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EM algorithm 47 Bootstrap 37 Variable selection 36 Model selection 35 Markov chain Monte Carlo 34 Maximum likelihood 25 Robustness 24 Simulation 23 Classification 22 Dynamic programming 22 Bayesian inference 19 Markov decision processes 19 Confidence interval 18 Quantile regression 18 Clustering 17 Consistency 17 Dimension reduction 17 MCMC 16 Survival analysis 15 Functional data 14 Functional data analysis 14 Generalized linear models 14 Importance sampling 14 Longitudinal data 14 Maximum likelihood estimation 14 Nonparametric regression 14 Optimal control 14 Robust estimation 14 Core 13 Linear programming 13 Logistic regression 13 Monte Carlo simulation 13 Density estimation 12 Lasso 12 Optimization 12 Random effects 12 Regularization 12 Shapley value 12 Cluster analysis 11 Gibbs sampling 11
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Undetermined 6,248 Free 5
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Article 6,272 Book / Working Paper 17
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Collection of articles of several authors 4 Sammelwerk 4 Aufsatzsammlung 2 Handbook 1 Handbuch 1
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Undetermined 6,277 English 12
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Balakrishnan, N. 40 Molenberghs, Geert 22 Tang, Man-Lai 22 Kundu, Debasis 21 Paula, Gilberto A. 16 Trenkler, Gotz 16 Lee, Sik-Yum 15 Cordeiro, Gauss M. 14 Hawkins, Douglas M. 14 Tijs, Stef 14 Tian, Guo-Liang 13 Cribari-Neto, Francisco 12 Nadarajah, Saralees 12 Tutz, Gerhard 12 Borm, Peter 11 Chen, Hubert J. 11 Hubert, Mia 11 Lee, Jae Won 11 Lemonte, Artur J. 11 Ortega, Edwin M.M. 11 Poon, Wai-Yin 11 Priebe, Carey E. 11 Rousseeuw, Peter J. 11 Bentler, Peter M. 10 Dodge, Yadolah 10 Hernández-Lerma, Onésimo 10 Agresti, Alan 9 Brown, Morton B. 9 Cavazos-Cadena, Rolando 9 Croux, Christophe 9 Gerlach, Richard 9 Lesaffre, Emmanuel 9 Liang, Hua 9 Lui, Kung-Jong 9 Shin, Dong Wan 9 Wang, Yong 9 D'Urso, Pierpaolo 8 Ferrari, Silvia L.P. 8 Fraiman, Ricardo 8 Gupta, Ramesh C. 8
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Computational Statistics & Data Analysis 4,738 Computational Statistics 1,534 Springer handbooks of computational statistics 3 Computational Statistics and Data Analysis 2 Computational Statistics and Data Analysis 143 (2020) 106843 1 Computational Statistics and Data Analysis 56 (2012) 1–14 1 Computational Statistics and Data Analysis, Forthcoming 1 Karabatsos, G. (2022). Approximate Bayesian computation using asymptotically normal point estimates. Computational Statistics, 1-38 1 Springer Handbooks of Computational Statistics 1 https://doi.org/10.1016/j.csda.2019.106843 Previous title "HOW MANY PARAMETERS DOES MY KERNEL DENSITY ESTIMATE HAVE?" 1
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RePEc 6,272 ECONIS (ZBW) 11 USB Cologne (EcoSocSci) 6
Showing 1,391 - 1,400 of 6,289
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Combining p-values using order-based methods
Davidov, Ori - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2433-2444
Statistical practice often requires combining evidence from independent sources. A popular approach is to combine p-values. Motivated by the observation that p-values under the alternative are stochastically smaller than p-values under the null, we develop new combination rules that explicitly...
Persistent link: https://www.econbiz.de/10008914431
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An extension of Chao's estimator of population size based on the first three capture frequency counts
Lanumteang, K.; Böhning, D. - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2302-2311
A new estimator for estimating the size of an elusive target population is presented using frequency counts from capture-recapture sampling. The proposed estimator is developed by extending the idea of Chao's estimator using monotonicity of ratios of neighbouring frequency counts under a...
Persistent link: https://www.econbiz.de/10008914432
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An imputation method for categorical variables with application to nonlinear principal component analysis
Ferrari, Pier Alda; Annoni, Paola; Barbiero, Alessandro; … - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2410-2420
The problem of missing data in building multidimensional composite indicators is a delicate problem which is often underrated. An imputation method particularly suitable for categorical data is proposed. This method is discussed in detail in the framework of nonlinear principal component...
Persistent link: https://www.econbiz.de/10008914433
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Rank regression for accelerated failure time model with clustered and censored data
Wang, You-Gan; Fu, Liya - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2334-2343
For clustered survival data, the traditional Gehan-type estimator is asymptotically equivalent to using only the between-cluster ranks, and the within-cluster ranks are ignored. The contribution of this paper is two fold, (i) incorporating within-cluster ranks in censored data analysis, and (ii)...
Persistent link: https://www.econbiz.de/10008914434
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Practical variable selection for generalized additive models
Marra, Giampiero; Wood, Simon N. - In: Computational Statistics & Data Analysis 55 (2011) 7, pp. 2372-2387
The problem of variable selection within the class of generalized additive models, when there are many covariates to choose from but the number of predictors is still somewhat smaller than the number of observations, is considered. Two very simple but effective shrinkage methods and an extension...
Persistent link: https://www.econbiz.de/10008914435
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Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
Weiß, Gregor - In: Computational Statistics 26 (2011) 1, pp. 31-54
Persistent link: https://www.econbiz.de/10008925417
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Estimating negative variance components from Gaussian and non-Gaussian data: A mixed models approach
Pryseley, Assam; Tchonlafi, Clotaire; Verbeke, Geert; … - In: Computational Statistics & Data Analysis 55 (2011) 2, pp. 1071-1085
The occurrence of negative variance components is a reasonably well understood phenomenon in the case of linear models for hierarchical data, such as variance-component models in designed experiments or linear mixed models for longitudinal data. In many cases, such negative variance components...
Persistent link: https://www.econbiz.de/10008864047
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Alternating imputation posterior estimation of models with crossed random effects
Cho, S.-J.; Rabe-Hesketh, S. - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 12-25
Generalized linear mixed models or latent variable models for categorical data are difficult to estimate if the random effects or latent variables vary at non-nested levels, such as persons and test items. Clayton and Rasbash (1999) suggested an Alternating Imputation Posterior (AIP)...
Persistent link: https://www.econbiz.de/10008864048
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Analyzing dependent proportions in cluster randomized trials: Modeling inter-cluster correlation via copula function
Shoukri, Mohamed M.; Kumar, Pranesh; Colak, Dilek - In: Computational Statistics & Data Analysis 55 (2011) 3, pp. 1226-1235
When two interventions are randomized to multiple sub-clusters within a whole cluster, accounting for the within sub-cluster (intra-cluster) and between sub-clusters (inter-cluster) correlations is needed to produce valid analyses of the effect of interventions. With the growing interest in...
Persistent link: https://www.econbiz.de/10008864050
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Detecting random-effects model misspecification via coarsened data
Huang, Xianzheng - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 703-714
Mixed effects models provide a suitable framework for statistical inference in a wide range of applications. The validity of likelihood inference for this class of models usually depends on the assumptions on random effects. We develop diagnostic tools for detecting random-effects model...
Persistent link: https://www.econbiz.de/10008864051
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