The following pages link to title (P159):
Displaying 50 items.
- A modified family of power transformations (Q147505) (← links)
- An Alternative Family of Transformations (Q147521) (← links)
- A Semiparametric Empirical Likelihood Method for Data from an Outcome-Dependent Sampling Scheme with a Continuous Outcome (Q147583) (← links)
- A Partial Linear Model in the Outcome-Dependent Sampling Setting to Evaluate the Effect of Prenatal PCB Exposure on Cognitive Function in Children (Q147585) (← links)
- A modified local quadratic approximation algorithm for penalized optimization problems (Q147630) (← links)
- Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence (Q147727) (← links)
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions (Q147915) (← links)
- Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules (Q147964) (← links)
- On multiply monotone distributions, continuous or discrete, with applications (Q147981) (← links)
- Predicting missing links via local information (Q148014) (← links)
- Testing noisy numerical data for monotonic association (Q148096) (← links)
- An Analysis of the Total Least Squares Problem (Q148164) (← links)
- Overview of total least-squares methods (Q148167) (← links)
- SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution (Q148334) (← links)
- Multidimensional divide-and-conquer (Q148390) (← links)
- Sequential Advantage Selection for Optimal Treatment Regimes (Q148418) (← links)
- Monte Carlo and quasi-Monte Carlo methods (Q148429) (← links)
- Quantification of multiple tumor clones using gene array and sequencing data (Q148528) (← links)
- The Little Engine that Could: Regularization by Denoising (RED) (Q148569) (← links)
- Tuning-Free Heterogeneity Pursuit in Massive Networks (Q148592) (← links)
- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow (Q148604) (← links)
- Approximate Bayesian inference for hierarchical Gaussian Markov random field models (Q148994) (← links)
- A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields (Q148999) (← links)
- Likelihood based inference for the multivariate renewal Hawkes process (Q149025) (← links)
- A test for the equality of covariance matrices when the dimension is large relative to the sample sizes (Q149039) (← links)
- A new test for sphericity of the covariance matrix for high dimensional data (Q149043) (← links)
- Building classification trees using the total uncertainty criterion (Q149051) (← links)
- Maximum likelihood estimation from fuzzy data using the EM algorithm (Q149080) (← links)
- Equivariant minimax dominators of the MLE in the array normal model (Q149115) (← links)
- A higher-order LQ decomposition for separable covariance models (Q149116) (← links)
- A Penalized Likelihood Method for Classification With Matrix-Valued Predictors (Q149263) (← links)
- Rare Feature Selection in High Dimensions (Q149281) (← links)
- Calibration for computer experiments with binary responses and application to cell adhesion study (Q149466) (← links)
- The double-gap life expectancy forecasting model (Q149471) (← links)
- Long memory estimation for complex-valued time series (Q149485) (← links)
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Unconditional Quantile Regressions (Q149790) (← links)
- Sparse inverse covariance estimation with the graphical lasso (Q150076) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Finding multivariate outliers with FastPCS (Q150316) (← links)
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Tests for separability in nonparametric covariance operators of random surfaces (Q150625) (← links)
- Exploratory designs for computational experiments (Q150636) (← links)
- A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
