Computational Statistics

2000 - 2025

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

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Volume 39, issue 7, 2024

A memorial for the late Professor Friedrich Leisch pp. 3485-3492

Jürgen Symanzik, Yuichi Mori and Philippe Vieu

Computational econometrics with gretl pp. 3493-3495

A. Talha Yalta, Allin Cottrell and Paulo C. Rodrigues

Which C compiler and BLAS/LAPACK library should I use: gretl’s numerical efficiency in different configurations pp. 3497-3522

Marcin Błażejowski

Linear models with time-varying parameters: a comparison of different approaches pp. 3523-3545

Riccardo “Jack” Lucchetti and Francesco Valentini

Bayesian regression models in gretl: the BayTool package pp. 3547-3578

Luca Pedini

Tips and tricks for Bayesian VAR models in gretl pp. 3579-3597

Luca Pedini

Order statistics in large arrays (OSILA): a simple randomised algorithm for a fast and efficient attainment of the order statistics in very large arrays pp. 3599-3624

Andrea Cerasa

A new approach to nonparametric estimation of multivariate spectral density function using basis expansion pp. 3625-3641

Shirin Nezampour, Alireza Nematollahi, Robert T. Krafty and Mehdi Maadooliat

Differentiated uniformization: a new method for inferring Markov chains on combinatorial state spaces including stochastic epidemic models pp. 3643-3663

Kevin Rupp, Rudolf Schill, Jonas Süskind, Peter Georg, Maren Klever, Andreas Lösch, Lars Grasedyck, Tilo Wettig and Rainer Spang

Fitting concentric elliptical shapes under general model pp. 3665-3694

Ali Al-Sharadqah and Giuliano Piga

Finite mixture of regression models for censored data based on the skew-t distribution pp. 3695-3726

Jiwon Park, Dipak K. Dey and Víctor H. Lachos

Analysis of estimating the Bayes rule for Gaussian mixture models with a specified missing-data mechanism pp. 3727-3751

Ziyang Lyu

Convergence of the CUSUM estimation for a mean shift in linear processes with random coefficients pp. 3753-3778

Yi Wu, Wei Wang and Xuejun Wang

Some new invariant sum tests and MAD tests for the assessment of Benford’s law pp. 3779-3800

Wolfgang Kössler, Hans-J. Lenz and Xing D. Wang

First exit and Dirichlet problem for the nonisotropic tempered $$\alpha$$ α -stable processes pp. 3801-3829

Xing Liu and Weihua Deng

Overlapping coefficient in network-based semi-supervised clustering pp. 3831-3854

Claudio Conversano, Luca Frigau and Giulia Contu

Bayesian sequential probability ratio test for vaccine efficacy trials pp. 3855-3880

Erina Paul, Santosh Sutradhar, Jonathan Hartzel and Devan V. Mehrotra

Bayesian estimation of the number of species from Poisson-Lindley stochastic abundance model using non-informative priors pp. 3881-3906

Anurag Pathak, Manoj Kumar, Sanjay Kumar Singh, Umesh Singh and Sandeep Kumar

Generation of normal distributions revisited pp. 3907-3921

Takayuki Umeda

Correction to: Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference‑based assumptions pp. 3923-3923

Sean Yiu

Volume 39, issue 6, 2024

A general stream sampling design pp. 2899-2924

Bardia Panahbehagh, Raphaël Jauslin and Yves Tillé

A new quantile regression model with application to human development index pp. 2925-2948

Gauss M. Cordeiro, Gabriela M. Rodrigues, Fábio Prataviera and Edwin M. M. Ortega

Power Burr X-T family of distributions: properties, estimation methods and real-life applications pp. 2949-2974

Rana Muhammad Usman and Maryam Ilyas

Parameter estimation in nonlinear mixed effect models based on ordinary differential equations: an optimal control approach pp. 2975-3005

Quentin Clairon, Chloé Pasin, Irene Balelli, Rodolphe Thiébaut and Mélanie Prague

Empirical likelihood ratio tests for homogeneity of component lifetime distributions based on system lifetime data pp. 3007-3029

