3 citations · 11 across the 11 of their papers we have counts for
13 papers
An Approximation Based Theory of Linear Regression
Laurie Davies
The goal of this paper is to provide a theory linear regression based entirely on approximations. It will be argued that the standard linear regression model based theory whether f…
Covariate Selection Based on a Model-free Approach to Linear Regression with Exact Probabilities
Laurie Davies, Lutz Dümbgen
In this paper we give a completely new approach to the problem of covariate selection in linear regression. A covariate or a set of covariates is included only if it is better in t…
Linear Regression, Covariate Selection and the Failure of Modelling
Laurie Davies
It is argued that all model based approaches to the selection of covariates in linear regression have failed. This applies to frequentist approaches based on P-values and to Bayesi…
Excess deaths, baselines, Z-scores, P-scores and peaks
Laurie Davies
The recent Covid-19 epidemic has lead to comparisons of the countries suffering from it. These are based on the number of excess deaths attributed either directly or indirectly to…
Covariate Selection Based on a Assumpton-free Approach to Linear Regression with Exact Probabilities
Laurie Davies, Lutz Dümbgen
In this paper we give a completely new approach to the problem of covariate selection in linear regression. A covariate or a set of covariates is included only if it is better in t…
Connecting model-based and model-free approaches to linear least squares regression
Lutz Duembgen, Laurie Davies
In a regression setting with a response vector and given regressor vectors, a typical question is to what extent the response is related to these regressors, specifically, how well…
Lasso, knockoff and Gaussian covariates: a comparison
Laurie Davies
Given data and covariates one problem in linear regression is to decide which if any of the covariates to include when regressing the dependent vari…
Statistical Analysis of the Ricker Model
Laurie Davies
The Ricker model was introduced in the context of managing fishing stocks. It is a discrete non-linear iterative model given by where is the popula…
Stylized Facts and Simulating Long Range Financial Data
Laurie Davies, Walter Krämer
We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametr…
On -values
Laurie Davies
Models are consistently treated as approximations and all procedures are consistent with this. They do not treat the model as being true. In this context -values are one measure…
Stepwise Choice of Covariates in High Dimensional Regression
Laurie Davies
Given data y(n) and p(n)covariates x(n) one problem in linear regression is to decide which if any of the covariates to include. There are many articles on this problem but all are…
Functional Choice and Non-significance Regions in Regression
Laurie Davies
Given data and covariates the problem is to decide which covariates to include when approximating by a linear function of the covariates. The decision is based on r…
Locally adaptive image denoising by a statistical multiresolution criterion
Thomas Hotz, Philipp Marnitz, Rahel Stichtenoth +3
We demonstrate how one can choose the smoothing parameter in image denoising by a statistical multiresolution criterion, both globally and locally. Using inhomogeneous diffusion an…