Computational Statistics

2000 - 2025

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

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Volume 31, issue 4, 2016

PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection pp. 1237-1262

Chun-Xia Zhang, Jiang-She Zhang and Sang-Woon Kim

Minimizing variable selection criteria by Markov chain Monte Carlo pp. 1263-1286

Yen-Shiu Chin and Ting-Li Chen

Assessing the diagnostic power of variables measured with a detection limit pp. 1287-1303

Bochao Jia, Yuan-chin Ivan Chang and Zhanfeng Wang

Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights pp. 1305-1325

Philippe Pébay, Timothy B. Terriberry, Hemanth Kolla and Janine Bennett

A sensibility study of the autobinomial model estimation methods based on a feature similarity index pp. 1327-1357

Silvina Pistonesi, Jorge Martinez and Silvia M. Ojeda

Ordered spatial sampling by means of the traveling salesman problem pp. 1359-1372

Maria Michela Dickson and Yves Tillé

A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks pp. 1373-1383

Yuri Heymann

A nonnormal look at polychoric correlations: modeling the change in correlations before and after discretization pp. 1385-1401

Hakan Demirtas, Robab Ahmadian, Sema Atis, Fatma Ezgi Can and Ilker Ercan

Sparse principal component analysis subject to prespecified cardinality of loadings pp. 1403-1427

Kohei Adachi and Nickolay T. Trendafilov

Partitions of Pearson’s Chi-square statistic for frequency tables: a comprehensive account pp. 1429-1452

Sébastien Loisel and Yoshio Takane

The role of the isotonizing algorithm in Stein’s covariance matrix estimator pp. 1453-1476

Brett Naul, Bala Rajaratnam and Dario Vincenzi

Simulations of full multivariate Tweedie with flexible dependence structure pp. 1477-1492

Johann Cuenin, Bent Jørgensen and Célestin C. Kokonendji

Context-specific independence in graphical log-linear models pp. 1493-1512

Henrik Nyman, Johan Pensar, Timo Koski and Jukka Corander

Stochastic EM algorithms for parametric and semiparametric mixture models for right-censored lifetime data pp. 1513-1538

Laurent Bordes and Didier Chauveau

Robust estimation of the number of components for mixtures of linear regression models pp. 1539-1555

Meng Li, Sijia Xiang and Weixin Yao

Modified restricted Liu estimator in logistic regression model pp. 1557-1567

Jibo Wu

Constrained test in linear models with multivariate power exponential distribution pp. 1569-1592

Jeremias Leão, Francisco Cysneiros, Helton Saulo and N. Balakrishnan

ANCOVA: a heteroscedastic global test when there is curvature and two covariates pp. 1593-1606

Rand R. Wilcox

Preliminary tests when comparing means pp. 1607-1631

I. Parra-Frutos

Exact sample size determination for the ratio of two incidence rates under the Poisson distribution pp. 1633-1644

Guogen Shan

Holonomic gradient method for distribution function of a weighted sum of noncentral chi-square random variables pp. 1645-1659

Tamio Koyama and Akimichi Takemura

Volume 31, issue 3, 2016

Diagnostic Robust Generalized Potential Based on Index Set Equality (DRGP (ISE)) for the identification of high leverage points in linear model pp. 859-877

Hock Ann Lim and Habshah Midi

Random Subspace Method for high-dimensional regression with the R package regRSM pp. 943-972

Paweł Teisseyre, Robert A. Kłopotek and Jan Mielniczuk

Support vector quantile regression with varying coefficients pp. 1015-1030

Jooyong Shim, Changha Hwang and Kyungha Seok

Bayesian joint quantile regression for mixed effects models with censoring and errors in covariates pp. 1031-1057

Yuzhu Tian, Er’qian Li and Maozai Tian

Polynomial spline estimation for partial functional linear regression models pp. 1107-1129

Jianjun Zhou, Zhao Chen and Qingyan Peng

Erratum to: Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data pp. 1235-1235

Jing Lv, Hu Yang and Chaohui Guo

Volume 31, issue 2, 2016

Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages CoxBoost and mboost pp. 513-531

Riccardo De Bin

Comparison of Value-at-Risk models using the MCS approach pp. 579-608

Mauro Bernardi and Leopoldo Catania

Improving efficiency of data augmentation algorithms using Peskun’s theorem pp. 709-728