Jingjing Qu, Hon Keung Tony Ng and Chul Moon

Nonparametric binary regression models with spherical predictors based on the random forests kernel pp. 3031-3048

Xu Qin and Huiqun Gao

Combination of optimization-free kriging models for high-dimensional problems pp. 3049-3071

Tanguy Appriou, Didier Rullière and David Gaudrie

Nonparametric confidence intervals for generalized Lorenz curve using modified empirical likelihood pp. 3073-3090

Suthakaran Ratnasingam, Spencer Wallace, Imran Amani and Jade Romero

Fuzzy clustering of time series based on weighted conditional higher moments pp. 3091-3114

Roy Cerqueti, Pierpaolo D’Urso, Livia Giovanni, Raffaele Mattera and Vincenzina Vitale

Estimation and testing of kink regression model with endogenous regressors pp. 3115-3135

Yan Sun and Wei Huang

A software reliability model incorporating fault removal efficiency and it’s release policy pp. 3137-3155

Umashankar Samal and Ajay Kumar

Nonparametric estimation of expected shortfall for α-mixing financial losses pp. 3157-3179

Xuejun Wang, Yi Wu and Wei Wang

Simultaneous subgroup identification and variable selection for high dimensional data pp. 3181-3205

Huicong Yu, Jiaqi Wu and Weiping Zhang

Two-sample Behrens–Fisher problems for high-dimensional data: a normal reference F-type test pp. 3207-3230

Tianming Zhu, Pengfei Wang and Jin-Ting Zhang

Pair programming with ChatGPT for sampling and estimation of copulas pp. 3231-3261

Jan Górecki

Sequential linear regression for conditional mean imputation of longitudinal continuous outcomes under reference-based assumptions pp. 3263-3285

Sean Yiu

An expectation maximization algorithm for the hidden markov models with multiparameter student-t observations pp. 3287-3301

Emna Ghorbel and Mahdi Louati

An effective method for identifying clusters of robot strengths pp. 3303-3345

Jen-Chieh Teng, Chin-Tsang Chiang and Alvin Lim

An extended Langevinized ensemble Kalman filter for non-Gaussian dynamic systems pp. 3347-3372

Peiyi Zhang, Tianning Dong and Faming Liang

Estimation and prediction with data quality indexes in linear regressions pp. 3373-3404

P. Chatelain and X. Milhaud

Testing for linearity in scalar-on-function regression with responses missing at random pp. 3405-3429

Manuel Febrero-Bande, Pedro Galeano, Eduardo García-Portugués and Wenceslao González-Manteiga

Structured dictionary learning of rating migration matrices for credit risk modeling pp. 3431-3456

Michaël Allouche, Emmanuel Gobet, Clara Lage and Edwin Mangin

Censored broken adaptive ridge regression in high-dimension pp. 3457-3482

Jeongjin Lee, Taehwa Choi and Sangbum Choi

Correction: Empirical likelihood and estimation in varying coefficient models with right censored data pp. 3483-3483

Liugen Xue

Volume 39, issue 5, 2024

The concordance filter: an adaptive model-free feature screening procedure pp. 2413-2436

Xuewei Cheng, Gang Li and Hong Wang

An algorithm for generating efficient block designs via a novel particle swarm approach pp. 2437-2449

Saeid Pooladsaz and Mahboobeh Doosti-Irani

Computing T-optimal designs via nested semi-infinite programming and twofold adaptive discretization pp. 2451-2478

David Mogalle, Philipp Seufert, Jan Schwientek, Michael Bortz and Karl-Heinz Küfer

Jackknife empirical likelihood based diagnostic checking for Ar(p) models pp. 2479-2509

Yawen Fan, Xiaohui Liu, Yang Cao and Shaochu Liu

Row mixture-based clustering with covariates for ordinal responses pp. 2511-2555

Kemmawadee Preedalikit, Daniel Fernández, Ivy Liu, Louise McMillan, Marta Nai Ruscone and Roy Costilla

A CNN-based multi-level face alignment approach for mitigating demographic bias in clinical populations pp. 2557-2579

Ricardo T. Freitas, Kelson R. T. Aires, Anselmo C. Paiva, Rodrigo de M. S. Veras and Pedro L. M. Soares

