Pages that link to "Item:Q5812590"

The following pages link to Remarks on a Multivariate Transformation (Q5812590):

Displaying 50 items.

• Asymptotic normality of a weighted integrated squared error of kernel regression estimates with data-dependent bandwidth (Q1193997) (← links)
• On the multivariate Kolmogorov-Smirnov distribution (Q1200750) (← links)
• Fatigue crack growth reliability by probabilistic finite elements (Q1205088) (← links)
• On the structure of symmetric sample testing: A distribution-free approach (Q1232878) (← links)
• Stochastic comparisons of order statistics from heterogeneous populations, with applications in reliability (Q1233687) (← links)
• A law of the iterated logarithm for \(L_ 1\)-norm kernel estimator of the conditional median (Q1314937) (← links)
• Local invariance principles and their application to density estimation (Q1326286) (← links)
• The random variational principle in finite deformation elasticity and finite element method (Q1345999) (← links)
• A nonparametric calibration analysis (Q1354365) (← links)
• A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
• Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
• Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• A new computational model of high-order stochastic simulation based on spatial Legendre moments (Q1629756) (← links)
• Useful models for time series of counts or simply wrong ones? (Q1633221) (← links)
• Simultaneous confidence bands for expectile functions (Q1633261) (← links)
• An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
• De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
• Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
• Multivariate specification tests based on a dynamic Rosenblatt transform (Q1662851) (← links)
• Fast goodness-of-fit tests based on the characteristic function (Q1663267) (← links)
• Improved reliability-based optimization with support vector machines and its application in aircraft wing design (Q1666010) (← links)
• Reliability-based optimization using differential evolution and inverse reliability analysis for engineering system design (Q1673937) (← links)
• Multivariate tests of uniformity (Q1685204) (← links)
• Model distances for vine copulas in high dimensions (Q1702012) (← links)
• A new formulation on seismic risk assessment for reinforced concrete structures with both random and bounded uncertainties (Q1727131) (← links)
• A class of uniform tests for goodness-of-fit of the multivariate \(L_p\)-norm spherical distributions and the \(l_p\)-norm symmetric distributions (Q1733119) (← links)
• Investigation of the effect of correlated uncertain rate parameters via the calculation of global and local sensitivity indices (Q1742811) (← links)
• Convergence results for a class of time-varying simulated annealing algorithms (Q1743335) (← links)
• A polynomial chaos expansion in dependent random variables (Q1748336) (← links)
• A PCE-based multiscale framework for the characterization of uncertainties in complex systems (Q1753923) (← links)
• Hybrid dimension reduction for mechanism reliability analysis with random joint clearances (Q1760138) (← links)
• Mixture of D-vine copulas for modeling dependence (Q1800071) (← links)
• Extension of the \(W_ u\) statistic with applications (Q1896120) (← links)
• Generalized probabilistic perturbation method for static analysis (Q1904870) (← links)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
• Modelling and forecasting wind speed intensity for weather risk management (Q1927127) (← links)
• Diagnostic checks for integer-valued autoregressive models using expected residuals (Q1928357) (← links)
• Gaussian copula marginal regression (Q1950871) (← links)
• A practical non-parametric copula algorithm for system reliability with correlations (Q1985063) (← links)
• A combined projection-outline-based active learning Kriging and adaptive importance sampling method for hybrid reliability analysis with small failure probabilities (Q1986678) (← links)
• Support points (Q1991669) (← links)
• Common sampling orders of regular vines with application to model selection (Q2008096) (← links)
• Conditional copula simulation for systemic risk stress testing (Q2015640) (← links)
• Optimal transport and barycenters for dendritic measures (Q2020194) (← links)
• Optimal Bayesian experimental design for subsurface flow problems (Q2020243) (← links)
• A confidence-based reliability optimization with single loop strategy and second-order reliability method (Q2021067) (← links)
• One step at a time: the origins of sequential simulation and beyond (Q2022110) (← links)
• Forecasting volatility in bitcoin market (Q2022929) (← links)
• pyvine: the Python package for regular vine copula modeling, sampling and testing (Q2023903) (← links)