2 papers
stat.ME2026
A Copula-Based Regression Framework for Enhanced Prediction under Heteroscedasticity
Deepani Hemachandra, Jagath Senarathne, Mahasen Dehideniya
Classical regression approaches, including ordinary least squares, rely on strong assumptions such as constant variance and normality of residuals, which are often violated in real…
stat.ME2026
Improving Linear Regression on Small Datasets via Gaussian Process and Extreme Value Theory-Based Data Augmentation
Ibrahim Salay, Jagath Senarathne
Small sample sizes pose significant challenges in regression analysis, often leading to violations of classical assumptions such as normality, homoscedasticity, and independence of…