COBS

swMATH8988MaRDI QIDQ20983FDOQ20983

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Cited In (30)

• Outcome prediction for heart failure telemonitoring via generalized linear models with functional covariates
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Simultaneous fitting of Bayesian penalised quantile splines
• Sparse estimation and inference for censored median regression
• A general projection framework for constrained smoothing.
• Quantile regression with monotonicity restrictions using P-splines and the L1-norm
• 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
• Shape constrained smoothing using smoothing splines
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter
• Regularization and variable selection for infinite variance autoregressive models
• Title not available (Why is that?)
• Statistical models for test equating, scaling, and linking. With a foreword by Paul W. Holland.
• Non-linear models for extremal dependence
• Knot selection by boosting techniques
• A fast and efficient implementation of qualitatively constrained quantile smoothing splines
• Computerized adaptive testing under nonparametric IRT models
• Constrained smoothing \(B\)-splines for the term structure of interest rates
• Using B-splines for nonparametric inference on bivariate extreme-value copulas
• GAMLSS: A distributional regression approach
• COBS: qualitatively constrained smoothing via linear programming
• Simultaneous estimation of multiple conditional regression quantiles
• Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy
• 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
• Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines
• Robust forecasting of mortality and fertility rates: a functional data approach
• Multiple smoothing parameters selection in additive regression quantiles
• Parametric and Nonparametric FDR Estimation Revisited
• A Frisch-Newton algorithm for sparse quantile regression

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