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Large-network travel time distribution estimation for ambulances

Westgate, Bradfprd S.; Woodard, Dawn B.; Matteson, David S. - In: European journal of operational research : EJOR 252 (2016) 1, pp. 322-333

Persistent link: https://www.econbiz.de/10011449499

Functional autoregression for sparsely sampled data

Kowal, Daniel R.; Matteson, David S.; Ruppert, David - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 97-109

Persistent link: https://www.econbiz.de/10012176502

Statistical inference for multivariate nonlinear time series

Matteson, David S. - 2008

Persistent link: https://www.econbiz.de/10011573342

Predicting poverty and malnutrition for targeting, mapping, monitoring, and early warning

McBride, Linden; Barrett, Christopher B.; Browne, … - In: Applied economic perspectives and policy 44 (2022) 2, pp. 879-892

Persistent link: https://www.econbiz.de/10013274051

Predicting poverty with vegetation index

Tang, Binh; Liu, Yanyan; Matteson, David S. - In: Applied economic perspectives and policy 44 (2022) $m6, pp. 930-945

Persistent link: https://www.econbiz.de/10013274058

PERSONAL FINANCIAL PLANNING - Trust-Owned Life Insurance: The CPA's Role - Trust-owned life insurance has many estate-planning advantages. Whether as trustees or as advisers to gra...

Deans, Don; Nicholson, William B. - In: Journal of accountancy : publication of the American … 205 (2008) 4, pp. 52

Persistent link: https://www.econbiz.de/10007985555

Hierarchical Clustering With Prototypes via Minimax Linkage

Bien, Jacob; Tibshirani, Robert - In: Journal of the American Statistical Association 106 (2011) 495, pp. 1075-1084

Persistent link: https://www.econbiz.de/10009358138

Strong rules for discarding predictors in lasso‐type problems

Tibshirani, Robert; Bien, Jacob; Friedman, Jerome; … - In: Journal of the Royal Statistical Society Series B 74 (2012) 2, pp. 245-266

Persistent link: https://www.econbiz.de/10011036375

Sparse estimation of a covariance matrix

Bien, Jacob; Tibshirani, Robert J. - In: Biometrika 98 (2011) 4, pp. 807-820

We suggest a method for estimating a covariance matrix on the basis of a sample of vectors drawn from a multivariate normal distribution. In particular, we penalize the likelihood with a lasso penalty on the entries of the covariance matrix. This penalty plays two important roles: it reduces the...

Persistent link: https://www.econbiz.de/10010613173

Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States

Ray, Evan L.; Brooks, Logan C.; Bien, Jacob; … - In: International journal of forecasting 39 (2023) 3, pp. 1366-1383

Persistent link: https://www.econbiz.de/10014465288