The following pages link to describes a project that uses (P1463):
Displaying 50 items.
- Symmetry, invariance and ontology in physics and statistics (Q527580) (← links)
- Lattices of graphical Gaussian models with symmetries (Q527583) (← links)
- From Pappus theorem to parameter spaces of some extremal line point configurations and applications (Q527598) (← links)
- Real-time Feynman path integral with Picard-Lefschetz theory and its applications to quantum tunneling (Q527631) (← links)
- A new perspective on the integrability of Inozemtsev's elliptic spin chain (Q527675) (← links)
- On a smooth quartic surface containing 56 lines which is isomorphic as a \(K3\) surface to the Fermat quartic (Q527712) (← links)
- Filtrations in Dyson-Schwinger equations: Next-to\(^{\{j \}}\)-leading log expansions systematically (Q527740) (← links)
- Computing energy eigenvalues of anharmonic oscillators using the double exponential sinc collocation method (Q527758) (← links)
- Distance regularity in buildings and structure constants in Hecke algebras (Q527777) (← links)
- A modified three-term PRP conjugate gradient algorithm for optimization models (Q527794) (← links)
- Legendre spectral collocation in space and time for PDEs (Q527815) (← links)
- Boundary integral formulation and semi-implicit scheme coupling for modeling cells under electrical stimulation (Q527819) (← links)
- Optimal convergence for adaptive IGA boundary element methods for weakly-singular integral equations (Q527820) (← links)
- Randomized estimation of spectral densities of large matrices made accurate (Q527821) (← links)
- Analysis of an interior penalty discontinuous Galerkin scheme for two phase flow in porous media with dynamic capillary effects (Q527826) (← links)
- The stability of extended Floater-Hormann interpolants (Q527827) (← links)
- Solvable quantum lattices with nonlocal non-Hermitian endpoint interactions (Q527848) (← links)
- Fine structure in the large \(n\) limit of the non-Hermitian Penner matrix model (Q527871) (← links)
- Multiport impedance quantization (Q527882) (← links)
- Bayesian estimation approaches to first-price auctions (Q527907) (← links)
- Estimation of market power in the presence of firm level inefficiencies (Q527925) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Semiparametric robust estimation of truncated and censored regression models (Q527951) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Model selection when there are multiple breaks (Q528000) (← links)
- Distribution-free tests of stochastic monotonicity (Q528021) (← links)
- Regression towards the mode (Q528024) (← links)
- Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models (Q528030) (← links)
- Underidentification? (Q528042) (← links)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
- Confronting model misspecification in macroeconomics (Q528093) (← links)
- Local Gaussian correlation: a new measure of dependence (Q528115) (← links)
- A zero inefficiency stochastic frontier model (Q528118) (← links)
- Rank tests for short memory stationarity (Q528124) (← links)
- Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions (Q528130) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Model identification for infinite variance autoregressive processes (Q528139) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- Jump tails, extreme dependencies, and the distribution of stock returns (Q528157) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Combining fault injection and model checking to verify fault tolerance, recoverability, and diagnosability in multi-agent systems (Q528185) (← links)
- A note on moments of limit log-infinitely divisible stochastic measures of Bacry and Muzy (Q528286) (← links)
- Conjugation properties of tensor product and fusion coefficients (Q528287) (← links)
- Challenges in data science: a complex systems perspective (Q528296) (← links)
- Recent advances on failure and recovery in networks of networks (Q528300) (← links)
