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stat.ME2026
Bayesian Variable Selection in Generalized Linear Models
Lucia Filippozzi, Iñigo Urteaga, Claudio Agostinelli
Covariate selection in Generalized Linear Models (GLMs) is a fundamental problem in statistics, as including irrelevant predictors might lead to overfitting and poor interpretabili…
stat.ME2017
Robust estimation in single index models when the errors have a unimodal density with unknown nuisance parameter
Claudio Agostinelli, Ana M. Bianco, Graciela Boente
In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal densit…