Computational Statistics

2000 - 2025

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

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Volume 35, issue 4, 2020

Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty–copula model pp. 1525-1552

Bo-Hong Wu, Hirofumi Michimae and Takeshi Emura

Sequential fixed-accuracy confidence intervals for the stress–strength reliability parameter for the exponential distribution: two-stage sampling procedure pp. 1553-1575

Ashkan Khalifeh, Eisa Mahmoudi and Ajit Chaturvedi

A partitioned quasi-likelihood for distributed statistical inference pp. 1577-1596

Guangbao Guo, Yue Sun and Xuejun Jiang

word.alignment: an R package for computing statistical word alignment and its evaluation pp. 1597-1619

Neda Daneshgar and Majid Sarmad

An improvement on the efficiency of complete-case-analysis with nonignorable missing covariate data pp. 1621-1636

Jing Sun

Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables pp. 1637-1658

Yan-Ting Xiao and Fu-Xiao Li

Statistical inference for Markov chains with applications to credit risk pp. 1659-1684

Linda Möstel, Marius Pfeuffer and Matthias Fischer

Measuring and testing interdependence among random vectors based on Spearman’s $$\rho $$ ρ and Kendall’s $$\tau $$ τ pp. 1685-1713

Lingyue Zhang, Dawei Lu and Xiaoguang Wang

Models for autoregressive processes of bounded counts: How different are they? pp. 1715-1736

Hee-Young Kim, Christian H. Weiß and Tobias A. Möller

A time series model based on dependent zero inflated counting series pp. 1737-1757

Nisreen Shamma, Mehrnaz Mohammadpour and Masoumeh Shirozhan

A robust joint modeling approach for longitudinal data with informative dropouts pp. 1759-1783

Weiping Zhang, Feiyue Xie and Jiaxin Tan

Estimating asymptotic variance of M-estimators in ranked set sampling pp. 1785-1803

M. Mahdizadeh and Ehsan Zamanzade

On the performance of estimation methods under ranked set sampling pp. 1805-1826

Cesar Augusto Taconeli and Wagner Hugo Bonat

Maximum likelihood estimation based on ranked set sampling designs for two extensions of the Lindley distribution with uncensored and right-censored data pp. 1827-1851

Cesar Augusto Taconeli and Suely Ruiz Giolo

Regression and subgroup detection for heterogeneous samples pp. 1853-1878

Baosheng Liang, Peng Wu, Xingwei Tong and Yanping Qiu

Estimating the number of clusters via a corrected clustering instability pp. 1879-1894

Jonas M. B. Haslbeck and Dirk U. Wulff

Use of the heuristic optimization in the parameter estimation of generalized gamma distribution: comparison of GA, DE, PSO and SA methods pp. 1895-1925

Volkan Soner Özsoy, Mehmet Güray Ünsal and H. Hasan Örkcü

Comparing scale parameters in several gamma distributions with known shapes pp. 1927-1950

Ali Akbar Jafari and Javad Shaabani

Comparison among simultaneous confidence regions for nonlinear diffusion models pp. 1951-1991

Claudia Furlan and Cinzia Mortarino

Implementation of a goodness-of-fit test through Khmaladze martingale transformation pp. 1993-2017

Jiwoong Kim

Modified empirical likelihood-based confidence intervals for data containing many zero observations pp. 2019-2042

Patrick Stewart and Wei Ning

Geometric ergodicity of a Metropolis-Hastings algorithm for Bayesian inference of phylogenetic branch lengths pp. 2043-2076

David A. Spade

Bayesian robust estimation of partially functional linear regression models using heavy-tailed distributions pp. 2077-2092

Guodong Shan, Yiheng Hou and Baisen Liu

Volume 35, issue 3, 2020

A Bayesian perspective of statistical machine learning for big data pp. 893-930

Rajiv Sambasivan, Sourish Das and Sujit K. Sahu

A support vector machine based semiparametric mixture cure model pp. 931-945

Peizhi Li, Yingwei Peng, Ping Jiang and Qingli Dong

Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid pp. 947-981

Marius Lux, Wolfgang Härdle and Stefan Lessmann

Random forest with acceptance–rejection trees pp. 983-999

Peter Calhoun, Melodie J. Hallett, Xiaogang Su, Guy Cafri, Richard A. Levine and Juanjuan Fan

