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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 441 - 450 of 6,289
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Using RngStreams for parallel random number generation in C++ and R
Karl, Andrew; Eubank, Randy; Milovanovic, Jelena; … - In: Computational Statistics 29 (2014) 5, pp. 1301-1320
The <Emphasis FontCategory="NonProportional">RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using <Emphasis FontCategory="NonProportional">RngStreams with <Emphasis FontCategory="NonProportional">C++ programs that are parallelized via <Emphasis FontCategory="NonProportional">OpenMP or <Emphasis FontCategory="NonProportional">MPI. Ways...</emphasis></emphasis></emphasis></emphasis></emphasis>
Persistent link: https://www.econbiz.de/10010998545
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Robust PCA and subspace tracking from incomplete observations using <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\ell _0$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>ℓ</mi> <mn>0</mn> </msub> </math> </EquationSource> </InlineEquation>-surrogates
Hage, Clemens; Kleinsteuber, Martin - In: Computational Statistics 29 (2014) 3, pp. 467-487
Many applications in data analysis rely on the decomposition of a data matrix into a low-rank and a sparse component. Existing methods that tackle this task use the nuclear norm and <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\ell _1$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <msub> <mi>ℓ</mi> <mn>1</mn> </msub> </math> </EquationSource> </InlineEquation>-cost functions as convex relaxations of the rank constraint and the sparsity measure,...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998546
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Analysis of multivariate survival data with Clayton regression models under conditional and marginal formulations
He, W. - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 52-63
The Clayton models, also called gamma frailty models, have been widely used for multivariate survival analysis. These models typically appear in either conditional or marginal formulations where covariates are incorporated through regression models. The two formulations provide us the...
Persistent link: https://www.econbiz.de/10010753542
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Fast balanced sampling for highly stratified population
Hasler, Caren; Tillé, Yves - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 81-94
Balanced sampling is a very efficient sampling design when the variable of interest is correlated to the auxiliary variables on which the sample is balanced. A procedure to select balanced samples in a stratified population has previously been proposed. Unfortunately, this procedure becomes very...
Persistent link: https://www.econbiz.de/10010753543
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Bayesian semiparametric model for spatially correlated interval-censored survival data
Pan, Chun; Cai, Bo; Wang, Lianming; Lin, Xiaoyan - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 198-208
Interval-censored survival data are often recorded in medical practice. Although some methods have been developed for analyzing such data, issues still remain in terms of efficiency and accuracy in estimation. In addition, interval-censored data with spatial correlation are not unusual but less...
Persistent link: https://www.econbiz.de/10010753544
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A random-projection based test of Gaussianity for stationary processes
Nieto-Reyes, Alicia; Cuesta-Albertos, Juan Antonio; … - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 124-141
Gaussianity tests have being widely studied in the literature. Regarding the study of Gaussianity tests for stationary processes, these only verify the Gaussianity of a marginal at a fixed finite order, generally order one. Therefore, they do not reject stationary non-Gaussian processes with the...
Persistent link: https://www.econbiz.de/10010753545
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On the choice of test for a unit root when the errors are conditionally heteroskedastic
Westerlund, Joakim - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 40-53
It is well known that in the context of the classical regression model with heteroskedastic errors, while ordinary least squares (OLS) is not efficient, the weighted least squares (WLS) and quasi-maximum likelihood (QML) estimators that utilize the information contained in the heteroskedasticity...
Persistent link: https://www.econbiz.de/10010709950
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Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter
Ahn, Kwang Woo; Chan, Kung-Sik - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 243-254
The problem of estimating a nonlinear state-space model whose state process is driven by an ordinary differential equation (ODE) or a stochastic differential equation (SDE), with discrete-time data is studied. A new estimation method is proposed based on minimizing the conditional least squares...
Persistent link: https://www.econbiz.de/10010709951
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Alternatives to the usual likelihood ratio test in mixed linear models
Stein, Markus Chagas; Silva, Michel Ferreira da; … - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 184-197
The small-sample performance of alternatives to the usual likelihood ratio test in mixed linear models is investigated. Specifically, the following tests for fixed effects are considered: (i) a bootstrap-based test, (ii) the Bartlett-corrected usual test, and (iii) an adjusted profile likelihood...
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Dimension reduction with missing response at random
Guo, Xu; Wang, Tao; Xu, Wangli; Zhu, Lixing - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 228-242
When there are many predictors, how to efficiently impute responses missing at random is an important problem to deal with for regression analysis because this missing mechanism, unlike missing completely at random, is highly related to high-dimensional predictor vectors. In sufficient dimension...
Persistent link: https://www.econbiz.de/10010709953
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