The following pages link to zbMATH Keywords (P1450):
Displaying 50 items.
- 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)
- Kendall random walks (Q149272) (← 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)
- Proportional likelihood ratio models for mean regression (Q150914) (← links)
- Adaptation of interval PCA to symbolic histogram variables (Q150924) (← links)
- Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems (Q150994) (← links)
- Shrinkage structure in biased regression (Q151044) (← links)
- Improved Liu estimator in a linear regression model (Q151048) (← links)
- A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data (Q151074) (← links)
- Ensemble classification based on generalized additive models (Q151094) (← links)
- Marginal regression analysis of clustered failure time data with a cure fraction (Q151128) (← links)
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- Extra-Binomial Variation in Logistic Linear Models (Q151364) (← links)
- Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
- A factor model approach for the joint segmentation with between-series correlation (Q151476) (← links)
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- An algorithm for estimating survival under a copula-based dependent truncation model (Q151560) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Semiparametric inference for an accelerated failure time model with dependent truncation (Q151565) (← links)
- Testing quasi-independence for truncation data (Q151566) (← links)