A pth-order random coefficients mixed binomial autoregressive process with explanatory variables pp. 2581-2604

Han Li, Zijian Liu, Kai Yang, Xiaogang Dong and Wenshan Wang

A Monte Carlo permutation procedure for testing variance components in generalized linear regression models pp. 2605-2621

Yahia S. El-Horbaty

Goodness-of-fit procedure for gamma processes pp. 2623-2650

Ghislain Verdier

GOLFS: feature selection via combining both global and local information for high dimensional clustering pp. 2651-2675

Zhaoyu Xing, Yang Wan, Juan Wen and Wei Zhong

Classifying for images based on the extracted probability density function and the quasi Bayesian method pp. 2677-2701

Hieu Huynh- Van, Tuan Le-Hoang and Tai Vo- Van

Extremal index: estimation and resampling pp. 2703-2720

Marta Ferreira

Using nomination sampling in estimating the area under the ROC curve pp. 2721-2742

Zeinab Akbari Ghamsari, Ehsan Zamanzade and Majid Asadi

A new approach to modeling the cure rate in the presence of interval censored data pp. 2743-2769

Suvra Pal, Yingwei Peng and Wisdom Aselisewine

Weighted high dimensional data reduction of finite element features: an application on high pressure of an abdominal aortic aneurysm pp. 2771-2789

Christoph Striegel, Jonas Biehler and Göran Kauermann

Inference for a constant-stress model under progressive type-II censored data from the truncated normal distribution pp. 2791-2820

Mohamed Sief, Xinsheng Liu and Abd El-Raheem Mohamed Abd El-Raheem

Confidence sub-contour box: an alternative to traditional confidence intervals pp. 2821-2858

Daniel Rojas-Diaz, Alexandra Catano-Lopez, Carlos M. Vélez, Santiago Ortiz and Henry Laniado

A bootstrap test for threshold effects in a diffusion process pp. 2859-2872

Heiko Rachinger, Edward M. H. Lin and Henghsiu Tsai

On testing the equality between interquartile ranges pp. 2873-2898

Luca Greco, George Luta and Rand Wilcox

Volume 39, issue 4, 2024

An adaptive method for bandwidth selection in circular kernel density estimation pp. 1709-1728

Stanislav Zámečník, Ivana Horová, Stanislav Katina and Kamila Hasilová

A new bandwidth selection method for nonparametric modal regression based on generalized hyperbolic distributions pp. 1729-1746

Hongpeng Yuan, Sijia Xiang and Weixin Yao

Random forest based quantile-oriented sensitivity analysis indices estimation pp. 1747-1777

Kévin Elie-Dit-Cosaque and Véronique Maume-Deschamps

Sampling large hyperplane-truncated multivariate normal distributions pp. 1779-1806

Hassan Maatouk, Didier Rullière and Xavier Bay

Rank estimation for the function-on-scalar model pp. 1807-1823

Jun Sun, Mingtao Zhao, Ning Li and Jing Yang

A smoothed semiparametric likelihood for estimation of nonparametric finite mixture models with a copula-based dependence structure pp. 1825-1846

Michael Levine and Gildas Mazo

Nonparametric derivative estimation with bimodal kernels under correlated errors pp. 1847-1865

Deru Kong, Shengli Zhao and WenWu Wang

Automatic piecewise linear regression pp. 1867-1907

Mathias Ottenbreit and Riccardo Bin

High-dimensional penalized Bernstein support vector classifier pp. 1909-1936

Rachid Kharoubi, Abdallah Mkhadri and Karim Oualkacha

Dimension reduction and visualization of multiple time series data: a symbolic data analysis approach pp. 1937-1969

Emily Chia-Yu Su and Han-Ming Wu

A sparse estimate based on variational approximations for semiparametric generalized additive models pp. 1971-1992

Fan Yang and Yuehan Yang

High dimensional controlled variable selection with model-X knockoffs in the AFT model pp. 1993-2009

