Results 1  10
of
499,462
Maximum likelihood from incomplete data via the EM algorithm
 JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B
, 1977
"... 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 of the algorithm is derived. Many examples are sketched, including missing value situat ..."
Abstract

Cited by 11807 (17 self)
 Add to MetaCart
situations, applications to grouped, censored or truncated data, finite mixture models, variance component estimation, hyperparameter estimation, iteratively reweighted least squares and factor analysis.
Regression quantiles
 Econometrica
, 1978
"... Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at ..."
Abstract

Cited by 870 (19 self)
 Add to MetaCart
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at
Additive Logistic Regression: a Statistical View of Boosting
 Annals of Statistics
, 1998
"... Boosting (Freund & Schapire 1996, Schapire & Singer 1998) is one of the most important recent developments in classification methodology. The performance of many classification algorithms can often be dramatically improved by sequentially applying them to reweighted versions of the input dat ..."
Abstract

Cited by 1719 (25 self)
 Add to MetaCart
Boosting (Freund & Schapire 1996, Schapire & Singer 1998) is one of the most important recent developments in classification methodology. The performance of many classification algorithms can often be dramatically improved by sequentially applying them to reweighted versions of the input
Regression Shrinkage and Selection Via the Lasso
 Journal of the Royal Statistical Society, Series B
, 1994
"... 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 the nature of this constraint it tends to produce some coefficients that are exactl ..."
Abstract

Cited by 4055 (51 self)
 Add to MetaCart
an interesting relationship with recent work in adaptive function estimation by Donoho and Johnstone. The lasso idea is quite general and can be applied in a variety of statistical models: extensions to generalized regression models and treebased models are briefly described. Keywords: regression, subset
Least angle regression
 Ann. Statist
"... The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a large collection of possible covariates from which we hope to s ..."
Abstract

Cited by 1308 (43 self)
 Add to MetaCart
implements the Lasso, an attractive version of ordinary least squares that constrains the sum of the absolute regression coefficients; the LARS modification calculates all possible Lasso estimates for a given problem, using an order of magnitude less computer time than previous methods. (2) A different LARS
Least Median of Squares Regression
 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
, 1984
"... ..."
Quantile Regression
 JOURNAL OF ECONOMIC PERSPECTIVES—VOLUME 15, NUMBER 4—FALL 2001—PAGES 143–156
, 2001
"... We say that a student scores at the fifth quantile of a standardized exam if he performs better than the proportion � of the reference group of students and worse than the proportion (1–�). Thus, half of students perform better than the median student and half perform worse. Similarly, the quartiles ..."
Abstract

Cited by 937 (10 self)
 Add to MetaCart
, the quartiles divide the population into four segments with equal proportions of the reference population in each segment. The quintiles divide the population into five parts; the deciles into ten parts. The quantiles, or percentiles, or occasionally fractiles, refer to the general case. Quantile regression
Projection Pursuit Regression
 Journal of the American Statistical Association
, 1981
"... A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures, ..."
Abstract

Cited by 555 (6 self)
 Add to MetaCart
A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures
TopicSensitive PageRank
, 2002
"... In the original PageRank algorithm for improving the ranking of searchquery results, a single PageRank vector is computed, using the link structure of the Web, to capture the relative "importance" of Web pages, independent of any particular search query. To yield more accurate search resu ..."
Abstract

Cited by 535 (10 self)
 Add to MetaCart
In the original PageRank algorithm for improving the ranking of searchquery results, a single PageRank vector is computed, using the link structure of the Web, to capture the relative "importance" of Web pages, independent of any particular search query. To yield more accurate search
Results 1  10
of
499,462