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Model selection - Model selection for variable length Markov chains and tuning the context algorithm
Bühlmann, Peter - In: Annals of the Institute of Statistical Mathematics : AISM 52 (2000) 2, pp. 287-315
Persistent link: https://www.econbiz.de/10006568956
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Theory and Methods - Boosting With the L2 Loss: Regression and Classification
Bühlmann, Peter; Yu, Bin - In: Journal of the American Statistical Association : JASA 98 (2003) 462, pp. 324-339
Persistent link: https://www.econbiz.de/10006612836
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Theory and Methods - Rejoinder - Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
Bühlmann, Peter - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 466-471
Persistent link: https://www.econbiz.de/10006616706
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Theory and Methods - Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
Bühlmann, Peter - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 443-455
Persistent link: https://www.econbiz.de/10006616711
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Theory and Methods - Comment - Prediction of Spatial Cumulative Distribution Functions Using Subsampling
Bühlmann, Peter; Künsch, Hans R. - In: Journal of the American Statistical Association : JASA 94 (1999) 445, pp. 97-98
Persistent link: https://www.econbiz.de/10006627280
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Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
Meinshausen, Nicolai; Meier, Lukas; Bühlmann, Peter - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1646-1661
Persistent link: https://www.econbiz.de/10008376184
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Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Dettling, Marcel; Bühlmann, Peter - In: Applied financial economics 14 (2004) 10, pp. 717-730
Persistent link: https://www.econbiz.de/10007648868
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Causal statistical inference in high dimensions
Bühlmann, Peter - In: Mathematical methods of operations research 77 (2013) 3, pp. 357-370
Persistent link: https://www.econbiz.de/10010142732