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 651 - 660 of 6,289
Cover Image
Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach
Liseo, Brunero; Parisi, Antonio - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 125-138
Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory solutions for estimation and testing problems. A general...
Persistent link: https://www.econbiz.de/10011056440
Saved in:
Cover Image
Improved Birnbaum–Saunders inference under type II censoring
Barreto, Larissa Santana; Cysneiros, Audrey H.M.A.; … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 68-81
The Birnbaum–Saunders distribution is useful for modeling reliability data. In this paper we obtain adjusted profile maximum likelihood estimators for the Birnbaum–Saunders distribution shape parameter under type II data censoring. We consider the adjustments to the profile likelihood...
Persistent link: https://www.econbiz.de/10011056441
Saved in:
Cover Image
Cluster Forests
Yan, Donghui; Chen, Aiyou; Jordan, Michael I. - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 178-192
With inspiration from Random Forests (RF) in the context of classification, a new clustering ensemble method—Cluster Forests (CF) is proposed. Geometrically, CF randomly probes a high-dimensional data cloud to obtain “good local clusterings” and then aggregates via spectral clustering to...
Persistent link: https://www.econbiz.de/10011056444
Saved in:
Cover Image
Parameter estimation for multivariate diffusion systems
Varughese, Melvin M. - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 417-428
Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process’ transitional probabilities. It is proposed that the cumulant truncation procedure can be applied to predict the evolution of the...
Persistent link: https://www.econbiz.de/10011056445
Saved in:
Cover Image
Robust estimation for panel count data with informative observation times
Zhao, Xingqiu; Tong, Xingwei; Sun, Jianguo - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 33-40
Panel count data usually occur in longitudinal follow-up studies that concern occurrence rates of certain recurrent events and their analysis involves two processes. One is the underlying recurrent event process of interest and the other is the observation process that controls observation...
Persistent link: https://www.econbiz.de/10011056450
Saved in:
Cover Image
Logistic regression with outcome and covariates missing separately or simultaneously
Hsieh, Shu-Hui; Li, Chin-Shang; Lee, Shen-Ming - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 32-54
Estimation methods are proposed for fitting logistic regression in which outcome and covariate variables are missing separately or simultaneously. One of the two proposed estimators is an extension of the validation likelihood estimator of Breslow and Cain (1988). The other is a joint...
Persistent link: https://www.econbiz.de/10011056456
Saved in:
Cover Image
Hyperparameter estimation and plug-in kernel density estimates for maximum a posteriori land-cover classification with multiband satellite data
Stover, Jason H.; Ulm, Matthew C. - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 82-94
Classifying land cover via satellite imagery is an important problem in geographical studies. This paper presents a maximum a posteriori (MAP) land-cover classifier for multiband satellite data. The method uses the Markov random field model. The MAP estimation is carried out via iterated...
Persistent link: https://www.econbiz.de/10011056458
Saved in:
Cover Image
Exactly computing bivariate projection depth contours and median
Liu, Xiaohui; Zuo, Yijun; Wang, Zhizhong - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 1-11
Among their competitors, projection depth and its induced estimators are very favorable because they can enjoy very high breakdown point robustness without having to pay the price of low efficiency, meanwhile providing a promising center-outward ordering of multi-dimensional data. However, their...
Persistent link: https://www.econbiz.de/10011056459
Saved in:
Cover Image
Nonparametric meta-analysis of independent samples of records
Amini, Morteza; Balakrishnan, N. - In: Computational Statistics & Data Analysis 66 (2013) C, pp. 70-81
Consider k≥1 independent samples, each with a certain number of record values. The resulting pooled sample of records can be re-ordered to develop exact nonparametric inferential procedures. The distribution theory of such ordered multi-sample record values is developed in this paper. The...
Persistent link: https://www.econbiz.de/10011056463
Saved in:
Cover Image
Simultaneous confidence intervals for comparing margins of multivariate binary data
Klingenberg, Bernhard; Satopää, Ville - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 87-98
In many applications two groups are compared simultaneously on several correlated binary variables for a more comprehensive assessment of group differences. Although the response is multivariate, the main interest is in comparing the marginal probabilities between the groups. Estimating the size...
Persistent link: https://www.econbiz.de/10011056465
Saved in:
  • First
  • Prev
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...