Pages that link to "Item:Q5812590"

The following pages link to Remarks on a Multivariate Transformation (Q5812590):

Displaying 50 items.

• CONFIDENCE BANDS IN QUANTILE REGRESSION (Q3580637) (← links)
• Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities (Q3604101) (← links)
• An empirical analysis of multivariate copula models (Q3650966) (← links)
• Algorithmic Inference of Two-Parameter Gamma Distribution (Q3652736) (← links)
• Generation of Continuous Multivariate Distributions for Statistical Applications (Q3680056) (← links)
• A Review of the packing problem (Q3742406) (← links)
• Weak and strong uniform consistency of kernel regression estimates (Q3959285) (← links)
• U-plot method for testing the goodness-of-fit of the power-law process (Q4266882) (← links)
• Multivariate goodness-of-fit tests based on statistically equivalent blocks (Q4275742) (← links)
• Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions (Q4337163) (← links)
• Cpit goodness-of-fit tests for the power-law process (Q4383756) (← links)
• Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments (Q4386510) (← links)
• Testing multivariate uniformity and its applications (Q4517527) (← links)
• ON SARMANOV MIXED ERLANG RISKS IN INSURANCE APPLICATIONS (Q4563734) (← links)
• Multivariate Polynomial Chaos Expansions with Dependent Variables (Q4602895) (← links)
• Random Sampling from Joint Probability Distributions Defined in a Bayesian Framework (Q4613508) (← links)
• (Q4614105) (← links)
• Control and Systems Theory for Advanced Manufacturing (Q4625763) (← links)
• Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
• Sequential Design of Experiment for Sparse Polynomial Chaos Expansions (Q4636350) (← links)
• A stochastic representation for the <i>l</i>_<i>p</i>-norm symmetric distribution and its applications (Q4638798) (← links)
• Optimal payoffs under state-dependent preferences (Q4683070) (← links)
• Exact EDF Goodness-of-Fit Tests for Inverse Gaussian Distributions (Q4707021) (← links)
• Present Worth Design of Engineering Systems with Degrading Components (Q4928878) (← links)
• Shapley effects for sensitivity analysis with dependent inputs: bootstrap and kriging-based algorithms (Q4967875) (← links)
• Multivariate goodness-of-fit tests based on kernel density estimators (Q4968036) (← links)
• Dimension Reduction Method-Based RBDO for Dependent Interval Variables (Q4987579) (← links)
• (Q4998956) (← links)
• (Q4998973) (← links)
• A nesting framework for Markov-switching GARCH modelling with an application to the German stock market (Q5001140) (← links)
• A moment-based empirical likelihood ratio test for exponentiality using the probability integral transformation (Q5036917) (← links)
• Coupling Techniques for Nonlinear Ensemble Filtering (Q5044993) (← links)
• Testing the reliability of forecasting systems (Q5058228) (← links)
• An inverse reliability analysis method for reliability-based design optimization with random and dependent interval variables constrained within ellipsoids (Q5059275) (← links)
• Reliability-based robust multi-objective optimization applied to engineering system design (Q5059280) (← links)
• Reliability-based design optimization for vehicle body crashworthiness based on copula functions (Q5059411) (← links)
• Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
• A bivariate extension of the beta generated distribution derived from copulas (Q5078397) (← links)
• Some multivariate goodness of fit tests based on data depth (Q5078830) (← links)
• Improving <i>p</i>-value approximation and level accuracy of Monte Carlo tests by quasi-Monte Carlo methods (Q5082890) (← links)
• Randomized quasi-random sampling/importance resampling (Q5083953) (← links)
• Prequential omnibus goodness-of-fit tests for stochastic processes: A numerical study (Q5084739) (← links)
• Simultaneous arrival of customers to two different queues and modeling dependence via copula approach (Q5085091) (← links)
• Specification tests for univariate diffusions (Q5095206) (← links)
• A goodness-of-fit test based on Bézier curve estimation of Kendall distribution (Q5107770) (← links)
• Improvements of Rackwitz–Fiessler Method for Correlated Structural Reliability Analysis (Q5112001) (← links)
• Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
• An empirical goodness-of-fit test for multivariate distributions (Q5128999) (← links)
• Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall (Q5131004) (← links)
• Computing Shapley Effects for Sensitivity Analysis (Q5158926) (← links)