EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf:"Computational Statistics"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Undetermined 6,248 Free 5
Type of publication
All
Article 6,272 Book / Working Paper 17
Type of publication (narrower categories)
All
Collection of articles of several authors 4 Sammelwerk 4 Aufsatzsammlung 2 Handbook 1 Handbuch 1
Language
All
Undetermined 6,277 English 12
Author
All
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
more ... less ...
Published in...
All
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
more ... less ...
Source
All
RePEc 6,272 ECONIS (ZBW) 11 USB Cologne (EcoSocSci) 6
Showing 1,591 - 1,600 of 6,289
Cover Image
Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
Zhang, Weiwei; Li, Gaorong; Xue, Liugen - In: Computational Statistics & Data Analysis 55 (2011) 11, pp. 3027-3040
In this paper, we investigate the estimation and testing problems of partially linear varying-coefficient errors-in-variables (EV) models under additional restricted condition. The restricted estimators of parametric and nonparametric components are established based on modified profile...
Persistent link: https://www.econbiz.de/10009142760
Saved in:
Cover Image
Two-group classification with high-dimensional correlated data: A factor model approach
Pedro Duarte Silva, A. - In: Computational Statistics & Data Analysis 55 (2011) 11, pp. 2975-2990
A class of linear classification rules, specifically designed for high-dimensional problems, is proposed. The new rules are based on Gaussian factor models and are able to incorporate successfully the information contained in the sample correlations. Asymptotic results, that allow the number of...
Persistent link: https://www.econbiz.de/10009142761
Saved in:
Cover Image
Supersaturated designs: Are our results significant?
Edwards, David J.; Mee, Robert W. - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2652-2664
Two-level supersaturated designs (SSDs) are designs that examine more than n-1 factors in n runs. Although SSD literature for both construction and analysis is plentiful, the dearth of actual applications suggests that SSDs are still an unproven tool. Whether using forward selection or...
Persistent link: https://www.econbiz.de/10009142762
Saved in:
Cover Image
Optimal combination forecasts for hierarchical time series
Hyndman, Rob J.; Ahmed, Roman A.; Athanasopoulos, George; … - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2579-2589
In many applications, there are multiple time series that are hierarchically organized and can be aggregated at several different levels in groups based on products, geography or some other features. We call these "hierarchical time series". They are commonly forecast using either a "bottom-up"...
Persistent link: https://www.econbiz.de/10009142763
Saved in:
Cover Image
An alternative objective function for fitting regression trees to functional response variables
Lane, Stephen E.; Robinson, Andrew P. - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2557-2567
Analyses of systems that can be represented by functional responses are becoming common in many scientific disciplines. Functional regression trees (FRT) provide a methodology for modelling such systems. Recent work has focused on fitting models where the response variable is a probability...
Persistent link: https://www.econbiz.de/10009142764
Saved in:
Cover Image
Bias from misspecification of the component variances in a normal mixture
Lo, Yungtai - In: Computational Statistics & Data Analysis 55 (2011) 9, pp. 2739-2747
Bias in parameter estimates can be substantial when heteroscedastic normal mixtures are misspecified as homoscedastic normal mixtures, and vice versa. We show through simulations that the maximum likelihood estimators under the false assumption of equal variances are inconsistent and bias in...
Persistent link: https://www.econbiz.de/10009142766
Saved in:
Cover Image
Model-averaged confidence intervals for factorial experiments
Fletcher, David; Dillingham, Peter W. - In: Computational Statistics & Data Analysis 55 (2011) 11, pp. 3041-3048
We consider the coverage rate of model-averaged confidence intervals for the treatment means in a factorial experiment, when we use a normal linear model in the analysis. Model-averaging provides a useful compromise between using the full model (containing all main effects and interactions) and...
Persistent link: https://www.econbiz.de/10009142767
Saved in:
Cover Image
Semiparametric regression with shape-constrained penalized splines
Hazelton, Martin L.; Turlach, Berwin A. - In: Computational Statistics & Data Analysis 55 (2011) 10, pp. 2871-2879
In semiparametric regression models, penalized splines can be used to describe complex, non-linear relationships between the mean response and covariates. In some applications it is desirable to restrict the shape of the splines so as to enforce properties such as monotonicity or convexity on...
Persistent link: https://www.econbiz.de/10009142768
Saved in:
Cover Image
A mixture of generalized latent variable models for mixed mode and heterogeneous data
Cai, Jing-Heng; Song, Xin-Yuan; Lam, Kwok-Hap; Ip, … - In: Computational Statistics & Data Analysis 55 (2011) 11, pp. 2889-2907
In the behavioral, biomedical, and social-psychological sciences, mixed data types such as continuous, ordinal, count, and nominal are common. Subpopulations also often exist and contribute to heterogeneity in the data. In this paper, we propose a mixture of generalized latent variable models...
Persistent link: https://www.econbiz.de/10009142769
Saved in:
Cover Image
Kernel interpolation
Mühlenstädt, Thomas; Kuhnt, Sonja - In: Computational Statistics & Data Analysis 55 (2011) 11, pp. 2962-2974
Surrogate interpolation models for time-consuming computer experiments are being increasingly used in scientific and engineering problems. A new interpolation method, based on Delaunay triangulations and related to inverse distance weighting, is introduced. This method not only provides an...
Persistent link: https://www.econbiz.de/10009142770
Saved in:
  • First
  • Prev
  • 155
  • 156
  • 157
  • 158
  • 159
  • 160
  • 161
  • 162
  • 163
  • 164
  • 165
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...