The following pages link to describes a project that uses (P1463):
Displaying 50 items.
- On the estimation of mixtures of Poisson regression models with large number of components (Q109443) (← links)
- Direct Likelihood Evaluation for the Renewal Hawkes Process (Q109684) (← links)
- Graph selection with GGMselect (Q109945) (← links)
- Multidimensional adaptive testing (Q109963) (← links)
- Conditional independence and chain event graphs (Q110201) (← links)
- Model-based boosting in R: a hands-on tutorial using the R package mboost (Q110461) (← links)
- Identifiability and estimation of meta-elliptical copula generators (Q110522) (← links)
- Extremal attractors of Liouville copulas (Q110549) (← links)
- Improved threshold diagnostic plots for extreme value analyses (Q110575) (← links)
- Using information theory approach to randomness testing (Q110728) (← links)
- Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms (Q110775) (← links)
- A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance (Q110995) (← links)
- Learning mixtures of truncated basis functions from data (Q111036) (← links)
- Parameter learning in hybrid Bayesian networks using prior knowledge (Q111039) (← links)
- An efficient semiparametric maxima estimator of the extremal index (Q111088) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- The stochastic topic block model for the clustering of vertices in networks with textual edges (Q111344) (← links)
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices (Q111617) (← links)
- Linear quantile mixed models (Q111690) (← links)
- Quantile composite-based path modeling (Q111774) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Multi Split Conformal Prediction (Q112509) (← links)
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms (Q112514) (← links)
- Fast nonparametric classification based on data depth (Q112522) (← links)
- D-vine copula based quantile regression (Q112600) (← links)
- Models for Estimating Abundance from Repeated Counts of an Open Metapopulation (Q112786) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- On the identifiability of Bayesian factor analytic models (Q113012) (← links)
- Structural learning and estimation of joint causal effects among network-dependent variables (Q113084) (← links)
- Boosted multivariate trees for longitudinal data (Q113262) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Tree-structured modelling of varying coefficients (Q113880) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Testing the equality of several gamma means: a parametric bootstrap method with applications (Q114744) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- A method for Bayesian monotonic multiple regression (Q115036) (← links)
- Analyzing Raman spectral data without separabiliy assumption (Q115286) (← links)
- Learning Certifiably Optimal Rule Lists for Categorical Data (Q115375) (← links)
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- The unifed distribution (Q115710) (← links)
- Computing the confidence levels for a root-mean-square test of goodness-of-fit (Q115929) (← links)
- BAS: balanced acceptance sampling of natural resources (Q115954) (← links)
- Subsemble: an ensemble method for combining subset-specific algorithm fits (Q116028) (← links)
- A Bayesian optimization approach to find Nash equilibria (Q116040) (← links)
- Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Q116057) (← links)
- Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440) (← links)
