Computational Statistics

2000 - 2025

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

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Volume 28, issue 6, 2013

Neighbourhood of spatial areas in the physical and socio-economical context pp. 2379-2414

Andrzej Młodak

Threshold variable selection of asymmetric stochastic volatility models pp. 2415-2447

Cathy W. S. Chen, Feng-Chi Liu and Mike So

Generalized joint Procrustes analysis pp. 2449-2464

Kohei Adachi

Bayesian estimation of the expected time of first arrival past a truncated time T: the case of NHPP with power law intensity pp. 2465-2477

M. Aminzadeh

Efficient simulation of complete and censored samples from common bivariate exponential distributions pp. 2479-2494

Qinying He, H. Nagaraja and Chunjie Wu

Minimum Hellinger distance estimation for a two-sample semiparametric cure rate model with censored survival data pp. 2495-2518

Yayuan Zhu, Jingjing Wu and Xuewen Lu

Improved ridge regression estimators for the logistic regression model pp. 2519-2558

A. Saleh and B. Kibria

Asymptotic properties of the Bayes modal estimators of item parameters in item response theory pp. 2559-2583

Haruhiko Ogasawara

Non-monotonic penalizing for the number of structural breaks pp. 2585-2598

Erhard Reschenhofer, David Preinerstorfer and Lukas Steinberger

Benchmarking local classification methods pp. 2599-2619

Bernd Bischl, Julia Schiffner and Claus Weihs

A parametric bootstrap approach for the equality of coefficients of variation pp. 2621-2639

Ali Jafari and Mohammad Kazemi

Exploring the latent segmentation space for the assessment of multiple change-point models pp. 2641-2678

Yann Guédon

Estimating standard errors in regular vine copula models pp. 2679-2707

Jakob Stöber and Ulf Schepsmeier

Evaluation of confidence intervals for the kappa statistic when the assumption of marginal homogeneity is violated pp. 2709-2718

Sameer Parpia, John Koval and Allan Donner

The power of bootstrap tests of cointegration rank pp. 2719-2748

Niklas Ahlgren and Jan Antell

A PC algorithm variation for ordinal variables pp. 2749-2759

Flaminia Musella

On testing the log-gamma distribution hypothesis by bootstrap pp. 2761-2776

Eduardo Gutiérrez González, José Villaseñor Alva, Olga Panteleeva and Humberto Vaquera Huerta

Adaptive approximate Bayesian computation for complex models pp. 2777-2796

Maxime Lenormand, Franck Jabot and Guillaume Deffuant

On the flexibility of the design of multiple try Metropolis schemes pp. 2797-2823

Luca Martino and Jesse Read

Nonparametric prediction intervals for progressive Type-II censored order statistics based on $$k$$ k -records pp. 2825-2848

Elham Basiri and Jafar Ahmadi

Empirical Bayes inference for the Weibull model pp. 2849-2859

Mohamed Maswadah

Bayesian lasso binary quantile regression pp. 2861-2873

Dries Benoit, Rahim Alhamzawi and Keming Yu

Volume 28, issue 5, 2013

Performance of derivative free search ANN training algorithm with time series and classification problems pp. 1881-1914

Shamsuddin Ahmed

Factor analysis for paired ranked data with application on parent–child value orientation preference data pp. 1915-1945

Philip Yu, Paul Lee and W. Wan

What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care pp. 1947-1964

Markus Jochmann

The role of functional data analysis for instantaneous frequency estimation pp. 1965-1987

Minjeong Park, Sinsup Cho and Hee-Seok Oh

Revisiting fitting monotone polynomials to data pp. 1989-2005

Kevin Murray, Samuel Müller and Berwin Turlach

Semi-parametric Bayesian estimation of mixed-effects models using the multivariate skew-normal distribution pp. 2007-2027

Reyhaneh Rikhtehgaran and Iraj Kazemi

An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes pp. 2029-2047

Hui-Xiu Zhao and Jin-Guan Lin

Proposal adaptation in simulated annealing for continuous optimization problems pp. 2049-2065

