Computational Statistics

2000 - 2025

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

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Volume 33, issue 4, 2018

Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies pp. 1563-1587

Yuzhu Tian, Manlai Tang and Maozai Tian

A fast imputation algorithm in quantile regression pp. 1589-1603

Hao Cheng and Ying Wei

Quantile regression for linear models with autoregressive errors using EM algorithm pp. 1605-1625

Yuzhu Tian, Manlai Tang, Yanchao Zang and Maozai Tian

Estimation of spatial autoregressive models with measurement error for large data sets pp. 1627-1648

Thomas Suesse

Simulation of Student–Lévy processes using series representations pp. 1649-1685

Till Massing

Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme pp. 1687-1713

Theodore Simos and Mike Tsionas

Bayesian time series regression with nonparametric modeling of autocorrelation pp. 1715-1731

Tanujit Dey, Kun Ho Kim and Chae Young Lim

Forecasting seasonal time series data: a Bayesian model averaging approach pp. 1733-1765

Alexander Vosseler and Enzo Weber

sppmix: Poisson point process modeling using normal mixture models pp. 1767-1798

Athanasios C. Micheas and Jiaxun Chen

ClustGeo: an R package for hierarchical clustering with spatial constraints pp. 1799-1822

Marie Chavent, Vanessa Kuentz-Simonet, Amaury Labenne and Jérôme Saracco

fastWKendall: an efficient algorithm for weighted Kendall correlation pp. 1823-1845

Jie Lin, Donald A. Adjeroh, Bing-Hua Jiang and Yue Jiang

Applications of conditional power function of two-sample permutation test pp. 1847-1862

Monjed H. Samuh and Fortunato Pesarin

Statistical inference for $$L^2$$ L 2 -distances to uniformity pp. 1863-1896

L. Baringhaus, D. Gaigall and J. P. Thiele

Preliminary test estimation in system regression models in view of asymmetry pp. 1897-1921

J. Kleyn, M. Arashi and S. Millard

Stability approach to selecting the number of principal components pp. 1923-1938

Jiyeon Song and Seung Jun Shin

A correction of approximations used in sensitivity study of principal component analysis pp. 1939-1955

Jacques Bénasséni

Volume 33, issue 3, 2018

Proceedings of Reisensburg 2014–2015 pp. 1125-1126

Hans A. Kestler, Bernd Bischl and Matthias Schmid

Model based optimization of a statistical simulation model for single diamond grinding pp. 1127-1143

Swetlana Herbrandt, Uwe Ligges, Manuel Pinho Ferreira, Michael Kansteiner, Dirk Biermann, Wolfgang Tillmann and Claus Weihs

Finding small somatic structural variants in exome sequencing data: a machine learning approach pp. 1145-1158

Matthias Kuhn, Thoralf Stange, Sylvia Herold, Christian Thiede and Ingo Roeder

Predicting measurements at unobserved locations in an electrical transmission system pp. 1159-1172

Dirk Surmann, Uwe Ligges and Claus Weihs

Learning vector quantization classifiers for ROC-optimization pp. 1173-1194

T. Villmann, M. Kaden, W. Hermann and M. Biehl

On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models pp. 1195-1215

Heidi Seibold, Christoph Bernau, Anne-Laure Boulesteix and Riccardo De Bin

The odd log-logistic Topp–Leone G family of distributions: heteroscedastic regression models and applications pp. 1217-1244

Morad Alizadeh, Fazlollah Lak, Mahdi Rasekhi, Thiago G. Ramires, Haitham M. Yousof and Emrah Altun

Additive–multiplicative hazards model with current status data pp. 1245-1266

Wanrong Liu, Jianglin Fang and Xuewen Lu

Design of component reliability test plan for a series system having time dependent testing cost with the presence of covariates pp. 1267-1292

