The following pages link to Statistics and Its Interface (Q112759):
Displaying 50 items.
- A review of threshold time series models in finance (Q647177) (← links)
- On the least squares estimation of threshold autoregressive and moving-average models (Q647178) (← links)
- Subset ARMA selection via the adaptive Lasso (Q647179) (← links)
- Asymptotic theory for stationary processes (Q647180) (← links)
- A note on asymptotic inference for FIGARCH\((p,d,q)\) models (Q647181) (← links)
- Testing for measurement errors with discrete-time data sampled from a CARMA model (Q647183) (← links)
- Estimation in semiparametric time series regression (Q647184) (← links)
- An extension of max autoregressive models (Q647185) (← links)
- Detecting the emergence of a signal in a noisy image (Q660011) (← links)
- Fast functional magnetic resonance imaging -- a new approach towards neuroimaging (Q660015) (← links)
- Detecting signals in FMRI data using powerful FDR procedures (Q660018) (← links)
- A penalized likelihood approach to joint modeling of longitudinal measurements and time-to-event data (Q660020) (← links)
- Nonparametric clustering of functional data (Q660021) (← links)
- Auto-multicategorical regression model for the distribution of vegetation (Q660022) (← links)
- Semiparametric latent covariate mixed-effects models with application to a colon carcinogenesis study (Q660024) (← links)
- Application of potential outcomes to an intentional weight loss latent variable problem (Q660029) (← links)
- Bayesian analysis of nonlinear structural equation models with mixed continuous, ordered and unordered categorical, and nonignorable missing data (Q660031) (← links)
- Spectral change detection for deep-hole drilling (Q660033) (← links)
- Optimal biased coins for two-arm clinical trials (Q660035) (← links)
- LASSO-pattern search algorithm with application to ophthalmology and genomic data (Q660040) (← links)
- Partially Bayesian variable selection in classification trees (Q660042) (← links)
- A tree-based method for modeling a multivariate ordinal response (Q660044) (← links)
- Statistical methods with varying coefficient models (Q660045) (← links)
- A project of applied statistical methods in China: review and outlook (Q660046) (← links)
- Dynamic credit models (Q660051) (← links)
- Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (Q660053) (← links)
- Quantile momentum (Q660056) (← links)
- Inference for volatility-type objects and implications for hedging (Q660057) (← links)
- Spot volatility estimation for high-frequency data (Q660058) (← links)
- An efficient method for maximum likelihood estimation of a stochastic volatility model (Q660059) (← links)
- Impact of overnight information on MEM volatility prediction (Q660060) (← links)
- Are there speculative bubbles in stock markets? Evidence from an alternative approach (Q660062) (← links)
- A nonparametric threshold model with application to zero returns (Q660063) (← links)
- A new quantile function based model for modeling price behaviors in financial markets (Q660066) (← links)
- Convergency and divergency of functional coefficient weak instrumental variables models (Q660068) (← links)
- Testing structural change in time-series nonparametric regression models (Q660069) (← links)
- Bootstrap tests for simple structures in nonparametric time series regression (Q660070) (← links)
- An integrative classification model for multiple sclerosis lesion detection in multimodal MRI (Q667480) (← links)
- Robust change point detection for linear regression models (Q667482) (← links)
- Estimation and testing nonhomogeneity of hidden Markov model with application in financial time series (Q667485) (← links)
- Pólya urn model and its application to text categorization (Q667487) (← links)
- Model-free conditional feature screening with exposure variables (Q667491) (← links)
- Bayesian high-dimensional regression for change point analysis (Q667492) (← links)
- Variable selection for correlated bivariate mixed outcomes using penalized generalized estimating equations (Q667495) (← links)
- Two-sample test for compositional data with ball divergence (Q667499) (← links)
- Incorporating deep features in the analysis of tissue microarray images (Q667502) (← links)
- Objective Bayesian analysis for accelerated degradation data using inverse Gaussian process models (Q667504) (← links)
- Analysis of panel data with misclassified covariates (Q667506) (← links)
- Estimation of the additive hazards model with current status data in the presence of informative censoring (Q667507) (← links)
- A case study for Beijing point of interest data using group linked Cox process (Q667510) (← links)