Antti Solonen

Multivariate elliptically contoured stable distributions: theory and estimation pp. 2067-2089

John Nolan

Obtaining the exact and near-exact distributions of the likelihood ratio statistic to test circular symmetry through the use of characteristic functions pp. 2091-2115

Filipe Marques and Carlos Coelho

Principal component histograms from interval-valued observations pp. 2117-2138

J. Le-Rademacher and L. Billard

A new R package for actuarial survival models pp. 2139-2160

S. Nadarajah and S. Bakar

Testing for multiple change points pp. 2161-2183

Jaromír Antoch and Daniela Jarušková

Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model pp. 2185-2210

Luís Meira-Machado, Javier Roca-Pardiñas, Ingrid Van Keilegom and Carmen Cadarso-Suárez

On a general class of probability distributions and its applications pp. 2211-2230

Tak Mak and Fassil Nebebe

Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data pp. 2231-2239

William Volterman and N. Balakrishnan

Modified profile likelihood approach for certain intraclass correlation coefficients pp. 2241-2265

Yuanhui Xiao and Huayu Liu

An efficient sampling scheme for dynamic generalized models pp. 2267-2293

Helio Migon, Alexandra Schmidt, Romy Ravines and João Pereira

Discovering focal regions of slightly-aggregated sparse signals pp. 2295-2308

Shu-Chun Chen, Hsieh Fushing and Chii-Ruey Hwang

Statistical analysis of autoregressive fractionally integrated moving average models in R pp. 2309-2331

Javier Contreras-Reyes and Wilfredo Palma

GA-Ensemble: a genetic algorithm for robust ensembles pp. 2333-2347

Dong-Yop Oh and J. Gray

Comparisons among some predictors of exponential distributions using Pitman closeness pp. 2349-2365

Mohammad Raqab, Jafar Ahmadi and Byan Arabli

On simulating truncated stable random variables pp. 2367-2377

Mahdi Teimouri and Saralees Nadarajah

Volume 28, issue 4, 2013

A memorial for the Late Professor Wolfgang Polasek pp. 1383-1384

Yuichi Mori, Helmut Herwartz and Jürgen Symanzik

Linear latent variable models: the lava-package pp. 1385-1452

Klaus Holst and Esben Budtz-Jørgensen

Simplification of joint confidence regions for the parameters of the Pareto distribution pp. 1453-1462

Jin Zhang

A single-index model procedure for interpolation intervals in time series pp. 1463-1484

Andrés Alonso, Ana Sipols and Silvia Quintas

Maximum likelihood estimation of multinomial probit factor analysis models for multivariate t-distribution pp. 1485-1500

Jie Jiang, Xinsheng Liu and Keming Yu

An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters pp. 1501-1527

Hristos Tyralis, Demetris Koutsoyiannis and Stefanos Kozanis

Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package pp. 1529-1547

Alexandre Brouste and Stefano Iacus

Nonlinear nonparametric mixed-effects models for unsupervised classification pp. 1549-1570

Laura Azzimonti, Francesca Ieva and Anna Maria Paganoni

Finite mixtures of unimodal beta and gamma densities and the $$k$$ -bumps algorithm pp. 1571-1597

Luca Bagnato and Antonio Punzo

Statistical inference of risk ratio in a correlated $$2 \times 2$$ table with structural zero pp. 1599-1615

Shun-Fang Wang and Xue-Ren Wang

On robust cross-validation for nonparametric smoothing pp. 1617-1637

Oliver Morell, Dennis Otto and Roland Fried

Multiple deletion diagnostics in beta regression models pp. 1639-1661

Li-Chu Chien

Computing the noncentral gamma distribution, its inverse and the noncentrality parameter pp. 1663-1680

Izabela Oliveira and Daniel Ferreira

Estimation of intra-cluster correlation coefficient via the failure of Bartlett’s second identity pp. 1681-1698

