Computational Statistics

2000 - 2025

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

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Volume 37, issue 5, 2022

The 2017 Data Challenge of the American Statistical Association pp. 2087-2094

Thesia I. Garner and Wendy Martinez

Household energy expenditure and consumption patterns in the United States pp. 2095-2127

Joyance Meechai and Manel Wijesinha

Multivariate understanding of income and expenditure in United States households with statistical learning pp. 2129-2160

Mingzhao Hu

Nomclust 2.0: an R package for hierarchical clustering of objects characterized by nominal variables pp. 2161-2184

Zdenek Sulc, Jana Cibulkova and Hana Rezankova

A note on imputing squares via polynomial combination approach pp. 2185-2201

Mingyang Cai and Gerko Vink

Oblique decision tree induction by cross-entropy optimization based on the von Mises–Fisher distribution pp. 2203-2229

Ferdinand Bollwein and Stephan Westphal

Tuning selection for two-scale kernel density estimators pp. 2231-2247

Xinyang Yu, Cheng Wang, Zhongqing Yang and Binyan Jiang

On goodness-of-fit testing for Burr type X distribution under progressively type-II censoring pp. 2249-2265

Reza Pakyari and Ayman Baklizi

Improved confidence intervals based on ranked set sampling designs within a parametric bootstrap approach pp. 2267-2293

Cesar Augusto Taconeli and Idemauro Antonio Rodrigues Lara

Adaptive step-length selection in gradient boosting for Gaussian location and scale models pp. 2295-2332

Boyao Zhang, Tobias Hepp, Sonja Greven and Elisabeth Bergherr

Estimation of distribution function using L ranked set sampling and robust extreme ranked set sampling with application to reliability pp. 2333-2362

Mohamed S. Abdallah, Amer I. Al-Omari, Naif Alotaibi, Ghadah A. Alomani and A. S. Al-Moisheer

Ensemble updating of categorical state vectors pp. 2363-2397

Margrethe Kvale Loe and Håkon Tjelmeland

Inference for copula-based dependent competing risks model with step-stress accelerated life test under generalized progressive hybrid censoring pp. 2399-2436

Rui Hua and Wenhao Gui

Overcoming convergence problems in PLS path modelling pp. 2437-2470

Mohamed Hanafi, Zouhair El Hadri, Abderrahim Sahli and Pasquale Dolce

Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations pp. 2471-2491

Quentin Clairon and Adeline Samson

A variational inference for the Lévy adaptive regression with multiple kernels pp. 2493-2515

Youngseon Lee, Seongil Jo and Jaeyong Lee

Fast simulation of tempered stable Ornstein–Uhlenbeck processes pp. 2517-2551

Piergiacomo Sabino and Nicola Cufaro Petroni

Two sample tests for Semi-Markov processes with parametric sojourn time distributions: an application in sensory analysis pp. 2553-2580

Cindy Frascolla, Guillaume Lecuelle, Pascal Schlich and Hervé Cardot

Non-parametric seasonal unit root tests under periodic non-stationary volatility pp. 2581-2636

Kemal Çag̃lar Gög̃ebakan and Burak Alparslan Eroglu

Interaction screening via canonical correlation pp. 2637-2670

Jun Lu, Dan Wang and Qinqin Hu

Regularized target encoding outperforms traditional methods in supervised machine learning with high cardinality features pp. 2671-2692

Florian Pargent, Florian Pfisterer, Janek Thomas and Bernd Bischl

Robust sparse Bayesian infinite factor models pp. 2693-2715

Jaejoon Lee, Seongil Jo and Jaeyong Lee

Uniform design with prior information of factors under weighted wrap-around $$L_2$$ L 2 -discrepancy pp. 2717-2739

Biao Luo, Hongyi Li, Yingying Wei and Zujun Ou

Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients pp. 2741-2769

Hirofumi Michimae and Takeshi Emura

Volume 37, issue 4, 2022

Modified minimum distance estimators: definition, properties and applications pp. 1551-1568

