• Bolasso

  • Referenced in 29 articles [sw31649]
  • consistent Lasso estimation through the bootstrap. We consider the least-square linear regression problem with ... this paper, we present a detailed asymptotic analysis of model consistency of the Lasso ... decays of the regularization parameter, we compute asymptotic equivalents of the probability of correct model ... intersecting the supports of the Lasso bootstrap estimates leads to consistent model selection. This novel...
  • BradleyTerry2

  • Referenced in 22 articles [sw09554]
  • which the parameters are related through a linear predictor to explanatory variables, and the possibility ... which the first-order asymptotic bias of parameter estimates is eliminated. Also provided ... defined residuals for diagnostic checking of the linear predictor...
  • MTS

  • Referenced in 7 articles [sw15485]
  • general package for analyzing multivariate linear time series and estimating multivariate volatility models. It also ... handles factor models, constrained factor models, asymptotic principal component analysis commonly used in finance ... multivariate linear time series analysis, the package performs model specification, estimation, model checking, and prediction...
  • FV_HipoDiff

  • Referenced in 9 articles [sw32052]
  • asymptotic analysis of a finite volume scheme for one-dimensional linear kinetic equations, with either ... Fokker-Planck or linearized BGK collision operator. Thanks to appropriate uniform estimates, we establish that ... proposed scheme is Asymptotic-Preserving in the diffusive limit. Moreover, we adapt to the discrete...
  • MUSCOP

  • Referenced in 7 articles [sw06143]
  • differential equations (PDEs). The proposed method features asymptotically optimal scale-up of the numerical effort ... spatial discretization points. It consists of a linear iterative splitting approach (LISA) within a Newton ... theory and develop reliable a-posteriori kappa-estimators. Moreover we extend the inexact Newton method ... asymptotic linear convergence rate, i.e., Bock’s kappa. Based on reliable kappa-estimators we facilitate...
  • bernor

  • Referenced in 9 articles [sw19665]
  • infinity simultaneously. Plug-in estimates of the asymptotic variance are provided for constructing confidence regions ... give logit-normal generalized linear mixed model examples, calculated using an R package...
  • FDRSeg

  • Referenced in 19 articles [sw16730]
  • number of false jumps is bounded linearly by the number of true jumps. In this ... true jumps. We prove a non-asymptotic upper bound for its FDR in a Gaussian ... FDRSeg properly. Moreover, we show that FDRSeg estimates change-point locations, as well ... computational complexity is shown to be linear in the number of observations when there...
  • R-SPLINE

  • Referenced in 12 articles [sw29802]
  • called to compute a point estimate of the objective-function value. We develop R-SPLINE ... Search using Piecewise-Linear Interpolation and a discrete Neighborhood Enumeration, to asymptotically identify a local...
  • robustlmm

  • Referenced in 6 articles [sw23530]
  • implements classic linear mixed-effects model estimation in R. The robust estimation method in robustlmm ... levels of the data. The estimation method does not make any assumption on the data ... structure except that the model parameters are estimable. robustlmm supports hierarchical and non-hierarchical ... structures. The robustness of the estimates and their asymptotic efficiency is fully controlled through...
  • EigenPrism

  • Referenced in 13 articles [sw21947]
  • high dimensional (p>n) regression estimator, the linear regression noise level and the genetic signal ... dimensional linear regression. We derive a novel procedure for this, which is asymptotically correct when ... EigenPrism to a genetic data set to estimate the genetic signal-to-noise ratio...
  • plmed

  • Referenced in 2 articles [sw40956]
  • linear. We propose G-estimators for the direct and indirect effects and demonstrate consistent asymptotic ... robust methods, which do not assume partially linear mean models. Testing of the no-mediation ... proposed tests rely on an orthogonal estimation strategy for estimating nuisance parameters. Simulations show that...
  • truncSP

  • Referenced in 3 articles [sw27005]
  • semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares ... left truncated estimators, all of which have been shown to have good asymptotic and finite...
  • COBRA

  • Referenced in 7 articles [sw14858]
  • building a linear or convex optimized combination over a collection of basic estimators ... resulting nonparametric/nonlinear combined estimator is shown to perform asymptotically at least as well...
  • glmmML

  • Referenced in 9 articles [sw07509]
  • Generalized linear models with clustered data: fixed and random effects models The statistical analysis ... 𝐑, there are a few packages that estimate models of this kind. The package lme4 ... random intercepts. It also allows for the estimation of a fixed effects model, assuming that ... bootstrapping technique is implemented to replace asymptotic analysis. The random intercepts model is fitted using...
  • sharpData

  • Referenced in 1 article [sw34928]
  • local linear regression function and derivative estimation are included, as well as an asymptotically correct...
  • FaIMS

  • Referenced in 9 articles [sw06425]
  • Born operator (the operator in the linearized least-squares problem). The main feature ... conditions, reduces these work estimates significantly. For example, the asymptotic cost of factorizing and applying...
  • slm

  • Referenced in 3 articles [sw29154]
  • contains a set of statistical procedures for linear regression in the general context where ... proved the asymptotic normality of the (normalized) least squares estimators (LSE) under very mild conditions...
  • shs

  • Referenced in 1 article [sw41402]
  • linear regression model. In particular, we investigate the asymptotic properties of the ML estimators...
  • OSUMC

  • Referenced in 1 article [sw41748]
  • will be measured and the resultant sampling estimator is statistically efficient. Measurement constraints require ... linear models. Using the A-optimality criterion, that is, the trace of the asymptotic variance ... resultant estimator is statistically efficient within a class of sampling estimators. We establish the unconditional...
  • cthreshER

  • Referenced in 1 article [sw25595]
  • linear but varies below and above an unknown threshold in a continuous way. The estimators ... obtained using a grid search approach. The asymptotic properties for all the estimators are derived...