Baihua He, Di Xia and Yingli Pan

Sparse estimation of linear model via Bayesian method $$^*$$ ∗ pp. 2011-2038

Yang Yang, Yanjiao Yang and Lichun Wang

Variational Bayesian Lasso for spline regression pp. 2039-2064

Larissa C. Alves, Ronaldo Dias and Helio S. Migon

Generalised Bayesian sample copula of order m pp. 2065-2082

Luis E. Nieto-Barajas and Ricardo Hoyos-Argüelles

Semiparametric regression modelling of current status competing risks data: a Bayesian approach pp. 2083-2108

Pavithra Hariharan and P. G. Sankaran

Bayesian survival analysis of logistic exponential distribution for adaptive progressive Type-II censored data pp. 2109-2155

Subhankar Dutta, Sanku Dey and Suchandan Kayal

Semiparametric Bayesian approach to assess non-inferiority with assay sensitivity in a three-arm trial with normally distributed endpoints pp. 2157-2181

Niansheng Tang, Fan Liang and Depeng Jiang

Multi-pass Bayesian estimation: a robust Bayesian method pp. 2183-2216

Yeming Lei, Shijie Zhou, Jerzy Filar and Nan Ye

Point and interval estimation of quantiles of several exponential populations with a common location under progressive censoring scheme pp. 2217-2257

Habiba Khatun and Manas Ranjan Tripathy

Variational Bayesian analysis for two-part latent variable model pp. 2259-2290

Yemao Xia, Jinye Chen and Depeng Jiang

Dominance of posterior predictive densities over plug-in densities for order statistics in exponential distributions pp. 2291-2321

Kouhei Nishi, Takeshi Kurosawa and Nobuyuki Ozeki

Wavelet-based Bayesian approximate kernel method for high-dimensional data analysis pp. 2323-2341

Wenxing Guo, Xueying Zhang, Bei Jiang, Linglong Kong and Yaozhong Hu

A latent variable approach for modeling recall-based time-to-event data with Weibull distribution pp. 2343-2374

M. S. Panwar, Vikas Barnwal and C. P. Yadav

Variable selection for multivariate functional data via conditional correlation learning pp. 2375-2412

Keyao Wang, Huiwen Wang, Shanshan Wang and Lihong Wang

Volume 39, issue 3, 2024

Two-sample mean vector projection test in high-dimensional data pp. 1061-1091

Caizhu Huang, Xia Cui and Euloge Clovis Kenne Pagui

Large-scale dependent multiple testing via hidden semi-Markov models pp. 1093-1126

Jiangzhou Wang and Pengfei Wang

hermiter: R package for sequential nonparametric estimation pp. 1127-1163

Michael Stephanou and Melvin Varughese

Threshold effect in varying coefficient models with unknown heteroskedasticity pp. 1165-1181

Yuanqing Zhang, Chunrong Ai and Yaqin Feng

Bayesian log-linear beta-negative binomial integer-valued Garch model pp. 1183-1202

Yuanqi Chu and Keming Yu

Multi-step estimators and shrinkage effect in time series models pp. 1203-1239

Ivan Svetunkov, Nikolaos Kourentzes and Rebecca Killick

Predictive stability criteria for penalty selection in linear models pp. 1241-1280

Dean Dustin, Bertrand Clarke and Jennifer Clarke

A non-iteration Bayesian sampling algorithm for robust seemingly unrelated regression models $$^*$$ ∗ pp. 1281-1300

Yang Yang and Lichun Wang

Bayesian hypothesis testing for equality of high-dimensional means using cluster subspaces pp. 1301-1320

Fang Chen, Qiuchen Hai and Min Wang

Generative models and Bayesian inversion using Laplace approximation pp. 1321-1349

Manuel Marschall, Gerd Wübbeler, Franko Schmähling and Clemens Elster

A two-stage Bridge estimator for regression models with endogeneity based on control function method pp. 1351-1370

Fatemeh Bahador, Ayyub Sheikhi and Alireza Arabpour

An adapted loss function for composite quantile regression with censored data pp. 1371-1401

Xiaohui Yuan, Xinran Zhang, Wei Guo and Qian Hu

Generalized ridge shrinkage estimation in restricted linear model pp. 1403-1416

Feng Qian, Rong Chen and Ling Wang

A multinomial generalized linear mixed model for clustered competing risks data pp. 1417-1434

