cobs
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Cobs
Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.
Cited in
(25)- Computing confidence intervals for log-concave densities
- Multiple smoothing parameters selection in additive regression quantiles
- GAMLSS: A distributional regression approach
- Discussion: A comparison of GAMLSS with quantile regression
- Non-linear models for extremal dependence
- Simultaneous fitting of Bayesian penalised quantile splines
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines
- COBS
- Worm plot
- Expectreg
- isotone
- Iso
- joineRML
- simest
- qrjoint
- logcondiscr
- addb
- demography
- L2E
- RPPASPACE
- Simultaneous estimation of quantile curves using quantile sheets
- qgam
- biospear
- Forecasting functional time series
- expectreg
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