Pages that link to "Item:Q5812590"
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The following pages link to Remarks on a Multivariate Transformation (Q5812590):
Displaying 50 items.
- Randomly-fluctuating heterogeneous continuum model of a ballasted railway track (Q683905) (← links)
- Bayesian inference with optimal maps (Q695159) (← links)
- Sensitivity based reduced approaches for structural reliability analysis (Q707932) (← links)
- On the existence of transformations preserving the structure of order statistics in lower dimensions (Q710820) (← links)
- A probabilistic method to predict fatigue crack initiation (Q712320) (← links)
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice (Q726930) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
- A method for generating uniformly scattered points on the \(L_p\)-norm unit sphere and its applications (Q745512) (← links)
- Projection pursuit multivariate transform (Q748112) (← links)
- On the convergence rate of maximal deviation distribution for kernel regression estimates (Q760119) (← links)
- Sparse polynomial chaos expansions using variational relevance vector machines (Q781971) (← links)
- A transformation for testing the fit of an exponential order statistics model (Q808139) (← links)
- Realistic and efficient reliability estimation for aerospace structures (Q817359) (← links)
- Simultaneous confidence bands for nonparametric regression with missing covariate data (Q825067) (← links)
- A Bayesian goodness-of-fit test for regression (Q829735) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Data-driven tests of uniformity on product manifolds (Q840735) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722) (← links)
- A study using Monte Carlo simulation for failure probability calculation in reliability-based optimization (Q862506) (← links)
- Characterization of normal distribution related to two samples based on regression (Q866895) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- A misspecification test for multiplicative error models of non-negative time series processes (Q888328) (← links)
- Multivariate imputation of unequally sampled geological variables (Q888402) (← links)
- On integration methods based on scrambled nets of arbitrary size (Q890226) (← links)
- Information space conditions for the first-order approach in agency problems (Q893411) (← links)
- A conversation with Murray Rosenblatt (Q900478) (← links)
- Testing for central symmetry (Q900764) (← links)
- On relative skewness for multivariate distributions (Q905108) (← links)
- Econometric analysis of financial trade processes by discrete mixture duration models (Q959753) (← links)
- Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions (Q961865) (← links)
- Bayesian copula selection (Q1010423) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- A conditional distribution model for limited stock index returns (Q1017000) (← links)
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds (Q1019101) (← links)
- A goodness of fit test for copulas based on Rosenblatt's transformation (Q1020127) (← links)
- Block simulation of multiple correlated variables (Q1023967) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- Some necessary uniform tests for spherical symmetry (Q1029657) (← links)
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements (Q1038039) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
- Approximations to the mean integrated squared error with applications to optimal bandwidth selection for nonparametric regression function estimators (Q1068436) (← links)
- A test of independence for the coordinates of bivariate censored data (Q1102661) (← links)
- Estimating a parametric trend component in a continuous-time jump-type process (Q1103311) (← links)
- Asymptotic maximal deviation of M-smoothers (Q1117633) (← links)
- Extensions of results of Komlós, Major, and Tusnády to the multivariate case (Q1122862) (← links)
- Probability distributions of the Kolmogorov and omega-square statistics for continuous distributions with shift and scale parameters (Q1168666) (← links)
