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Editorial

Special issue on computational statistics

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This special issue of the International Journal of Computer Mathematics on Computational Statistics comprises five articles at the interface of scientific computing and numerical linear algebra. Specifically, the papers present estimation methods for the cases when the design data exhibit special characteristics [Citation1,Citation2,Citation5] and studies of particular econometric models [Citation3,Citation4]. It is hoped that this special issue will strengthen the interface of matrix methods in statistics and their applications. Finally, the guest-editors wish to thank all the authors for their contributions, and the referees as well as the Editor-in-Chief Prof. George Loizou for their support.

References

  • A. Blanco-Fernández and G. González-Rodriguez, Inferential studies for a flexible linear regression model for interval-valued variables, Int. J. Comput. Math. 93(4) (2016), pp. 658–675.
  • F. Caeiro, M. Ivette Gomes, and L. Henriques-Rodrigues, A location-invariant probability weighted moment estimation of the Extreme Value Index, Int. J. Comput. Math. 93(4) (2016), pp. 676–695.
  • C. Guardasoni and S. Sanfelici, A Boundary Element approach to barrier option pricing in Black-Scholes framework, Int. J. Comput. Math. 93(4) (2016), pp. 696–722.
  • T. Liboschik, P. Kerschke, K. Fokianos, and R. Fried, Modelling interventions in INGARCH processes, Int. J. Comput. Math. 93(4) (2016), pp. 640–657.
  • S. Van Aelst, Stahel-Donoho estimation for high-dimensional data, Int. J. Comput. Math. 93(4) (2016), pp. 628–639.

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