M. Kumar and P. N. Bajeel

Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula pp. 1293-1323

Jia-Han Shih and Takeshi Emura

Interval estimation of $$P(X pp. 1325-1348

M. Mahdizadeh and Ehsan Zamanzade

Proportion estimation in ranked set sampling in the presence of tie information pp. 1349-1366

Ehsan Zamanzade and Xinlei Wang

Inferences on the common mean of several normal populations under heteroscedasticity pp. 1367-1384

Ahad Malekzadeh and Mahmood Kharrati-Kopaei

Sample selection models for count data in R pp. 1385-1412

Karol Wyszynski and Giampiero Marra

Efficient computation of multivariate empirical distribution functions at the observed values pp. 1413-1428

David Lee and Harry Joe

Semiparametric estimation of the link function in binary-choice single-index models pp. 1429-1455

Alan P. Ker and Abdoul G. Sam

Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling pp. 1457-1473

Kensuke Okada and Shin-ichi Mayekawa

High-dimensional variable selection with the plaid mixture model for clustering pp. 1475-1496

Thierry Chekouo and Alejandro Murua

Transformation of variables and the condition number in ridge estimation pp. 1497-1524

Román Salmerón, José García, Catalina García and María del Mar López

Rank-based Liu regression pp. 1525-1561

Mohammad Arashi, Mina Norouzirad, S. Ejaz Ahmed and Bahadır Yüzbaşı

Volume 33, issue 2, 2018

Logistic regression diagnostics in ridge regression pp. 563-593

M. Revan Özkale, Stanley Lemeshow and Rodney Sturdivant

Model selection criteria based on cross-validatory concordance statistics pp. 595-621

Patrick Ten Eyck and Joseph E. Cavanaugh

H-relative error estimation for multiplicative regression model with random effect pp. 623-638

Zhanfeng Wang, Zhuojian Chen and Zimu Chen

New designs to consistently estimate the isotonic regression pp. 639-658

Ana Colubi, J. Santos Dominguez-Menchero and Gil Gonzalez-Rodriguez

Robust empirical likelihood for partially linear models via weighted composite quantile regression pp. 659-674

Peixin Zhao and Xiaoshuang Zhou

Robust estimation and moment selection in dynamic fixed-effects panel data models pp. 675-708

Pavel Cizek and M. Aquaro

Estimating nonlinear effects in the presence of cure fraction using a semi-parametric regression model pp. 709-730

Thiago G. Ramires, Niel Hens, Gauss M. Cordeiro and Edwin M. M. Ortega

A lack-of-fit test for generalized linear models via single-index techniques pp. 731-756

Chin-Shang Li and Minggen Lu

On the examination of the reliability of statistical software for estimating regression models with discrete dependent variables pp. 757-786

Jason Bergtold, Krishna P. Pokharel, Allen Featherstone and Lijia Mo

Extending AIC to best subset regression pp. 787-806

J. G. Liao, Joseph E. Cavanaugh and Timothy L. McMurry

On the zero-modified Poisson–Shanker regression model and its application to fetal deaths notification data pp. 807-836

Wesley Bertoli, Katiane S. Conceição, Marinho G. Andrade and Francisco Louzada

Pairwise likelihood inference for the random effects probit model pp. 837-861

T.-F. Lo, P.-H. Ke and Wen-Jen Tsay

Optimal difference-based estimation for partially linear models pp. 863-885

Yuejin Zhou, Yebin Cheng, Wenlin Dai and Tiejun Tong

Generalized good lattice point sets pp. 887-901

Zong-Feng Qi, Xue-Ru Zhang and Yong-Dao Zhou

Robust population designs for longitudinal linear regression model with a random intercept pp. 903-931

Xiao-Dong Zhou, Yun-Juan Wang and Rong-Xian Yue

Choice of optimal second stage designs in two-stage experiments pp. 933-965

A. Elsawah

Likelihood computation in the normal-gamma stochastic frontier model pp. 967-982

Bernardo B. Andrade and Geraldo S. Souza

Working correlation structure selection in generalized estimating equations pp. 983-996

