Computational Statistics

2000 - 2025

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

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Volume 29, issue 6, 2014

A generalized Newton algorithm for quantile regression models pp. 1403-1426

Songfeng Zheng

Row–column interaction models, with an R implementation pp. 1427-1445

Thomas Yee and Alfian Hadi

An e–E-insensitive support vector regression machine pp. 1447-1468

Amir Safari

Efficient computation for the Poisson binomial distribution pp. 1469-1479

Bruce Barrett and J. Gray

Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction pp. 1481-1496

Yushu Li and Simon Reese

Functional data classification: a wavelet approach pp. 1497-1513

Chung Chang, Yakuan Chen and R. Ogden

A VIF-based optimization model to alleviate collinearity problems in multiple linear regression pp. 1515-1541

Yow-Jen Jou, Chien-Chia Huang and Hsun-Jung Cho

Dynamic activity analysis model-based win-win development forecasting under environment regulations in China pp. 1543-1570

Shiyi Chen and Wolfgang Härdle

Quantile regression of right-censored length-biased data using the Buckley–James-type method pp. 1571-1592

Jung-Yu Cheng and Shinn-Jia Tzeng

A Levene-type test of homogeneity of variances against ordered alternatives pp. 1593-1608

Philip Pallmann, Ludwig Hothorn and Gemechis Djira

Multivariate nonlinear least squares: robustness and efficiency of standard versus Beauchamp and Cornell methodologies pp. 1609-1636

Renato Guseo and Cinzia Mortarino

Recursions on the marginals and exact computation of the normalizing constant for Gibbs processes pp. 1637-1650

Cécile Hardouin and Xavier Guyon

Composite support vector quantile regression estimation pp. 1651-1665

Jooyong Shim, Changha Hwang and Kyungha Seok

Robustness of Bayesian D-optimal design for the logistic mixed model against misspecification of autocorrelation pp. 1667-1690

H. Abebe, F. Tan, G. Breukelen and M. Berger

A rank test based on the moments of order statistics of the modified Makeham distribution pp. 1691-1711

T. Ogura and H. Murakami

Transformation-based model averaged tail area inference pp. 1713-1726

Wei Yu, Wangli Xu and Lixing Zhu

Targeted smoothing parameter selection for estimating average causal effects pp. 1727-1748

Jenny Häggström and Xavier Luna

A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics pp. 1749-1767

Jasmit Shah, Somnath Datta and Susmita Datta

Dandelion plot: a method for the visualization of R-mode exploratory factor analyses pp. 1769-1791

Artür Manukyan, Erhan Çene, Ahmet Sedef and Ibrahim Demir

Permanents, $$\alpha $$ α -permanents and Sinkhorn balancing pp. 1793-1798

Francis Sullivan and Isabel Beichl

Volume 29, issue 5, 2014

On the construction of an aggregated measure of the development of interval data pp. 895-929

Andrzej Młodak

Second-order least-squares estimation for regression models with autocorrelated errors pp. 931-943

Dedi Rosadi and Shelton Peiris

On maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions pp. 945-957

Kurt Hornik and Bettina Grün

On the zero-modified poisson model: Bayesian analysis and posterior divergence measure pp. 959-980

Katiane Conceição, Marinho Andrade and Francisco Louzada

Estimation of relative risk using a log-binomial model with constraints pp. 981-1003

Ji Luo, Jiajia Zhang and Han Sun

Adaptive basis expansion via $$\ell _1$$ ℓ 1 trend filtering pp. 1005-1023

Daeju Kim, Shuichi Kawano and Yoshiyuki Ninomiya

Bayesian approach for mixture models with grouped data pp. 1025-1043

Shiow-Lan Gau, Jean Dieu Tapsoba and Shen-Ming Lee

Phase and multifractality analyses of random price time series by finite-range interacting biased voter system pp. 1045-1063

Hongli Niu and Jun Wang

Statistical application of barycentric rational interpolants: an alternative to splines pp. 1065-1081

Rose Baker and Dan Jackson

Comparing exponential location parameters with several controls under heteroscedasticity pp. 1083-1094

