Computational Statistics & Data Analysis, Volume 144

Volume 144, April 2020

Computational Statistics

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  Ricardo García-Ródenas, José Carlos García-García, Jesús López-Fidalgo, Jose Angel Martin-Baos, Weng Kee Wong:
  A comparison of general-purpose optimization algorithms for finding optimal approximate experimental designs. 106844
• 
  Simon A. C. Taylor, Chris Sherlock, Gareth Ridall, Paul Fearnhead:
  Motor unit number estimation via sequential Monte Carlo. 106845

Statistical Methodology for Data Analysis

• 
  Tingting Zhang, Yinge Sun, Huazhang Li, Guofen Yan, Seiji Tanabe, Ruizhong Miao, Yaotian Wang, Brian S. Caffo, Mark S. Quigg:
  Bayesian inference of a directional brain network model for intracranial EEG data. 106847
• 
  Fengting Yi, Niansheng Tang, Jianguo Sun:
  Regression analysis of interval-censored failure time data with time-dependent covariates. 106848
• 
  Yuanhao Lai, Ian McLeod:
  Ensemble quantile classifier. 106849

Special Applications

• 
  Naratip Santitissadeekorn, David J. B. Lloyd, Martin B. Short, Sylvain Delahaies:
  Approximate filtering of conditional intensity process for Poisson count data: Application to urban crime. 106850

Statistical Methodology for Data Analysis

• 
  Adam Walder, Ephraim M. Hanks:
  Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields. 106861
• 
  Pao-sheng Shen, Huichen Hsu:
  Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data. 106862
• 
  Reinaldo Boris Arellano-Valle, Adelchi Azzalini, Clécio da Silva Ferreira, Karol Santoro:
  A two-piece normal measurement error model. 106863
• 
  Margot Selosse, Julien Jacques, Christophe Biernacki:
  Model-based co-clustering for mixed type data. 106866

Computational Statistics

• 
  Jing Yang, Guoliang Tian, Fang Lu, Xuewen Lu:
  Single-index modal regression via outer product gradients. 106867

Statistical Methodology for Data Analysis

• 
  Bo Han, Xiaoguang Wang:
  Semiparametric estimation for the non-mixture cure model in case-cohort and nested case-control studies. 106874
• 
  Maria Isabel Borrajo, Wenceslao González-Manteiga, María Dolores Martínez Miranda:
  Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates. 106875
• 
  Yuzhu Tian, Xinyuan Song:
  Bayesian bridge-randomized penalized quantile regression. 106876
• 
  Liugen Xue, Jinghua Zhang:
  Empirical likelihood for partially linear single-index models with missing observations. 106877
• 
  Pedro Puig, Christian H. Weiß:
  Some goodness-of-fit tests for the Poisson distribution with applications in Biodosimetry. 106878
• 
  Negera Wakgari Deresa, Ingrid Van Keilegom:
  A multivariate normal regression model for survival data subject to different types of dependent censoring. 106879
• 
  Lucia Paci, Guido Consonni:
  Structural learning of contemporaneous dependencies in graphical VAR models. 106880

Computational Statistics

• 
  Konstantin Posch, Maximilian Arbeiter, Jürgen Pilz:
  A novel Bayesian approach for variable selection in linear regression models. 106881

Statistical Methodology for Data Analysis

• 
  Jongho Im, Kosuke Morikawa, Hyung-Tae Ha:
  A least squares-type density estimator using a polynomial function. 106882
• 
  Mengque Liu, Qingzhao Zhang, Kuangnan Fang, Shuangge Ma:
  Structured analysis of the high-dimensional FMR model. 106883

Computational Statistics

• 
  Yuqing Pan, Qing Mai:
  Efficient computation for differential network analysis with applications to quadratic discriminant analysis. 106884

Statistical Methodology for Data Analysis

• 
  Likun Zhang, Enrique del Castillo, Andrew J. Berglund, Martin P. Tingley, Nirmal Govind:
  Computing confidence intervals from massive data via penalized quantile smoothing splines. 106885
• 
  Paulo Serra, Michel Mandjes:
  Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation. 106886
• 
  Juxin Liu, Yanyuan Ma, Jill Johnstone:
  A goodness-of-fit test for zero-inflated Poisson mixed effects models in tree abundance studies. 106887
• 
  Ting Zhang, Lei Wang:
  Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response. 106888
• 
  Long Feng, Xiaoxu Zhang, Binghui Liu:
  A high-dimensional spatial rank test for two-sample location problems. 106889

Special Applications

• 
  Honglong You, Junyi Guo, Jiancheng Jiang:
  Interval estimation of the ruin probability in the classical compound Poisson risk model. 106890

Statistical Methodology for Data Analysis

• 
  Shuying Wang, Chunjie Wang, Peijie Wang, Jianguo Sun:
  Estimation of the additive hazards model with case K interval-censored failure time data in the presence of informative censoring. 106891
• 
  Lanjue Chen, Yong Zhou:
  Quantile regression in big data: A divide and conquer based strategy. 106892

Special Applications

• 
  Gustavo Quintana-Carapia, Ivan Markovsky, Rik Pintelon, Péter Zoltán Csurcsia, Dieter Verbeke:
  Bias and covariance of the least squares estimate in a structured errors-in-variables problem. 106893

Statistical Methodology for Data Analysis

• 
  Debin Qiu, Jeongyoun Ahn:
  Grouped variable screening for ultra-high dimensional data for linear model. 106894
• 
  Marie Husková, Simos G. Meintanis, Charl Pretorius:
  Tests for validity of the semiparametric heteroskedastic transformation model. 106895
• 
  Ilenia Lovato, Alessia Pini, Aymeric Stamm, Simone Vantini:
  Model-free two-sample test for network-valued data. 106896
• 
  Feifei Chen, Qing Jiang, Zhenghui Feng, Lixing Zhu:
  Model checks for functional linear regression models based on projected empirical processes. 106897

Computational Statistics

• 
  Dewei Wang, Chuan-Fa Tang, Joshua M. Tebbs:
  More powerful goodness-of-fit tests for uniform stochastic ordering. 106898
• 
  Jonathan von Schroeder, Thorsten Dickhaus:
  Efficient calculation of the joint distribution of order statistics. 106899

Statistical Methodology for Data Analysis

• 
  Ganggang Xu, Huirong Zhu, J. Jack Lee:
  Borrowing strength and borrowing index for Bayesian hierarchical models. 106901
• 
  Jun Liao, Guohua Zou:
  Corrected Mallows criterion for model averaging. 106902
• 
  Solomon W. Harrar, Merga B. Feyasa, Eshetu Wencheko:
  Nonparametric procedures for partially paired data in two groups. 106903