The following pages link to zbMATH Open document ID (P225):
Displaying 50 items.
- Adaptive proposal distribution for random walk Metropolis algorithm (Q132585) (← 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)
- 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)
- 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)
- Application of imperialist competitive algorithm to find minimax and standardized maximin optimal designs (Q134017) (← links)
- CUR matrix decompositions for improved data analysis (Q134075) (← links)
- Is there an optimal forecast combination? (Q134084) (← links)
- Complete subset regressions (Q134090) (← 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)
- Beta kernel estimators for density functions (Q134279) (← links)
- Miscellanea Kernel-Type Density Estimation on the Unit Interval (Q134282) (← links)
- Simultaneous model-based clustering and visualization in the Fisher discriminative subspace (Q134334) (← 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)
- Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
- Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
- Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
- Estimating summary functionals in multistate models with an application to hospital infection data (Q134949) (← links)
- General Observer-Agreement Measures on Individual Subjects and Groups of Subjects (Q135071) (← links)
- Measuring pairwise interobserver agreement when all subjects are judged by the same observers (Q135073) (← links)
- Principal component-guided sparse regression (Q135079) (← links)
- Projection pursuit based tests of normality with functional data (Q135088) (← links)
- On generating random Gaussian graphical models (Q135242) (← links)
- Extreme quantile estimation for dependent data, with applications to finance (Q135341) (← links)
- Adapting extreme value statistics to financial time series: dealing with bias and serial dependence (Q135348) (← links)
- A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (Q135452) (← links)
- Distribution-free tests for no effect of treatment in heteroscedastic functional data under both weak and long range dependence (Q135481) (← links)
