Computational Statistics & Data Analysis
1983 - 2025
Current editor(s): S.P. Azen From Elsevier
Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 203, issue C, 2025
- Fusion regression methods with repeated functional data
- Issam-Ali Moindjié, Cristian Preda and Sophie Dabo-Niang
- Multiple network embedding for anomaly detection in time series of graphs
- Guodong Chen, Jesús Arroyo, Avanti Athreya, Joshua Cape, Joshua T. Vogelstein, Youngser Park, Chris White, Jonathan Larson, Weiwei Yang and Carey E. Priebe
- Online kernel sliced inverse regression
- Jianjun Xu, Yue Zhao and Haoyang Cheng
- Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity
- Shanshan Qin, Guanlin Zhang, Yuehua Wu and Zhongyi Zhu
- Multi-model subset selection
- Anthony-Alexander Christidis, Stefan Van Aelst and Ruben Zamar
- Unified specification tests in partially linear time series models
- Shuang Sun, Zening Song and Xiaojun Song
- Testing sufficiency for transfer learning
- Ziqian Lin, Yuan Gao, Feifei Wang and Hansheng Wang
- Vine copula based structural equation models
- Claudia Czado
- Analysis of order-of-addition experiments
- Xueru Zhang, Dennis K.J. Lin, Min-Qian Liu and Jianbin Chen
- Weighted support vector machine for extremely imbalanced data
- Jongmin Mun, Sungwan Bang and Jaeoh Kim
- A comparative analysis of different adjustment sets using propensity score based estimators
- Shanshan Luo, Jiaqi Min, Wei Li, Xueli Wang and Zhi Geng
- Statistical modeling of Dengue transmission dynamics with environmental factors
- Lengyang Wang and Mingke Zhang
- A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
- Xiaofei Wu, Rongmei Liang, Zhimin Zhang and Zhenyu Cui
- Accelerating computation: A pairwise fitting technique for multivariate probit models
- Margaux Delporte, Geert Verbeke, Steffen Fieuws and Geert Molenberghs
- Optimal sequential detection by sparsity likelihood
- Jingyan Huang and Hock Peng Chan
- Cox regression model with doubly truncated and interval-censored data
- Pao-sheng Shen
- A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
- J. Álvarez-Liébana, A. López-Pérez, W. González-Manteiga and M. Febrero-Bande
- Efficient Bayesian functional principal component analysis of irregularly-observed multivariate curves
- Tui H. Nolan, Sylvia Richardson and Hélène Ruffieux
Volume 202, issue C, 2025
- Community influence analysis in social networks
- Yuanxing Chen, Kuangnan Fang, Wei Lan, Chih-Ling Tsai and Qingzhao Zhang
- Spline regression with automatic knot selection
- Vivien Goepp, Olivier Bouaziz and Grégory Nuel
- Robust direction estimation in single-index models via cumulative divergence
- Shuaida He, Jiarui Zhang and Xin Chen
- A Bayesian cluster validity index
- Onthada Preedasawakul and Nathakhun Wiroonsri
- Minimum profile Hellinger distance estimation of general covariate models
- Bowei Ding, Rohana J. Karunamuni and Jingjing Wu
- A variational inference framework for inverse problems
- Luca Maestrini, Robert G. Aykroyd and Matt P. Wand
- Beta-CoRM: A Bayesian approach for n-gram profiles analysis
- José A. Perusquía, Jim E. Griffin and Cristiano Villa
- A dual-penalized approach to hypothesis testing in high-dimensional linear mediation models
- Chenxuan He, Yiran He and Wangli Xu
- Online graph topology learning from matrix-valued time series
- Yiye Jiang, Jérémie Bigot and Sofian Maabout
- A tree approach for variable selection and its random forest
- Yu Liu, Xu Qin and Zhibo Cai
Volume 201, issue C, 2025
- Optimal splitk-plot designs
- Mathias Born and Peter Goos
