scientific article; zbMATH DE number 1941665
From MaRDI portal
Publication:4408719
zbMath1029.62059MaRDI QIDQ4408719
George A. F. Seber, Alan J. Lee
Publication date: 29 June 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Related Items (only showing first 100 items - show all)
Introduction to Yuragi Learning ⋮ RRSM with a data-dependent threshold for miRNA target prediction ⋮ Confidence prediction of the mean values of multiple observations ⋮ Прогнозирование индивидуальных деформационных характеристик элементов конструкций по изделию-лидеру ⋮ The efficiency factorization multiplier for the Watson efficiency in partitioned linear models: Some examples and a literature review ⋮ Confidence ellipsoids for regression coefficients by observations from a mixture ⋮ Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions ⋮ Generalized System Identification with Stable Spline Kernels ⋮ Математическое моделирование и численный метод оценки характеристик неизотермической ползучести по результатам эксперимента ⋮ Experimentation on heterogeneous experimental units ⋮ Linear regression by observations from mixture with varying concentrations ⋮ Fast computation of reconciled forecasts for hierarchical and grouped time series ⋮ Optimizing experimental design in genetics ⋮ Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective ⋮ Probabilistic partial least squares model: identifiability, estimation and application ⋮ On generalized conditional cumulative residual inaccuracy measure ⋮ DERIVATIVES BY RATIO PRINCIPLE FOR q-SETS ON THE TIME SCALE CALCULUS ⋮ Computationally efficient estimators for sequential and resolution-limited inverse problems ⋮ Sensitivity analysis methods in the biomedical sciences ⋮ TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES ⋮ New composite models for the Danish fire insurance data ⋮ Jackknife covariance matrix estimation for observations from mixture ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ A general skew-\(t\) mixed model that allows different degrees of freedom for random effects and error distributions ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Unifying data units and models in (co-)clustering ⋮ Seeking relevant information from a statistical model ⋮ A note on kernel principal component regression ⋮ Локальные и сплайновые аппроксимации в цифровой обработке геомагнитных наблюдений ⋮ Convergence analysis of sliding mode trajectories in multi-objective neural networks learning ⋮ Automated machine learning can classify bound entangled states with tomograms ⋮ Correction of Model Reduction Errors in Simulations ⋮ A powerful test based on tapering for use in functional data analysis ⋮ Experimental Tracking of Limit-Point Bifurcations and Backbone Curves Using Control-Based Continuation ⋮ Modified Active Subspaces Using the Average of Gradients ⋮ Prediction in polynomial errors-in-variables models ⋮ A survey of the sources of noise in fMRI ⋮ Asymptotic behaviour of the LS estimator in a nonlinear model with long memory ⋮ Model selection strategies for identifying most relevant covariates in homoscedastic linear models ⋮ Fuzzy numbers from raw discrete data using linear regression ⋮ Efficiency of profile likelihood in semi-parametric models ⋮ Using a priori information in regression analysis ⋮ Bayesian high-dimensional screening via MCMC ⋮ Influence measures based on confidence ellipsoids in general linear regression model with correlated regressors ⋮ An insight into technology diffusion of tractor through Weibull growth model ⋮ Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling ⋮ High-dimensional Bayesian inference in nonparametric additive models ⋮ A new characterization of Elfving's method for high dimensional computation ⋮ Nonparametric predictive distributions based on conformal prediction ⋮ Maximizing the Conditional Expected Reward for Reaching the Goal ⋮ A novel statistical analysis and interpretation of flow cytometry data ⋮ A preprocessing method for parameter estimation in ordinary differential equations ⋮ Correcting the corrected AIC ⋮ A multivariate version of the Benjamini-Hochberg method ⋮ Sequential tests of multiple hypotheses controlling type I and II familywise error rates ⋮ Ensemble Kalman filtering with shrinkage regression techniques ⋮ Ensemble Kalman filtering for non-linear likelihood models using kernel-shrinkage regression techniques ⋮ All about the \(\bot\) with its applications in the linear statistical models ⋮ OLS for 1D Regression Models ⋮ Unnamed Item ⋮ Variable selection in linear regression: several approaches based on normalized maximum likelihood ⋮ Inference for the autocovariance of a functional time series under conditional heteroscedasticity ⋮ Multi-output regression on the output manifold ⋮ Testing for lack of dependence between functional variables ⋮ Consistency of Bayesian linear model selection with a growing number of parameters ⋮ Differentiator application in altitude control for an indoor blimp robot ⋮ Spectral likelihood expansions for Bayesian inference ⋮ Nearly Optimal Verifiable Data Streaming ⋮ Constructing a switching regression with unknown switching points ⋮ Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise ⋮ On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes ⋮ Constructing Explicit Estimators in Nonlinear Regression Problems ⋮ Testing covariates in high-dimensional regression ⋮ Periodicity detection in irregularly sampled light curves by robust regression and outlier detection ⋮ Matrix trace Wielandt inequalities with statistical applications ⋮ On the variance parameter estimator in general linear models ⋮ On-line predictive linear regression ⋮ Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors ⋮ Prediction intervals for regression models ⋮ A new fusion formula and its application to continuous-time linear systems with multisensor environment ⋮ Model structures and structural identifiability: what? why? how? ⋮ Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression ⋮ Trimming influential observations for improved single-index model estimated sufficient summary plots ⋮ Robustness of the deepest projection regression functional ⋮ Bootstrapping multiple linear regression after variable selection ⋮ An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests ⋮ Математическое моделирование и помехоустойчивая оценка параметров импульса ударной волны на основе результатов эксперимента при подводных взрывах ⋮ An algorithm for robust fitting of autoregressive models ⋮ Empirical likelihood confidence regions for the parameters of a two phases nonlinear model with and without missing response data ⋮ A model for radiation-induced bystander effects, with allowance for spatial position and the effects of cell turnover ⋮ Symplectic Gaussian process regression of maps in Hamiltonian systems ⋮ Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model ⋮ Algebraic expressions of conditional expectations in gene regulatory networks ⋮ Localizing differentially evolving covariance structures via scan statistics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Has there been progress for academic women since Title IX?: degrees, rank, and salary ⋮ Integral matching-based nonlinear grey Bernoulli model for forecasting the coal consumption in China ⋮ Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\) ⋮ Analysis of a nonsmooth optimization approach to robust estimation
This page was built for publication: