Erricos John Kontoghiorghes

Publication Activity (10 Years)

Years Active: 1993-2023
Publications (10 Years): 7

Top Topics

Model Selection

Regression Model

Top Venues

Comput. Stat. Data Anal.

Int. J. Approx. Reason.

Publications

Erricos John Kontoghiorghes, Ana Colubi
New metrics and tests for subject prevalence in documents based on topic modeling. Int. J. Approx. Reason. 157 (2023)
Marta García-Bárzana, Ana Belén Ramos-Guajardo, Ana Colubi, Erricos John Kontoghiorghes
Multiple linear regression models for random intervals: a set arithmetic approach. Comput. Stat. 35 (2) (2020)
Jae C. Lee, Erricos John Kontoghiorghes, Ana Colubi, Byeong Park
Interview of Professor Stanley Azen, Founder of Computational Statistics and Data Analysis (CSDA). Comput. Stat. Data Anal. 131 (2019)
Stella Hadjiantoni, Erricos John Kontoghiorghes
Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations. Stat. Comput. 27 (2) (2017)
Erricos John Kontoghiorghes
CSDA Special Issues. Comput. Stat. Data Anal. 93 (2016)
Erricos John Kontoghiorghes, Herman K. van Dijk
CFEnetwork: The annals of computational and financial econometrics, 3rd issue. Comput. Stat. Data Anal. 100 (2016)
Ana Colubi, Cristian Gatu, Erricos John Kontoghiorghes
Special issue on computational statistics. Int. J. Comput. Math. 93 (4) (2016)
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
Marta García-Bárzana, Ana Colubi, Erricos John Kontoghiorghes
Lasso Estimation of an Interval-Valued Multiple Regression Model. SMPS (2014)
Cristian Gatu, Erricos John Kontoghiorghes
A fast algorithm for non-negativity model selection. Stat. Comput. 23 (3) (2013)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
David A. Belsley, Cathy W. S. Chen, Christian Francq, Giampiero M. Gallo, Lynda Khalaf, Erricos John Kontoghiorghes, Herman K. van Dijk
The sixth special issue on computational econometrics. Comput. Stat. Data Anal. 56 (11) (2012)
Marc Hofmann, Erricos John Kontoghiorghes
Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models. Comput. Stat. Data Anal. 54 (12) (2010)
David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc Paolella, Herman K. van Dijk
The Fifth Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 54 (11) (2010)
David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. MacKinnon, Herman K. van Dijk
The fourth special issue on Computational Econometrics. Comput. Stat. Data Anal. 53 (6) (2009)
Petko Yanev, Erricos John Kontoghiorghes
Parallel algorithms for downdating the least squares estimator of the regression model. Parallel Comput. 34 (6-8) (2008)
Alessandra Amendola, David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Yasuhiro Omori, Eric Zivot
Special Issue on Statistical and Computational Methods in Finance. Comput. Stat. Data Anal. 52 (6) (2008)
David A. Belsley, Erricos John Kontoghiorghes, Jan R. Magnus
The Third Special Issue on Computational Econometrics. Comput. Stat. Data Anal. 51 (7) (2007)
Cristian Gatu, Petko Yanev, Erricos John Kontoghiorghes
A graph approach to generate all possible regression submodels. Comput. Stat. Data Anal. 52 (2) (2007)
Marc Hofmann, Cristian Gatu, Erricos John Kontoghiorghes
Efficient algorithms for computing the best subset regression models for large-scale problems. Comput. Stat. Data Anal. 52 (1) (2007)
Marc Hofmann, Erricos John Kontoghiorghes
Pipeline Givens sequences for computing the QR decomposition on a EREW PRAM. Parallel Comput. 32 (3) (2006)
Petko Yanev, Erricos John Kontoghiorghes
Efficient algorithms for estimating the general linear model. Parallel Comput. 32 (2) (2006)
Erricos John Kontoghiorghes