- Test for the mean of high-dimensional functional time series
- Lin Yang, Zhenghui Feng and Qing Jiang
- Minimax rates of convergence for sliced inverse regression with differential privacy
- Wenbiao Zhao, Xuehu Zhu and Lixing Zhu
- Feasible model-based principal component analysis: Joint estimation of rank and error covariance matrix
- Tak-Shing T. Chan and Alex Gibberd
- On the use of the cumulant generating function for inference on time series
- A. Moor, D. La Vecchia and E. Ronchetti
Volume 200, issue C, 2024
- Pinball boosting of regression quantiles
- Ida Bauer, Harry Haupt and Stefan Linner
- Hierarchical Bayesian spectral regression with shape constraints for multi-group data
- Peter Lenk, Jangwon Lee, Dongu Han, Jichan Park and Taeryon Choi
Volume 199, issue C, 2024
- Conditional mean dimension reduction for tensor time series
- Chung Eun Lee and Xin Zhang
- A double Pólya-Gamma data augmentation scheme for a hierarchical Negative Binomial - Binomial data model
- Xuan Ma, Jenný Brynjarsdóttir and Thomas LaFramboise
- A nonparametrically corrected likelihood for Bayesian spectral analysis of multivariate time series
- Yixuan Liu, Claudia Kirch, Jeong Eun Lee and Renate Meyer
- An embedded diachronic sense change model with a case study from ancient Greek
- Schyan Zafar and Geoff K. Nicholls
- Bayesian modal regression based on mixture distributions
- Qingyang Liu, Xianzheng Huang and Ray Bai
- Multivariate ordinal regression for multiple repeated measurements
- Laura Vana-Gür
- Bootstrap-based statistical inference for linear mixed effects under misspecifications
- Katarzyna Reluga, María-José Lombardía and Stefan Sperlich
- Optimizing designs in clinical trials with an application in treatment of Epidermolysis bullosa simplex, a rare genetic skin disease
- Joakim Nyberg, Andrew C. Hooker, Georg Zimmermann, Johan Verbeeck, Martin Geroldinger, Konstantin Emil Thiel, Geert Molenberghs, Martin Laimer and Verena Wally
- Three-way data clustering based on the mean-mixture of matrix-variate normal distributions
- Mehrdad Naderi, Mostafa Tamandi, Elham Mirfarah, Wan-Lun Wang and Tsung-I Lin
- Modelling non-stationarity in asymptotically independent extremes
- C.J.R. Murphy-Barltrop and J.L. Wadsworth
- Tests for high-dimensional generalized linear models under general covariance structure
- Weichao Yang, Xu Guo and Lixing Zhu
Volume 198, issue C, 2024
- Spectral co-clustering in multi-layer directed networks
- Wenqing Su, Xiao Guo, Xiangyu Chang and Ying Yang
- Principal component analysis for zero-inflated compositional data
- Kipoong Kim, Jaesung Park and Sungkyu Jung
- A conditional approach for regression analysis of case K interval-censored failure time data with informative censoring
- Mingyue Du and Xingqiu Zhao
- Consistent skinny Gibbs in probit regression
- Jiarong Ouyang and Xuan Cao
- Study of imputation procedures for nonparametric density estimation based on missing censored lifetimes
- Sam Efromovich and Lirit Fuksman
- Medoid splits for efficient random forests in metric spaces
- Matthieu Bulté and Helle Sørensen
- Latent event history models for quasi-reaction systems
- Matteo Framba, Veronica Vinciotti and Ernst C. Wit
- Inference for high-dimensional linear expectile regression with de-biasing method
- Xiang Li, Yu-Ning Li, Li-Xin Zhang and Jun Zhao
- Strong orthogonal Latin hypercubes for computer experiments
- Chunyan Wang and Dennis K.J. Lin
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications
- Eunju Hwang and ChanHyeok Jeon
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