Pillay, Cristina Tortora, Antonio Punzo and Andriette Bekker

Efficient online estimation for nonparametric regression models with streaming data pp. 1-38

Mingxue Quan and Yonghong Long

Enhancing the interpretability of non-linear proportional hazard models introducing ghost variables pp. 1-36

Santiago Isaza-Cadavid, Santiago Ortiz, Nicolas Orozco and Héctor R. Quiceno

Adaptively fitting expansions of radial basis functions in regression pp. 1-54

Eugène-Patrice Ndong Nguéma

Modelling Shanghai soil properties with finite mixtures of $$S_\text {U}$$ Johnson distributions pp. 1-21

Nikola Počuča, Michael P. B. Gallaugher and Paul D. McNicholas

Functional k-means clustering with elastic distances accounting for phase and amplitude variation pp. 1-21

Kyungmin Ahn and Jeong Hoon Jang

Iterative causal discovery uncovers dynamic effects in wearable exercise data pp. 1-27

Tao Xie, Yaxian Hao and Fen Xie

Nonparametric estimation of bivariate distribution functions using Szász–Mirakyan operators for survival data pp. 1-28

Swar Omer A. Ari Kurki

A comparative study of sampling techniques for generating correlated multivariate normal random variates pp. 1-24

Zeeshan Ahmad, Qazi Muhammad Usman Jan, Rehman Akhtar, Salim Ur Rehman and Sahar Noor

On the use of the hurdle LASSO for modeling excess zero count data pp. 1-26

Yang-Li Liao and Chun-Yen Chen

Area-based epigraph and hypograph indices for functional outlier detection pp. 1-47

Belén Pulido, Alba M. Franco-Pereira, Rosa E. Lillo and Fabian Scheipl

Bayesian variable selection in sample selection models using spike-and-slab priors pp. 1-41

Adam J. Iqbal, Emmanuel O. Ogundimu and F. Javier Rubio

Balanced random assignments for multiple treatment groups using the Cube method pp. 1-20

Ejub Talovic and Yves Tillé

Estimating the signal dimension in multivariate time series using augmented second order source separation methods pp. 1-35

Klaus Nordhausen and Una Radojičić

Advanced data analysis with gretl pp. 1-4

A. Talha Yalta, Allin Cottrell and Paulo Canas Rodrigues

Volume 41, issue 3, 2026

Inference and estimation of spatial autoregressive varying coefficient models using a geographical gaussian process GAM pp. 1-30

Zhimin Hong and Ruoxuan Wang

A new class of median estimators using auxiliary information under PPS sampling: theoretical properties and empirical evaluation pp. 1-25

Salman Shah, Eisa Mahmoudi, Moiz Qureshi, Hasnain Iftikhar, Paulo Canas Rodrigues, Ronny Ivan Gonzales Medina and Javier Linkolk López-Gonzales

On the simulation of general multivariate gamma distributions using Dickman approximations pp. 1-25

Michael Grabchak and Xingnan Zhang

Closed-form estimators for multivariate regressions models: a single categorical variable approach pp. 1-23

Antoine Burg and Christophe Dutang

One-shot distributed shrinkage estimation in sparse linear regression models pp. 1-23

Amir Khalili, S. Ejaz Ahmed and Abbas Khalili

An efficient alternating direction algorithm for high-dimensional basis precision matrix estimation via lasso penalized D-trace loss pp. 1-23

Mingmin Zhu and Jiewei Jiang

Variational inference for sparse poisson regression pp. 1-50

Mitra Kharabati, Morteza Amini and Mohammad Arashi

Confidence intervals for Random Forest permutation importance with missing data pp. 1-42

Nico Föge and Markus Pauly

Tidychangepoint: a unified framework for analyzing changepoint detection in univariate time series pp. 1-36

Benjamin S. Baumer and Biviana Marcela Suárez Sierra

Quasi-likelihood-based EM algorithm for regime-switching SDE pp. 1-37

Yuzhong Cheng and Hiroki Masuda

Nonparametric modal regression with missing response observations pp. 1-29

Ana Pérez-González, Tomás R. Cotos-Yáñez and Rosa M. Crujeiras

Matrix-valued AutoRegressive (MAR) models in gretl pp. 1-31

Andrea Bucci, Giulio Palomba and Marco Tedeschi

Robust Bayesian variable selection for the quantile varying coefficient model pp. 1-31

Fang Lu, Li Peng, Guoliang Tian and Jing Yang

Quantlet: the code snippet knowledge platform pp. 1-20

Ștefan Găman, Julian Winkel, Xiaorui Zuo, Wolfgang Karl Härdle and Daniel Traian Pele

