Computational Statistics

2000 - 2025

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

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Volume 36, issue 4, 2021

A new algorithm for fitting semi-parametric variance regression models pp. 2313-2335

Kristy P. Robledo and Ian C. Marschner

Evaluating class and school effects on the joint student achievements in different subjects: a bivariate semiparametric model with random coefficients pp. 2337-2377

Chiara Masci, Francesca Ieva, Tommaso Agasisti and Anna Maria Paganoni

A multigrid preconditioner for tensor product spline smoothing pp. 2379-2411

Martin Siebenborn and Julian Wagner

Penalized spline estimation for panel count data model with time-varying coefficients pp. 2413-2434

Fei Qin and Zhangsheng Yu

Additive models with autoregressive symmetric errors based on penalized regression splines pp. 2435-2466

Rodrigo A. Oliveira and Gilberto A. Paula

Mixture cure rate models with neural network estimated nonparametric components pp. 2467-2489

Yujing Xie and Zhangsheng Yu

A computational method for estimating a change point in the Cox hazard model pp. 2491-2506

G. Y. Arenas, J. A. Villaseñor, O. Palmeros and F. Tajonar

Comparison of the EM, CEM and SEM algorithms in the estimation of finite mixtures of linear mixed models: a simulation study pp. 2507-2533

Luísa Novais and Susana Faria

Optimal subsample selection for massive logistic regression with distributed data pp. 2535-2562

Lulu Zuo, Haixiang Zhang, HaiYing Wang and Liuquan Sun

Reduced-bias estimation of spatial autoregressive models with incompletely geocoded data pp. 2563-2590

Flavio Santi, Maria Michela Dickson, Diego Giuliani, Giuseppe Arbia and Giuseppe Espa

Spatial CART classification trees pp. 2591-2613

Avner Bar-Hen, Servane Gey and Jean-Michel Poggi

Statistical inference for mixture GARCH models with financial application pp. 2615-2642

Maddalena Cavicchioli

A Bayesian algorithm based on auxiliary variables for estimating GRM with non-ignorable missing data pp. 2643-2669

Jiwei Zhang, Zhaoyuan Zhang and Jian Tao

Bayesian sparse convex clustering via global-local shrinkage priors pp. 2671-2699

Kaito Shimamura and Shuichi Kawano

Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates pp. 2701-2718

Elsa Vazquez and Jeffrey R. Wilson

Weighted approximate Bayesian computation via Sanov’s theorem pp. 2719-2753

Cecilia Viscardi, Michele Boreale and Fabio Corradi

Estimation of the association parameters in hierarchically clustered survival data by nested Archimedean copula functions pp. 2755-2787

Mirza Nazmul Hasan and Roel Braekers

Jump Markov chains and rejection-free Metropolis algorithms pp. 2789-2811

Jeffrey S. Rosenthal, Aki Dote, Keivan Dabiri, Hirotaka Tamura, Sigeng Chen and Ali Sheikholeslami

Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data pp. 2813-2840

Andrzej Chmielowiec

A new two-parameter discrete poisson-generalized Lindley distribution with properties and applications to healthcare data sets pp. 2841-2861

Emrah Altun

Direct statistical inference for finite Markov jump processes via the matrix exponential pp. 2863-2887

Chris Sherlock

Automatic differentiation and maximal correlation of order statistics from discrete parents pp. 2889-2915

Fernando López-Blázquez and Begoña Salamanca-Miño

Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets pp. 2917-2938

Maria Lucia Parrella, Giuseppina Albano, Cira Perna and Michele La Rocca

A computational validation for nonparametric assessment of spatial trends pp. 2939-2965

A. Meilán-Vila, R. Fernández-Casal, R. M. Crujeiras and M. Francisco-Fernández

Bayesian joint inference for multivariate quantile regression model with L $$_{1/2}$$ 1 / 2 penalty pp. 2967-2994

Yu-Zhu Tian, Man-Lai Tang and Mao-Zai Tian

Correction to: Bayesian joint inference for multivariate quantile regression model with L1/2 penalty pp. 2995-2995

Yu-Zhu Tian, Man-Lai Tang and Mao-Zai Tian

Volume 36, issue 3, 2021

On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity pp. 1-26

Miriam Jaser and Aleksey Min

The 2016 Data Challenge of the American Statistical Association pp. 1553-1560

Roya Amjadi and Wendy Martinez

Predictive modeling of maximum injury severity and potential economic cost in a car accident based on the General Estimates System data pp. 1561-1575

