The following pages link to ISLR (Q23155):
Displaying 50 items.
- Managing portfolio diversity within the mean variance theory (Q2288943) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
- Multiclass analysis and prediction with network structured covariates (Q2325271) (← links)
- Statistical analysis of zero-inflated nonnegative continuous data: a review (Q2325635) (← links)
- Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions (Q2329863) (← links)
- Penalized variable selection in competing risks regression (Q2364037) (← links)
- Approximation scheme for the problem of weighted 2-clustering with a fixed center of one cluster (Q2424187) (← links)
- Large data sets and machine learning: applications to statistical arbitrage (Q2424788) (← links)
- Fast stepwise regression based on multidimensional indexes (Q2666779) (← links)
- Network-based discriminant analysis for multiclassification (Q2680180) (← links)
- On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective (Q2684687) (← links)
- Estimating promotion effects in email marketing using a large-scale cross-classified Bayesian joint model for nested imbalanced data (Q2686047) (← links)
- Forecasting the unemployment rate over districts with the use of distinct methods (Q2697073) (← links)
- Book review of: G. James et al., An introduction to statistical learning. With applications in R (Q2806857) (← links)
- Spectral analysis of the Gram matrix of mixture models (Q2954233) (← links)
- Model Checking Spatial Logics for Closure Spaces (Q2974786) (← links)
- A randomized algorithm for finding a subset of vectors with the maximum Euclidean norm of their sum (Q3186828) (← links)
- A fully polynomial-time approximation scheme for a sequence 2-cluster partitioning problem (Q3186861) (← links)
- Bayesian Estimation for the Markov-Modulated Diffusion Risk Model (Q3296428) (← links)
- Machine learning in individual claims reserving (Q4583615) (← links)
- Decision trees unearth return sign predictability in the S&P 500 (Q4619522) (← links)
- Book Reviews (Q4975639) (← links)
- Downward calibration property of estimated response propensities (Q4978329) (← links)
- On features of fugue subjects. A comparison of J.S. Bach and later composers (Q4993913) (← links)
- ordpy: A Python package for data analysis with permutation entropy and ordinal network methods (Q5000850) (← links)
- (Q5004052) (← links)
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity (Q5036574) (← links)
- Mortality forecasting using stacked regression ensembles (Q5042782) (← links)
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY (Q5045336) (← links)
- When Similarities Among Devices are Taken for Granted: Another Look at Portability (Q5048981) (← links)
- An Adaptive Sampling Approach for the Reduced Basis Method (Q5049228) (← links)
- (Q5053280) (← links)
- Multiple imputation of masked competing risks data using machine learning algorithms (Q5055242) (← links)
- Importance Sampling with the Integrated Nested Laplace Approximation (Q5057258) (← links)
- Robust piecewise linear <i>L</i><sub>1</sub>-regression via nonsmooth DC optimization (Q5058373) (← links)
- Mooring system design optimization using a surrogate assisted multi-objective genetic algorithm (Q5059204) (← links)
- bsnsing: A Decision Tree Induction Method Based on Recursive Optimal Boolean Rule Composition (Q5060776) (← links)
- A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS (Q5067891) (← links)
- Stock market prediction based on adaptive training algorithm in machine learning (Q5079405) (← links)
- Influential nodes and anomalous topic activities in social networks using multivariate time series and topic modeling (Q5081062) (← links)
- On the Improved Rates of Convergence for Matérn-Type Kernel Ridge Regression with Application to Calibration of Computer Models (Q5149775) (← links)
- Unsupervised modelling of a transitional boundary layer (Q5158482) (← links)
- A NEURAL NETWORK BOOSTED DOUBLE OVERDISPERSED POISSON CLAIMS RESERVING MODEL (Q5213437) (← links)
- Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization (Q5242931) (← links)
- Scalable Semisupervised Functional Neurocartography Reveals Canonical Neurons in Behavioral Networks (Q5380550) (← links)
- An Introduction to Statistical Learning (Q5858587) (← links)
- Modified ridge-type for the Poisson regression model: simulation and application (Q5865436) (← links)
- Using elastic net restricted kernel canonical correlation analysis for cross-language information retrieval (Q5866133) (← links)
- Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points (Q5869284) (← links)