Tsung-Shan Tsou and Wan-Chen Chen

A simple and efficient algorithm for fused lasso signal approximator with convex loss function pp. 1699-1714

Lichun Wang, Yuan You and Heng Lian

Reducing bias of the maximum likelihood estimator of shape parameter for the gamma Distribution pp. 1715-1724

Jin Zhang

The evaluation of variance component estimation software: generating benchmark problems by exact and approximate methods pp. 1725-1748

Jörg Wensch, Monika Wensch-Dorendorf and Hermann Swalve

An accept-reject algorithm for the positive multivariate normal distribution pp. 1749-1773

Carsten Botts

No effect tests in regression on functional variable and some applications to spectrometric studies pp. 1775-1811

Laurent Delsol

Contour estimation via two fidelity computer simulators under limited resources pp. 1813-1834

Ray-Bing Chen, Ying-Chao Hung, Weichung Wang and Sung-Wei Yen

Sparse dimension reduction for survival data pp. 1835-1852

Changrong Yan and Dixin Zhang

Inference for vast dimensional elliptical distributions pp. 1853-1880

Yves Dominicy, Hiroaki Ogata and David Veredas

Volume 28, issue 3, 2013

Computational aspects of statistical intervals based on two Type-II censored samples pp. 893-917

N. Balakrishnan, E. Beutner and E. Cramer

Bayesian model selection approach to the one way analysis of variance under homoscedasticity pp. 919-931

J. Cano, C. Carazo and D. Salmerón

The new Neyman type A beta Weibull model with long-term survivors pp. 933-954

Elizabeth Hashimoto, Gauss Cordeiro and Edwin Ortega

Challenging the curse of dimensionality in multivariate local linear regression pp. 955-976

James Taylor and Jochen Einbeck

Compounding: an R package for computing continuous distributions obtained by compounding a continuous and a discrete distribution pp. 977-992

Saralees Nadarajah, Božidar Popović and Miroslav Ristić

Test of misspecification with application to negative binomial distribution pp. 993-1009

K. Chua and S. Ong

A characterization for truncated cauchy random variables with nonzero skewness parameter pp. 1011-1016

A. Shirvani and A. Soltani

Ridge estimation for multinomial logit models with symmetric side constraints pp. 1017-1034

Faisal Zahid and Gerhard Tutz

Accurate higher-order likelihood inference on $$P(Y>X)$$ pp. 1035-1059

Giuliana Cortese and Laura Ventura

The exact bootstrap method shown on the example of the mean and variance estimation pp. 1061-1077

Joanna Kisielinska

Variable selection and model choice in structured survival models pp. 1079-1101

Benjamin Hofner, Torsten Hothorn and Thomas Kneib

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity pp. 1103-1131

Cathy W. S. Chen and Richard Gerlach

Distributions of numbers of runs and scans on directed acyclic graphs with generation pp. 1133-1150

Kiyoshi Inoue and Sigeo Aki

Extracting informative variables in the validation of two-group causal relationship pp. 1151-1167

Ying-Chao Hung and Neng-Fang Tseng

Group sequential comparison of two binomial proportions under ranked set sampling design pp. 1169-1194

A. Hussein, H. Muttlak and M. Saleh

Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering pp. 1195-1223

Isambi Mbalawata, Simo Särkkä and Heikki Haario

An omnibus test to detect time-heterogeneity in time series pp. 1225-1239

Dominique Guégan and Philippe Peretti

Empirical likelihood method for multivariate Cox regression pp. 1241-1267

Ming Zheng and Wen Yu

Testing homogeneity of variances with unequal sample sizes pp. 1269-1297

I. Parra-Frutos

High-dimensional regression analysis with treatment comparisons pp. 1299-1317

Heng-Hui Lue and Bing-Ran You

An efficient method for constructing uniform designs with large size pp. 1319-1331