A. Malekzadeh, M. Kharrati-Kopaei and S. Sadooghi-Alvandi

On the accuracy of statistical procedures in Microsoft Excel 2010 pp. 1095-1128

Guy Mélard

A sliced inverse regression approach for data stream pp. 1129-1152

Marie Chavent, Stéphane Girard, Vanessa Kuentz-Simonet, Benoit Liquet, Thi Nguyen and Jérôme Saracco

Improved confidence intervals for the scale parameter of Burr XII model based on record values pp. 1153-1173

R. Arabi Belaghi, M. Arashi and S. Tabatabaey

Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity pp. 1175-1186

Rand Wilcox and Florence Clark

A fast algorithm to sample the number of vertexes and the area of the random convex hull on the unit square pp. 1187-1205

Chi Ng, Johan Lim, Kyeong Lee, Donghyeon Yu and Sujung Choi

Recursive formulas for multinomial probabilities with applications pp. 1207-1219

A. Hayter

Validation tests for the innovation distribution in INAR time series models pp. 1221-1241

Simos Meintanis and Dimitris Karlis

Beran-based approach for single-index models under censoring pp. 1243-1261

Ewa Strzalkowska-Kominiak and Ricardo Cao

Bootstrap prediction intervals in beta regressions pp. 1263-1277

Patrícia Espinheira, Silvia Ferrari and Francisco Cribari-Neto

Pitman closeness of $$k$$ k -records from two sequences to progressive Type-II censored order statistics pp. 1279-1300

Elham Mirfarah and Jafar Ahmadi

Using RngStreams for parallel random number generation in C++ and R pp. 1301-1320

Andrew Karl, Randy Eubank, Jelena Milovanovic, Mark Reiser and Dennis Young

An efficient algorithm for structured sparse quantile regression pp. 1321-1343

Vahid Nassiri and Ignace Loris

A new resampling method for sampling designs without replacement: the doubled half bootstrap pp. 1345-1363

Erika Antal and Yves Tillé

Goodness-of-fit tests for a semiparametric model under random double truncation pp. 1365-1379

Carla Moreira, Jacobo Uña-Álvarez and Ingrid Keilegom

Testing in linear composite quantile regression models pp. 1381-1402

Rong Jiang, Wei-Min Qian and Jing-Ru Li

Volume 29, issue 3, 2014

Sparse matrices in data analysis pp. 403-405

Nickolay Trendafilov, Martin Kleinsteuber and Hui Zou

High-dimensional variable screening and bias in subsequent inference, with an empirical comparison pp. 407-430

Peter Bühlmann and Jacopo Mandozzi

From simple structure to sparse components: a review pp. 431-454

Nickolay Trendafilov

Regularized principal components of heritability pp. 455-465

Yixin Fang, Yang Feng and Ming Yuan

Robust PCA and subspace tracking from incomplete observations using $$\ell _0$$ ℓ 0 -surrogates pp. 467-487

Clemens Hage and Martin Kleinsteuber

Discriminative variable selection for clustering with the sparse Fisher-EM algorithm pp. 489-513

Charles Bouveyron and Camille Brunet-Saumard

Sparse distance metric learning pp. 515-528

Tze Choy and Nicolai Meinshausen

Sensitivity analysis for inference with partially identifiable covariance matrices pp. 529-546

Max G’Sell, Shai Shen-Orr and Robert Tibshirani

Sparse matrices in frame theory pp. 547-568

Felix Krahmer, Gitta Kutyniok and Jakob Lemvig

Two Newton methods on the manifold of fixed-rank matrices endowed with Riemannian quotient geometries pp. 569-590

P.-A. Absil, Luca Amodei and Gilles Meyer

Fixed-rank matrix factorizations and Riemannian low-rank optimization pp. 591-621

Bamdev Mishra, Gilles Meyer, Silvère Bonnabel and Rodolphe Sepulchre

Sparse trace norm regularization pp. 623-639

Jianhui Chen and Jieping Ye

Simple nonparametric estimators of the bivariate survival function under random left truncation and right censoring pp. 641-659

Pao-sheng Shen

Holonomic gradient descent for the Fisher–Bingham distribution on the $$d$$ d -dimensional sphere pp. 661-683