Talha Arslan, Sukru Acitas and Birdal Senoglu

Accelerated failure time models for recurrent event data analysis and joint modeling pp. 1569-1597

Shahedul A. Khan and Nyla Basharat

Statistical modeling of directional data using a robust hierarchical von mises distribution model: perspectives for wind energy pp. 1599-1619

Said Benlakhdar, Mohammed Rziza and Rachid Oulad Haj Thami

Penalized wavelet estimation and robust denoising for irregular spaced data pp. 1621-1651

Umberto Amato, Anestis Antoniadis, Italia Feis and Irène Gijbels

Markovchart: an R package for cost-optimal patient monitoring and treatment using control charts pp. 1653-1693

Balázs Dobi and András Zempléni

Gumbel’s bivariate exponential distribution: estimation of the association parameter using ranked set sampling pp. 1695-1726

Yusuf Can Sevil and Tugba Ozkal Yildiz

Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random pp. 1727-1750

Xiaoshuang Zhou and Peixin Zhao

New classes of tests for the Weibull distribution using Stein’s method in the presence of random right censoring pp. 1751-1770

E. Bothma, J. S. Allison and I. J. H. Visagie

The truncated g-and-h distribution: estimation and application to loss modeling pp. 1771-1794

Marco Bee

Reliability inference for multicomponent stress–strength model from Kumaraswamy-G family of distributions based on progressively first failure censored samples pp. 1795-1837

Shubham Saini and Renu Garg

Models under which random forests perform badly; consequences for applications pp. 1839-1854

José A. Ferreira

RMSE-minimizing confidence intervals for the binomial parameter pp. 1855-1885

Kexin Feng, Lawrence M. Leemis and Heather Sasinowska

Unified mean-variance feature screening for ultrahigh-dimensional regression pp. 1887-1918

Liming Wang, Xingxiang Li, Xiaoqing Wang and Peng Lai

A computationally efficient approach to estimating species richness and rarefaction curve pp. 1919-1941

Seungchul Baek and Junyong Park

Hybrid MLP-IDW approach based on nearest neighbor for spatial prediction pp. 1943-1962

A. Tavassoli, Y. Waghei and A. Nazemi

A new non-archimedean metric on persistent homology pp. 1963-1983

İsmail Güzel and Atabey Kaygun

Shapiro-Wilk test for multivariate skew-normality pp. 1985-2001

Elizabeth González-Estrada, José A. Villaseñor and Rocío Acosta-Pech

Bivariate elliptical regression for modeling interval-valued data pp. 2003-2028

Wagner J. F. Silva, Renata M. C. R. Souza and F. J. A. Cysneiros

Flexible, non-parametric modeling using regularized neural networks pp. 2029-2047

Oskar Allerbo and Rebecka Jörnsten

Prediction of times to failure of censored units under generalized progressive hybrid censoring scheme pp. 2049-2086

J. Ahmadi, B. Khatib Astaneh, M. Rezaie and S. Ameli

Volume 37, issue 3, 2022

Hierarchical correction of p-values via an ultrametric tree running Ornstein-Uhlenbeck process pp. 995-1013

Antoine Bichat, Christophe Ambroise and Mahendra Mariadassou

Kolmogorov–Smirnov simultaneous confidence bands for time series distribution function pp. 1015-1039

Jie Li, Jiangyan Wang and Lijian Yang

Laplace regression with clustered censored data pp. 1041-1068

Akram Yazdani, Hojjat Zeraati, Mehdi Yaseri, Shahpar Haghighat and Ahmad Kaviani

The modified maximum likelihood estimators for the parameters of the regression model under bivariate median ranked set sampling pp. 1069-1109

Hakan Savaş Sazak and Melis Zeybek

Covariance matrix testing in high dimension using random projections pp. 1111-1141

