Buscar recursos académicos

Summary Recent work by Reiss and Ogden provides a theoretical basis for sometimes preferring restricted maximum likelihood (REML) to generalized cross-validation (GCV) for smoothing parameter selection in semiparametric ...

Summary We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with the multifactor analysis-of-variance probl...

Summary A generalized form of the cross-validation criterion is applied to the choice and assessment of prediction using the data-analytic concept of a prescription. The examples used to illustrate the application are dr...

SUMMARY We propose a new method for estimation in linear models. The ‘lasso’ minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant. Because of t...

Summary A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence...