Computational Statistics

2000 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 18, issue 3, 2003

Portfolio Optimization Under Credit Risk pp. 317-338

Rudi Zagst, Jan Kehrbaum and Bernd Schmid

Simple approximations for option pricing under mean reversion and stochastic volatility pp. 339-353

Christian Hafner

A Structure for General and Specific Market Risk pp. 355-373

Eckhard Platen and Gerhard Stahl

Detecting periods in which a time series model fails to predict the observed volatility pp. 375-386

Andreas Stadie

Likelihood inference in BL-GARCH models pp. 387-400

Giuseppe Storti and Cosimo Vitale

Multiscale estimation of processes related to the fractional Black-Scholes equation pp. 401-415

R. Fernández-Pascual, M. Ruiz-Medina and J. Angulo

A PDE based Implementation of the Hull&White Model for Cashflow Derivatives pp. 417-434

Sascha Meyer and Willi Schwarz

Implied Trinomial Trees and Their Implementation with XploRe pp. 435-448

Karel Komorád

Online Prediction of Berlin Single-Family House Prices pp. 449-462

Rainer Schulz, Hizir Sofyan, Axel Werwatz and Rodrigo Witzel

Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias pp. 463-475

Rosa Papalia

Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data pp. 477-491

Suria Ellis, Faans Steyn and Hennie Venter

Finite-sample distributions of self-normalised sums pp. 493-504

Jeong-Ryeol Kim

Stability and scalability in decision trees pp. 505-520

Tomàs Aluja-Banet and Eduard Nafria

Simulation of Errors in Linear Regression: An Approach Based on Fixed Percentage Area pp. 521-531

Rahmatullah Imon

Derivation of a State-Space Model by Functional Data Analysis pp. 533-546

Mariano Valderrama, Mónica Ortega-Moreno, Pedro González and Ana Aguilera

Combined X-bar and CRL Charts for the Gamma Process pp. 547-563

C. Sim

BITE: A Bayesian Intensity Estimator pp. 565-583

Tommi Härkänen

Two Cross Validation Criteria for SIR α and PSIR α methods in view of prediction pp. 585-603

Ali Gannoun and Jérôme Saracco

A Projection Pursuit Method on the multidimensional squared Contingency Table pp. 605-626

Ju Ahn, Heike Hofmann and Dianne Cook

Volume 18, issue 2, 2003

Non-Linear and Nonparametric Modelling of Seasonal Environmental Data pp. 167-183

A. McMullan, A. W. Bowman and E. M. Scott

Multivariate Local Fitting with General Basis Functions pp. 185-203

Jochen Einbeck

Estimation and Inference in Nonparametric Cox-models: Time Transformation Methods pp. 205-221

Jan Terje Kvaløy and Bo Henry Lindqvist

Smoothing and mixed models pp. 223-249

M. P. Wand

A note on P-spline additive models with correlated errors pp. 251-262

Maria Durbán and Iain D. Currie

Bayesian Geoadditive Seemingly Unrelated Regression pp. 263-292

Stefan Lang, Samson B. Adebayo, Ludwig Fahrmeir and Winfried J. Steiner

Principal Curves of Oriented Points: theoretical and computational improvements pp. 293-315

Pedro Delicado and Mario Huerta

Volume 18, issue 1, 2003

Fitting a Mixture Distribution to a Variable Subject to Heteroscedastie Measurement Errors pp. 1-17

Markus Thamerus

A Comparison of Estimation Methods for Multilevel Logistic Models pp. 19-37

Mirjam Moerbeek, Gerard J. P. Breukelen and Martijn P. F. Berger

Regression Models for Correlated Biliary Data with Random Effects Assuming a Mixture of Normal Distributions pp. 39-55

Jorge Alberto Achcar, Vanderly Janeiro and Josmar Mazucheli

Gauss-Hermite Quadrature Approximation for Estimation in Generalised Linear Mixed Models pp. 57-78

Jianxin Pan and Robin Thompson

Simulated Maximum Likelihood in Nonlinear Continuous-Discrete State Space Models: Importance Sampling by Approximate Smoothing pp. 79-106

