Related papers: Rejoinder: One-step sparse estimates in nonconcave…

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Rejoinder: Conditional Growth Charts [math.ST/0702634]

Given data $y$ and $k$ covariates $x$ one problem in linear regression is to decide which in any of the covariates to include when regressing $y$ on the $x$. If $k$ is small it is possible to evaluate each subset of the $x$. If however $k$…

Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…