The following pages link to zbMATH Open document ID (P225):
Displaying 50 items.
- D-vine copula based quantile regression (Q112600) (← links)
- Exploratory subgroup analysis in clinical trials by model selection (Q112662) (← 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)
- 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)
- 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 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)
- Bessel regression model: Robustness to analyze bounded data (Q114890) (← links)
- A method for Bayesian monotonic multiple regression (Q115036) (← links)
- Population intervention causal effects based on stochastic interventions (Q115158) (← links)
- On the shortest spanning subtree of a graph and the traveling salesman problem (Q115238) (← links)
- Analyzing Raman spectral data without separabiliy assumption (Q115286) (← links)
- On totally balanced block designs for competition effects (Q115328) (← 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)
- A Network Algorithm for Performing Fisher's Exact Test in r × c Contingency Tables (Q115526) (← links)
- Forecasting sales by exponentially weighted moving averages (Q115645) (← links)
- Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (Q115657) (← links)
- The unifed distribution (Q115710) (← links)
- Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← 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)
- Response dimension reduction for the conditional mean in multivariate regression (Q115997) (← links)
- Unstructured principal fitted response reduction in multivariate regression (Q115999) (← 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)
- An investigation of the second- and higher-order spectra of music (Q116084) (← links)
- Cross-Bispectrum Computation and Variance Estimation (Q116087) (← links)
- Primal-dual subgradient methods for convex problems (Q116219) (← links)
- Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440) (← links)
- Global identifiability of linear structural equation models (Q116503) (← links)
- Half-trek criterion for generic identifiability of linear structural equation models (Q116505) (← links)
- Using principal components for estimating logistic regression with high-dimensional multicollinear data (Q116683) (← links)
