Pages that link to "Item:Q1979097"
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The following pages link to COBS: qualitatively constrained smoothing via linear programming (Q1979097):
Displaying 35 items.
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- Using B-splines for nonparametric inference on bivariate extreme-value copulas (Q482081) (← links)
- Constrained smoothing \(B\)-splines for the term structure of interest rates (Q659234) (← links)
- Optimal expectile smoothing (Q961911) (← links)
- Sparse estimation and inference for censored median regression (Q963882) (← links)
- Knot selection by boosting techniques (Q1020124) (← links)
- Robust forecasting of mortality and fertility rates: a functional data approach (Q1020157) (← links)
- A general projection framework for constrained smoothing. (Q1431205) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty (Q1727908) (← links)
- Simultaneous fitting of Bayesian penalised quantile splines (Q1727924) (← links)
- Simultaneous estimation of multiple conditional regression quantiles (Q1987595) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- On constrained smoothing and out-of-range prediction using \(P\)-splines: a conic optimization approach (Q2101966) (← links)
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
- Computerized adaptive testing under nonparametric IRT models (Q2260958) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- Robust smoothing: smoothing parameter selection and applications to fluorescence spectroscopy (Q2445766) (← links)
- Shape constrained smoothing using smoothing splines (Q2488381) (← links)
- A Frisch-Newton algorithm for sparse quantile regression (Q2508013) (← links)
- Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines (Q2688192) (← links)
- Outcome prediction for heart failure telemonitoring via generalized linear models with functional covariates (Q2852619) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method (Q2963613) (← links)
- Parametric and Nonparametric FDR Estimation Revisited (Q3436516) (← links)
- Comparing Robust Measures of Association Estimated Via a Smoother (Q3652737) (← links)
- Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of <i>t</i>‐Statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis (Q4911943) (← links)
- Quantile regression with monotonicity restrictions using P-splines and the L1-norm (Q4970713) (← links)
- A fast and efficient implementation of qualitatively constrained quantile smoothing splines (Q4970895) (← links)
- Multiple smoothing parameters selection in additive regression quantiles (Q5070484) (← links)
- STATISTICAL INFERENCE IN QUANTILE REGRESSION FOR ZERO-INFLATED OUTCOMES (Q5089452) (← links)
- GAMLSS: A distributional regression approach (Q5142208) (← links)
- Shape testing in quantile varying coefficient models with heteroscedastic error (Q5266570) (← links)
- Functional modeling of recurrent events on time‐to‐event processes (Q6091676) (← links)
- A composite Bayesian approach for quantile curve fitting with non-crossing constraints (Q6597433) (← links)