Henrique Aparecido Laureano, Ricardo Rasmussen Petterle, Guilherme Parreira da Silva, Paulo Justiniano Ribeiro Junior and Wagner Hugo Bonat

Controlling the false discovery rate by a Latent Gaussian Copula Knockoff procedure pp. 1435-1458

Alejandro Román Vásquez, José Ulises Márquez Urbina, Graciela González Farías and Gabriel Escarela

Discriminating between log-normal and log-logistic distributions in the presence of type-II censoring pp. 1459-1483

Bishal Diyali, Devendra Kumar and Sukhdev Singh

Clustering of longitudinal curves via a penalized method and EM algorithm pp. 1485-1512

Xin Wang

Spatio-temporal clustering analysis using generalized lasso with an application to reveal the spread of Covid-19 cases in Japan pp. 1513-1537

Septian Rahardiantoro and Wataru Sakamoto

An expectation conditional maximization algorithm for the skew-normal based stochastic frontier model pp. 1539-1558

Xiaonan Zhu, Zheng Wei, Tonghui Wang, S. T. Boris Choy and Ziwei Ma

Renewable learning for multiplicative regression with streaming datasets pp. 1559-1586

Tianzhen Wang, Haixiang Zhang and Liuquan Sun

Tree-based boosting with functional data pp. 1587-1620

Xiaomeng Ju and Matías Salibián-Barrera

Fast and consistent algorithm for the latent block model pp. 1621-1657

Vincent Brault and Antoine Channarond

A hybrid deterministic–deterministic approach for high-dimensional Bayesian variable selection with a default prior pp. 1659-1681

Jieun Lee and Gyuhyeong Goh

Empirical likelihood and estimation in varying coefficient models with right censored data pp. 1683-1707

Liugen Xue

Volume 39, issue 2, 2024

Hidden Markov model with missing emissions pp. 385-403

Karima Elkimakh and Abdelaziz Nasroallah

Matrix-variate normal mean-variance Birnbaum–Saunders distributions and related mixture models pp. 405-432

Salvatore D. Tomarchio

Adaptive tests for ANOVA in Fisher–von Mises–Langevin populations under heteroscedasticity pp. 433-459

Shreyashi Basak, Markus Pauly and Somesh Kumar

Feature selection algorithms in generalized additive models under concurvity pp. 461-493

László Kovács

Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey’s biweight function pp. 495-522

Lanyu Xiong and Fukang Zhu

Kernel density estimation by stagewise algorithm with a simple dictionary pp. 523-560

Kiheiji Nishida and Kanta Naito

Glomerulosclerosis detection with pre-trained CNNs ensemble pp. 561-581

Justino Santos, Romuere Silva, Luciano Oliveira, Washington Santos, Nayze Aldeman, Angelo Duarte and Rodrigo Veras

Quantile regression with interval-censored data in questionnaire-based studies pp. 583-603

Angel G. Angelov, Magnus Ekström, Klarizze Puzon, Agustin Arcenas and Bengt Kriström

Frequentist model averaging in the generalized multinomial logit model pp. 605-627

Tong Zeng

Approximating income inequality dynamics given incomplete information: an upturned Markov chain model pp. 629-651

Daniel Arreola and Luis V. Montiel

Computer algorithms of lower-order confounding in regular designs pp. 653-676

Zhi Li and Zhiming Li

Applications of resampling methods in multivariate Liu estimator pp. 677-708

Shima Pirmohammadi and Hamid Bidram

Deterministic subsampling for logistic regression with massive data pp. 709-732

Yan Song and Wenlin Dai

A simple portmanteau test with data-driven truncation point pp. 733-749

Roberto Baragona, Francesco Battaglia and Domenico Cucina

Distributed quantile regression for longitudinal big data pp. 751-779

Ye Fan, Nan Lin and Liqun Yu

A batch process for high dimensional imputation pp. 781-802

Philip D. Waggoner

A pivot-based simulated annealing algorithm to determine oblique splits for decision tree induction pp. 803-834

Ferdinand Bollwein

Compositional PLS biplot based on pivoting balances: an application to explore the association between 24-h movement behaviours and adiposity pp. 835-863

