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 181 - 190 of 6,289
Cover Image
Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm
Fu, Liyong; Wang, Mingliang; Lei, Yuancai; Tang, Shouzheng - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 173-183
Multi-level nonlinear mixed effects (ML-NLME) models have received a great deal of attention in recent years because of the flexibility they offer in handling the repeated-measures data arising from various disciplines. In this study, we propose both maximum likelihood and restricted maximum...
Persistent link: https://www.econbiz.de/10010871365
Saved in:
Cover Image
Nonparametric estimation of the mixing distribution in logistic regression mixed models with random intercepts and slopes
Lesperance, Mary; Saab, Rabih; Neuhaus, John - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 211-219
An algorithm that computes nonparametric maximum likelihood estimates of a mixing distribution for a logistic regression model containing random intercepts and slopes is proposed. The algorithm identifies mixing distribution support points as the maxima of the gradient function using a direct...
Persistent link: https://www.econbiz.de/10010871366
Saved in:
Cover Image
Interquantile shrinkage and variable selection in quantile regression
Jiang, Liewen; Bondell, Howard D.; Wang, Huixia Judy - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 208-219
Examination of multiple conditional quantile functions provides a comprehensive view of the relationship between the response and covariates. In situations where quantile slope coefficients share some common features, estimation efficiency and model interpretability can be improved by utilizing...
Persistent link: https://www.econbiz.de/10010871368
Saved in:
Cover Image
Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
Lai, Peng; Wang, Qihua; Zhou, Xiao-Hua - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 241-256
An efficient estimating equations procedure is developed for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model. The estimating equations are proposed based on the smooth threshold estimating...
Persistent link: https://www.econbiz.de/10010871369
Saved in:
Cover Image
Computational issues of generalized fiducial inference
Hannig, Jan; Lai, Randy C.S.; Lee, Thomas C.M. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 849-858
Generalized fiducial inference is closely related to the Dempster–Shafer theory of belief functions. It is a general methodology for constructing a distribution on a (possibly vector-valued) model parameter without the use of any prior distribution. The resulting distribution is called the...
Persistent link: https://www.econbiz.de/10010871372
Saved in:
Cover Image
Stochastic dominance with imprecise information
Montes, Ignacio; Miranda, Enrique; Montes, Susana - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 868-886
Stochastic dominance, which is based on the comparison of distribution functions, is one of the most popular preference measures. However, its use is limited to the case where the goal is to compare pairs of distribution functions, whereas in many cases it is interesting to compare sets of...
Persistent link: https://www.econbiz.de/10010871373
Saved in:
Cover Image
Sample size determination for estimating prevalence and a difference between two prevalences of sensitive attributes using the non-randomized triangular design
Qiu, Shi-Fang; Zou, G.Y.; Tang, Man-Lai - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 157-169
A non-randomized triangular design has been shown to be more efficient than the conventional random response model in estimating the prevalence of sensitive attributes in surveys. Since most surveys focus on estimation, herein we derive sample size formulas for estimation of prevalence and a...
Persistent link: https://www.econbiz.de/10010871374
Saved in:
Cover Image
Consistency-adjusted alpha allocation methods for a time-to-event analysis of composite endpoints
Rauch, G.; Wirths, M.; Kieser, M. - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 151-161
Composite endpoints are often used as primary efficacy endpoints, particularly in the field of oncology and cardiology. These endpoints combine several time-to-event variables of interest within a single time-to-first-event variable. Thereby, it is intended to enlarge the expected effect size...
Persistent link: https://www.econbiz.de/10010871375
Saved in:
Cover Image
Model selection and model averaging after multiple imputation
Schomaker, Michael; Heumann, Christian - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 758-770
Model selection and model averaging are two important techniques to obtain practical and useful models in applied research. However, it is now well-known that many complex issues arise, especially in the context of model selection, when the stochastic nature of the selection process is ignored...
Persistent link: https://www.econbiz.de/10010871378
Saved in:
Cover Image
Joint inference about sensitivity and specificity at the optimal cut-off point associated with Youden index
Yin, Jingjing; Tian, Lili - In: Computational Statistics & Data Analysis 77 (2014) C, pp. 1-13
In diagnostic studies, both sensitivity and specificity depend on cut-off point and they are well-known measures for diagnostic accuracy. The diagnostic cut-off point is mostly unknown and needs to be determined by some optimization criteria out of which the one based on the Youden index has...
Persistent link: https://www.econbiz.de/10010871381
Saved in:
  • First
  • Prev
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...