Editorial on the special issue on the VII Latin American conference on statistical computing pp. 1-4

Cristian Luis Bayes, David Fernando Muñoz and Jürgen Symanzik

Bounds in Wasserstein distance for locally stationary functional time series pp. 1-71

Jan Nino G. Tinio, Mokhtar Z. Alaya and Salim Bouzebda

Change point detection using Bayesian adaptive LASSO quantile regression pp. 1-28

Ranran Chen, Mai Dao, Donald Lien, Keying Ye and Min Wang

Robust image segmentation using EM-based models with TV regularization and alpha-stable distributions pp. 1-28

Ibrahim Sadok

A framework to efficiently smooth L1 penalties for linear regression pp. 1-24

Georg Hahn, Sharon M. Lutz, Nilanjana Laha, Julian Hecker, Dmitry Prokopenko, Sanghun Lee, Woojoo Lee, Michael H. Cho, Edwin K. Silverman and Christoph Lange

A reduced basis decomposition approach to efficient data collection in pairwise comparison studies pp. 1-24

Jiahua Jiang, Joseph Marsh and Rowland Seymour

Bayesian modal regression with linear inequality constraints using mixture distributions pp. 1-26

Jialei Yu, Min Xu and Jinyu Chen

Optimal designs for longitudinal trials with discrete-time survival endpoints pp. 1-32

Yun-Juan Wang, Xin-Yuan Ji, Xiao-Dong Zhou and Rong-Xian Yue

A new method for cheating detection during computerized adaptive testing pp. 1-27

Luca Bungaro, Mariagiulia Matteucci, Stefania Mignani and Bernard P. Veldkamp

A bootstrap-enhanced fisher scoring algorithm for parameter estimation in state-space models pp. 1-46

F. Catarina Pereira, Marco Costa and A. Manuela Gonçalves

Enhancing univariate time series forecasting: a general tree-based model selection approach pp. 1-21

Alexandru-Mihail Stroilă

Volume 41, issue 2, 2026

Intrinsic geometry-inspired dependent toroidal distribution: application to regression model for astigmatism data pp. 1-25

Buddhananda Banerjee and Surojit Biswas

Bayesian weighted composite quantile regression in varying-coefficient partially linear mixed-effects model with ordinal longitudinal data pp. 1-30

Xiaofan Wang, Jiaqing Chen, Jinjing Wang, Yibo Long, Feng Gu and Yangxin Huang

IAOA-LSTM: a hybrid model for stock portfolio optimization pp. 1-36

David Opeoluwa Oyewola, Temidayo Oluwatosin Omotehinwa, Temitope Olubanjo Kehinde and Yahya Hammawa

Semi-proximal ADMM for fused Lasso penalized least absolute deviation in partially linear model pp. 1-36

Fanke Kong, Zheng-Fen Jin, Youlin Shang, Yunhai Xiao and Deren Han

Fuzzy two-mode clustering: How to determine the optimal number of clusters? pp. 1-34

Maria Brigida Ferraro, Paolo Giordani and Maurizio Vichi

Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo pp. 1-34

Heeju Lim, Victor E. Lachos and Victor H. Lachos

Multi-step adaptive elastic net for variable selection and classification in high-dimensional sparse logistic regression models pp. 1-38

Yiping Yang, Yinghui Huang, Junhua Zhang and Gaorong Li

Refitted cross-validation estimation for high-dimensional subsamples from low-dimension full data pp. 1-15

Haixiang Zhang and HaiYing Wang

Weather fluctuations and the (German) industrial sector pp. 1-21

Sven Schreiber

Efficient subsampling for high-dimensional data pp. 1-33

Vasilis Chasiotis, Lin Wang and Dimitris Karlis

Bayesian model averaging for VAR models: gretl-based implementation pp. 1-19

Marcin Błażejowski, Paweł Kufel and Jacek Kwiatkowski

FlexReg: an R package for fitting a general class of mixture regression models with bounded responses in a Bayesian framework pp. 1-35

Roberto Ascari, Agnese Maria Di Brisco, Sonia Migliorati and Andrea Ongaro

Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach pp. 1-20

Marco Bee

Volume 41, issue 1, 2026

A sparse estimate to varying-coefficient additive models for functional and longitudinal data pp. 1-27

Yaxuan Zhao, Zhimeng Sun and Yuehan Yang

Individualized treatment effect estimation with compromised adversarial nets pp. 1-27

