Related papers: Discussion of "Least angle regression" by Efron et…
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``Breakdown and groups'' by P. L. Davies and U. Gather [math.ST/0508497]
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
Discussion of ``EQUI-energy sampler'' by Kou, Zhou and Wong [math.ST/0507080]
In this Comment we discuss some points concerning the modeling of parked cars proposed in the article by Rawal and Rodgers, Physica A (2005). We also introduce another approach to this problem which leads to a better description of the…
We study the least square estimator, in the framework of simple linear regression, when the deviance term $\varepsilon$ with respect to the linear model is modeled by a uniform distribution. In particular, we give the law of this estimator,…
We extended the refraction angle of the Eaton lens into arbitrary angles. The refractive index of the Eaton lens is not analytical and can be obtained by numerical calculations only except in the case of the retroreflector. We introduced an…
Fr\'echet regression extends classical regression methods to non-Euclidean metric spaces, enabling the analysis of data relationships on complex structures such as manifolds and graphs. This work establishes a rigorous theoretical analysis…
In this paper we prove a theorem about regression, in that the shortest description of a function consistent with a finite sample of data is less than the combined conditional Kolmogorov complexities over the data in the sample.
This document replicates the main results from Santos Silva and Tenreyro (2006 in R. The original results were obtained in TSP back in 2006. The idea here is to be explicit regarding the conceptual approach to regression in R. For most of…
Reply to the comment, cond-mat/0209398 by by N.W. Watkins, S.C. Chapman, and G. Rowlands
This is a comment on "How to Observe Coherent Electron Dynamics Directly" [H. J. Suominen and A. Kirrander, Phys. Rev. Lett. 112, 043002 (2014)].
Expectile regression is a nice tool for investigating conditional distributions beyond the conditional mean. It is well-known that expectiles can be described with the help of the asymmetric least square loss function, and this link makes…
Reply to the Comment by S.V. Kravchenko, A.A. Shashkin, and V.T. Dolgopolov [cond-mat/0106056]
Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…
Rejoinder: Monitoring Networked Applications With Incremental Quantile Estimation [arXiv:0708.0302]