:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Adjieteh, Mohammed, Brazauskas, Vytaras
Format:	Preprint
Published:	2024
Subjects:	Methodology Computation
Online Access:	https://arxiv.org/abs/2402.07837
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Estimation of Loss Models for Truncated and Censored Severity Data
by: Poudyal, Chudamani, et al.
Published: (2022)

Method of Winsorized Moments for Robust Fitting of Truncated and Censored Lognormal Distributions
by: Poudyal, Chudamani, et al.
Published: (2022)

Core-Elements for Large-Scale Least Squares Estimation
by: Li, Mengyu, et al.
Published: (2022)

Tactics for Improving Least Squares Estimation
by: Heng, Qiang, et al.
Published: (2025)

Quantile Fourier Transform, Quantile Series, and Nonparametric Estimation of Quantile Spectra
by: Li, Ta-Hsin
Published: (2022)

Core-elements Subsampling for Alternating Least Squares
by: Xue, Dunyao, et al.
Published: (2025)

Focused Weighted-Average Least Squares Estimator
by: Yin, Shou-Yung
Published: (2026)

Functional Partial Least-Squares: Adaptive Estimation and Inference
by: Babii, Andrii, et al.
Published: (2024)

MM Algorithms for Statistical Estimation in Quantile Regression
by: Cheng, Yifan, et al.
Published: (2024)

Inference in Randomized Least Squares and PCA via Normality of Quadratic Forms
by: Wang, Leda, et al.
Published: (2024)

Cross Validation for Penalized Quantile Regression with a Case-Weight Adjusted Solution Path
by: Tu, Shanshan, et al.
Published: (2019)

Transfer Learning with Large-Scale Quantile Regression
by: Jin, Jun, et al.
Published: (2022)

Least Squares Inference for Data with Network Dependency
by: Lei, Jing, et al.
Published: (2024)

Robust Mendelian Randomization Estimation using Weighted Quantile Regression
by: St-Pierre, Julien, et al.
Published: (2026)

Spline Quantile Regression
by: Li, Ta-Hsin, et al.
Published: (2025)

Graph-based Square-Root Estimation for Sparse Linear Regression
by: Li, Peili, et al.
Published: (2024)

Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)

Generative Quantile Bayesian Prediction
by: Nareklishvili, Maria, et al.
Published: (2025)

Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regression
by: Kato, Masahiro
Published: (2025)

Least Squares as Random Walks
by: Kostinski, Alexander, et al.
Published: (2025)

Two-Stage Least Squares Instrumental Variable Estimation for Semiparametric Accelerated Failure Time Models with Right-Censored Data
by: Zhuang, Zian, et al.
Published: (2025)

Residual-based Alternative Partial Least Squares for Generalized Functional Linear Models
by: Wang, Yue, et al.
Published: (2025)

Optimal Instrument Selection using Bayesian Model Averaging for Model Implied Instrumental Variable Two Stage Least Squares Estimators
by: Henry, Teague R., et al.
Published: (2018)

Direct Doubly Robust Estimation of Conditional Quantile Contrasts
by: Givens, Josh, et al.
Published: (2026)

Self-Normalized Quantile Empirical Saddlepoint Approximation
by: Jian, Hou, et al.
Published: (2025)

Algebraic and Statistical Properties of the Ordinary Least Squares Interpolator
by: Shen, Dennis, et al.
Published: (2023)

Extending the Accelerated Failure Conditionals Model to Location-Scale Families
by: Lakhani, Jared N.
Published: (2025)

Algebraic and Statistical Properties of the Partially Regularized Ordinary Least Squares Interpolator
by: Yang, Letian, et al.
Published: (2024)

Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation
by: Ross, Gordon J.
Published: (2021)

Computational Approaches for Exponential-Family Factor Analysis
by: Wang, Liang, et al.
Published: (2024)

Deep Generative Quantile Bayes
by: Kim, Jungeum, et al.
Published: (2024)

Least Squares-Based Permutation Tests in Time Series
by: Romano, Joseph P., et al.
Published: (2024)

Estimation of Spatiotemporal Poisson Processes with Some Missing Location Data
by: Guigues, Vincent, et al.
Published: (2024)

Unified Robust Estimation
by: Wang, Zhu
Published: (2020)

$\ell_1$-Regularized Generalized Least Squares
by: Nobari, Kaveh S., et al.
Published: (2024)

A Componentwise Estimation Procedure for Multivariate Location and Scatter: Robustness, Efficiency and Scalability
by: Chakraborty, Soumya, et al.
Published: (2024)

Two-stage Least Squares with Clustered Data under the Local Average Treatment Effect Framework
by: Zhao, Anqi, et al.
Published: (2026)

Quantile-Crossing Spectrum and Spline Autoregression Estimation
by: Li, Ta-Hsin
Published: (2024)

Spline Autoregression Method for Estimation of Quantile Spectrum
by: Li, Ta-Hsin
Published: (2024)

Mixture Quantiles Estimated by Constrained Linear Regression
by: Peng, Cheng, et al.
Published: (2023)