BEST: a decision tree algorithm that handles missing values pp. 1001-1026

Cédric Beaulac and Jeffrey S. Rosenthal

Modelling rankings in R: the PlackettLuce package pp. 1027-1057

Heather L. Turner, Jacob Etten, David Firth and Ioannis Kosmidis

An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs pp. 1059-1099

Sophie Marque-Pucheu, Guillaume Perrin and Josselin Garnier

Clustering multivariate functional data in group-specific functional subspaces pp. 1101-1131

Amandine Schmutz, Julien Jacques, Charles Bouveyron, Laurence Chèze and Pauline Martin

Discrete factor analysis using a dependent Poisson model pp. 1133-1152

Rolf Larsson

Ultra-high dimensional variable screening via Gram–Schmidt orthogonalization pp. 1153-1170

Huiwen Wang, Ruiping Liu, Shanshan Wang, Zhichao Wang and Gilbert Saporta

Using tours to visually investigate properties of new projection pursuit indexes with application to problems in physics pp. 1171-1205

Ursula Laa and Dianne Cook

A faster algorithm to estimate multiresolution densities pp. 1207-1230

Federico Palacios-González and Rosa M. García-Fernández

smoothROCtime: an R package for time-dependent ROC curve estimation pp. 1231-1251

Susana Díaz-Coto, Pablo Martínez-Camblor and Sonia Pérez-Fernández

One-sided cross-validation for nonsmooth density functions pp. 1253-1272

Olga Y. Savchuk

Parallel computing in linear mixed models pp. 1273-1289

Fulya Gokalp Yavuz and Barret Schloerke

Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables pp. 1291-1317

Firouzeh Noghrehchi, Jakub Stoklosa and Spiridon Penev

Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization pp. 1319-1344

Donna Henderson and Gerton Lunter

Time-dependent stress–strength reliability models based on phase type distribution pp. 1345-1371

Joby K. Jose and M. Drisya

A simple method for implementing Monte Carlo tests pp. 1373-1392

Dong Ding, Axel Gandy and Georg Hahn

Detection and estimation of additive outliers in seasonal time series pp. 1393-1409

Francesco Battaglia, Domenico Cucina and Manuel Rizzo

A dominance approach for comparing the performance of VaR forecasting models pp. 1411-1448

Laura Garcia-Jorcano and Alfonso Novales

Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches pp. 1449-1479

Tadele Akeba Diriba and Legesse Kassa Debusho

A Bayesian approach to estimate parameters of ordinary differential equation pp. 1481-1499

Hanwen Huang, Andreas Handel and Xiao Song

Bayesian multiple changepoints detection for Markov jump processes pp. 1501-1523

Lu Shaochuan

Volume 35, issue 2, 2020

Service data analytics and business intelligence 2017 pp. 423-426

Desheng Dash Wu and Wolfgang Härdle

Estimation and determinants of Chinese banks’ total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk pp. 427-468

Shiyi Chen, Wolfgang Härdle and Li Wang

Appointment scheduling optimization with two stages diagnosis for clinic outpatient pp. 469-490

Xuanzhu Fan, Jiafu Tang and Chongjun Yan

Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model pp. 491-514

Rong Guan, Huiwen Wang and Haitao Zheng

Real-manufacturing-oriented big data analysis and data value evaluation with domain knowledge pp. 515-538

Weichang Kong, Fei Qiao and Qidi Wu

Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate pp. 539-557

Tianshun Yan, Yanyong Zhao and Wentao Wang

Simple Poisson PCA: an algorithm for (sparse) feature extraction with simultaneous dimension determination pp. 559-577

Luke Smallman, William Underwood and Andreas Artemiou

Application of the sequential matrix diagonalization algorithm to high-dimensional functional MRI data pp. 579-605

Manuel Carcenac and Soydan Redif

A multivariate extreme value theory approach to anomaly clustering and visualization pp. 607-628

Maël Chiapino, Stephan Clémençon, Vincent Feuillard and Anne Sabourin

The spectral condition number plot for regularization parameter evaluation pp. 629-646

Carel F. W. Peeters, Mark A. Wiel and Wessel N. Wieringen

Diagnosis and quantification of the non-essential collinearity pp. 647-666

Román Salmerón-Gómez, Ainara Rodríguez-Sánchez and Catalina García-García

On linearized ridge logistic estimator in the presence of multicollinearity pp. 667-687

N. H. Jadhav

Closed-form maximum likelihood estimator for generalized linear models in the case of categorical explanatory variables: application to insurance loss modeling pp. 689-724

Alexandre Brouste, Christophe Dutang and Tom Rohmer

Estimation of a zero-inflated Poisson regression model with missing covariates via nonparametric multiple imputation methods pp. 725-754

