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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 1,481 - 1,490 of 6,289
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Allowing for missing genotypes in any members of the nuclear families in transmission disequilibrium test
Alpargu, Gülhan - In: Computational Statistics & Data Analysis 55 (2011) 3, pp. 1236-1249
The Transmission Disequilibrium Test (TDT) detects linkage between a marker and a disease-susceptibility locus in the presence of linkage disequilibrium. The TDT requires data on the genotypes of affected offspring and their parents, which might not always be available. For example, for late...
Persistent link: https://www.econbiz.de/10008864166
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Fast computation of high-dimensional multivariate normal probabilities
Phinikettos, Ioannis; Gandy, Axel - In: Computational Statistics & Data Analysis 55 (2011) 4, pp. 1521-1529
A new efficient method is proposed to compute multivariate normal probabilities over rectangles in high dimensions. The method exploits four variance reduction techniques: conditional Monte Carlo, importance sampling, splitting and control variates. Simulation results are presented that evaluate...
Persistent link: https://www.econbiz.de/10008864167
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The Poisson-exponential lifetime distribution
Cancho, Vicente G.; Louzada-Neto, Franscisco; Barriga, … - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 677-686
In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and...
Persistent link: https://www.econbiz.de/10008864168
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Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)
Xu, Chonggang; Gertner, George - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 184-198
Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters....
Persistent link: https://www.econbiz.de/10008864169
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Split Bregman method for large scale fused Lasso
Ye, Gui-Bo; Xie, Xiaohui - In: Computational Statistics & Data Analysis 55 (2011) 4, pp. 1552-1569
Ordering of regression or classification coefficients occurs in many real-world applications. Fused Lasso exploits this ordering by explicitly regularizing the differences between neighboring coefficients through an l1 norm regularizer. However, due to nonseparability and nonsmoothness of the...
Persistent link: https://www.econbiz.de/10008864170
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Sufficient bootstrapping
Singh, Sarjinder; Sedory, Stephen A. - In: Computational Statistics & Data Analysis 55 (2011) 4, pp. 1629-1637
In this paper, we introduce an idea we refer to as sufficient bootstrapping, which is based on retaining only distinct individual responses, and also develop a theoretical framework for the techniques. We demonstrate through numerical illustrations that the proposed sufficient bootstrapping may...
Persistent link: https://www.econbiz.de/10008864171
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MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness
Sotto, Cristina; Beunckens, Caroline; Molenberghs, Geert; … - In: Computational Statistics & Data Analysis 55 (2011) 1, pp. 301-311
The analysis of incomplete longitudinal data requires joint modeling of the longitudinal outcomes (observed and unobserved) and the response indicators. When non-response does not depend on the unobserved outcomes, within a likelihood framework, the missingness is said to be ignorable, obviating...
Persistent link: https://www.econbiz.de/10008864172
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Local influence in estimating equations
Venezuela, Maria Kelly; Sandoval, Mônica Carneiro; … - In: Computational Statistics & Data Analysis 55 (2011) 4, pp. 1867-1883
Local influence diagnostics based on estimating equations as the role of a gradient vector derived from any fit function are developed for repeated measures regression analysis. Our proposal generalizes tools used in other studies ([Cook, 1986] and [Cadigan and Farrell, 2002]), considering...
Persistent link: https://www.econbiz.de/10008864173
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Estimation of inverse mean: An orthogonal series approach
Wang, Qin; Yin, Xiangrong - In: Computational Statistics & Data Analysis 55 (2011) 4, pp. 1656-1664
In this article, we propose the use of orthogonal series to estimate the inverse mean space. Compared to the original slicing scheme, it significantly improves the estimation accuracy without losing computation efficiency, especially for the heteroscedastic models. Compared to the local...
Persistent link: https://www.econbiz.de/10008864174
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Joint segmentation of multivariate Gaussian processes using mixed linear models
Picard, F.; Lebarbier, E.; Budinskà, E.; Robin, S. - In: Computational Statistics & Data Analysis 55 (2011) 2, pp. 1160-1170
The joint segmentation of multiple series is considered. A mixed linear model is used to account for both covariates and correlations between signals. An estimation algorithm based on EM which involves a new dynamic programming strategy for the segmentation step is proposed. The computational...
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