Computational Statistics

2000 - 2025

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

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Volume 32, issue 4, 2017

Bootstrap and permutation tests in ANOVA for directional data pp. 1213-1240

Adelaide Figueiredo

An ‘apples to apples’ comparison of various tests for exponentiality pp. 1241-1283

J. S. Allison, L. Santana, N. Smit and I. J. H. Visagie

Resampling based inference for a distribution function using censored ranked set samples pp. 1285-1308

M. Mahdizadeh and E. Strzalkowska-Kominiak

Tests of perfect judgment ranking using pseudo-samples pp. 1309-1322

Saeid Amiri, Reza Modarres and Silvelyn Zwanzig

A Monte Carlo evaluation of the performance of two new tests for symmetry pp. 1323-1338

James S. Allison and Charl Pretorius

On moment-type estimators for a class of log-symmetric distributions pp. 1339-1355

N. Balakrishnan, Helton Saulo, Marcelo Bourguignon and Xiaojun Zhu

A regression-based numerical scheme for backward stochastic differential equations pp. 1357-1373

Deng Ding, Xiaofei Li and Yiqi Liu

An effective method to reduce the computational complexity of composite quantile regression pp. 1375-1393

Yanke Wu and Maozai Tian

Fast implementation of the Tukey depth pp. 1395-1410

Xiaohui Liu

Inaccurate regression coefficients in Microsoft Excel 2003: an investigation of Volpi’s “zero bug” pp. 1411-1421

H.-J. Sun, Kaoru Fukuda and B McCullough

Dependence structure and test of independence for some well-known bivariate distributions pp. 1423-1451

M. Zargar, H. Jabbari and M. Amini

Testing the equality of several linear regression models pp. 1453-1480

Filipe J. Marques, Carlos A. Coelho and Paulo C. Rodrigues

Multivariate moment based extreme value index estimators pp. 1481-1513

Matias Heikkilä, Yves Dominicy and Pauliina Ilmonen

Bivariate nonparametric estimation of the Pickands dependence function using Bernstein copula with kernel regression approach pp. 1515-1532

Alireza Ahmadabadi and Burcu Hudaverdi Ucer

Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending pp. 1533-1568

Tomás del Barrio Castro, Andrii Bodnar and Andreu Sansó

A new method to detect periodically correlated structure pp. 1569-1581

Mohammad Reza Mahmoudi and Mohsen Maleki

A test for a parametric form of the volatility in second-order diffusion models pp. 1583-1596

Tianshun Yan and Changlin Mei

Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes pp. 1597-1620

Han Li, Kai Yang and Dehui Wang

Fast derivatives of likelihood functionals for ODE based models using adjoint-state method pp. 1621-1643

Valdemar Melicher, Tom Haber and Wim Vanroose

Quadratic properties of least-squares solutions of linear matrix equations with statistical applications pp. 1645-1663

Yongge Tian and Bo Jiang

Prediction of censored exponential lifetimes in a simple step-stress model under progressive Type II censoring pp. 1665-1687

Indrani Basak and N. Balakrishnan

Nonparametric confidence intervals for ranked set samples pp. 1689-1725

Santu Ghosh, Arpita Chatterjee and N. Balakrishnan

The joint signature of parallel systems for different permutations of failure times pp. 1727-1746

Leila Mohammadi

Weighted least squares estimation for exchangeable binary data pp. 1747-1765

Dale Bowman and E. Olusegun George

Efficient simulation from a gamma distribution with small shape parameter pp. 1767-1775

Chuanhai Liu, Ryan Martin and Nick Syring

Erratum to: Bootstrap prediction intervals in beta regressions pp. 1777-1777

Patrícia L. Espinheira, Silvia L. P. Ferrari and Francisco Cribari-Neto

Volume 32, issue 3, 2017

A sparse hierarchical Bayesian model for detecting relevant antigenic sites in virus evolution pp. 803-843

Vinny Davies, Richard Reeve, William T. Harvey, Francois F. Maree and Dirk Husmeier

Bayesian inference on longitudinal-survival data with multiple features pp. 845-866

Tao Lu

Frequentist standard errors of Bayes estimators pp. 867-888

DongHyuk Lee, Raymond J. Carroll and Samiran Sinha

Statistical simulation based on right skewed distributions pp. 889-907

Kazushi Maruo, Takaharu Yamabe and Yusuke Yamaguchi

An exact approach to ridge regression for big data pp. 909-928

Tonglin Zhang and Baijian Yang

On weighted and locally polynomial directional quantile regression pp. 929-946

Pavel Boček and Miroslav Šiman

Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data pp. 947-975

Jing Lv and Chaohui Guo

Effects of measurement error on a class of single-index varying coefficient regression models pp. 977-1001

Jianhong Shi, Qian Yang, Xiongya Li and Weixing Song

Fully robust one-sided cross-validation for regression functions pp. 1003-1025

Olga Y. Savchuk and Jeffrey D. Hart

Bandwidth matrix selectors for kernel regression pp. 1027-1046

Jan Koláček and Ivana Horová

Optimal variance estimation based on lagged second-order difference in nonparametric regression pp. 1047-1063

WenWu Wang, Lu Lin and Li Yu

Spurious regression due to neglected of non-stationary volatility pp. 1065-1081

Hao Jin, Si Zhang and Jinsuo Zhang

Choosing the most relevant level sets for depicting a sample of densities pp. 1083-1113

