The following pages link to full work available at URL (P205):
Displaying 50 items.
- Assessing Identification Risk in Survey Microdata Using Log-Linear Models (Q132032) (← links)
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- Inferring food intake from multiple biomarkers using a latent variable model (Q132201) (← links)
- Latent variable graphical model selection via convex optimization (Q132216) (← links)
- A general control variate method for option pricing under Lévy processes (Q132360) (← links)
- Efficient Bayesian inference for Gaussian copula regression models (Q132581) (← links)
- Adaptive proposal distribution for random walk Metropolis algorithm (Q132585) (← links)
- Stable Multiple Time Step Simulation/Prediction From Lagged Dynamic Network Regression Models (Q132597) (← links)
- Generalized fiducial confidence intervals for extremes (Q132672) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS (Q132822) (← links)
- Some Poisson mixtures distributions with a hyperscale parameter (Q132921) (← links)
- Model-based clustering of multivariate ordinal data relying on a stochastic binary search algorithm (Q132947) (← links)
- On accurate and precise generation of generalized Poisson variates (Q133006) (← links)
- Automated threshold selection for extreme value analysis via ordered goodness-of-fit tests with adjustment for false discovery rate (Q133065) (← links)
- Prediction intervals for general balanced linear random models (Q133147) (← links)
- A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model (Q133286) (← links)
- Counting Small Permutation Patterns (Q133306) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data (Q133331) (← links)
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
- Martingale Approach in the Theory of Goodness-of-Fit Tests (Q133698) (← links)
- Implementation of a goodness-of-fit test through Khmaladze martingale transformation (Q133700) (← links)
- Ripser: efficient computation of Vietoris-Rips persistence barcodes (Q133720) (← links)
- Exact probabilities for the indeterminacy of complex networks as perceived through press perturbations (Q133755) (← links)
- Variable selection for model-based clustering using the integrated complete-data likelihood (Q133915) (← links)
- Robust boosting for regression problems (Q133956) (← links)
- Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs (Q134017) (← links)
- A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models (Q134019) (← links)
- CUR matrix decompositions for improved data analysis (Q134075) (← links)
- Is there an optimal forecast combination? (Q134084) (← links)
- Complete subset regressions (Q134090) (← links)
- Statistical Inference for High-Dimensional Vector Autoregression with Measurement Error (Q134115) (← links)
- Efficient scalable schemes for monitoring a large number of data streams (Q134119) (← links)
- Sequential multi-sensor change-point detection (Q134122) (← links)
- Optimal sequential detection in multi-stream data (Q134124) (← links)
- Identification of the age-period-cohort model and the extended chain-ladder model (Q134237) (← links)
- Miscellanea Kernel-Type Density Estimation on the Unit Interval (Q134282) (← links)
- Localization processes for functional data analysis (Q134287) (← links)
- Simultaneous model-based clustering and visualization in the Fisher discriminative subspace (Q134334) (← links)
- Cellwise robust M regression (Q134514) (← links)
- Parametric fractional imputation for missing data analysis (Q134560) (← links)
- Dimension-reduced nonparametric maximum likelihood computation for interval-censored data (Q134612) (← links)
- Efficient computation of nonparametric survival functions via a hierarchical mixture formulation (Q134614) (← links)
- Some results on the multivariate truncated normal distribution (Q134685) (← links)
- Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- The Simplex Tree: An Efficient Data Structure for General Simplicial Complexes (Q134868) (← links)
- A distribution free test to detect general dependence between a response variable and a covariate in the presence of heteroscedastic treatment effects (Q134914) (← links)
- Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation (Q134935) (← links)