Shen-Ming Lee, T. Martin Lukusa and Chin-Shang Li

Multiple linear regression models for random intervals: a set arithmetic approach pp. 755-773

Marta García-Bárzana, Ana Belén Ramos-Guajardo, Ana Colubi and Erricos Kontoghiorghes

Ascent with quadratic assistance for the construction of exact experimental designs pp. 775-801

Lenka Filová and Radoslav Harman

Near G-optimal Tchakaloff designs pp. 803-819

Len Bos, Federico Piazzon and Marco Vianello

An algorithm for finding efficient test-control block designs with correlated observations pp. 821-836

Saeid Pooladsaz and Mahboobeh Doosti-Irani

Random sampling of contingency tables via probabilistic divide-and-conquer pp. 837-869

Stephen DeSalvo and James Zhao

Computing expectations and marginal likelihoods for permutations pp. 871-891

Ben Powell and Paul A. Smith

Volume 35, issue 1, 2020

Hierarchical inference for genome-wide association studies: a view on methodology with software pp. 1-40

Claude Renaux, Laura Buzdugan, Markus Kalisch and Peter Bühlmann

Comments on: Hierarchical inference for genome-wide association studies by Jelle J. Goeman and Stefan Böhringer pp. 41-45

Jelle J. Goeman and Stefan Böhringer

Comments on: Hierarchical inference for genome-wide association studies: a view on methodology with software by F. Frommlet and M. G. Schimek pp. 47-49

Florian Frommlet and Michael G. Schimek

Comments on: Hierarchical inference for genome-wide association studies: a view on methodology with software pp. 51-55

Ruth Heller

Comments on: Hierarchical Inference for genome-wide association studies: a view on methodology with software by Paulo C. Rodrigues and Vanda M. Lourenço pp. 57-58

Paulo C. Rodrigues and Vanda M. Lourenço

Rejoinder on: Hierarchical inference for genome-wide association studies: a view on methodology with software pp. 59-67

Claude Renaux, Laura Buzdugan, Markus Kalisch and Peter Bühlmann

Spectral clustering-based community detection using graph distance and node attributes pp. 69-94

Fengqin Tang, Chunning Wang, Jinxia Su and Yuanyuan Wang

A fast iterative algorithm for high-dimensional differential network pp. 95-109

Zhou Tang, Zhangsheng Yu and Cheng Wang

Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework pp. 111-133

Guillaume Perrin and Christian Soize

Interpolation of daily rainfall data using censored Bayesian spatially varying model pp. 135-152

K. Shuvo Bakar

A scalable Bayesian nonparametric model for large spatio-temporal data pp. 153-173

Zahra Barzegar and Firoozeh Rivaz

DOLDA: a regularized supervised topic model for high-dimensional multi-class regression pp. 175-201

Måns Magnusson, Leif Jonsson and Mattias Villani

Computing the halfspace depth with multiple try algorithm and simulated annealing algorithm pp. 203-226

Wei Shao and Yijun Zuo

Bayesian variable selection for mixed effects model with shrinkage prior pp. 227-243

Mingan Yang, Min Wang and Guanghui Dong

Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data pp. 245-258

Aijun Yang, Yuzhu Tian, Yunxian Li and Jinguan Lin

The unit-improved second-degree Lindley distribution: inference and regression modeling pp. 259-279

Emrah Altun and Gauss M. Cordeiro

The odd log-logistic Lindley-G family of distributions: properties, Bayesian and non-Bayesian estimation with applications pp. 281-308

Morad Alizadeh, Ahmed Z. Afify, M. S. Eliwa and Sajid Ali

Optimal confidence regions for the two-parameter exponential distribution based on records pp. 309-326

A. Asgharzadeh, S. F. Bagheri, N. A. Ibrahim and M. R. Abubakar

Density and distribution evaluation for convolution of independent gamma variables pp. 327-342

Chaoran Hu, Vladimir Pozdnyakov and Jun Yan

Efficient computation of the stochastic behavior of partial sum processes pp. 343-358

Sorawit Saengkyongam, Anthony Hayter, Seksan Kiatsupaibul and Wei Liu

Some properties of double truncated distributions and their application in view of income inequality pp. 359-378

Zahra Behdani, Gholam Reza Mohtashami Borzadaran and Bahram Sadeghpour Gildeh

On a heavy-tailed parametric quantile regression model for limited range response variables pp. 379-398

Artur J. Lemonte and Germán Moreno-Arenas

Adjusted quantile residual for generalized linear models pp. 399-421

Juliana Scudilio and Gustavo H. A. Pereira