Tamio Koyama, Hiromasa Nakayama, Kenta Nishiyama and Nobuki Takayama

Copula selection for graphical models in continuous Estimation of Distribution Algorithms pp. 685-713

Rogelio Salinas-Gutiérrez, Arturo Hernández-Aguirre and Enrique Villa-Diharce

Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models pp. 715-741

Giampiero Marra, Rosalba Radice and Silvia Missiroli

On the implementation of LIR: the case of simple linear regression with interval data pp. 743-767

Marco Cattaneo and Andrea Wiencierz

Using sliced mean variance–covariance inverse regression for classification and dimension reduction pp. 769-798

Charles Lindsey, Simon Sheather and Joseph McKean

Fast algorithms for a space-time concordance measure pp. 799-811

Sergio Rey

Semiparametric regression analysis for clustered doubly-censored data pp. 813-828

Pao-sheng Shen

Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density pp. 829-848

Han Lin Shang

Canonical Forest pp. 849-867

Yu-Chuan Chen, Hyejung Ha, Hyunjoong Kim and Hongshik Ahn

Confidence intervals for ratio of two Poisson rates using the method of variance estimates recovery pp. 869-889

Hui-Qiong Li, Man-Lai Tang and Weng-Kee Wong

Remarks on a parameter estimation for von Mises–Fisher distributions pp. 891-894

Árpád Baricz

Volume 29, issue 1, 2014

Proceedings of Reisensburg 2011 pp. 1-2

Harald Binder, Hans Kestler and Matthias Schmid

Model-based boosting in R: a hands-on tutorial using the R package mboost pp. 3-35

Benjamin Hofner, Andreas Mayr, Nikolay Robinzonov and Matthias Schmid

Music and timbre segmentation by recursive constrained K-means clustering pp. 37-50

Sebastian Krey, Uwe Ligges and Friedrich Leisch

minPtest: a resampling based gene region-level testing procedure for genetic case-control studies pp. 51-63

Stefanie Hieke, Harald Binder, Alexandra Nieters and Martin Schumacher

Spectral graph features for the classification of graphs and graph sequences pp. 65-80

Miriam Schmidt, Günther Palm and Friedhelm Schwenker

Identifying predictive hubs to condense the training set of $$k$$ -nearest neighbour classifiers pp. 81-95

Ludwig Lausser, Christoph Müssel, Alexander Melkozerov and Hans Kestler

Inferring Boolean functions via higher-order correlations pp. 97-115

Markus Maucher, David Kracht, Steffen Schober, Martin Bossert and Hans Kestler

The 2011 data Expo of the American Statistical Association pp. 117-119

Dianne Cook

A graphical exploration of the Deepwater Horizon oil spill pp. 121-132

Lendie Follett, Ulrike Genschel and Heike Hofmann

Effect of Oil Spill on Birds: A Graphical Assay of the Deepwater Horizon Oil Spill’s Impact on Birds pp. 133-140

Tony Tran, Aida Yazdanparast and Eric Suess

Detecting the impact area of BP deepwater horizon oil discharge: an analysis by time varying coefficient logistic models and boosted trees pp. 141-157

Tianxi Li, Chao Gao, Meng Xu and Bala Rajaratnam

Counting subsets of contingency tables pp. 159-187

George Fishman

Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals pp. 189-214

Ming Lee and Michael Khoo

Improved tests for the equality of normal coefficients of variation pp. 215-232

K. Krishnamoorthy and Meesook Lee

On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models pp. 233-261

Rachida Ouysse

Smoothing noisy data for irregular regions using penalized bivariate splines on triangulations pp. 263-281

Lan Zhou and Huijun Pan

Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas pp. 283-306

Göran Kauermann and Renate Meyer

On heterogeneous latent class models with applications to the analysis of rating scores pp. 307-330

Aurélie Bertrand and Christian Hafner

Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk pp. 331-361

Yi-Ping Chang and Chih-Tun Yu

Minimum $$K_{\phi }$$ K ϕ -divergence estimators for multinomial models and applications pp. 363-401

M. Jiménez-Gamero, R. Pino-Mejías and A. Rufián-Lizana