Gunes Alkan, Robert Farrow, Haichen Liu, Clayton Moore, Hon Keung Tony Ng, Lynne Stokes, Yihan Xu, Ziyuan Xu, Yuzhi Yan and Yifan Zhong

A hierarchical Bayes approach to adjust for selection bias in before–after analyses of vision zero policies pp. 1577-1604

Jonathan Auerbach, Christopher Eshleman and Rob Trangucci

Analysis of drowsy driving: exploring subpopulation risk with weighted contingency table tools pp. 1605-1620

Patrick Coyle, Chen Chen and Nooreen Dabbish

A cluster-based taxonomy of bus crashes in the United States pp. 1621-1638

Dooti Roy, Ved Deshpande and M. Henry Linder

An analysis of crash-safety ratings and the true assessment of injuries by vehicle pp. 1639-1660

Cody R. Philips, Robert C. Garrett, Alan J. Tatro and Thomas J. Fisher

Bi-level variable selection in semiparametric transformation models with right-censored data pp. 1661-1692

Wenyan Zhong, Xuewen Lu and Jingjing Wu

Nonparametric estimation of a distribution function from doubly truncated data under dependence pp. 1693-1720

Carla Moreira, Jacobo de Uña-Álvarez and Roel Braekers

A comparison of optimization solvers for log binomial regression including conic programming pp. 1721-1754

Florian Schwendinger, Bettina Grün and Kurt Hornik

Fast computation and practical use of amplitudes at non-Fourier frequencies pp. 1755-1773

Erhard Reschenhofer and Manveer K. Mangat

On matching confidence intervals and tests for some discrete distributions: methodological and computational aspects pp. 1775-1790

Jan Klaschka and Jenő Reiczigel

The two-sample problem via relative belief ratio pp. 1791-1808

Luai Al-Labadi

On the empirical estimator of the boundary in inverse first-exit problems pp. 1809-1820

Sercan Gür and Klaus Pötzelberger

Binary segmentation procedures using the bivariate binomial distribution for detecting streakiness in sports data pp. 1821-1843

Seong W. Kim, Sabina Shahin, Hon Keung Tony Ng and Jinheum Kim

On consistency of the monotone NPMLE of survival function under the mixed case interval-censored model with left truncation pp. 1871-1883

Chun-Lung Su and Pao-sheng Shen

A chi-square goodness-of-fit test for continuous distributions against a known alternative pp. 1885-1900

Wolfgang Rolke and Cristian Gutierrez Gongora

Variational approximation for importance sampling pp. 1901-1930

Xiao Su and Yuguo Chen

Linear models for multivariate repeated measures data with block exchangeable covariance structure pp. 1931-1963

Timothy Opheim and Anuradha Roy

Bayesian survival analysis for adaptive Type-II progressive hybrid censored Hjorth data pp. 1965-1990

Ahmed Elshahhat and Mazen Nassar

Bayesian selection of best subsets via hybrid search pp. 1991-2007

Shiqiang Jin and Gyuhyeong Goh

What is an optimal value of k in k-fold cross-validation in discrete Bayesian network analysis? pp. 2009-2031

Bruce G. Marcot and Anca M. Hanea

Bayesian joint-quantile regression pp. 2033-2053

Yingying Hu, Huixia Judy Wang, Xuming He and Jianhua Guo

Bayesian spectral density estimation using P-splines with quantile-based knot placement pp. 2055-2077

Patricio Maturana-Russel and Renate Meyer

Objective Bayesian analysis for generalized exponential stress–strength model pp. 2079-2109

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Estimation of parameters of logistic regression for two-stage randomized response technique pp. 2111-2133

Pei-Chieh Chang, Kim-Hung Pho, Shen-Ming Lee and Chin-Shang Li

Decomposition of the Gini index by income source for aggregated data and its applications pp. 2135-2159

Bin Shao

Uncertainty quantification and estimation of closed curves based on noisy data pp. 2161-2176

Luming Chen and Sujit K. Ghosh

Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach pp. 2177-2200

Marco Bee, Julien Hambuckers, Flavio Santi and Luca Trapin

Maximum likelihood estimation for scale-shape mixtures of flexible generalized skew normal distributions via selection representation pp. 2201-2230

Abbas Mahdavi, Vahid Amirzadeh, Ahad Jamalizadeh and Tsung-I Lin

Double threshold receiver operating characteristic plot for three-modal continuous predictors pp. 2231-2245

Arthur De Sá Ferreira, Ney Meziat-Filho and Ana Paula Antunes Ferreira

Moving dynamic principal component analysis for non-stationary multivariate time series pp. 2247-2287

