The following pages link to Recommended article (P1643):
Displaying 50 items.
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- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- The Classical Complexity of Boson Sampling (Q126355) (← links)
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions (Q126894) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Scrambled Linear Pseudorandom Number Generators (Q126971) (← links)
- Continuous counterparts of Poisson and binomial distributions and their properties (Q127135) (← links)
- Heteroscedastic symmetrical linear models (Q127161) (← links)
- Ensemble samplers with affine invariance (Q127177) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Simple measures of uncertainty for model selection (Q127484) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Analyzing second order stochasticity of neural spiking under stimuli-bundle exposure (Q127507) (← links)
- Greedy function approximation: A gradient boosting machine. (Q127532) (← links)
- Sparse classification with paired covariates (Q127641) (← links)
- A unified framework for variance component estimation with summary statistics in genome-wide association studies (Q127747) (← links)
- Regularized estimation in sparse high-dimensional time series models (Q127754) (← links)
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Microsimulation Model Calibration using Incremental Mixture Approximate Bayesian Computation (Q128019) (← links)
- An external field prior for the hidden Potts model with application to cone-beam computed tomography (Q128047) (← links)
- Spectral estimation of Hawkes processes from count data (Q128141) (← links)
- On Strong Consistency of Model Selection in Classification (Q128145) (← links)
- Model-averaged Wald confidence intervals (Q128490) (← links)
- Smooth minimization of non-smooth functions (Q128676) (← links)
- Mode testing, critical bandwidth and excess mass (Q128716) (← links)
- A simple measure of conditional dependence (Q128731) (← links)
- Model-based clustering of time series in group-specific functional subspaces (Q128758) (← links)
- A component model for dynamic correlations (Q128853) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Multiscale Bayesian Survival Analysis (Q128917) (← links)
- Confidence intervals in regression utilizing prior information (Q128935) (← links)
- General mixed Poisson regression models with varying dispersion (Q128997) (← links)
- Deep mixtures of unigrams for uncovering topics in textual data (Q129168) (← links)
