The following pages link to Statistics and Its Interface (Q112759):
Displaying 50 items.
- Usage based insurance model with point of interest data (Q667514) (← links)
- Editorial: Special issue on extreme theory and application. I (Q896407) (← links)
- Pricing synthetic CDO with MGB2 distribution (Q896409) (← links)
- Copula function's concentration set and its concentrated partition (Q896412) (← links)
- The tail behavior of randomly weighted sums of dependent random variables (Q896413) (← links)
- Berman's inequality under random scaling (Q896414) (← links)
- Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution (Q896415) (← links)
- Gaussian approximation of perturbed chi-square risks (Q896416) (← links)
- A numerical characteristic of extreme values (Q896417) (← links)
- Coupon collector's problem and its extensions in extreme value framework (Q896419) (← links)
- Point and exact interval estimation for the generalized Pareto distribution with small samples (Q896422) (← links)
- Tests of fit for the asymmetric Laplace distribution (Q896423) (← links)
- In memoriam: Gang Zheng (May 6, 1965 -- January 9, 2014) (Q896558) (← links)
- Rank-based tests for comparison of multiple endpoints among several populations (Q896559) (← links)
- Semiparametric mixture survival model with application to MRFIT study (Q896560) (← links)
- Estimation of genetic effects incorporating prior information (Q896562) (← links)
- Genotype-based association models of complex diseases to detect gene-gene and gene-environment interactions (Q896564) (← links)
- A robust test for quantitative trait analysis with model uncertainty in genetic association studies (Q896566) (← links)
- Inherent difficulties in nonparametric estimation of the cumulative distribution function using observations measured with error: application to high-dimensional microarray data (Q896569) (← links)
- Approaches to retrospective sampling for longitudinal transition regression models (Q896572) (← links)
- Estimation of rank-tracking probabilities using nonparametric mixed-effects models for longitudinal data (Q896573) (← links)
- Linear mixed models for multiple outcomes using extended multivariate skew-\(t\) distributions (Q896575) (← links)
- Marginal analysis of measurement agreement among multiple raters with non-ignorable missing ratings (Q896578) (← links)
- Evaluating the hedging error in price processes with jumps present (Q896579) (← links)
- Volatility estimation by combining stock price data and option data (Q896580) (← links)
- On smoothing estimation for seasonal time series with long cycles (Q896581) (← links)
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (Q896583) (← links)
- A state space model approach to integrated covariance matrix estimation with high frequency data (Q896584) (← links)
- Statistical methods for large portfolio risk management (Q896585) (← links)
- Bayes estimation via filtering equation through implicit recursive algorithms for financial ultra-high frequency data (Q896586) (← links)
- A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting (Q896587) (← links)
- Coordinate great circle descent algorithm with application to single-index models (Q896588) (← links)
- Coupling the SAEM algorithm and the extended Kalman filter for maximum likelihood estimation in mixed-effects diffusion models (Q896589) (← links)
- Accelerated failure time model for multivariate two-stage current-status data with parallel and longitudinal correlated random effects (Q896592) (← links)
- Inferring metabolic networks using the Bayesian adaptive graphical Lasso with informative priors (Q896597) (← links)
- Bayesian analysis for exponential random graph models using the adaptive exchange sampler (Q896598) (← links)
- Comparing spatial counts characterizing human mobility using ratio maps (Q896599) (← links)
- Distributed iteratively reweighted least squares and applications (Q896600) (← links)
- A cocktail algorithm for solving the elastic net penalized Cox's regression in high dimensions (Q897168) (← links)
- Doubly regularized Cox regression for high-dimensional survival data with group structures (Q897169) (← links)
- Dimension reduction in functional regression using mixed data canonical correlation analysis (Q897170) (← links)
- Reduced rank vector generalized linear models for feature extraction (Q897171) (← links)
- Penalized unsupervised learning with outliers (Q897172) (← links)
- Testing the statistical significance of an ultra-high-dimensional naïve Bayes classifier (Q897173) (← links)
- Sparse bridge estimation with a diverging number of parameters (Q897174) (← links)
- The Bayesian covariance lasso (Q897177) (← links)
- Bayesian variable selection in quantile regression (Q897179) (← links)
- Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters (Q897180) (← links)
- High-dimensional regression and classification under a class of convex loss functions (Q897181) (← links)
- Testing linearity in semiparametric regression models (Q897183) (← links)
