alr3

swMATH4474MaRDI QIDQ16649FDOQ16649

Author name not available (Why is that?)

Official website: http://cran.r-project.org/web/packages/alr3/

Source code repository: https://github.com/cran/alr3

Described by source

• Applied Linear Regression

Cited In (only showing first 100 items - show all)

• Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
• A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
• A variance shift model for detection of outliers in the linear measurement error model
• Evaluating fit in functional data analysis using model embeddings
• Descriptive tests for the identification of outliers in the errors in variables linear model
• Large-scale regression with non-convex loss and penalty
• A measure of post variable selection error in multiple linear regression, and its estimation
• Detecting social transmission in networks
• Solve least absolute value regression problems using modified goal programming techniques.
• Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
• Statistical significance of the LMS regression.
• A note on the behaviour of augmented principal-component plots in regression
• On testing common indices for two multi-index models: a link-free approach
• Correction of model reduction errors in simulations
• Data-driven polynomial ridge approximation using variable projection
• A variance shift model for detection of outliers in the linear mixed measurement error models
• Model-based SIR for dimension reduction
• Sequential profile Lasso for ultra-high-dimensional partially linear models
• Concavity of Box-Cox log-likelihood function
• Attributing a probability to the shape of a probability density
• Inverse regression for ridge recovery: a data-driven approach for parameter reduction in computer experiments
• Extending greedy feature selection algorithms to multiple solutions
• OutRank
• Robust Bayesian regularized estimation based on \(t\) regression model
• Change of spatiotemporal scale in dynamic models
• Bootstrapping for multivariate linear regression models
• Modelling and prediction using GMDH networks of Adalines with nonlinear preprocessors
• Maximum modulus confidence bands
• Decoupling correlated and uncorrelated parametric uncertainty contributions for nonlinear models
• OR forum: An algorithmic approach to linear regression
• A family of adaptive robust estimates based on the symmetrical generalized logistic distribution
• Constructive Cross-Validation in Linear Prediction
• In defense of the indefensible: a very naïve approach to high-dimensional inference
• Simulation experiments with CWA, a new stable regression algorithm, and comparisons with two other stable regression algorithms
• Large-scale sparse inverse covariance matrix estimation
• Fast alternating direction multipliers method by generalized Krylov subspaces
• Simultaneous confidence intervals for differential gene expressions
• Nonparametric forecasting: a comparison of three kernel-based methods
• An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests
• A fixed-width interval for \(1/\beta\) in simple linear regression
• CrossClustering
• Analysis and parametrical estimation with real COVID-19 data of a new extended SEIR epidemic model with quarantined individuals
• Delete-2 and delete-3 jackknife procedures for unmasking in regression
• Laminar flow and pressure loss in planar Tee joints: pressure loss coefficients
• Robust regression:a weighted least squares approach
• A near-stationary subspace for ridge approximation
• Objective Bayesian transformation and variable selection using default Bayes factors
• On the asymptotic distribution of Cook's distance in logistic regression models
• Extending the linear model with R. Generalized linear, mixed effects and nonparametric regression models.
• Pragmatic model transformations for analyzing bounded and positive responses
• The new robust conic GPLM method with an application to finance: prediction of credit default
• On a log-symmetric quantile tobit model applied to female labor supply data
• Title not available (Why is that?)
• Least angle regression. (With discussion)
• Regularization of case-specific parameters for robustness and efficiency
• Negative Binomial Additive Models
• A Method for Calibrating False-Match Rates in Record Linkage
• SenTinMixt
• Parameter identification for multibody systems expressed in differential-algebraic form
• Stat2Data
• Bayesian synthesis: combining subjective analyses, with an application to ozone data
• Smoothing techniques. With implementation in S
• Adaptive density estimation: A curse of support?
• A statistical perspective on algorithmic leveraging
• A robust proposal of estimation for the sufficient dimension reduction problem
• Building a robust linear model with forward selection and stepwise procedures
• Nonparametric inference via bootstrapping the debiased estimator
• Consistency of cross validation for comparing regression procedures
• Robust estimators and tests for bivariate copulas based on likelihood depth
• Large-scale multiple testing under dependence
• Bayesian model selection using test statistics
• TSVR: an efficient twin support vector machine for regression
• Metric inference for social networks
• Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
• Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
• A Look at Some Data on the Old Faithful Geyser
• Consistency of the likelihood depth estimator for the correlation coefficient
• The forward search: theory and data analysis
• Title not available (Why is that?)
• car
• drc
• HydroMe
• NISTnls
• nlrwr
• nls2
• nlstools
• NRAIA
• perturb
• KernSmooth
• UsingR
• FlowLab
• Joint modelling of location and scale parameters of the t distribution
• CMARS
• LOWESS
• FPPG
• Marvin
• CORElearn
• corrplot
• alr4
• DAAGxtras

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