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 921 - 930 of 6,289
Cover Image
Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
Leiva, Ricardo; Roy, Anuradha - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1644-1661
In this article, we study a new linear discriminant function for three-level m-variate observations under the assumption of multivariate normality. We assume that the m-variate observations have a doubly exchangeable covariance structure consisting of three unstructured covariance matrices for...
Persistent link: https://www.econbiz.de/10010871355
Saved in:
Cover Image
Inference on the probability P(T1<T2) as a measurement of treatment effect under a density ratio model and random censoring
Jiang, Shan; Tu, Dongsheng - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1069-1078
Let T1 and T2 be the survival times of patients randomized to, respectively, two treatment groups. The probability P(T1T2) may be used as a measure on the effect of treatments in a randomized clinical trial. With potentially censored data observed and assuming that the density functions of...
Persistent link: https://www.econbiz.de/10010871358
Saved in:
Cover Image
Bayesian variable selection for logistic mixed model with nonparametric random effects
Yang, Mingan - In: Computational Statistics & Data Analysis 56 (2012) 9, pp. 2663-2674
In analyzing correlated data or clustered data with linear or logistic mixed effects model, one commonly assumes that the random effects follow a normal distribution with mean zero. However, this assumption might not be appropriate in many cases. In particular, substantial violation of normality...
Persistent link: https://www.econbiz.de/10010871361
Saved in:
Cover Image
Exact nonparametric meta-analysis for multiple independent doubly Type-II censored samples
Volterman, William; Balakrishnan, N.; Cramer, Erhard - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1243-1255
Nonparametric inferential methods are discussed for the situation of multiple independent doubly Type-II censored samples. The basic distribution theory for the pooled sample is given assuming that the underlying distribution is continuous and it is demonstrated how the weights in the mixture...
Persistent link: https://www.econbiz.de/10010871362
Saved in:
Cover Image
A method for increasing the robustness of multiple imputation
Daniel, Rhian M.; Kenward, Michael G. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1624-1643
Missing data are common wherever statistical methods are applied in practice. They present a problem in that they require that additional assumptions be made about the mechanism leading to the incompleteness of the data. By incorporating two models for the missing data process, doubly robust...
Persistent link: https://www.econbiz.de/10010871370
Saved in:
Cover Image
Sample distribution function based goodness-of-fit test for complex surveys
Wang, Jianqiang C. - In: Computational Statistics & Data Analysis 56 (2012) 3, pp. 664-679
Testing the parametric distribution of a random variable is a fundamental problem in exploratory and inferential statistics. Classical empirical distribution function based goodness-of-fit tests typically require the data to be an independent and identically distributed realization of a certain...
Persistent link: https://www.econbiz.de/10010871376
Saved in:
Cover Image
Group coordinate descent algorithms for nonconvex penalized regression
Wei, Fengrong; Zhu, Hongxiao - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 316-326
We consider the problem of selecting grouped variables in linear regression and generalized linear regression models, based on penalized likelihood. A number of penalty functions have been used for this purpose, including the smoothly clipped absolute deviation (SCAD) penalty and the minimax...
Persistent link: https://www.econbiz.de/10010871377
Saved in:
Cover Image
Small area estimation using skew normal models
Ferraz, V.R.S.; Moura, F.A.S. - In: Computational Statistics & Data Analysis 56 (2012) 10, pp. 2864-2874
Two connected extensions of the Fay–Herriot small area level model that are of practical and theoretical interest are proposed. The first extension allows for the sampling error to be non-symmetrically distributed. This is important for cases in which the sample sizes in the areas are not...
Persistent link: https://www.econbiz.de/10010871379
Saved in:
Cover Image
Assessment of observer agreement for matched repeated binary measurements
Gao, Jingjing; Pan, Yi; Haber, Michael - In: Computational Statistics & Data Analysis 56 (2012) 5, pp. 1052-1060
Agreement is a broad term simultaneously covering evaluations of accuracy and precision of measurements. Assessment of observer agreement is based on the similarity between readings made on the same subject by different observers. The assessment of agreement on categorical observations is...
Persistent link: https://www.econbiz.de/10010871382
Saved in:
Cover Image
On simultaneously identifying outliers and heteroscedasticity without specific form
Cheng, Tsung-Chi - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2258-2272
Assuming homogeneous variance in a normal regression model is not always appropriate as invalid standard inference procedures may result from the improper estimation of the standard error when the disturbance process in a regression model presents heteroscedasticity. When both outliers and...
Persistent link: https://www.econbiz.de/10010871389
Saved in:
  • First
  • Prev
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...