A new regularization method for regression models is proposed. The criterion to be minimized contains a penalty term … which explicitly links strength of penalization to the correlation between predictors. As the elastic net, the method … proposed method. -- Correlation based estimator ; Boosting ; Variable selection ; Elastic net ; Lasso ; Penalization …

terms of the Value-at-Risk, the multivariate normal model with linear correlation as its natural dependence measure is by no …

Common approaches to monotonic regression focus on the case of a unidimensional covariate and continuous dependent … based on AIC-type measures. The method is applied to several data sets. -- monotonic regression ; additive models …

In this paper we consider regression models for count data allowing for overdispersion in a Bayesian framework. Besides … autoregressive prior based on Pettitt et al. (2002). Apart from the Poisson regression model, the negative binomial and the … generalized Poisson regression model are addressed. Further, zero-inflated models combined with the Poisson and generalized …

(2004b) show that by data augmentation via the introduction of two sequences of latent variables a Poisson regression model … can be transformed into a normal linear model. We show how this methodology can be extended to spatial Poisson regression …