The following pages link to Mathematics Subject Classification ID (P226):
Displaying 50 items.
- Reducing Floating Point Error in Dot Product Using the Superblock Family of Algorithms (Q110775) (← links)
- Exceedance Control of the False Discovery Proportion (Q110809) (← 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)
- Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
- Likelihood estimation of the extremal index (Q111096) (← 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)
- A Correlated Network Scale-up Model: Finding the Connection Between Subpopulations (Q111720) (← links)
- Quantile composite-based path modeling (Q111774) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- Diagnostic Checking in Multivariate ARMA Models With Dependent Errors Using Normalized Residual Autocorrelations (Q111926) (← links)
- The prognostic analogue of the propensity score (Q112065) (← links)
- Distributed multinomial regression (Q112152) (← links)
- Experimental Evaluation of Individualized Treatment Rules (Q112156) (← links)
- Asymptotic approximations for probability integrals (Q112433) (← 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)
- Exploratory subgroup analysis in clinical trials by model selection (Q112662) (← links)
- Partial profile score feature selection in high-dimensional generalized linear interaction models (Q112760) (← 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)
- Nonparametric methods in multivariate factorial designs (Q113368) (← links)
- Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
- A goodness-of-fit test for Archimedean copula models in the presence of right censoring (Q113602) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- Bayesian dynamic regression models for interval censored survival data with application to children dental health (Q113683) (← links)
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- A fast algorithm for computing distance correlation (Q113800) (← links)
- A fast algorithm for computing distance correlation (Q113801) (← links)
- A general algorithm for covariance modeling of discrete data (Q113808) (← links)
- Tree-structured modelling of varying coefficients (Q113880) (← links)
- A Framework for Random-Effects ROC Analysis: Biases with the Bootstrap and Other Variance Estimators (Q114169) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Joint Modeling and Analysis of Longitudinal Data with Informative Observation Times (Q114432) (← links)
- Testing the equality of several gamma means: a parametric bootstrap method with applications (Q114744) (← links)
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
