Publication:3994826
From MaRDI portal
zbMath0663.62001MaRDI QIDQ3994826
Publication date: 17 September 1992
approximation; density estimation; Smoothing; exercises; Numerical integration; Numerical linear algebra; Nonlinear statistical methods
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
65-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
65C99: Probabilistic methods, stochastic differential equations
Related Items
Modeling asset returns with alternative stable distributions*, The distribution of cook's d statistic, Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication, Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a BivariateFDistribution. This work partially supported by National Science Foundation grant DMS-9500831, Some perspectives on statistical computing, Standard Errors for EM Estimates in Generalized Linear Models with Random Effects, Diagnostics Analysis and Perturbations in a Clustered Sampling Model, Bayesian methods in meta-analysis and evidence synthesis, Estimating distribution of the age of onset of detectable asymptomatic cancer, The accuracy of least squares calculations with the Cholesky algorithm, On algorithms for restricted maximum likelihood estimation, The asymptotic convexity of the negative likelihood function of GARCH models, Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms, Direct maximization of the likelihood of a hidden Markov model, On the accuracy of statistical procedures in Microsoft Excel 2007, Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value, A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages, Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model., Neural networks and logistic regression: Part I, Why and how to build a simple statistical computing system, Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares, The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors, Analytic Hessian matrices and the computation of FIGARCH estimates, Singular value decomposition in additive, multiplicative, and logistic forms, Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results, On the accuracy of statistical procedures in Microsoft Excel 97., Recursive integration methodologies with statistical applications, Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration, The Jolly-Seber Model with Tag Loss, Bias in linear model power and sample size due to estimating variance, A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data
