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                             51 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A comparison of design and model selection methods for supersaturated experiments Marley, Christopher J.
 2010
 54 12 p. 3158-3167
10 p.
 artikel
2 A cross-validation deletion–substitution–addition model selection algorithm: Application to marginal structural models Haight, Thaddeus J.
 2010
 54 12 p. 3080-3094
15 p.
 artikel
3 A diagnostic method for simultaneous feature selection and outlier identification in linear regression Menjoge, Rajiv S.
 2010
 54 12 p. 3181-3193
13 p.
 artikel
4 A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions Ichimura, Tsuyoshi
 2010
 54 12 p. 3404-3410
7 p.
 artikel
5 A goodness-of-fit test for Archimedean copula models in the presence of right censoring Emura, Takeshi
 2010
 54 12 p. 3033-3043
11 p.
 artikel
6 A majorization algorithm for simultaneous parameter estimation in robust exploratory factor analysis Unkel, S.
 2010
 54 12 p. 3348-3358
11 p.
 artikel
7 An evolutionary algorithm for robust regression Nunkesser, Robin
 2010
 54 12 p. 3242-3248
7 p.
 artikel
8 A new approach for selecting the number of factors Chen, Yin-Ping
 2010
 54 12 p. 2990-2998
9 p.
 artikel
9 Approximate low-rank factorization with structured factors Markovsky, Ivan
 2010
 54 12 p. 3411-3420
10 p.
 artikel
10 Assessing when a sample is mostly normal Alvarez-Esteban, Pedro C.
 2010
 54 12 p. 2914-2925
12 p.
 artikel
11 Bayesian projection approaches to variable selection in generalized linear models Nott, David J.
 2010
 54 12 p. 3227-3241
15 p.
 artikel
12 Bayesian variable selection and model averaging in the arbitrage pricing theory model Ouysse, Rachida
 2010
 54 12 p. 3249-3268
20 p.
 artikel
13 Bayesian variable selection for Poisson regression with underreported responses Powers, Stephanie
 2010
 54 12 p. 3289-3299
11 p.
 artikel
14 Combining regular and irregular histograms by penalized likelihood Rozenholc, Yves
 2010
 54 12 p. 3313-3323
11 p.
 artikel
15 Contents 2010
 54 12 p. vi-viii
nvt p.
 artikel
16 Correcting MM estimates for “fat” data sets Maronna, Ricardo A.
 2010
 54 12 p. 3168-3173
6 p.
 artikel
17 Default Bayesian model determination methods for generalised linear mixed models Overstall, Antony M.
 2010
 54 12 p. 3269-3288
20 p.
 artikel
18 Detecting influential observations in Kernel PCA Debruyne, Michiel
 2010
 54 12 p. 3007-3019
13 p.
 artikel
19 Detecting influential observations in principal components and common principal components Boente, Graciela
 2010
 54 12 p. 2967-2975
9 p.
 artikel
20 Editorial Board 2010
 54 12 p. iii-v
nvt p.
 artikel
21 Fast robust estimation of prediction error based on resampling Khan, Jafar A.
 2010
 54 12 p. 3121-3130
10 p.
 artikel
22 Frequentist Model Averaging with missing observations Schomaker, Michael
 2010
 54 12 p. 3336-3347
12 p.
 artikel
23 Globally robust confidence intervals for simple linear regression Adrover, Jorge
 2010
 54 12 p. 2899-2913
15 p.
 artikel
24 I L r -optimal designs for a hierarchically ordered system of regression models Yue, Rong-Xian
 2010
 54 12 p. 3458-3465
8 p.
 artikel
25 Imputation of missing values for compositional data using classical and robust methods Hron, K.
 2010
 54 12 p. 3095-3107
13 p.
 artikel
26 Local-moment nonparametric density estimation of pre-binned data Papkov, Galen I.
 2010
 54 12 p. 3421-3429
9 p.
 artikel
27 Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models Hofmann, Marc
 2010
 54 12 p. 3392-3403
12 p.
 artikel
28 Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods Borra, Simone
 2010
 54 12 p. 2976-2989
14 p.
 artikel
29 Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection Wang, You-Gan
 2010
 54 12 p. 3359-3370
12 p.
 artikel
30 Model selection strategies for identifying most relevant covariates in homoscedastic linear models Min, Aleksey
 2010
 54 12 p. 3194-3211
18 p.
 artikel
31 New approaches to compute Bayes factor in finite mixture models Rufo, M.J.
 2010
 54 12 p. 3324-3335
12 p.
 artikel
32 On the efficient computation of robust regression estimators Flores, Salvador
 2010
 54 12 p. 3044-3056
13 p.
 artikel
33 Outlier detection and least trimmed squares approximation using semi-definite programming Nguyen, T.D.
 2010
 54 12 p. 3212-3226
15 p.
 artikel
34 Rank tests and regression rank score tests in measurement error models Jurečková, Jana
 2010
 54 12 p. 3108-3120
13 p.
 artikel
35 3rd Special issue on matrix computations and statistics Barlow, Jesse
 2010
 54 12 p. 3379-3380
2 p.
 artikel
36 Regularization parameter estimation for large-scale Tikhonov regularization using a priori information Renaut, Rosemary A.
 2010
 54 12 p. 3430-3445
16 p.
 artikel
37 Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions Abanto-Valle, C.A.
 2010
 54 12 p. 2883-2898
16 p.
 artikel
38 Robust clusterwise linear regression through trimming García-Escudero, L.A.
 2010
 54 12 p. 3057-3069
13 p.
 artikel
39 Robust concentration graph model selection Gottard, Anna
 2010
 54 12 p. 3070-3079
10 p.
 artikel
40 Robust estimation of constrained covariance matrices for confirmatory factor analysis Dupuis Lozeron, E.
 2010
 54 12 p. 3020-3032
13 p.
 artikel
41 Robust exponential smoothing of multivariate time series Croux, Christophe
 2010
 54 12 p. 2999-3006
8 p.
 artikel
42 Robust inference in generalized partially linear models Boente, Graciela
 2010
 54 12 p. 2942-2966
25 p.
 artikel
43 Robust mixture modeling based on scale mixtures of skew-normal distributions Basso, Rodrigo M.
 2010
 54 12 p. 2926-2941
16 p.
 artikel
44 Robust model selection with flexible trimming Riani, Marco
 2010
 54 12 p. 3300-3312
13 p.
 artikel
45 Robustness of design for the testing of lack of fit and for estimation in binary response models Wiens, Douglas P.
 2010
 54 12 p. 3371-3378
8 p.
 artikel
46 Robust smoothing: Smoothing parameter selection and applications to fluorescence spectroscopy Lee, Jong Soo
 2010
 54 12 p. 3131-3143
13 p.
 artikel
47 Sparse CCA using a Lasso with positivity constraints Lykou, Anastasia
 2010
 54 12 p. 3144-3157
14 p.
 artikel
48 Special issue on variable selection and robust procedures Van Aelst, Stefan
 2010
 54 12 p. 2879-2882
4 p.
 artikel
49 Stepwise estimation of common principal components Trendafilov, Nickolay T.
 2010
 54 12 p. 3446-3457
12 p.
 artikel
50 Testing for the generalized normal-Laplace distribution with applications Meintanis, Simos G.
 2010
 54 12 p. 3174-3180
7 p.
 artikel
51 Update formulas for split-plot and block designs Arnouts, Heidi
 2010
 54 12 p. 3381-3391
11 p.
 artikel
                             51 gevonden resultaten
 
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