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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 1,791 - 1,800 of 6,289
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Data-driven neighborhood selection of a Gaussian field
Verzelen, Nicolas - In: Computational Statistics & Data Analysis 54 (2010) 5, pp. 1355-1371
The nonparametric covariance estimation of a stationary Gaussian field X observed on a lattice is investigated. To tackle this issue, a neighborhood selection procedure has been recently introduced. This procedure amounts to selecting a neighborhood by a penalization method and estimating the...
Persistent link: https://www.econbiz.de/10008550893
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The Bayesian Additive Classification Tree applied to credit risk modelling
Zhang, Junni L.; Härdle, Wolfgang K. - In: Computational Statistics & Data Analysis 54 (2010) 5, pp. 1197-1205
We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classification context. Like BART, the BACT is a Bayesian nonparametric additive...
Persistent link: https://www.econbiz.de/10008550894
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Noise reduction for enhanced component identification in multi-dimensional biomolecular NMR studies
Serban, Nicoleta - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 1051-1065
The objective of the research presented in this paper is to shed light into the benefits of multi-dimensional wavelet-based methodology applied to NMR biomolecular data analysis. Specifically, the emphasis is on noise reduction for enhanced component identification in multi-dimensional mixture...
Persistent link: https://www.econbiz.de/10008550895
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Credible sets for risk ratios in over-reported two-sample binomial data using the double-sampling scheme
Rahardja, Dewi; Young, Dean M. - In: Computational Statistics & Data Analysis 54 (2010) 5, pp. 1281-1287
We consider point and interval estimation for risk ratios based on two independent samples of binomial data subject to false positive misclassification. For such data it is well known that the model is unidentifiable. We consider incorporating training data obtained by using a double-sampling...
Persistent link: https://www.econbiz.de/10008550896
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Robust designs for generalized linear models with possible overdispersion and misspecified link functions
Adewale, Adeniyi J.; Xu, Xiaojian - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 875-890
We discuss robust designs for generalized linear models with protection for possible departures from the usual model assumptions. Besides possible inaccuracy in an assumed linear predictor, both problems of overdispersion and misspecification in link function are addressed. For logistic and...
Persistent link: https://www.econbiz.de/10008550897
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Comparing two independent samples using the risk difference under inverse sampling
Röhmel, Joachim - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 804-805
Tang and Tian (2009) derived formulas for the development of confidence bounds for the risk difference under inverse sampling. Unfortunately, the last formula in the appendix for the inverse of the expected Fisher Information matrix I-1 contains an error which leads-if used-to incorrect...
Persistent link: https://www.econbiz.de/10008550898
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Indices for covariance mis-specification in longitudinal data analysis with no missing responses and with MAR drop-outs
Hines, R.J. O'Hara; Hines, W.G.S. - In: Computational Statistics & Data Analysis 54 (2010) 4, pp. 806-815
Mis-specification of the covariance structure in longitudinal data can result in loss of regression estimation efficiency and in misleading influence diagnostics. Therefore, a rule-of-thumb, even one that is rough, for detecting covariance mis-specification would prove valuable to data analysts....
Persistent link: https://www.econbiz.de/10008550899
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Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations
Zhu, Fukang; Wang, Dehui - In: Computational Statistics & Data Analysis 54 (2010) 2, pp. 496-508
Time series of counts are commonly observed in real-world applications. The integer-valued ARCH(p) models are able to describe integer-valued processes and offer the potential to be widely applied in practice in future. This paper develops an asymptotic theory for (partial) autocorrelations of...
Persistent link: https://www.econbiz.de/10008484553
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Estimation of the marginal location under a partially linear model with missing responses
Bianco, Ana; Boente, Graciela; González-Manteiga, Wenceslao - In: Computational Statistics & Data Analysis 54 (2010) 2, pp. 546-564
In this paper, we consider a semiparametric partially linear regression model where there are missing data in the response. We propose robust Fisher-consistent estimators for the regression parameter, for the regression function and for the marginal location parameter of the response variable. A...
Persistent link: https://www.econbiz.de/10008484554
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Corrigendum to "Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions" [Comput. Statist. Data Anal. 53 (2009) 3817-3834]
Chiu, Sung Nok; Liu, Kwong Ip - In: Computational Statistics & Data Analysis 54 (2010) 2, pp. 607-607
Persistent link: https://www.econbiz.de/10008484555
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