Hermann Singer

Assessing the reliability of web-based statistical software pp. 107-122

A. M. Kitchen, R. Drachenberg and J. Symanzik

Studentized Autoregressive Time Series Residuals pp. 123-141

Jeffrey T. Terpstra, Joseph W. McKean and Kirk Anderson

Standardizing the Comparison of Partitions pp. 143-162

Ursula Garczarek and Glaus Weihs

Volume 17, issue 4, 2002

Are Efficient Estimators in Single-Index Models Really Efficient? A Computational Discussion pp. 453-464

Marian Hristache

Influence Contours in Linear Regression pp. 465-477

Zsolt Lengvárszky and R. Webster West

Function estimation with locally adaptive dynamic models pp. 479-499

Stefan Lang, Eva-Maria Pronk and Ludwig Fahrmeir

Bootstrapping heteroskedasticity consistent covariance matrix estimator pp. 501-506

Emmanuel Flachaire

Computing Relations between Moments and Cumulants pp. 507-515

Qi Zheng

On Single Versus Multiple Imputation for a Class of Stochastic Algorithms Estimating Maximum Likelihood pp. 517-524

Edward H. Ip

Adjusted R2 Measures for the Inverse Gaussian Regression Model pp. 525-544

Harald Heinzl and Martina Mittlböck

The Functional Nonparametric Model and Application to Spectrometric Data pp. 545-564

Frédéric Ferraty and Philippe Vieu

A simple approximation to the percentiles of the t distribution pp. 565-568

Douglas G. Bonett

“VBA for Modelers: Developing Decision Support Systems Using Microsoft Excel” by S. Christian Albright Duxbury Press, 2001 pp. 569-571

Jerry R. Nedelman

Volume 17, issue 2, 2002

Extensions of Classical Multidimensional Scaling via Variable Reduction pp. 147-163

Michael W. Trosset

Multivariate permutation tests for the k-sample problem with clustered data pp. 165-184

Jörg Rahnenführer

The Use of a Distance Measure in Regularised Discriminant Analysis pp. 185-202

J. P. Koolaard, S. Ganesalingam and C. R. O. Lawoko

An object-based graphical user interface for time series analysis pp. 203-213

Yoshikazu Yamamoto and Junji Nakano

Linear Regression Models with Incomplete Categorical Covariates pp. 215-232

Helge Toutenburg and Thomas Nittner

Tackling Boundary Effects in Nonparametric Estimation of Intra-Day Liquidity Measures pp. 233-249

Joachim Grammig, Reinhard Hujer and Stefan Kokot

Discarding Variables in a Principal Component Analysis: Algorithms for All-Subsets Comparisons pp. 251-271

António Pedro Duarte Silva

Comparison between various regression depth methods and the support vector machine to approximate the minimum number of misclassifications pp. 273-287

Andreas Christmann, Paul Fischer and Thorsten Joachims

Estimating the Locations of Multiple Change Points in the Mean pp. 289-296

Joe H. Sullivan

An adaptive distribution-free test for the general two-sample problem pp. 297-313

Herbert Büning

Volume 17, issue 1, 2002

Finite sample behavior of two step estimators in selection models pp. 1-16

Ana Fernandez Sainz, Juan Rodriguez-Poo and Inmaculada Villanua Martin

An Improved Saddlepoint Approximation Based on the Negative Binomial Distribution for the General Birth Process pp. 17-28

Gordon K. Smyth and Heather M. Podlich

Direct Minimization of Error Rates in Multivariate Classification pp. 29-46

Michael C. Röhl, Claus Weihs and Winfried Theis

The log F: A Distribution for All Seasons pp. 47-58

Barry W. Brown, Floyd M. Spears and Lawrence B. Levy

Levinson-Durbin algorithm as a Szegö polynomial recursion pp. 59-64

Seongbaek Yi and ByoungSeon Choi

Keeping Statistics Alive in Documents pp. 65-88

Günther Sawitzki

Local roughness penalties for regression splines pp. 89-102

Hervé Cardot

A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data pp. 103-116

Neil H. Spencer and Antony Fielding

Estimating p-values for Mardia’s coefficients of multivariate skewness and kurtosis pp. 117-122

Douglas G. Bonett, J. Arthur Woodward and Robert L. Randall

An Expansion of the Probability Mass Function that may be used to Improve Poisson Approximations pp. 123-140

Steven J. Kathman