Pedro Delicado and Philippe Vieu

Identifying local smoothness for spatially inhomogeneous functions pp. 1115-1138

Dongik Jang, Hee-Seok Oh and Philippe Naveau

Estimation of level set trees using adaptive partitions pp. 1139-1163

Lasse Holmström, Kyösti Karttunen and Jussi Klemelä

Some hypothesis tests based on random projection pp. 1165-1189

Ricardo Fraiman, Leonardo Moreno and Sebastian Vallejo

Canonical correlation for principal components of time series pp. 1191-1212

S. Yaser Samadi, L. Billard, M. R. Meshkani and A. Khodadadi

Volume 32, issue 2, 2017

Use of EM algorithm for data reduction under sparsity assumption pp. 387-407

Atanu Kumar Ghosh and Arnab Chakraborty

Unsupervised learning of pharmacokinetic responses pp. 409-428

Elson Tomás, Susana Vinga and Alexandra M. Carvalho

Likelihood inference for the destructive exponentially weighted Poisson cure rate model with Weibull lifetime and an application to melanoma data pp. 429-449

Suvra Pal and N. Balakrishnan

A general class of scale-shape mixtures of skew-normal distributions: properties and estimation pp. 451-474

Ahad Jamalizadeh and Tsung-I Lin

A non-negative matrix factorization model based on the zero-inflated Tweedie distribution pp. 475-499

Hiroyasu Abe and Hiroshi Yadohisa

The dynamic random subgraph model for the clustering of evolving networks pp. 501-533

Rawya Zreik, Pierre Latouche and Charles Bouveyron

An interactive graphical method for community detection in network data pp. 535-557

Andee Kaplan, Heike Hofmann and Daniel Nordman

Uncertainty quantification for functional dependent random variables pp. 559-583

Simon Nanty, Céline Helbert, Amandine Marrel, Nadia Pérot and Clémentine Prieur

Dimension reduction in functional regression with categorical predictor pp. 585-609

Guochang Wang

A note on estimating the bent line quantile regression model pp. 611-630

Yanyang Yan, Feipeng Zhang and Xiaoying Zhou

Nonsingular subsampling for regression S estimators with categorical predictors pp. 631-646

Manuel Koller and Werner A. Stahel

Computational testing algorithmic procedure of assessment for lifetime performance index of Pareto products under progressive type I interval censoring pp. 647-666

Shu-Fei Wu and Jin-Yang Lu

On the impact of model selection on predictor identification and parameter inference pp. 667-690

Ruth M. Pfeiffer, Andrew Redd and Raymond J. Carroll

Graph_sampler: a simple tool for fully Bayesian analyses of DAG-models pp. 691-716

Sagnik Datta, Ghislaine Gayraud, Eric Leclerc and Frederic Y. Bois

Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration pp. 717-761

Marco Grzegorczyk, Andrej Aderhold and Dirk Husmeier

Computing the noncentral-F distribution and the power of the F-test with guaranteed accuracy pp. 763-779

Ali Baharev, Hermann Schichl and Endre Rév

Optimum mechanism for breaking the confounding effects of mixed-level designs pp. 781-802

A. Elsawah and Hong Qin

Volume 32, issue 1, 2017

Comparative evaluation of various frequentist and Bayesian non-homogeneous Poisson counting models pp. 1-33

Marco Grzegorczyk and Mahdi Shafiee Kamalabad

Noninformative priors for the ratio of the shape parameters of two Weibull distributions pp. 35-50

Sang Gil Kang, Woo Dong Lee and Yongku Kim

Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances pp. 51-69

Clemens Elster and Gerd Wübbeler

Objective Bayesian testing on the common mean of several normal distributions under divergence-based priors pp. 71-91

Sang Gil Kang, Woo Dong Lee and Yongku Kim

A comparison of variational approximations for fast inference in mixed logit models pp. 93-125

Nicolas Depraetere and Martina Vandebroek

Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis pp. 127-143

Aijun Yang, Xuejun Jiang, Lianjie Shu and Jinguan Lin

Non-parametric clustering over user features and latent behavioral functions with dual-view mixture models pp. 145-177

Alberto Lumbreras, Julien Velcin, Marie Guégan and Bertrand Jouve

Bayesian inference on partially linear mixed-effects joint models for longitudinal data with multiple features pp. 179-196

Yangxin Huang and Tao Lu

Scale space multiresolution correlation analysis for time series data pp. 197-218

Leena Pasanen and Lasse Holmström

Bayesian analysis of multiple thresholds autoregressive model pp. 219-237

Jiazhu Pan, Qiang Xia and Jinshan Liu

Issues in the Multiple Try Metropolis mixing pp. 239-252

L. Martino and F. Louzada

Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space pp. 253-279

Cheng Zhang, Babak Shahbaba and Hongkai Zhao

Integrated likelihood computation methods pp. 281-313

Zhenyu Zhao and Thomas A. Severini

Automatically tuned general-purpose MCMC via new adaptive diagnostics pp. 315-348

Jinyoung Yang and Jeffrey S. Rosenthal

Bayesian model averaging of possibly similar nonparametric densities pp. 349-365

Alan Ker and Yong Liu

Parameter estimation of inverse Lindley distribution for Type-I censored data pp. 367-385

Suparna Basu, Sanjay Kumar Singh and Umesh Singh