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 801 - 810 of 6,289
Cover Image
Removing seasonality under a changing regime: Filtering new car sales
Thornton, Michael A. - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 4-14
The use of filters for the seasonal adjustment of data generated by the UK new car market is considered. UK new car registrations display very strong seasonality brought about by the system of identifiers in the UK registration plate, which has mutated in response to an increase in the frequency...
Persistent link: https://www.econbiz.de/10010595083
Saved in:
Cover Image
SURE-tuned tapering estimation of large covariance matrices
Yi, Feng; Zou, Hui - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 339-351
Bandable covariance matrices are often used to model the dependence structure of variables that follow a nature order. It has been shown that the tapering covariance estimator attains the optimal minimax rates of convergence for estimating large bandable covariance matrices. The estimation risk...
Persistent link: https://www.econbiz.de/10010595084
Saved in:
Cover Image
A procedure for finding an improved upper bound on the number of optimal design points
Hyun, Seung Won; Yang, Min; Flournoy, Nancy - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 276-282
Knowing an upper bound on the number of optimal design points greatly simplifies the search for an optimal design. Carathéodory’s Theorem is commonly used to identify an upper bound. However, the upper bound from Carathéodory’s Theorem is relatively loose when there are three or more...
Persistent link: https://www.econbiz.de/10010595085
Saved in:
Cover Image
The Cicchetti–Allison weighting matrix is positive definite
Warrens, Matthijs J. - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 180-182
Application of Cohen’s weighted kappa for inter-rater agreement requires the specification of a weighting matrix. An explicit formula for the determinants of the principal minors of the weighting matrix with Cicchetti–Allison weights is derived. Since all determinants are strictly positive,...
Persistent link: https://www.econbiz.de/10010595086
Saved in:
Cover Image
Description length and dimensionality reduction in functional data analysis
Poskitt, D.S.; Sengarapillai, Arivalzahan - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 98-113
The use of description length principles to select an appropriate number of basis functions for functional data is investigated. A flexible definition of the dimension of a random function that is constructed directly from the Karhunen–Loève expansion of the observed process or data...
Persistent link: https://www.econbiz.de/10010595087
Saved in:
Cover Image
Trend filtering via empirical mode decompositions
Moghtaderi, Azadeh; Flandrin, Patrick; Borgnat, Pierre - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 114-126
The problem of filtering low-frequency trend from a given time series is considered. In order to solve this problem, a nonparametric technique called empirical mode decomposition trend filtering is developed. A key assumption is that the trend is representable as the sum of intrinsic mode...
Persistent link: https://www.econbiz.de/10010595088
Saved in:
Cover Image
Detection, classification and estimation of individual shapes in 2D and 3D point clouds
Su, J.; Srivastava, A.; Huffer, F.W. - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 227-241
The problems of detecting, classifying, and estimating shapes in point cloud data are important due to their general applicability in image analysis, computer vision, and graphics. They are challenging because the data is typically noisy, cluttered, and unordered. We study these problems using a...
Persistent link: https://www.econbiz.de/10010595089
Saved in:
Cover Image
A consistent method of estimation for the three-parameter Weibull distribution
Nagatsuka, Hideki; Kamakura, Toshinari; Balakrishnan, N. - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 210-226
In this paper, we propose a new method for the estimation of parameters of the three-parameter Weibull distribution. The method is based on a data transformation, which avoids the problem of unbounded likelihood. In the proposed method, under mild conditions, the estimates always exist uniquely...
Persistent link: https://www.econbiz.de/10010595090
Saved in:
Cover Image
Simultaneous multifactor DIF analysis and detection in Item Response Theory
Gonçalves, F.B.; Gamerman, D.; Soares, T.M. - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 144-160
Item Response Theory (IRT) is a psychometric theory widely used in educational assessment and cognitive psychology to analyse data emerged from answers given to items contained in exams, questionnaires, etc. Standard IRT, however, is based on models which assume that items behave equally to all...
Persistent link: https://www.econbiz.de/10010595091
Saved in:
Cover Image
Exact statistical power for response adaptive designs
Yi, Yanqing - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 201-209
This paper develops a unified method to compute the exact statistical power for a general class of response adaptive designs including the randomized play-the-winner design, the drop-the-loser design, and the doubly biased coin design. The adaptation of treatment allocation in response adaptive...
Persistent link: https://www.econbiz.de/10010595092
Saved in:
  • First
  • Prev
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...