Guest editorial. Comput. Manag. Sci. 2 (2) (2005)
David A. Belsley, Erricos John Kontoghiorghes
Second Special issue on Computational Econometrics. Comput. Stat. Data Anal. 49 (2) (2005)
Cristian Gatu, Erricos John Kontoghiorghes
Efficient strategies for deriving the subset VAR models. Comput. Manag. Sci. 2 (4) (2005)
Petko Yanev, Paolo Foschi, Erricos John Kontoghiorghes
Algorithms for Computing the QR Decomposition of a Set of Matrices with Common Columns. Algorithmica 39 (1) (2004)
David A. Belsley, Erricos John Kontoghiorghes
Editorial. Comput. Stat. Data Anal. 42 (3) (2003)
Joyce C. Niland, Abdelmonem A. Afifi, Erricos John Kontoghiorghes
Special Issue in Honour of Stan Azen: a Birthday Celebration. Comput. Stat. Data Anal. 44 (1-2) (2003)
Cristian Gatu, Erricos John Kontoghiorghes
Parallel algorithms for computing all possible subset regression models using the QR decomposition. Parallel Comput. 29 (4) (2003)
Paolo Foschi, David A. Belsley, Erricos John Kontoghiorghes
A comparative study of algorithms for solving seemingly unrelated regressions models. Comput. Stat. Data Anal. 44 (1-2) (2003)
Erricos John Kontoghiorghes, Ahmed H. Sameh, Denis Trystram
Special issue on parallel matrix algorithms and applications. Parallel Comput. 28 (2) (2002)
Paolo Foschi, Erricos John Kontoghiorghes
Seemingly unrelated regression model with unequal size observations: computational aspects. Comput. Stat. Data Anal. 41 (1) (2002)
Erricos John Kontoghiorghes
Greedy Givens algorithms for computing the rank-k updating of the QR decomposition. Parallel Comput. 28 (9) (2002)
Erricos John Kontoghiorghes
Updating of the QR Decomposition. SIAM J. Matrix Anal. Appl. 22 (3) (2001)
Erricos John Kontoghiorghes, Paolo Foschi
Computationally Efficient Methods for Solving SURE Models. NAA (2000)
Erricos John Kontoghiorghes
Parallel Givens sequences for solving the general linear model on a EREW PRAM. Parallel Algorithms Appl. 15 (1-2) (2000)
Erricos John Kontoghiorghes, Anna Nagurney, Berç Rustem
Parallel computing in economics, finance and decision-making. Parallel Comput. 26 (5) (2000)
Erricos John Kontoghiorghes
Ordinary linear model estimation on a massively parallel SIMD computer. Concurr. Pract. Exp. 11 (7) (1999)
Jack J. Dongarra, Erricos John Kontoghiorghes
Parallel Numerical Linear Algebra. Scalable Comput. Pract. Exp. 2 (4) (1999)
Erricos John Kontoghiorghes, Maurice Clint, Hans-Heinrich Naegeli
Recursive least-squares using a hybrid Householder algorithm on massively parallel SIMD systems. Parallel Comput. 25 (9) (1999)
Erricos John Kontoghiorghes
Parallel Strategies for Computing the Orthogonal Factorizations Used in the Estimation of Econometric Models. Algorithmica 25 (1) (1999)
Erricos John Kontoghiorghes
New Parallel Strategies for Block Updating the Qr Decomposition. Parallel Algorithms Appl. 5 (3-4) (1995)
Erricos John Kontoghiorghes, M. R. B. Clarke
Solving the General Linear Model on a SIMD Array Processor. Comput. Artif. Intell. 14 (4) (1995)
Erricos John Kontoghiorghes, M. R. B. Clarke
Solving the Updated and Downdated Ordinary Linear Model on Massively Parallel Simd Systems. Parallel Algorithms Appl. 1 (3) (1993)
Erricos John Kontoghiorghes, M. R. B. Clarke
Parallel Reorthogonalization of the QR Decomposition After Deleting Columns. Parallel Comput. 19 (6) (1993)
Erricos John Kontoghiorghes, M. R. B. Clarke
Computing the Complete Orthogonal Decomposition Using a SIMD Array Processor. PARLE (1993)
Erricos John Kontoghiorghes, M. R. B. Clarke
A Parallel Algorithm for Repeated Processing Estimation of Linear Models with Equality Constraints. PARCO (1993)