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Subject
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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 41 - 50 of 6,289
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Three-step estimation of latent Markov models with covariates
Bartolucci, Francesco; Montanari, Giorgio E.; Pandolfi, … - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 287-301
A three-step approach is proposed to estimate latent Markov (LM) models for longitudinal data with and without covariates. The approach is based on a preliminary clustering of sample units on the basis of time-specific responses only, and is particularly useful when a large number of response...
Persistent link: https://www.econbiz.de/10011117700
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Weighted kappa statistic for clustered matched-pair ordinal data
Yang, Zhao; Zhou, Ming - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 1-18
As an important extension of the regular kappa statistic, the weighted kappa statistic has been widely used to assess the agreement between two procedures for independent matched-pair ordinal data. For clustered matched-pair ordinal data, based on the delta method and sampling techniques, a...
Persistent link: https://www.econbiz.de/10011117701
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Ridge-based method for finding curvilinear structures from noisy data
Pulkkinen, Seppo - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 89-109
Extraction of curvilinear structures from noisy data is an essential task in many application fields such as data analysis, pattern recognition and machine vision. The proposed approach assumes a random process in which the samples are obtained from a generative model. The model specifies a set...
Persistent link: https://www.econbiz.de/10011117702
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Comparison of concordance correlation coefficient via variance components, generalized estimating equations and weighted approaches with model selection
Tsai, Miao-Yu - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 47-58
Variance components (VC) and generalized estimating equations (GEE) are two approaches for estimating concordance correlation coefficients (CCC) adjusting for covariates, and allowing dependency between replicated samples. However, under VC and GEE, a model including all potential explanatory...
Persistent link: https://www.econbiz.de/10011117703
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Ordinal Logic Regression: A classifier for discovering combinations of binary markers for ordinal outcomes
Wolf, Bethany J.; Slate, Elizabeth H.; Hill, Elizabeth G. - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 152-163
In medicine, it is often useful to stratify patients according to disease risk, severity, or response to therapy. Since many diseases arise from complex gene–gene and gene–environment interactions, patient strata may be defined by combinations of genetic and environmental factors....
Persistent link: https://www.econbiz.de/10011117704
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A new adaptive procedure for multiple window scan statistics
Wu, Tung-Lung; Glaz, Joseph - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 164-172
Scan statistics have been widely applied to test for unusual cluster of events in many scientific areas. It has been of practical interest on how to select the window size of a scan statistic. An adaptive procedure for multiple window scan statistics is proposed and the distributions are studied...
Persistent link: https://www.econbiz.de/10011117705
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Accurate ensemble pruning with PL-bagging
Chung, Dongjun; Kim, Hyunjoong - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 1-13
Ensemble pruning deals with the selection of base learners prior to combination in order to improve prediction accuracy and efficiency. In the ensemble literature, it has been pointed out that in order for an ensemble classifier to achieve higher prediction accuracy, it is critical for the...
Persistent link: https://www.econbiz.de/10011117706
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Inference on the Weibull distribution based on record values
Wang, Bing Xing; Ye, Zhi-Sheng - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 26-36
Record data are commonly seen in everyday life, e.g., concentration of emerging contaminants in environmental studies. Based on record data, this study investigates point estimation and confidence intervals estimation for the Weibull distribution. The uniformly minimum variance unbiased...
Persistent link: https://www.econbiz.de/10011117707
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Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings
Touloumis, Anestis - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 251-261
Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to circumvent the limitations of the sample covariance matrix....
Persistent link: https://www.econbiz.de/10011117708
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Empirical likelihood ratio confidence interval estimation of best linear combinations of biomarkers
Chen, Xiwei; Vexler, Albert; Markatou, Marianthi - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 186-198
A novel smoothed empirical likelihood (EL) approach that incorporates kernel estimation of the area under the receiver operating characteristic curve (AUC) to construct nonparametric confidence intervals of AUC based on the best linear combination (BLC) of biomarkers is proposed. The method has...
Persistent link: https://www.econbiz.de/10011117709
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