Yong-Dao Zhou and Kai-Tai Fang

Classical versus Bayesian risks in acceptance sampling: a sensitivity analysis pp. 1333-1350

Carlos Pérez-González and Arturo Fernández

An efficient method of evaluating portfolio risk and return pp. 1351-1363

Riccardo Bramante and Gimmi Dallago

Power maps in goodness-of-fit testing pp. 1365-1382

T. Fischer and U. Kamps

Volume 28, issue 2, 2013

Monte Carlo maximum likelihood circle fitting using circular density functions pp. 393-411

Ulric Lund

Testing linearity in semi-parametric functional data analysis pp. 413-434

Germán Aneiros-Pérez and Philippe Vieu

Asymptotics for spectral regularization estimators in statistical inverse problems pp. 435-453

Nicolai Bissantz and Hajo Holzmann

Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula pp. 455-462

Thomas Blumentritt and Oliver Grothe

Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown pp. 463-479

Gordon Ross, Dimitris Tasoulis and Niall Adams

Using wiki to build an e-learning system in statistics in the Arabic language pp. 481-491

Taleb Ahmad, Wolfgang Härdle, Sigbert Klinke and Shafiqah Alawadhi

Lag weighted lasso for time series model pp. 493-504

Heewon Park and Fumitake Sakaori

On maximization of the likelihood for the generalized gamma distribution pp. 505-517

Angela Noufaily and M. Jones

Variable selection for market basket analysis pp. 519-539

Katrin Dippold and Harald Hruschka

Monitoring kth order runs in binary processes pp. 541-562

Christian Weiß

Erratum to: Monitoring kth order runs in binary processes pp. 563-563

Christian Weiß

Goodness-of-fit indices for partial least squares path modeling pp. 565-580

Jörg Henseler and Marko Sarstedt

Regression analysis of interval censored and doubly truncated data with linear transformation models pp. 581-596

Pao-sheng Shen

Latent variable models for ordinal data by using the adaptive quadrature approximation pp. 597-619

Silvia Cagnone and Paola Monari

Efficient identification of independence networks using mutual information pp. 621-646

Davide Bacciu, Terence Etchells, Paulo Lisboa and Joe Whittaker

The linear combinations of biomarkers which maximize the partial area under the ROC curves pp. 647-666

Man-Jen Hsu and Huey-Miin Hsueh

Efficient power computation for r out of m runs rules schemes pp. 667-681

Rashid Mehmood, Muhammad Riaz and Ronald Does

Using mixture of Gamma distributions for Bayesian analysis in an M/G/1 queue with optional second service pp. 683-700

Amir Mohammadi, M. Salehi-Rad and E. Wit

Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples pp. 701-734

Jorge Pérez-Rodríguez and Julián Andrada-Félix

Improvement in finite-sample properties of GMM-based Wald tests pp. 735-749

Qihui Chen and Yu Ren

An efficient ECM algorithm for maximum likelihood estimation in mixtures of t-factor analyzers pp. 751-769

Wan-Lun Wang and Tsung-I Lin

Partial least squares classification for high dimensional data using the PCOUT algorithm pp. 771-788

Asuman Turkmen and Nedret Billor

Iterative factor clustering of binary data pp. 789-807

Alfonso Iodice D’Enza and Francesco Palumbo

On estimation of measurement error models with replication under heavy-tailed distributions pp. 809-829

Jin-Guan Lin and Chun-Zheng Cao

MCMC using Markov bases for computing $$p$$ -values in decomposable log-linear models pp. 831-850

Masahiro Kuroda, Hiroki Hashiguchi, Shigekazu Nakagawa and Zhi Geng

Compression-based distance between string data and its application to literary work classification based on authorship pp. 851-873

Masaki Ishikawa and Hajime Kawakami

Studying the bandwidth in $$k$$ -sample smooth tests pp. 875-892

Pablo Martínez-Camblor and Jacobo Uña-Álvarez