COBS
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Cited in
(43)- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- Multiple smoothing parameters selection in additive regression quantiles
- GAMLSS: A distributional regression approach
- DASL
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm
- Constrained smoothing \(B\)-splines for the term structure of interest rates
- Parametric and Nonparametric FDR Estimation Revisited
- mBART
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Non-linear models for extremal dependence
- Sparse estimation and inference for censored median regression
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Simultaneous fitting of Bayesian penalised quantile splines
- Outcome prediction for heart failure telemonitoring via generalized linear models with functional covariates
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- SPARSEM
- twilight
- TWILIGHT
- Shape constrained smoothing using smoothing splines
- SparseM
- grofit
- monmlp
- TESTGRAF
- A general projection framework for constrained smoothing.
- A Frisch-Newton algorithm for sparse quantile regression
- cobs
- qrjoint
- Algorithm 478
- Simultaneous estimation of multiple conditional regression quantiles
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
- Knot selection by boosting techniques
- cpsplines
- Using B-splines for nonparametric inference on bivariate extreme-value copulas
- Regularization and variable selection for infinite variance autoregressive models
- Statistical models for test equating, scaling, and linking. With a foreword by Paul W. Holland.
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
- Computerized adaptive testing under nonparametric IRT models
- Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of t‐Statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis
- scientific article; zbMATH DE number 5770662 (Why is no real title available?)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- COBS: qualitatively constrained smoothing via linear programming
- Robust forecasting of mortality and fertility rates: a functional data approach
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