scientific article; zbMATH DE number 4054836
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(only showing first 100 items - show all)- Local influence and replacement measure
- Some properties of inferences in misspecified linear models
- Leveraged least trimmed absolute deviations
- Variable selection in joint location and scale models of the skew-normal distribution
- Optimally regularised kernel Fisher discriminant classification
- A New Approach to Cluster Analysis: the Clustering-Function-Based Method
- Shrinkage and model selection with correlated variables via weighted fusion
- Heteroscedasticity diagnostics for \(t\) linear regression models
- A comparison of regression spline smoothing procedures
- Consistency of the likelihood depth estimator for the correlation coefficient
- Iterated Bootstrap‐t Confidence Intervals for Density Functions
- A faster algorithm for ridge regression of reduced rank data
- Joint modeling of location and scale parameters of the skew-normal distribution
- Generalized bagging
- Direction dependence in a regression line
- A nonparametric Bayes method for isotonic regression
- Data driven Dirichlet sampling on manifolds
- Statistical inference on heteroscedastic models based on regression quantiles
- Kernel discriminant analysis for regression problems
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Reference values for cook's distance
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- Local predictive influence in bayesian linear models with conjugate priors
- On statistical models for regression diagnostics
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- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Judgement Post‐Stratification with Imprecise Rankings
- Linear Transformation Model With Parametric Covariate Transformations
- Direct conditional probability density estimation with sparse feature selection
- Semiparametric estimation of mean and variance functions for non-Gaussian data
- Identifying influential multinomial observations by perturbation
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
- Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
- Local-mass preserving prior distributions for nonparametric Bayesian models
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
- Adjusted variable plots for Cox's proportional hazards regression model
- The distribution of cook's d statistic
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way
- A method for checking regression models in survival analysis based on the risk score
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- An \(R\)-square coefficient based on final prediction error
- Variable selection for varying dispersion beta regression model
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test
- Influence measures in ridge regression when the error terms follow an AR(1) process
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Improved predictions penalizing both slope and curvature in additive models
- A method for simultaneous variable selection and outlier identification in linear regression
- Comment
- Length modified ridge regression
- A Gaussian calculus for inference from high frequency data
- Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction
- Robust estimators and tests for bivariate copulas based on likelihood depth
- Influential subsets on the variable selection
- Variable selection of varying dispersion student-\(t\) regression models
- Some alternatives to classical regression in the case of collinearity
- Least squares parameter estimation in multiplicative noise models
- scientific article; zbMATH DE number 4054857 (Why is no real title available?)
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
- A note on the behaviour of residual plots in regression
- Implied and realized volatility: empirical model selection
- Neural networks and logistic regression. II.
- Efficient approximate leave-one-out cross-validation for kernel logistic regression
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression
- Local influence: a new approach
- TSVR: an efficient twin support vector machine for regression
- A study of sensitivity analysis on the method of principal Hessian directions
- Testing for linearity in simple regression models
- Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
- PTSVRs: regression models via projection twin support vector machine
- Some computational aspects of a distance—based model for prediction
- Regression diagnostic under model misspecification
- Building a robust linear model with forward selection and stepwise procedures
- Bayesian and likelihood methods for fitting multilevel models with complex level-1 variation.
- Descriptive tests for the identification of outliers in the errors in variables linear model
- Doubly reweighted estimators for the parameters of the multivariate \(t\)-distribution
- The Yule-Walker equations as a weighted least-squares problem and the association with tapering
- Variable selection in gamma regression models via artificial bee colony algorithm
- Some new model selection criteria in simple regression
- Robust Bayesian regularized estimation based on \(t\) regression model
- Nonparametric forecasting: a comparison of three kernel-based methods
- Statistical inference in orthogonal regression for three-part compositional data using a linear model with type-II constraints
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
- Percentile envelope for detecting supernormality in regression analysis
- Nonparametric additive beta regression for fractional response with application to body fat data
- Una caracterizacion aproximada de casos influyentes en multicolinealidad
- Approximating the internal norm influence measure in linear regression
- Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
- Exponential regression for censored data with outliers
- A measure of post variable selection error in multiple linear regression, and its estimation
- Outlier detection using difference-based variance estimators in multiple regression
- Robust difference-based outlier detection
- Equivalent inferences using transformations
- Local and deletion diagnostic
- Model selection using PRESS statistic
- A note on the behaviour of augmented principal-component plots in regression
- Certifying the fairness of KNN in the presence of dataset bias
- The observed asymptotic variance: hard edges, and a regression approach
- Optimization of a catalyst system through the sequential application of experimental design techniques
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