Fayed Alshammri and Jiazhu Pan

A new computational approach for estimation of the Gini index based on grouped data pp. 2289-2311

Tatjana Miljkovic and Ying-Ju Chen

Volume 36, issue 2, 2021

Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis pp. 781-804

Liya Fu, Zhuoran Yang, Fengjing Cai and You-Gan Wang

Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution pp. 805-827

Yeşim Güney, Yetkin Tuaç, Şenay Özdemir and Olcay Arslan

Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters pp. 829-855

Arfan Raheen Afzal, Jing Yang and Xuewen Lu

Feature screening based on distance correlation for ultrahigh-dimensional censored data with covariate measurement error pp. 857-884

Li-Pang Chen

An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox’s model pp. 885-910

Xiaolin Chen, Catherine Chunling Liu and Sheng Xu

A partial least squares approach for function-on-function interaction regression pp. 911-939

Ufuk Beyaztas and Han Lin Shang

A stationary bootstrap test about two mean vectors comparison with somewhat dense differences and fewer sample size than dimension pp. 941-960

Zhengbang Li, Fuxiang Liu, Luanjie Zeng and Guoxin Zuo

Outlier detection under a covariate-adjusted exponential regression model with censored data pp. 961-976

Yingli Pan, Zhan Liu and Guangyu Song

Goodness-of-fit testing of survival models in the presence of Type–II right censoring pp. 977-1010

M. Cockeran, S. G. Meintanis, L. Santana and J. S. Allison

Obtaining a threshold for the stewart index and its extension to ridge regression pp. 1011-1029

Ainara Rodríguez Sánchez, Román Salmerón Gómez and Catalina García García

Compositional splines for representation of density functions pp. 1031-1064

Jitka Machalová, Renáta Talská, Karel Hron and Aleš Gába

A method for computing tolerance intervals for a location-scale family of distributions pp. 1065-1092

Ngan Hoang-Nguyen-Thuy and K. Krishnamoorthy

Designing robust modified R control charts for asymmetric distributions under ranked set and median ranked set sampling pp. 1093-1121

Nursel Koyuncu and Derya Karagöz

On the exact distribution of the likelihood ratio test statistic for testing the homogeneity of the scale parameters of several inverse Gaussian distributions pp. 1123-1138

Mahmood Kharrati-Kopaei

Comprehensive world university ranking based on ranking aggregation pp. 1139-1152

Yang Zhang, Yu Xiao, Jun Wu and Xin Lu

Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 pp. 1153-1176

Patrice Takam Soh, Eugene Kouassi, Renaud Fadonougbo and Martin Kegnenlezom

Unconstrained representation of orthogonal matrices with application to common principal components pp. 1177-1195

Luca Bagnato and Antonio Punzo

Simultaneous confidence bands for comparing variance functions of two samples based on deterministic designs pp. 1197-1218

Chen Zhong and Lijian Yang

Genetic algorithm approach with an adaptive search space based on EM algorithm in two-component mixture Weibull parameter estimation pp. 1219-1242

Muhammet Burak Kılıç, Yusuf Şahin and Melih Burak Koca

Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models pp. 1243-1261

Paul-Christian Bürkner, Jonah Gabry and Aki Vehtari

Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality pp. 1263-1288

Riko Kelter

Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm’s bond ratings pp. 1289-1319

Yu-Zhu Tian, Man-Lai Tang, Wai-Sum Chan and Mao-Zai Tian

Bayesian analysis of restricted penalized empirical likelihood pp. 1321-1339

Mahdieh Bayati, Seyed Kamran Ghoreishi and Jingjing Wu

Bayesian wavelet shrinkage with beta priors pp. 1341-1363

Alex Rodrigo dos S. Sousa, Nancy L. Garcia and Brani Vidakovic

Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances pp. 1365-1390

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Variables skip-lot sampling plans on the basis of process capability index for products with a low fraction of defectives pp. 1391-1413

Chien-Wei Wu, Ming-Hung Shu, Pei-An Wang and Bi-Min Hsu

On the transition laws of p-tempered $$\alpha $$ α -stable OU-processes pp. 1415-1436

Michael Grabchak

Asymmetric vector moving average models: estimation and testing pp. 1437-1460

Jan G. Gooijer

Estimation and prediction of a generalized mixed-effects model with t-process for longitudinal correlated binary data pp. 1461-1479

Chunzheng Cao, Ming He, Jian Qing Shi and Xin Liu

Factor dimension determination for panel interactive effects models: an orthogonal projection approach pp. 1481-1497

Cheng Hsiao, Yimeng Xie and Qiankun Zhou

Integrative analysis of multiple types of genomic data using an accelerated failure time frailty model pp. 1499-1532

