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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

New algorithms for computing the least trimmed squares regression estimator pp. 425-439: Jose Agullo
Cluster analysis: a further approach based on density estimation pp. 441-459: Antonio Cuevas, Manuel Febrero and Ricardo Fraiman
Bayesian model determination for binary-time-series data with applications pp. 461-473: Shu-Ing Liu
Wald one-sided test using generalized estimating equations approach pp. 475-495: Jose Cardoso Neto and Gilberto A. Paula
Relative density estimation and local bandwidth selection for censored data pp. 497-510: Ricardo Cao, Paul Janssen and Noel Veraverbeke
LAD estimation with random coefficient autocorrelated errors pp. 511-523: Marilena Furno
Interval estimation of the ED50 when a logistic dose-response curve is incorrectly assumed pp. 525-537: Yangxin Huang

Bandwidth selection for kernel conditional density estimation pp. 279-298: David M. Bashtannyk and Rob Hyndman
Weibull distributions when the shape parameter is defined pp. 299-310: K. O. Bowman and L. R. Shenton
Low-dose extrapolation using the power family of response functions pp. 311-317: Meenakshi Devidas and E. Olusegun George
Analysing longitudinal data via nonlinear models in randomized block designs pp. 319-332: Paulo J. Ogliari and Dalton F. Andrade
Bandwidth selection for the smoothed bootstrap percentile method pp. 333-349: Alan M. Polansky
A Comparative analysis of multiple outlier detection procedures in the linear regression model pp. 351-382: James W. Wisnowski, Douglas C. Montgomery and James R. Simpson
Bootstrap tests for misspecified models, with application to clustered binary data pp. 383-401: Marc Aerts and Gerda Claeskens
Model check by kernel methods under weak moment conditions pp. 403-409: Ibrahim Ahmad, Xiaohong Chen and Qi Li

An efficient algorithm for constructing [Gamma]-minimax tests for finite parameter spaces pp. 145-161: Roger Fandom Noubiap and Wilfried Seidel
A review and computer code for assessing the structural dimension of a regression model: uncorrelated 2D views pp. 163-177: Luca Scrucca
Selecting sub-set autoregressions from outlier contaminated data pp. 179-207: Richard H. Glendinning
Supervised classification with structured class definitions pp. 209-225: David J. Hand, Hua Gui Li and Niall M. Adams
On the bootstrap in misspecified regression models pp. 227-242: Santiago Velilla
Erratum to "A nonparametric measure of the overlapping coefficient"[Comput. Statist. Data Anal. 34 (2000) 51-61] pp. 243-242: T. E. Clemons
Estimating the number of signals of the damped exponential models pp. 245-256: Debasis Kundu and Amit Mitra

An exact iterated bootstrap algorithm for small-sample bias reduction pp. 1-13: Kenny Y.F. Chan and Stephen M.S. Lee
Visualization of a set of parameters characterized by their correlation matrix pp. 15-30: Gintautas Dzemyda
A robust analysis for unreplicated factorial experiments pp. 31-46: M. A. F. Aboukalam and A. A. Al-Shiha
The fit of graphical displays to patterns of expectations pp. 47-67: Moonseong Heo and K. Ruben Gabriel
Bayesian unmasking in linear models pp. 69-84: Ana Justel and Daniel Peña
Gibbs point processes for studying the development of spatial-temporal stochastic processes pp. 85-105: Eric Renshaw and Aila Sarkka
Developments of the Markov chain approach within the distribution theory of runs pp. 107-118: Francesco Bartolucci
The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules pp. 119-127: Claudia Becker and Ursula Gather

A Monte Carlo Newton-Raphson procedure for maximizing complex likelihoods on pedigree data pp. 395-415: W. James Gauderman and William Navidi
A generalization of principal component analysis to K sets of variables pp. 417-428: Ph. Casin
Describing heterogeneous effects in stratified ordinal contingency tables, with application to multi-center clinical trials pp. 429-449: Jonathan Hartzel, I-Ming Liu and Alan Agresti
A cautionary note on segmenting a cyclical covariate by minimum P-value search pp. 451-461: Harald Heinzl and Clemens Tempfer
A projection pursuit approach to variable selection pp. 463-473: Angela Montanari and Laura Lizzani
Importance sampling for spatial scan analysis: computing scan statistic p-values for marked point processes pp. 475-485: Carey E. Priebe, Daniel Q. Naiman and Leslie M. Cope
Estimation of the conditional distribution in regression with censored data: a comparative study pp. 487-500: Ingrid Van Keilegom, Michael G. Akritas and Noel Veraverbeke

An algorithm for nonmetric discriminant analysis pp. 253-264: V. Choulakian and J. Almhana
A simple and fast alternative to the EM algorithm for incomplete categorical data and latent class models pp. 265-281: Andrzej T. Galecki, Thomas R. Ten Have and Geert Molenberghs
Maximum likelihood computations for regression with measurement error pp. 283-299: Roger Higdon and Daniel W. Schafer
Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach pp. 301-319: Oleg Smirnov and Luc Anselin
Fitting log-F models robustly, with an application to the analysis of extreme values pp. 321-333: D. J. Dupuis
An adaptive permutation test procedure for several common tests of significance pp. 335-350: Thomas W. O'Gorman
Polarity-free automatic classification of chromosomes pp. 351-372: Gunter Ritter and Christoph Pesch

Efficient implementation and benchmark of interior point methods for the polynomial L1 fitting problem pp. 119-135: Aurelio R. L. Oliveira, Mario A. Nascimento and Christiano Lyra
Some approximations to the multivariate hypergeometric distribution with applications to hypothesis testing pp. 137-154: Aaron Childs and N. Balakrishnan
A regression model selection criterion based on bootstrap bumping for use with resistant fitting pp. 155-169: Andrew A. Neath and Joseph E. Cavanaugh
Some multiple comparison procedures for variances from non-normal populations pp. 171-199: David P. Thorpe and Burt Holland
Interval estimation for the ratio in means of log-normally distributed medical costs with zero values pp. 201-210: Xiao-Hua Zhou and Wanzhu Tu
Resampling for checking linear regression models via non-parametric regression estimation pp. 211-231: J. M. Vilar Fernandez and W. Gonzalez Manteiga

Continuous measure of significant linear dimensionality of a waveform set pp. 1-10: Yury P. Shimansky
Dynamic hierarchical models: an extension to matrix-variate observations pp. 11-42: Flavia Landim and Dani Gamerman
Alternating kernel and mixture density estimates pp. 43-65: Carey E. Priebe and David J. Marchette
On spline estimators and prediction intervals in nonparametric regression pp. 67-82: Kjell Doksum and Ja-Yong Koo
Applications of bootstrap methods for categorical data analysis pp. 83-91: Myoungshic Jhun and Hyeong-Chul Jeong