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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 201 - 210 of 6,289
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Optimizing parameters in clinical trials with a randomized start or withdrawal design
Xiong, Chengjie; Luo, Jingqin; Gao, Feng; Morris, John C. - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 101-113
Disease-modifying (DM) trials on chronic diseases such as Alzheimer’s disease (AD) require a randomized start or withdrawal design. The analysis and optimization of such trials remain poorly understood, even for the simplest scenario in which only three repeated efficacy assessments are...
Persistent link: https://www.econbiz.de/10010871400
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Bayesian variable selection under the proportional hazards mixed-effects model
Lee, Kyeong Eun; Kim, Yongku; Xu, Ronghui - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 53-65
Over the past decade much statistical research has been carried out to develop models for correlated survival data; however, methods for model selection are still very limited. A stochastic search variable selection (SSVS) approach under the proportional hazards mixed-effects model (PHMM) is...
Persistent link: https://www.econbiz.de/10010871401
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Bayesian D-optimal designs for the two parameter logistic mixed effects model
Abebe, Haftom T.; Tan, Frans E.S.; Breukelen, Gerard … - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1066-1076
Bayesian optimal designs for binary longitudinal responses analyzed with mixed logistic regression describing a linear time effect are considered. In order to find the optimal number and allocations of time points, for different priors, cost constraints and covariance structures of the random...
Persistent link: https://www.econbiz.de/10010871402
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Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data
Bacci, Silvia; Bartolucci, Francesco - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 262-272
Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. The use of this semi-parametric framework is proposed for testing symmetry about an unknown value. More precisely, it is shown how the null...
Persistent link: https://www.econbiz.de/10010871403
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On selecting interacting features from high-dimensional data
Hall, Peter; Xue, Jing-Hao - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 694-708
For high-dimensional data, most feature-selection methods, such as SIS and the lasso, involve ranking and selecting features individually. These methods do not require many computational resources, but they ignore feature interactions. A simple recursive approach, which, without requiring many...
Persistent link: https://www.econbiz.de/10010871404
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Construction of experimental designs for estimating variance components
Loeza-Serrano, S.; Donev, A.N. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 1168-1177
Many computer algorithms have been developed to construct experimental designs that are D-optimum for the fixed parameters of a statistical model. However, the case when the interest is in the variance components has not received much attention. This problem has similarities with that of...
Persistent link: https://www.econbiz.de/10010871405
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On the maximum penalized likelihood approach for proportional hazard models with right censored survival data
Ma, Jun; Heritier, Stephane; Lô, Serigne N. - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 142-156
This paper considers simultaneous estimation of the regression coefficients and baseline hazard in proportional hazard models using the maximum penalized likelihood (MPL) method where a penalty function is used to smooth the baseline hazard estimate. Although MPL methods exist to fit...
Persistent link: https://www.econbiz.de/10010871406
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Efficient optimization of the likelihood function in Gaussian process modelling
Butler, A.; Haynes, R.D.; Humphries, T.D.; Ranjan, P. - In: Computational Statistics & Data Analysis 73 (2014) C, pp. 40-52
Gaussian Process (GP) models are popular statistical surrogates used for emulating computationally expensive computer simulators. The quality of a GP model fit can be assessed by a goodness of fit measure based on optimized likelihood. Finding the global maximum of the likelihood function for a...
Persistent link: https://www.econbiz.de/10010871407
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Semiparametric empirical likelihood confidence intervals for AUC under a density ratio model
Wang, Suohong; Zhang, Biao - In: Computational Statistics & Data Analysis 70 (2014) C, pp. 101-115
Inferences on the area under a receiver operating characteristic curve (AUC) are usually based on a fully parametric approach or a fully nonparametric approach. A semiparametric empirical likelihood method is proposed to construct confidence intervals for AUC by assuming a density ratio model...
Persistent link: https://www.econbiz.de/10010871409
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Bayesian analysis of a Gibbs hard-core point pattern model with varying repulsion range
Rajala, T.; Penttinen, A. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 530-541
A Bayesian solution is suggested for the modelling of spatial point patterns with inhomogeneous hard-core radius using Gaussian processes in the regularization. The key observation is that a straightforward use of the finite Gibbs hard-core process likelihood together with a log-Gaussian random...
Persistent link: https://www.econbiz.de/10010871411
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