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 551 - 560 of 6,289
Cover Image
Two-way incremental seriation in the temporal domain with three-dimensional visualization: Making sense of evolving high-dimensional datasets
Wittek, Peter - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 193-201
Two-way seriation is a popular technique to analyze groups of similar instances and their features, as well as the connections between the groups themselves. The two-way seriated data may be visualized as a two-dimensional heat map or as a three-dimensional landscape where colour codes or height...
Persistent link: https://www.econbiz.de/10010871425
Saved in:
Cover Image
Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data
Wang, Cheng; Cao, Longbing; Miao, Baiqi - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 140-149
This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An l1 minimization method is used to select the important features from which the LDA will be constructed....
Persistent link: https://www.econbiz.de/10010871430
Saved in:
Cover Image
Power Lindley distribution and associated inference
Ghitany, M.E.; Al-Mutairi, D.K.; Balakrishnan, N.; … - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 20-33
A new two-parameter power Lindley distribution is introduced and its properties are discussed. These include the shapes of the density and hazard rate functions, the moments, skewness and kurtosis measures, the quantile function, and the limiting distributions of order statistics. Maximum...
Persistent link: https://www.econbiz.de/10010871433
Saved in:
Cover Image
OLS with multiple high dimensional category variables
Gaure, Simen - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 8-18
A new algorithm is proposed for OLS estimation of linear models with multiple high-dimensional category variables. It is a generalization of the within transformation to arbitrary number of category variables. The approach, unlike other fast methods for solving such problems, provides a...
Persistent link: https://www.econbiz.de/10010871434
Saved in:
Cover Image
Hybrid censoring: Models, inferential results and applications
Balakrishnan, N.; Kundu, Debasis - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 166-209
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. In this review, we first discuss Type-I and Type-II hybrid censoring schemes and associated inferential issues. Next, we present details on developments regarding generalized hybrid censoring and unified hybrid...
Persistent link: https://www.econbiz.de/10010871435
Saved in:
Cover Image
Variable selection in the additive rate model for recurrent event data
Chen, Xiaolin; Wang, Qihua - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 491-503
In this paper, we investigate the variable selection problem for recurrent event data under the additive rate model. According to the explicit estimator of the regression coefficients of the additive rate model, a loss function is constructed. It has a form similar to the ordinary least squares...
Persistent link: https://www.econbiz.de/10010871439
Saved in:
Cover Image
Sparse sufficient dimension reduction using optimal scoring
Wang, Tao; Zhu, Lixing - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 223-232
Sufficient dimension reduction is a body of theory and methods for reducing the dimensionality of predictors while preserving information on regressions. In this paper we propose a sparse dimension reduction method to perform interpretable dimension reduction. It is designed for situations in...
Persistent link: https://www.econbiz.de/10010871441
Saved in:
Cover Image
A semi-parametric approach to analysis of event duration and prevalence
Wang, Jixian; Quartey, George - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 248-257
Event duration and prevalence are important features for assessing outcomes of medical treatment. Although semi-parametric approaches have been well developed for analysis of recurrent events, applications to analysis of event duration, in particular the duration of multiple overlapping events,...
Persistent link: https://www.econbiz.de/10010871447
Saved in:
Cover Image
Objective Bayesian higher-order asymptotics in models with nuisance parameters
Ventura, Laura; Sartori, Nicola; Racugno, Walter - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 90-96
A higher-order approximation to the marginal posterior distribution for a scalar parameter of interest in the presence of nuisance parameters is proposed. The approximation is obtained using a matching prior. The procedure improves the normal first-order approximation and has several advantages....
Persistent link: https://www.econbiz.de/10010871457
Saved in:
Cover Image
Nonparametric estimation and bootstrap confidence intervals for the optimal maintenance time of a repairable system
Gilardoni, Gustavo L.; Oliveira, Maristela D. de; … - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 113-124
Consider a repairable system operating under a maintenance strategy that calls for complete preventive repair actions at pre-scheduled times and minimal repair actions whenever a failure occurs. Under minimal repair, the failures are assumed to follow a nonhomogeneous Poisson process with an...
Persistent link: https://www.econbiz.de/10010871468
Saved in:
  • First
  • Prev
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...