Deepak Nag Ayyala, Santu Ghosh and Daniel F. Linder

Statistical inference in massive datasets by empirical likelihood pp. 1143-1164

Xuejun Ma, Shaochen Wang and Wang Zhou

On community structure validation in real networks pp. 1165-1183

Mirko Signorelli and Luisa Cutillo

A new estimation for INAR(1) process with Poisson distribution pp. 1185-1201

Feilong Lu and Dehui Wang

Dynamic sampling from a discrete probability distribution with a known distribution of rates pp. 1203-1228

Federico D’Ambrosio, Hans L. Bodlaender and Gerard T. Barkema

Smallest covering regions and highest density regions for discrete distributions pp. 1229-1254

Ben O’Neill

Characterizations and generalizations of the negative binomial distribution pp. 1255-1286

Katiane S. Conceição, Marinho G. Andrade, Francisco Louzada and Nalini Ravishanker

Objective Bayesian group variable selection for linear model pp. 1287-1310

Sang Gil Kang, Woo Dong Lee and Yongku Kim

A Bayesian approach to the analysis of asymmetric association for two-way contingency tables pp. 1311-1338

Zheng Wei, Daeyoung Kim and Erin M. Conlon

Bayesian variable selection and estimation in quantile regression using a quantile-specific prior pp. 1339-1368

Mai Dao, Min Wang, Souparno Ghosh and Keying Ye

New approximate Bayesian computation algorithm for censored data pp. 1369-1397

Kristin McCullough, Tatiana Dmitrieva and Nader Ebrahimi

Bayesian analysis of mixture autoregressive models covering the complete parameter space pp. 1399-1433

Davide Ravagli and Georgi N. Boshnakov

Hierarchical and multivariate regression models to fit correlated asymmetric positive continuous outcomes pp. 1435-1459

Lizandra C. Fabio, Francisco J. A. Cysneiros, Gilberto A. Paula and Jalmar M. F. Carrasco

Applying the rescaling bootstrap under imputation for a multistage sampling design pp. 1461-1494

Christian Bruch

Robust estimation of the number of factors for the pair-elliptical factor models pp. 1495-1522

Shuquan Yang, Nengxiang Ling and Yulin Gong

A sequential test and a sequential sampling plan based on the process capability index Cpmk pp. 1523-1550

Michele Scagliarini

Volume 37, issue 2, 2022

Consistent second-order discrete kernel smoothing using dispersed Conway–Maxwell–Poisson kernels pp. 551-563

Alan Huang, Lucas Sippel and Thomas Fung

Automatic estimation of spatial spectra via smoothing splines pp. 565-590

Shibin Zhang

Stochastic functional linear models and Malliavin calculus pp. 591-611

Ruzong Fan and Hong-Bin Fang

Computing highest density regions for continuous univariate distributions with known probability functions pp. 613-649

Ben O’Neill

Computational advances for spatio-temporal multivariate environmental models pp. 651-670

Claudia Cappello, Sandra De Iaco and Monica Palma

Graphical tests of independence for general distributions pp. 671-699

Jiří Dvořák and Tomáš Mrkvička

A fast regression via SVD and marginalization pp. 701-720

Philip Greengard, Andrew Gelman and Aki Vehtari

An improved exact sampling algorithm for the standard normal distribution pp. 721-737

Yusong Du, Baoying Fan and Baodian Wei

Permutation tests for mixed paired and two-sample designs pp. 739-750

E. N. Johnson and S. J. Richter

Methods for checking the Markov condition in multi-state survival data pp. 751-780

Gustavo Soutinho and Luís Meira-Machado

Modelling the association in bivariate survival data by using a Bernstein copula pp. 781-815

Mirza Nazmul Hasan and Roel Braekers

A Hard EM algorithm for prediction of the cured fraction in survival data pp. 817-835

Nemanja Kosovalić and Sandip Barui

A semi-parametric Bayesian dynamic hurdle model with an application to the health and retirement study pp. 837-863

Kiranmoy Das, Bhuvanesh Pareek, Sarah Brown and Pulak Ghosh

Multimodal information gain in Bayesian design of experiments pp. 865-885

Quan Long

Bayesian inference for fractional Oscillating Brownian motion pp. 887-907

Héctor Araya, Meryem Slaoui and Soledad Torres

Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data pp. 909-946

L. L. Henn

Bayesian tests of symmetry for the generalized Von Mises distribution pp. 947-974

