Results 211 to 220 of about 86,183 (268)

Extreme conditional quantile estimation for time series

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur   +2 more
wiley   +1 more source

Sparse maximum likelihood estimation of regression models

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley   +1 more source

Learning sparse mixture‐of‐experts generalized linear models in ultrahigh dimensions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract Motivated by the challenges of heterogeneity and high dimensionality in the analysis of modern data, we investigate continuous regularization methods for learning sparse mixture‐of‐experts generalized linear models (MoE‐GLM). Although there are foundational results about regularized estimators in a broad class of regression models including ...
Pengqi Liu, Abbas Khalili
wiley   +1 more source

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