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 HernĂ¡ndez-Lerma, OnĂ©simo 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 161 - 170 of 6,289
Cover Image
A hierarchical Bayes model for biomarker subset effects in clinical trials
Chen, Bingshu E.; Jiang, Wenyu; Tu, Dongsheng - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 324-334
Some baseline patient factors, such as biomarkers, are useful in predicting patients’ responses to a new therapy. Identification of such factors is important in enhancing treatment outcomes, avoiding potentially toxic therapy that is destined to fail and improving the cost-effectiveness of...
Persistent link: https://www.econbiz.de/10010871317
Saved in:
Cover Image
Mixtures of skew-t factor analyzers
Murray, Paula M.; Browne, Ryan P.; McNicholas, Paul D. - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 326-335
A mixture of skew-t factor analyzers is introduced as well as a family of mixture models based thereon. The particular formulation of the skew-t distribution used arises as a special case of the generalized hyperbolic distribution. Like their Gaussian and t-distribution analogues, mixtures of...
Persistent link: https://www.econbiz.de/10010871318
Saved in:
Cover Image
A joint convex penalty for inverse covariance matrix estimation
Maurya, Ashwini - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 15-27
The paper proposes a joint convex penalty for estimating the Gaussian inverse covariance matrix. A proximal gradient method is developed to solve the resulting optimization problem with more than one penalty constraints. The analysis shows that imposing a single constraint is not enough and the...
Persistent link: https://www.econbiz.de/10010871319
Saved in:
Cover Image
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
Kiviet, Jan F.; Phillips, Garry D.A. - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 424-448
In dynamic regression models conditional maximum likelihood (least-squares) coefficient and variance estimators are biased. Using expansion techniques an approximation is obtained to the bias in variance estimation yielding a bias corrected variance estimator. This is achieved for both the...
Persistent link: https://www.econbiz.de/10010871320
Saved in:
Cover Image
The influence of a covariate on optimal designs in longitudinal studies with discrete-time survival endpoints
Safarkhani, Maryam; Moerbeek, Mirjam - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 217-226
Longitudinal intervention studies on event occurrence can measure the timing of an event at discrete points in time. To design studies of this kind as inexpensively and efficiently as possible, researchers need to decide on the number of subjects and the number of measurements for each subject....
Persistent link: https://www.econbiz.de/10010871321
Saved in:
Cover Image
Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks
Audrino, Francesco - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 43-60
The predictive power of recently introduced components affecting correlations is investigated. The focus is on models allowing for a flexible specification of the short-run component of correlations as well as the long-run component. Moreover, models allowing the correlation dynamics to be...
Persistent link: https://www.econbiz.de/10010871326
Saved in:
Cover Image
Family of power divergence spatial scan statistics
Zhang, Tonglin; Lin, Ge - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 162-178
The classical spatial scan test, which derived by maximizing the likelihood ratio statistic over a collection of cluster candidates, is widely used in spatial cluster detection. As the likelihood ratio statistic is only a special case in the family of power divergence (PD) goodness-of-fit...
Persistent link: https://www.econbiz.de/10010871327
Saved in:
Cover Image
Discretization-based direct random sample generation
Wang, Liqun; Lee, Chel Hee - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1001-1010
An efficient Monte Carlo method for random sample generation from high dimensional distributions of complex structures is developed. The method is based on random discretization of the sample space and direct inversion of the discretized cumulative distribution function. It requires only the...
Persistent link: https://www.econbiz.de/10010871329
Saved in:
Cover Image
MultiLCIRT: An R package for multidimensional latent class item response models
Bartolucci, Francesco; Bacci, Silvia; Gnaldi, Michela - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 971-985
A class of Item Response Theory (IRT) models for binary and ordinal polytomous items is illustrated and an R package for dealing with these models, named MultiLCIRT, is described. The models at issue extend traditional IRT models allowing for multidimensionality and discreteness of latent...
Persistent link: https://www.econbiz.de/10010871332
Saved in:
Cover Image
Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals
Maharaj, Elizabeth Ann; Alonso, AndrĂ©s M. - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 67-87
In analysing ECG data, the main aim is to differentiate between the signal patterns of healthy subjects and those of individuals with specific heart conditions. We propose an approach for classifying multivariate ECG signals based on discriminant and wavelet analyses. For this purpose we use...
Persistent link: https://www.econbiz.de/10010871333
Saved in:
  • First
  • Prev
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...