Vivekananda Roy

Density-based clustering with non-continuous data pp. 771-798

Adelchi Azzalini and Giovanna Menardi

Volume 31, issue 1, 2016

Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data pp. 189-206

Tristan Senga Kiessé, Nabil Zougab and Célestin C. Kokonendji

Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method pp. 207-225

Min Wang, Xiaoqian Sun and Chanseok Park

Two-sample homogeneity tests based on divergence measures pp. 291-313

Max Wornowizki and Roland Fried

Efficient computation of the Bergsma–Dassios sign covariance pp. 315-328

Luca Weihs, Mathias Drton and Dennis Leung

Composite quantile regression for single-index models with asymmetric errors pp. 329-351

Jing Sun

Volume 30, issue 4, 2015

Visualization of evidence in regression with the QR decomposition pp. 907-927

W. Braun

Weighted linear regression models with fixed weights and spherical disturbances pp. 929-955

Martin Meermeyer

Efficient resolution and basis functions selection in wavelet regression pp. 957-986

Chun Park and Inyoung Kim

A comparison of tests for the one-way ANOVA problem for functional data pp. 987-1010

Tomasz Górecki and Łukasz Smaga

Integrated data depth for smooth functions and its application in supervised classification pp. 1011-1031

Daniel Hlubinka, Irène Gijbels, Marek Omelka and Stanislav Nagy

A simple method for combining estimates to improve the overall error rates in classification pp. 1033-1049

Narayanaswamy Balakrishnan and Majid Mojirsheibani

Improving the vector $$\varepsilon $$ ε acceleration for the EM algorithm using a re-starting procedure pp. 1051-1077

Masahiro Kuroda, Zhi Geng and Michio Sakakihara

Principal component analysis for compositional data vectors pp. 1079-1096

Huiwen Wang, Liying Shangguan, Rong Guan and Lynne Billard

A recursive formula for the Kaplan–Meier estimator with mean constraints and its application to empirical likelihood pp. 1097-1109

Mai Zhou and Yifan Yang

Implementation of Lévy CARMA model in Yuima package pp. 1111-1141

Stefano Iacus and Lorenzo Mercuri

Power, FDR and conservativeness of BB-SGoF method pp. 1143-1161

Irene Castro-Conde and Jacobo Uña-Álvarez

Pitman closeness of predictors of future order statistics for two parameter exponential distribution pp. 1163-1183

S. MirMostafaee, Jafar Ahmadi and Narjes Sadeghian

A new generalization of lifetime distributions pp. 1185-1198

Leila Delgarm and Mohammad Zadkarami

Maximum likelihood estimation for a special exponential family under random double-truncation pp. 1199-1229

Ya-Hsuan Hu and Takeshi Emura

Optimal design generation: an approach based on discovery probability pp. 1231-1244

Roberto Fontana

Side sensitive group runs $$\bar{{X}}$$ X ¯ chart with estimated process parameters pp. 1245-1278

H. You, Michael Khoo, P. Castagliola and Yanjing Ou

Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China pp. 1279-1279

Shiyi Chen and Wolfgang Härdle

Volume 30, issue 3, 2015

Editorial to the special issue on Applicable semiparametrics of computational statistics pp. 641-646

Ostap Okhrin and Stefan Trück

Partial linear modelling with multi-functional covariates pp. 647-671

Germán Aneiros and Philippe Vieu

A partitioned Single Functional Index Model pp. 673-692

Aldo Goia and Philippe Vieu

Modeling heterogeneity: a praise for varying-coefficient models in causal analysis pp. 693-718

Stefan Sperlich and Raoul Theler

Functional coefficient seasonal time series models with an application of Hawaii tourism data pp. 719-744

Xialu Liu, Zongwu Cai and Rong Chen

Modelling spatio-temporal variability of temperature pp. 745-766

Xiaofeng Cao, Ostap Okhrin, Martin Odening and Matthias Ritter

Identifying Berlin’s land value map using adaptive weights smoothing pp. 767-790

Jens Kolbe, Rainer Schulz, Martin Wersing and Axel Werwatz

Computing electricity spot price prediction intervals using quantile regression and forecast averaging pp. 791-803

Jakub Nowotarski and Rafał Weron

Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships pp. 805-819

Katarzyna Maciejowska and Rafał Weron

Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns pp. 821-843

Shiyi Chen, Kiho Jeong and Wolfgang Härdle

Common factors in credit defaults swap markets pp. 845-863

Cathy Chen and Wolfgang Härdle

Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach pp. 865-884

Isabel Proença and Horácio Faustino

Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study pp. 885-906

Juan Rodriguez-Poo and Alexandra Soberón

Volume 30, issue 2, 2015

Using visual statistical inference to better understand random class separations in high dimension, low sample size data pp. 293-316