Shirong Deng, Jie Chen and Huidong Shi

Improved approximate Bayesian computation methods via empirical likelihood pp. 1533-1552

Tatiana Dmitrieva, Kristin McCullough and Nader Ebrahimi

Volume 36, issue 1, 2021

Greedy clustering of count data through a mixture of multinomial PCA pp. 1-33

Nicolas Jouvin, Pierre Latouche, Charles Bouveyron, Guillaume Bataillon and Alain Livartowski

Clustering method for censored and collinear survival data pp. 35-60

Silvia Liverani, Lucy Leigh, Irene L. Hudson and Julie E. Byles

Transformation mixture modeling for skewed data groups with heavy tails and scatter pp. 61-78

Yana Melnykov, Xuwen Zhu and Volodymyr Melnykov

Recursive non-parametric kernel classification rule estimation for independent functional data pp. 79-112

Yousri Slaoui

Two generalized nonparametric methods for estimating like densities pp. 113-126

Zongyuan Shang and Alan Ker

A new way for ranking functional data with applications in diagnostic test pp. 127-154

Graciela Estévez-Pérez and Philippe Vieu

Adaptive spline fitting with particle swarm optimization pp. 155-191

Soumya D. Mohanty and Ethan Fahnestock

Estimation of parameters in multivariate wrapped models for data on a p-torus pp. 193-215

Anahita Nodehi, Mousa Golalizadeh, Mehdi Maadooliat and Claudio Agostinelli

Usage of the GO estimator in high dimensional linear models pp. 217-239

Murat Genç and M. Revan Özkale

A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data pp. 241-260

Jayabrata Biswas and Kiranmoy Das

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts pp. 261-281

Cathy W. S. Chen, Sangyeol Lee and K. Khamthong

KLERC: kernel Lagrangian expectile regression calculator pp. 283-311

Songfeng Zheng

Computation of the expected value of a function of a chi-distributed random variable pp. 313-332

Paul Kabaila and Nishika Ranathunga

Advanced algorithms for penalized quantile and composite quantile regression pp. 333-346

Matthew Pietrosanu, Jueyu Gao, Linglong Kong, Bei Jiang and Di Niu

Robust weighted Gaussian processes pp. 347-373

Ruben Ramirez-Padron, Boris Mederos and Avelino J. Gonzalez

Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model pp. 375-408

Achim Dörre, Chung-Yan Huang, Yi-Kuan Tseng and Takeshi Emura

The 8-parameter Fisher–Bingham distribution on the sphere pp. 409-420

Tianlu Yuan

Correction to: The 8-parameter Fisher–Bingham distribution on the sphere pp. 421-421

Tianlu Yuan

Finite mixtures of skew Laplace normal distributions with random skewness pp. 423-447

Fatma Zehra Doğru and Olcay Arslan

Optimal imputation of the missing data using multi auxiliary information pp. 449-477

Shashi Bhushan and Abhay Pratap Pandey

Inference and optimal censoring scheme for progressively Type-II censored competing risks model for generalized Rayleigh distribution pp. 479-513

Junru Ren and Wenhao Gui

Most recent changepoint detection in censored panel data pp. 515-540

Hajra Siddiqa, Sajid Ali and Ismail Shah

Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates pp. 541-575

Jun Jin, Tiefeng Ma, Jiajia Dai and Shuangzhe Liu

Dirichlet process mixtures under affine transformations of the data pp. 577-601

Julyan Arbel, Riccardo Corradin and Bernardo Nipoti

Generalized properties for Hanafi–Wold’s procedure in partial least squares path modeling pp. 603-614

Mohamed Hanafi, Pasquale Dolce and Zouhair El Hadri

Partial possibilistic regression path modeling: handling uncertainty in path modeling pp. 615-639

Rosaria Romano and Francesco Palumbo

A modified Canny edge detector based on weighted least squares pp. 641-659

Xu Qin

Economic design of memory-type control charts: The fallacy of the formula proposed by Lorenzen and Vance (1986) pp. 661-690

Amir Ahmadi-Javid and Mohsen Ebadi

An accelerated EM algorithm for mixture models with uncertainty for rating data pp. 691-714

Rosaria Simone

R package for statistical inference in dynamical systems using kernel based gradient matching: KGode pp. 715-747

Mu Niu, Joe Wandy, Rónán Daly, Simon Rogers and Dirk Husmeier

Spatio-temporal change of support modeling with R pp. 749-780

Andrew M. Raim, Scott H. Holan, Jonathan R. Bradley and Christopher K. Wikle