Nikola Štefelová, Javier Palarea-Albaladejo, Karel Hron, Aleš Gába and Jan Dygrýn

Two-stage unrelated randomized response model to estimate the prevalence of a sensitive attribute pp. 865-890

Gajendra K. Vishwakarma, Amod Kumar and Neelesh Kumar

Improving upon the effective sample size based on Godambe information for block likelihood inference pp. 891-904

Rahul Mukerjee

Multiple combined gamma kernel estimations for nonnegative data with Bayesian adaptive bandwidths pp. 905-937

Sobom M. Somé, Célestin C. Kokonendji, Smail Adjabi, Naushad A. Mamode Khan and Said Beddek

A comprehensive framework for link prediction in multiplex networks pp. 939-961

Fengqin Tang, Cuixia Li, Chungning Wang, Yi Yang and Xuejing Zhao

Examining the identifiability and estimability of the phase-type ageing model pp. 963-1004

Boquan Cheng and Rogemar Mamon

Reducing the overfitting in the gROC curve estimation pp. 1005-1022

Pablo Martínez-Camblor and Susana Díaz-Coto

Inference and expected total test time for step-stress life test in the presence of complementary risks and incomplete data pp. 1023-1060

Yajie Tian and Wenhao Gui

Volume 39, issue 1, 2024

High-dimensional data analysis and visualisation pp. 1-2

Cathy W. S. Chen, Rosaria Lombardo and Enrico Ripamonti

Explainable Ensemble Trees pp. 3-19

Massimo Aria, Agostino Gnasso, Carmela Iorio and Giuseppe Pandolfo

A model-based ultrametric composite indicator for studying waste management in Italian municipalities pp. 21-50

Carlo Cavicchia, Pasquale Sarnacchiaro, Maurizio Vichi and Giorgia Zaccaria

Multiway clustering with time-varying parameters pp. 51-92

Roy Cerqueti, Raffaele Mattera and Germana Scepi

The higher-order PLS-SEM confirmatory approach for composite indicators of football performance quality pp. 93-116

Mattia Cefis and Maurizio Carpita

Testing heterogeneity in quantile regression: a multigroup approach pp. 117-140

Cristina Davino, Giuseppe Lamberti and Domenico Vistocco

Evaluating countries’ performances by means of rank trajectories: functional measures of magnitude and evolution pp. 141-157

Francesca Fortuna, Alessia Naccarato and Silvia Terzi

Correction to: Evaluating countries’ performances by means of rank trajectories: functional measures of magnitude and evolution pp. 159-159

Francesca Fortuna, Alessia Naccarato and Silvia Terzi

A hybrid approach for the analysis of complex categorical data structures: assessment of latent distance learning perception in higher education pp. 161-179

Maria Iannario, Alfonso Iodice D’Enza and Rosaria Romano

Bootstrapping binary GEV regressions for imbalanced datasets pp. 181-213

Michele Rocca, Marcella Niglio and Marialuisa Restaino

Correction to: Bootstrapping binary GEV regressions for imbalanced datasets pp. 215-215

Michele La Rocca, Marcella Niglio and Marialuisa Restaino

Missing values and data enrichment: an application to social media liking pp. 217-237

Paolo Mariani, Andrea Marletta and Matteo Locci

Combining unsupervised and supervised learning techniques for enhancing the performance of functional data classifiers pp. 239-270

Fabrizio Maturo and Rosanna Verde

A robust knockoff filter for sparse regression analysis of microbiome compositional data pp. 271-288

Gianna Serafina Monti and Peter Filzmoser

Topic based quality indexes assessment through sentiment pp. 289-311

Marco Ortu, Luca Frigau and Giulia Contu

Learning from high dimensional data based on weighted feature importance in decision tree ensembles pp. 313-342

Nayiri Galestian Pour and Soudabeh Shemehsavar

On four-way CP model estimation efficiency pp. 343-362

Violetta Simonacci and Michele Gallo

Fair evaluation of classifier predictive performance based on binary confusion matrix pp. 363-383

Amalia Vanacore, Maria Sole Pellegrino and Armando Ciardiello