Niladri Roy Chowdhury, Dianne Cook, Heike Hofmann, Mahbubul Majumder, Eun-Kyung Lee and Amy Toth

Kernel-based mixture models for classification pp. 317-344

Alejandro Murua and Nicolas Wicker

Simultaneous confidence interval for quantile regression pp. 345-358

Yaeji Lim and Hee-Seok Oh

Shrinkage estimation in system regression model pp. 359-376

Mohammad Arashi and Mahdi Roozbeh

Nonparametric estimation of conditional transition probabilities in a non-Markov illness-death model pp. 377-397

Luís Meira-Machado, Jacobo Uña-Álvarez and Somnath Datta

Bayesian variable selection in multinomial probit model for classifying high-dimensional data pp. 399-418

Aijun Yang, Yunxian Li, Niansheng Tang and Jinguan Lin

Prospective space–time surveillance with cumulative surfaces for geographical identification of the emerging cluster pp. 419-440

Thais Paiva, Renato Assunção and Taynãna Simões

Assessing the impact of uniform and nonuniform differential item functioning items on Rasch measure: the polytomous case pp. 441-461

Silvia Golia

Reduced $$k$$ k -means clustering with MCA in a low-dimensional space pp. 463-475

Masaki Mitsuhiro and Hiroshi Yadohisa

A general purpose module using refined descriptive sampling for installation in simulation systems pp. 477-490

Abdelouhab Aloui, Arezki Zioui, Megdouda Ourbih-Tari and Amine Alioui

Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods pp. 491-516

Didit Nugroho and Takayuki Morimoto

Semiparametric stochastic volatility modelling using penalized splines pp. 517-537

Roland Langrock, Théo Michelot, Alexander Sohn and Thomas Kneib

Penalized function-on-function regression pp. 539-568

Andrada Ivanescu, Ana-Maria Staicu, Fabian Scheipl and Sonja Greven

Weighted quantile regression for longitudinal data pp. 569-592

Xiaoming Lu and Zhaozhi Fan

Saddlepoint $$p$$ p -values and confidence intervals for the class of linear rank tests for censored data under generalized randomized block design pp. 593-604

Ehab Abd-Elfattah

Pooled parametric inference for minimal repair systems pp. 605-623

Morteza Amini and Narayanaswamy Balakrishnan

An iterative approach to minimize the mean squared error in ridge regression pp. 625-639

Ka Wong and Sung Chiu

Volume 30, issue 1, 2015

A best linear threshold classification with scale mixture of skew normal populations pp. 1-28

Hea-Jung Kim

A GS-CORE algorithm for performing a reduction test on multiple gene sets and their core genes pp. 29-41

Tae Yang

Variable selection for varying-coefficient models with the sparse regularization pp. 43-55

Hidetoshi Matsui and Toshihiro Misumi

S-estimation of hidden Markov models pp. 57-80

Alessio Farcomeni and Luca Greco

Study of compound generalized Nakagami–generalized inverse Gaussian distribution and related densities: application to ultrasound imaging pp. 81-96

Abhinav Gupta and Karmeshu

Influence measure based on probabilistic behavior of regression estimators pp. 97-105

Myung Kim

Estimating cell probabilities in contingency tables with constraints on marginals/conditionals by geometric programming with applications pp. 107-129

Xinlei Wang, Johan Lim, Seung-Jean Kim and Kyu Hahn

On the genetic algorithm with adaptive mutation rate and selected statistical applications pp. 131-150

André Pereira and Bernardo Andrade

An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods pp. 151-189

N. Balakrishnan and Suvra Pal

Variable selection after screening: with or without data splitting? pp. 191-203

Xiaoyi Zhu and Yuhong Yang

Bayesian structured variable selection in linear regression models pp. 205-229

Min Wang, Xiaoqian Sun and Tao Lu

Model evaluation, discrepancy function estimation, and social choice theory pp. 231-249

Andrew Neath, Joseph Cavanaugh and Adam Weyhaupt

Association rule mining through adaptive parameter control in particle swarm optimization pp. 251-277

K. Indira and S. Kanmani

Generalized data-fitting factor analysis with multiple quantification of categorical variables pp. 279-292

Naomichi Makino