Sara Salvador and Riccardo Gatto

Efficient particle smoothing for Bayesian inference in dynamic survival models pp. 975-994

Parfait Munezero

Volume 37, issue 1, 2022

Linear hypothesis testing in high-dimensional one-way MANOVA: a new normal reference approach pp. 1-27

Tianming Zhu and Jin-Ting Zhang

Nonparametric estimation for competing risks survival data subject to left truncation and interval censoring pp. 29-42

Pao-sheng Shen

A new approach in model selection for ordinal target variables pp. 43-56

Elena Ballante, Silvia Figini and Pierpaolo Uberti

Distributed identification of heterogeneous treatment effects pp. 57-89

Shuang Zhang and Xingdong Feng

Reduced multidimensional scaling pp. 91-105

Emmanuel Paradis

An algorithm of generating random number by wavelet denoising method and its application pp. 107-124

Zhou Xiaohui and Gu Guiding

Efficient recursive computational algorithms for multivariate t and multivariate unified skew-t distributions with applications to inference pp. 125-158

Mehdi Amiri, Yaser Mehrali, Narayanaswamy Balakrishnan and Ahad Jamalizadeh

A new double-regularized regression using Liu and lasso regularization pp. 159-227

Murat Genç

A hierarchical clustering method for random intervals based on a similarity measure pp. 229-261

Ana Belén Ramos-Guajardo

Statistical inference for two Lindley populations under balanced joint progressive type-II censoring scheme pp. 263-286

Rajni Goel and Hare Krishna

Bayesian group selection with non-local priors pp. 287-302

Weibing Li and Thierry Chekouo

Simultaneous Bayesian modelling of skew-normal longitudinal measurements with non-ignorable dropout pp. 303-325

Oludare Samuel Ariyo and Matthew Adekunle Adeleke

Bayesian analysis of partially linear, single-index, spatial autoregressive models pp. 327-353

Zhiyong Chen and Jianbao Chen

Estimation of component reliability from superposed renewal processes by means of latent variables pp. 355-379

Agatha Rodrigues, Pascal Kerschke, Carlos Alberto de B. Pereira, Heike Trautmann, Carolin Wagner, Bernd Hellingrath and Adriano Polpo

Correction to: Estimation of component reliability from superposed renewal processes by means of latent variables pp. 381-381

Agatha Rodrigues, Pascal Kerschke, Carlos Alberto B. Pereira, Heike Trautmann, Carolin Wagner, Bernd Hellingrath and Adriano Polpo

Strong representations of the Kaplan–Meier estimator and hazard estimator with censored widely orthant dependent data pp. 383-402

Yi Wu, Wei Yu and Xuejun Wang

Distribution-free goodness-of-fit tests for the Pareto distribution based on a characterization pp. 403-418

James Allison, Bojana Milošević, Marko Obradović and Marius Smuts

An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units pp. 419-443

Young-Geun Choi, Seunghwan Lee and Donghyeon Yu

Estimation and diagnostic for partially linear models with first-order autoregressive skew-normal errors pp. 445-468

Clécio da Silva Ferreira, Gilberto A. Paula and Gustavo C. Lana

bccp: an R package for life-testing and survival analysis pp. 469-489

Mahdi Teimouri

A simulated annealing-based algorithm for selecting balanced samples pp. 491-505

Roberto Benedetti, Maria Michela Dickson, Giuseppe Espa, Francesco Pantalone and Federica Piersimoni

GSDAR: a fast Newton algorithm for $$\ell _0$$ ℓ 0 regularized generalized linear models with statistical guarantee pp. 507-533

Jian Huang, Yuling Jiao, Lican Kang, Jin Liu, Yanyan Liu and Xiliang Lu

Deterministic sampling from uniform distributions with Sierpiński space-filling curves pp. 535-549

Hime Aguiar e Oliveira