The use of multiple predictor smoothing methods in sampling-based sensitivity analyses of complex models is investigated. Specifically, sensitivity analysis procedures based on smoothing methods employing the stepwise application of the following nonparametric regression techniques are described: (i) locally weighted regression (LOESS), (ii) additive models, (iii) projection pursuit regression,...

Gene expression arrays typically have 50 to 100 samples and 1000 to 20,000 variables (genes). There have been many attempts to adapt statistical models for regression and classification to these data, and in many cases these attempts have challenged the computational resources. In this article we expose a class of techniques based on quadratic regularization of linear models, including regulari...

In this paper, the preliminary test almost unbiased ridge estimators of the regression coefficients based on the conflicting Wald (W), Likelihood ratio (LR) and Lagrangian multiplier (LM) tests in a multiple regression model with multivariate Student-t errors are introduced when it is suspected that the regression coefficients may be restricted to a subspace. The bias and quadratic risks of the...

Abstract. This paper proposes a penalized quantile regression estimator for panel data that explicitly considers individual heterogeneity associated with the covariates. We provide conditions under which the estimator is asymptotically Gaussian, and the harshness of the penalization can be determined by minimizing asymptotic mean squared error. We investigate finite sample and asymptotic perfor...

Over the last years, many variations of the quadratic k-means clustering procedure have been proposed, all aiming to robustify the performance of the algorithm in the presence of outliers. In general terms, two main approaches have been developed: one based on penalized regularization methods, and one based on trimming functions. In this work, we present a theoretical analysis of the robustness...

123 Numerous theories within the social and behavioral sciences hypothesize interaction, quadratic effects, or both between multiple independent and dependent variables (Ajzen, 1987; Cronbach & Snow, 1977; Karasek, 1979; Lusch & Brown, 1996; Snyder & Tanke, 1976). For example, Ganzach (1997) studies the relationship between parents’ educational level and child’s educational expectations. He hyp...

Local polynomial regression (Fan & Gijbels, 1996) is an important class of methods for nonparametric density estimation and regression problems. However, straightforward implementation of local polynomial regression has quadratic time complexity which hinders its applicability in large-scale data analysis. In this paper, we significantly accelerate the computation of local polynomial estimates ...

Gene expression arrays typically have 50 to 100 samples and 5,000 to 20,000 variables (genes). There have been many attempts to adapt statistical models for regression and classification to these data, and in many cases these attempts have challenged the computational resources. In this article we expose a class of techniques based on quadratic regularization of linear models, including regular...

Partition functions arise in a variety of settings, including conditional random fields, logistic regression, and latent gaussian models. In this paper, we consider semistochastic quadratic bound (SQB) methods for maximum likelihood estimation based on partition function optimization. Batch methods based on the quadratic bound were recently proposed for this class of problems, and performed fav...

ÐThe robust Huber M-estimator, a differentiable cost function that is quadratic for small errors and linear otherwise, is modeled exactly, in the original primal space of the problem, by an easily solvable simple convex quadratic program for both linear and nonlinear support vector estimators. Previous models were significantly more complex or formulated in the dual space and most involved spec...