Liya Fu, Yangyang Hao and You-Gan Wang

A heuristic, iterative algorithm for change-point detection in abrupt change models pp. 997-1015

Salvatore Fasola, Vito M. R. Muggeo and Helmut Küchenhoff

A pruned recursive solution to the multiple change point problem pp. 1017-1045

Eric Ruggieri

On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison pp. 1047-1070

Nathan Uyttendaele

Notes on kernel density based mode estimation using more efficient sampling designs pp. 1071-1090

Hani Samawi, Haresh Rochani, JingJing Yin, Daniel Linder and Robert Vogel

Statistical inference in mechanistic models: time warping for improved gradient matching pp. 1091-1123

Mu Niu, Benn Macdonald, Simon Rogers, Maurizio Filippone and Dirk Husmeier

Volume 33, issue 1, 2018

Efficient importance sampling in low dimensions using affine arithmetic pp. 1-29

Richard G. Everitt

Statistical inference under adaptive progressive censoring scheme pp. 31-74

M. M. Mohie El-Din, A. R. Shafay and M. Nagy

Comparative study and sensitivity analysis of skewed spatial processes pp. 75-98

Jiangyan Wang, Miao Yang and Anandamayee Majumdar

Objective bayesian analysis of the Yule–Simon distribution with applications pp. 99-126

Fabrizio Leisen, Luca Rossini and Cristiano Villa

Efficient MCMC estimation of inflated beta regression models pp. 127-158

Phillip Li

Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration pp. 159-177

Mary Kathryn Cowles, Stephen Bonett and Michael Seedorff

Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models pp. 179-212

Umberto Picchini and Adeline Samson

Posterior simulation via the exponentially tilted signed root log-likelihood ratio pp. 213-234

Samer A. Kharroubi

Objective Bayesian model selection approach to the two way analysis of variance pp. 235-248

J. A. Cano, C. Carazo and D. Salmerón

Classical and Bayesian inference in two parameter exponential distribution with randomly censored data pp. 249-275

H. Krishna and N. Goel

Bayesian estimation of generalized gamma shared frailty model pp. 277-297

Sukhmani Sidhu, Kanchan Jain and Suresh Kumar Sharma

Birnbaum–Saunders power-exponential kernel density estimation and Bayes local bandwidth selection for nonnegative heavy tailed data pp. 299-318

Yasmina Ziane, Nabil Zougab and Smail Adjabi

Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions pp. 319-338

Chunzheng Cao, Mengqian Chen, Yahui Wang and Jian Qing Shi

Improved parameter estimation of the log-logistic distribution with applications pp. 339-356

Joseph Reath, Jianping Dong and Min Wang

A comparative study of methods for testing the equality of two or more ROC curves pp. 357-377

Arís Fanjul-Hevia and Wenceslao González-Manteiga

A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility pp. 379-411

Helmut Herwartz and Yabibal Walle

Abrupt change in mean using block bootstrap and avoiding variance estimation pp. 413-441

Barbora Peštová and Michal Pešta

On the invertibility of seasonally adjusted series pp. 443-465

Yuliya Lovcha, Alejandro Perez-Laborda and Luis Gil-Alana

Local optimization of black-box functions with high or infinite-dimensional inputs: application to nuclear safety pp. 467-485

Angelina Roche

Calculating quantiles of noisy distribution functions using local linear regressions pp. 487-501

Björn Bornkamp

A peeling algorithm for multiple testing on a random field pp. 503-525

Joungyoun Kim, Donghyeon Yu, Johan Lim and Joong-Ho Won

Estimation of generalized structured component analysis models with alternating least squares pp. 527-548

Rainer Schlittgen

Joint records from two exponential populations and associated inference pp. 549-562

William Volterman, R. Arabi Belaghi and N. Balakrishnan