
CAViaR
 Referenced in 158 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... autoregressive process and estimates the parameters with regression quantiles. Utilizing the criterion that each period...

mgcv
 Referenced in 87 articles
[sw07751]
 GAMs and other generalized ridge regression with multiple smoothing parameter selection by GCV, REML...

RegEM
 Referenced in 17 articles
[sw04943]
 conditional maximum likelihood estimation of regression parameters in the conventional EM algorithm for Gaussian data ... least squares (with fixed truncation parameter) and ridge regression with generalized crossvalidation as regularized ... that perform he regularized estimation of regression parameters (e.g., ridge regression and generalized crossvalidation ... methods and other methods of determiningca regularization parameter. PerChristian Hansen’s Regularization Tools contain...

BLINPLUS
 Referenced in 31 articles
[sw37140]
 specified by the user (the ”weights”). Regression model parameters from Cox models (PROC PHREG...

multtest
 Referenced in 22 articles
[sw08262]
 statistics (including tstatistics based on regression parameters from linear and survival models as well...

gss
 Referenced in 282 articles
[sw06099]
 unified framework. Methods are developed for (i) regression with Gaussian and nonGaussian responses ... discussions are devoted to model construction, smoothing parameter selection, computation, and asymptotic convergence. Most ... popular S/S PLUS language. Code for regression has been distributed in the R package...

party
 Referenced in 27 articles
[sw07330]
 linear models, GLMs or survival regression) employing parameter instability tests for split selection. Extensible functionality...

MVGC
 Referenced in 9 articles
[sw14339]
 model by (i) regression parameters, (ii) the autocovariance sequence and (iii) the crosspower spectral...

repolr
 Referenced in 7 articles
[sw07133]
 Logistic Regression. Repeated measures proportional odds logistic regression analysis of ordinal score data ... models. The algorithm developed estimates the correlation parameter ... minimizing the generalized variance of the regression parameters at each step of the fitting algorithm...

mlr
 Referenced in 28 articles
[sw12357]
 number of classification and regression techniques, including machinereadable parameter descriptions. There is also...

nlr
 Referenced in 9 articles
[sw05244]
 likelihood and quasilikelihood estimation parameters in nonlinear regression models We present Fortran 77 subroutines ... simple bounds on the parameters, and that compute approximate regression diagnostics...

SPOT
 Referenced in 83 articles
[sw06347]
 common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there ... includes methods for tuning based on classical regression and analysis of variance techniques; treebased...

CASPAR
 Referenced in 6 articles
[sw12242]
 hierarchical prior distribution on the regression parameters is specifically designed to deal with high dimensionality...

ODRPACK
 Referenced in 21 articles
[sw00649]
 weighted orthogonal distance regression, i.e., for finding the parameters that minimize...

DPpackage
 Referenced in 67 articles
[sw10495]
 data using generalized linear mixed models, and regression data using generalized additive models. The package ... model comparison and for eliciting the precision parameter of the Dirichlet process prior...

openSMILE
 Referenced in 4 articles
[sw21623]
 single framework allowing for time synchronization of parameters, online incremental processing as well ... feature summaries), such as moments, peaks, regression parameters, etc. Postprocessing of the features includes statistical...

WesVar
 Referenced in 4 articles
[sw09333]
 totals or complicated ones like logistic regression parameter estimates...

bivpois
 Referenced in 17 articles
[sw20812]
 Bivariate Poisson and diagonal inflated bivariate Poisson regression models in R. In this paper ... estimation of the parameters of bivariate and diagonal inflated bivariate Poisson regression models. An Expectation...

basta
 Referenced in 13 articles
[sw29265]
 autoregressive conditional heteroscedastic model for financial returns with piecewise constant parameter values. Our method ... termed BASTA (binary segmentation for transformed autoregressive conditional heteroscedasticity), proceeds in two stages: process ... simulation to finetune their parameters as well as the threshold parameter for the binary...

ELYP
 Referenced in 3 articles
[sw16017]
 both baseline hazard function and regression parameters...