The following pages link to (Q4360236):
Displaying 50 items.
- Optimal discrete-time unbiased filtering for systems with unknown inputs (Q2169796) (← links)
- Experimental design for parameter estimation in steady-state linear models of metabolic networks (Q2173886) (← links)
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables (Q2180065) (← links)
- Singular Sturmian comparison theorems for linear Hamiltonian systems (Q2180570) (← links)
- On the meaning of block effects in paired comparison choice experiments and a relationship with blocked \(2^K\) main effects plans (Q2189099) (← links)
- Optimal experimental designs for treatment contrasts in heteroscedastic models with covariates (Q2189115) (← links)
- Posterior inference for sparse hierarchical non-stationary models (Q2189583) (← links)
- Spectral properties of anti-heptadiagonal persymmetric Hankel matrices (Q2192884) (← links)
- On the existence of epipolar matrices (Q2193532) (← links)
- Identification of stochastic nonlinear models using optimal estimating functions (Q2207186) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- The influence of clustering population on estimation accuracy of population totals vector (Q2241490) (← links)
- A partial ordering approach to characterize properties of a pair of orthogonal projectors (Q2243056) (← links)
- On estimation of measurement error models with replication under heavy-tailed distributions (Q2255856) (← links)
- Robust surveillance of covariance matrices using a single observation (Q2257028) (← links)
- All about the \(\bot\) with its applications in the linear statistical models (Q2257464) (← links)
- Bayesian multivariate process modeling for prediction of forest attributes (Q2259847) (← links)
- Oblique factors and components with independent clusters (Q2259874) (← links)
- Remarks on the identifiability of Thurstonian paired comparison models under multiple judgment (Q2259877) (← links)
- Semiparametric thurstonian models for recurrent choices: a Bayesian analysis (Q2260983) (← links)
- Improving crop model inference through Bayesian melding with spatially varying parameters (Q2261034) (← links)
- Multi-center clinical trials: randomization and ancillary statistics (Q2271337) (← links)
- Correlation function of modular Hamiltonians (Q2292555) (← links)
- A consistent variable selection method in high-dimensional canonical discriminant analysis (Q2293390) (← links)
- Bayesian analysis of spatial survival model with non-Gaussian random effect (Q2314515) (← links)
- A fast algorithm for optimizing ridge parameters in a generalized ridge regression by minimizing a model selection criterion (Q2317348) (← links)
- On the connectivity problem for \(m\)-way designs (Q2320880) (← links)
- Combining cluster sampling and link-tracing sampling to estimate the size of a hidden population: asymptotic properties of the estimators (Q2321816) (← links)
- \(D\)-optimal orthogonal array minus \(t\) run designs (Q2321826) (← links)
- Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics (Q2322052) (← links)
- On certain D-optimal spring balance weighing designs (Q2324042) (← links)
- Multilevel simultaneous equation model: a novel specification and estimation approach (Q2332699) (← links)
- Asymptotic analysis of the learning curve for Gaussian process regression (Q2339938) (← links)
- Strategic exploitation of a common-property resource under rational learning about its reproduction (Q2342740) (← links)
- A spatial autoregressive model with a nonlinear transformation of the dependent variable (Q2346012) (← links)
- Martin kernel for fractional Laplacian in narrow cones (Q2346361) (← links)
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large (Q2346518) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Structured regularization for conditional Gaussian graphical models (Q2361457) (← links)
- Ridge-type regularization method for questionnaire data analysis (Q2364728) (← links)
- Bayesian reference analysis for Gaussian Markov random fields (Q2370528) (← links)
- On the evaluation of information flow in multivariate systems by the directed transfer function (Q2373185) (← links)
- Optimal correction of an indefinite estimated MA spectral density matrix (Q2373685) (← links)
- Optimal design of experiments via linear programming (Q2374424) (← links)
- On discrimination and classification with multivariate repeated measures data (Q2386154) (← links)
- Nonstationary multivariate process modeling through spatially varying coregionalization (Q2387479) (← links)
- Default priors for Gaussioan processes (Q2388348) (← links)
- Asymptotic expansions of the distributions of the chi-square statistic based on the asymptotically distribution-free theory in covariance structures (Q2388957) (← links)
- An exact test for a column of the covariance matrix based on a single observation (Q2392252) (← links)