Atomsa Gemechu Abdisa, Yingchun Zhou and Yuqi Qiu

Regularized estimation for right-censored zero-inflated poisson regression: methods and applications to health data pp. 1-32

Essoham Ali, Adewale F. Lukman and Solym M. Manou-Abi

Developments of complex principal component analysis for an exploratory study of Pacific winds and El Niño Southern Oscillation pp. 1-32

Sergio Camiz, Jean-Jacques Denimal and Juana Ravines Ruiz

Smote enhanced cumulative moment estimation for sufficient dimension reduction pp. 1-21

Yvette Feng, Andreas Artemiou and Qin Wang

An extreme gradient boosted approach for predicting the number and size of auto insurance claims pp. 1-21

Chaima Hmani, Abdelaziz Ghribi and Afif Masmoudi

Unveiling mortality dynamics: a novel mathematical framework across adulthood and aging pp. 1-21

Begüm Çığşar and Deniz Ünal

Sparse functional data classification via Bayesian aggregation pp. 1-41

Ahmad Talafha

Flexible scale mixtures of skewed generalized normal distributions: properties and inference pp. 1-41

Aidi Liu, Weihu Cheng and Minghui Yao

Deep learning based posterior sampling for high-dimensional linear inverse problems pp. 1-35

Gerd Wübbeler, Franko Schmähling, Manuel Marschall and Clemens Elster

Bayesian multivariate smoothing spline approach for yield curve joint estimation across bond types pp. 1-26

Wenyang Wang, Muxin Chen, Yuqiang Xu, Xiaojun Tong, Dongchu Sun and Chong He

Generalized spatial beta models for skewed and bimodal proportion data pp. 1-26

Mehdi Homayouni, Majid Jafari Khaledi, Esmaeil Najafi and Hormoz Sohrabi

Right-censored models on massive data pp. 1-26

Gabriela Ciuperca

Simultaneous selection of knots and variables in additive models pp. 1-24

Hyungjin Kim, Sungwan Bang and Jongkyeong Kang

Goodness-of-fit test procedures for degradation data pp. 1-28

Lochana Palayangoda, Aziz Gafurov and Hon Keung Tony Ng

The impact of random tree depth—a novel randomization process for ensemble methods pp. 1-28

Daniel Horn, Tobias Markus Krabel, Thi Ngoc Tien Tran, Andreas Groll and Carsten Jentsch

Tests and graphical tools for the comparison of time series predictors pp. 1-28

Jussi Klemelä

Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints pp. 1-37

Tizheng Li, Ting Liu and Xiangyi Zhang

Estimation of the change-point Cox proportional hazards model based on case-I interval-censored data pp. 1-22

Qiyue Huang, Xiaoyi Wang, Xingwei Tong, Meng Li and Jianguo Sun

QMSLV: a gretl package for quasi maximum likelihood estimation of stochastic volatility models pp. 1-18

Paolo Chirico

Semiparametric analysis of the additive hazards model with dependent right-censored data pp. 1-18

Shuying Wang, Linyan Luo, Bo Zhao and Xinyu Liu

Fast MMPTs: a fast approximate sampler toward a mixture of multivariate Polya trees pp. 1-29

William Cipolli

Sparse Bayesian multidimensional scaling(s) pp. 1-31

Ami Sheth, Aaron Smith and Andrew J. Holbrook

Measuring spillovers and connectedness in gretl pp. 1-30

Chiara Casoli and Luca Pedini

Bayesian variable selection and estimation based on asymmetric squared loss in high dimensions pp. 1-30

Xiangyu Shi, Xiangyang Xu, Ruiyuan Cao and Tianfa Xie

Fast inference in copula models with categorical explanatory variables using the one-step procedure pp. 1-30

Alexandre Brouste, Christophe Dutang, Lilit Hovsepyan and Tom Rohmer

Introducing HYBRID and ENSEMBLE: novel nonconvex penalization strategies for robust variable selection under missing data pp. 1-30

Lingling Zhang

Subagging for bandwidth selection: a computationally efficient approach to kernel density estimation pp. 1-30

Mario Francisco-Fernández, Daniel Barreiro-Ures and Ricardo Cao

Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression pp. 1-23

Anja Zgodic, Ray Bai, Jiajia Zhang, Yuan Wang, Christopher Rorden and Alexander C. McLain

A stochastic approach to k-nearest neighbors search using a fixed radius method pp. 1-17

Brahian Cano Urrego, Alexander Alsup, Jeffrey A. Thompson and Devin C. Koestler