scientific article; zbMATH DE number 4054836
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(only showing first 100 items - show all)- Variable selection for varying dispersion beta regression model
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- Robust Estimation of Parameters in Simple Linear Profiles Using M-Estimators
- Judgement Post‐Stratification with Imprecise Rankings
- Heteroscedasticity diagnostics for t linear regression models
- Critical values for testing for a single outlier in a nonlinear regression model
- Joint modeling of location and scale parameters of the skew-normal distribution
- Shrinkage and model selection with correlated variables via weighted fusion
- Optimally regularised kernel Fisher discriminant classification
- Improved predictions penalizing both slope and curvature in additive models
- Direction dependence in a regression line
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Certifying the fairness of KNN in the presence of dataset bias
- Local predictive influence in bayesian linear models with conjugate priors
- Bayesian predictive simultaneous variable and transformation selection in the linear model.
- Identification of subgroups with differential treatment effects for longitudinal and multiresponse variables
- Measuring the stability of histogram appearance when the anchor position is changed
- Iterated Bootstrap‐t Confidence Intervals for Density Functions
- Semiparametric estimation of mean and variance functions for non-Gaussian data
- Equivalent inferences using transformations
- PTSVRs: regression models via projection twin support vector machine
- Pseudo latent models: goodness of fit measures, residuals, estimation, testing, and simulation
- A Gaussian calculus for inference from high frequency data
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Voxel-level mapping of tracer kinetics in PET studies: a statistical approach emphasizing tissue life tables
- Some computational aspects of a distance—based model for prediction
- Influential data cases when the \(C_p\) criterion is used for variable selection in multiple linear regression
- Orthogonal and linear regressions and pencils of confocal quadrics
- Exponential regression for censored data with outliers
- Robust difference-based outlier detection
- Nonparametric additive beta regression for fractional response with application to body fat data
- A method for simultaneous variable selection and outlier identification in linear regression
- Bayesian synthesis: combining subjective analyses, with an application to ozone data
- Doubly reweighted estimators for the parameters of the multivariate t-distribution
- Linear regression with special coefficient features attained via parameterization in exponential, logistic, and multinomial-logit forms
- 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
- Total least squares solution for compositional data using linear models
- Length modified ridge regression
- Statistical inference on heteroscedastic models based on regression quantiles
- A measure of post variable selection error in multiple linear regression, and its estimation
- Some properties of inferences in misspecified linear models
- Outliers detection in the statistical accuracy test of a \(\mathrm pK_{\mathrm a}\) prediction
- Regression diagnostic under model misspecification
- Estimation of the bandwidth parameter in Nadaraya-Watson kernel non-parametric regression based on universal threshold level
- Local influence: a new approach
- Methods of variable selection in regression modeling
- Building a robust linear model with forward selection and stepwise procedures
- Outlier detection using difference-based variance estimators in multiple regression
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way
- An R-square coefficient based on final prediction error
- Decision and choice in transforming data
- Efficient approximate leave-one-out cross-validation for kernel logistic regression
- scientific article; zbMATH DE number 3934244 (Why is no real title available?)
- Nonlinear unbiased estimation in the linear regression model with nonnormal disturbances
- Adjusted variable plots for Cox's proportional hazards regression model
- A note on the behaviour of augmented principal-component plots in regression
- Leveraged least trimmed absolute deviations
- Generalized bagging
- Robust estimators and tests for bivariate copulas based on likelihood depth
- The Yule-Walker equations as a weighted least-squares problem and the association with tapering
- Robust estimation of multi-response surfaces considering correlation structure
- Percentile envelope for detecting supernormality in regression analysis
- Neural networks and logistic regression. II.
- Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
- scientific article; zbMATH DE number 4054857 (Why is no real title available?)
- Concavity of Box-Cox log-likelihood function
- Reference values for cook's distance
- TSVR: an efficient twin support vector machine for regression
- A comparison of regression spline smoothing procedures
- The distribution of cook's d statistic
- Optimization of a catalyst system through the sequential application of experimental design techniques
- Local and deletion diagnostic
- A note on the behaviour of residual plots in regression
- Implied and realized volatility: empirical model selection
- Some alternatives to classical regression in the case of collinearity
- Influence measures in ridge regression when the error terms follow an AR(1) process
- Statistical inference in orthogonal regression for three-part compositional data using a linear model with type-II constraints
- Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
- Least squares parameter estimation in multiplicative noise models
- On detecting the effect of exposure mixture
- Some new model selection criteria in simple regression
- A faster algorithm for ridge regression of reduced rank data
- Direct conditional probability density estimation with sparse feature selection
- On statistical models for regression diagnostics
- The observed asymptotic variance: hard edges, and a regression approach
- Robust Bayesian regularized estimation based on \(t\) regression model
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
- Consistency of the likelihood depth estimator for the correlation coefficient
- Modelling and prediction using GMDH networks of Adalines with nonlinear preprocessors
- Rapid penalized likelihood-based outlier detection via heteroskedasticity test
- Local-mass preserving prior distributions for nonparametric Bayesian models
- Local influence and replacement measure
- Regression as weighted mean of partial lines: interpretation, properties, and extensions
- Linear Transformation Model With Parametric Covariate Transformations
- Comment
- Una caracterizacion aproximada de casos influyentes en multicolinealidad
- Assessing local influence in linear regression models with first-order autoregressive or heteroscedastic error structure
- Kernel discriminant analysis for regression problems
- Handling multicollinearity in quantile regression through the use of principal component regression
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