The following pages link to OpenAlex ID (P388):
Displaying 50 items.
- Two-sample Hypothesis Testing for Inhomogeneous Random Graphs (Q126111) (← links)
- Tensor-Train Decomposition (Q126157) (← links)
- TT-cross approximation for multidimensional arrays (Q126160) (← links)
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination (Q126401) (← links)
- On the Normal Approximation to the Hypergeometric Distribution (Q126489) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Scrambled Linear Pseudorandom Number Generators (Q126971) (← links)
- alkalinity (Q127004) (← links)
- algorithm (Q127020) (← links)
- Heteroscedastic symmetrical linear models (Q127161) (← links)
- Ensemble samplers with affine invariance (Q127177) (← links)
- Bayesian Bootstrap Spike-and-Slab LASSO (Q127195) (← 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)
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- An external field prior for the hidden Potts model with application to cone-beam computed tomography (Q128047) (← links)
- Detrended multiple cross-correlation coefficient with sliding windows approach (Q128081) (← links)
- Spectral estimation of Hawkes processes from count data (Q128141) (← 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)
- Confidence intervals in regression utilizing prior information (Q128935) (← links)
- A finite selection model for experimental design of the health insurance study (Q128988) (← links)
- General mixed Poisson regression models with varying dispersion (Q128997) (← links)
- Deep mixtures of unigrams for uncovering topics in textual data (Q129168) (← links)
- Directional outlyingness for multivariate functional data (Q129235) (← links)
- Multivariate Functional Data Visualization and Outlier Detection (Q129236) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Sliced Regression for Dimension Reduction (Q129274) (← links)
- Multifractal detrended fluctuation analysis of nonstationary time series (Q129337) (← links)
- Modeling, simulation and inference for multivariate time series of counts using trawl processes (Q129557) (← links)
- The Analysis of Placement Values for Evaluating Discriminatory Measures (Q129736) (← links)
- Joint Latent Space Model for Social Networks with Multivariate Attributes (Q129793) (← links)
- Least-squares estimation for bifurcating autoregressive processes (Q129838) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Bayesian model averaging for multivariate extremes (Q130001) (← links)
- On non-central squared copulas (Q130005) (← links)
- A simple generalisation of the Hill estimator (Q130015) (← links)
