The following pages link to alr3 (Q16649):
Displaying 50 items.
- Fully robust one-sided cross-validation for regression functions (Q154557) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286) (← links)
- Optimizing experimental design in genetics (Q353179) (← links)
- Voxel-level mapping of tracer kinetics in PET studies: a statistical approach emphasizing tissue life tables (Q400657) (← links)
- Simulation of close-to-reality population data for household surveys with application to EU-SILC (Q413976) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- A note on the behaviour of residual plots in regression (Q449899) (← links)
- Test and confidence set for the difference of the \(x\)-coordinates of the vertices of two quadratic regression models (Q451392) (← links)
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach (Q458116) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Finite mixture of regression modeling for high-dimensional count and biomass data in ecology (Q486051) (← links)
- Parameter identification for multibody systems expressed in differential-algebraic form (Q487533) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- The beta Marshall-Olkin family of distributions (Q499791) (← links)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Testing for linearity in simple regression models (Q636163) (← links)
- Bayesian synthesis: combining subjective analyses, with an application to ozone data (Q641113) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Measuring the stability of histogram appearance when the anchor position is changed (Q673284) (← links)
- Correlation based splitting criterionin multi branch decision tree (Q692985) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Boosted coefficient models (Q693319) (← links)
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines (Q705597) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way (Q710766) (← links)
- Variance components and an additional experiment. (Q713489) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- Direct conditional probability density estimation with sparse feature selection (Q747244) (← links)
- A variable selection procedure for econometric models (Q760747) (← links)
- Bootstrap and cross-validation estimates of the prediction error for linear regression models (Q761734) (← links)
- Kernel discriminant analysis for regression problems (Q763381) (← links)
- On the identification of the axial force and bending stiffness of stay cables anchored to flexible supports (Q823359) (← links)
- A visual procedure for optimal response transformations and curvature specifications (Q833466) (← links)
- Consistency of the instrumental weighted variables (Q841016) (← links)
- Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction (Q848209) (← links)
- Local-mass preserving prior distributions for nonparametric Bayesian models (Q899026) (← links)
- Using data images for outlier detection (Q951947) (← links)
- Improved predictions penalizing both slope and curvature in additive models (Q959155) (← links)
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression (Q959278) (← links)
- Identifying influential multinomial observations by perturbation (Q959363) (← links)
- Shrinkage and model selection with correlated variables via weighted fusion (Q961274) (← links)
- The efficiency of logistic regression compared to normal discriminant analysis under class-conditional classification noise (Q972892) (← links)
- Efficient approximate leave-one-out cross-validation for kernel logistic regression (Q1009261) (← links)
