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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 761 - 770 of 6,289
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Performance of derivative free search ANN training algorithm with time series and classification problems
Ahmed, Shamsuddin - In: Computational Statistics 28 (2013) 5, pp. 1881-1914
A Manhattan search algorithm to minimize artificial neural network error function is outlined in this paper. From an existing position in Cartesian coordinate, a search vector moves in orthogonal directions to locate minimum function value. The search algorithm computes optimized step length for...
Persistent link: https://www.econbiz.de/10010998486
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Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
Meira-Machado, Luís; Roca-Pardiñas, Javier; Keilegom, … - In: Computational Statistics 28 (2013) 5, pp. 2185-2210
Times between consecutive events are often of interest in medical studies. Usually the events represent different states of the disease process and are modeled using multi-state models. This paper introduces and studies a feasible estimation method for the transition probabilities in a...
Persistent link: https://www.econbiz.de/10010998487
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Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering
Mbalawata, Isambi; Särkkä, Simo; Haario, Heikki - In: Computational Statistics 28 (2013) 3, pp. 1195-1223
This paper is concerned with parameter estimation in linear and non-linear Itô type stochastic differential equations using Markov chain Monte Carlo (MCMC) methods. The MCMC methods studied in this paper are the Metropolis–Hastings and Hamiltonian Monte Carlo (HMC) algorithms. In these kind...
Persistent link: https://www.econbiz.de/10010998488
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A parametric bootstrap approach for the equality of coefficients of variation
Jafari, Ali; Kazemi, Mohammad - In: Computational Statistics 28 (2013) 6, pp. 2621-2639
In this article, a parametric bootstrap approach for testing the equality of coefficient of variation of <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>k</mi> </mrow> </math> </EquationSource> </InlineEquation> normal populations is proposed. Simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of populations and sample...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998490
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Statistical inference of risk ratio in a correlated <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$2 \times 2$$</EquationSource> </InlineEquation> table with structural zero
Wang, Shun-Fang; Wang, Xue-Ren - In: Computational Statistics 28 (2013) 4, pp. 1599-1615
This paper studies a compound interval hypothesis about risk ratio in an incomplete correlated <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$2\times 2$$</EquationSource> </InlineEquation> table. Asymptotic test statistics of the Wald-type and the logarithmic transformation are proposed, with methods of the sample estimation and the constrained maximum likelihood...</equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998497
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Improved ridge regression estimators for the logistic regression model
Saleh, A.; Kibria, B. - In: Computational Statistics 28 (2013) 6, pp. 2519-2558
The estimation of the regression parameters for the ill-conditioned logistic regression model is considered in this paper. We proposed five ridge regression (RR) estimators, namely, unrestricted RR, restricted ridge regression, preliminary test RR, shrinkage ridge regression and positive rule RR...
Persistent link: https://www.econbiz.de/10010998499
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Studying the <Emphasis Type="Bold">bandwidth in <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation>-sample smooth tests
Martínez-Camblor, Pablo; Uña-Álvarez, Jacobo - In: Computational Statistics 28 (2013) 2, pp. 875-892
In this paper, the problem of bandwidth choice in smooth k-sample tests is considered. Three different bootstrap methods are discussed and implemented. All the methods persecute the bandwidth leading to the maximum power, while preserving the level of the test. The relative performance of the...
Persistent link: https://www.econbiz.de/10010998500
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Monitoring kth order runs in binary processes
Weiß, Christian - In: Computational Statistics 28 (2013) 2, pp. 541-562
Procedures for continuously monitoring binary attribute data processes are of utmost relevance for fields like electrical engineering, chemical production, software quality engineering, healthcare monitoring, and many more. In this article, new approaches are proposed, where kth order runs in a...
Persistent link: https://www.econbiz.de/10010998502
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Finite mixtures of unimodal beta and gamma densities and the <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$k$$</EquationSource> </InlineEquation>-bumps algorithm
Bagnato, Luca; Punzo, Antonio - In: Computational Statistics 28 (2013) 4, pp. 1571-1597
This paper addresses the problem of estimating a density, with either a compact support or a support bounded at only one end, exploiting a general and natural form of a finite mixture of distributions. Due to the importance of the concept of multimodality in the mixture framework, unimodal beta...
Persistent link: https://www.econbiz.de/10010998503
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Linear latent variable models: the <Emphasis FontCategory="NonProportional" Type="Bold">lava-package
Holst, Klaus; Budtz-Jørgensen, Esben - In: Computational Statistics 28 (2013) 4, pp. 1385-1452
An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features...
Persistent link: https://www.econbiz.de/10010998506
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