The following pages link to alr3 (Q16649):
Displaying 37 items.
- Fully robust one-sided cross-validation for regression functions (Q154557) (← links)
- Regularization of case-specific parameters for robustness and efficiency (Q252778) (← links)
- Influence measures in ridge regression when the error terms follow an AR(1) process (Q311286) (← links)
- Optimizing experimental design in genetics (Q353179) (← links)
- Voxel-level mapping of tracer kinetics in PET studies: a statistical approach emphasizing tissue life tables (Q400657) (← links)
- Simulation of close-to-reality population data for household surveys with application to EU-SILC (Q413976) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- A note on the behaviour of residual plots in regression (Q449899) (← links)
- Test and confidence set for the difference of the \(x\)-coordinates of the vertices of two quadratic regression models (Q451392) (← links)
- Unified predictor hypothesis tests in sufficient dimension reduction: a bootstrap approach (Q458116) (← links)
- A Gaussian calculus for inference from high frequency data (Q470517) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Finite mixture of regression modeling for high-dimensional count and biomass data in ecology (Q486051) (← links)
- Parameter identification for multibody systems expressed in differential-algebraic form (Q487533) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Variable selection of varying dispersion student-\(t\) regression models (Q498090) (← links)
- The beta Marshall-Olkin family of distributions (Q499791) (← links)
- Multiple-population shrinkage estimation via sliced inverse regression (Q517384) (← links)
- Simultaneous variable selection for heteroscedastic regression models (Q547385) (← links)
- Testing for linearity in simple regression models (Q636163) (← links)
- Bayesian synthesis: combining subjective analyses, with an application to ozone data (Q641113) (← links)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
- Measuring the stability of histogram appearance when the anchor position is changed (Q673284) (← links)
- Correlation based splitting criterionin multi branch decision tree (Q692985) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Boosted coefficient models (Q693319) (← links)
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines (Q705597) (← links)
- Adaptive density estimation: A curse of support? (Q710759) (← links)
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way (Q710766) (← links)
- Variance components and an additional experiment. (Q713489) (← links)
- An \(R\)-square coefficient based on final prediction error (Q713779) (← links)
- Negative Binomial Additive Models (Q4668390) (← links)
- Rejecting outliers and estimating errors in an orthogonal-regression framework (Q4833616) (← links)
- Data features1 (Q4850126) (← links)
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach (Q4923051) (← links)
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
- A Versatile Family of Generalized Log-logistic Distributions: Unimodality, Bimodality, Regression, and Applications (Q5057409) (← links)
