The following pages link to (Q4360236):
Displaying 50 items.
- A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data (Q4916950) (← links)
- Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- (Q5011487) (← links)
- Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
- Principal component analysis with autocorrelated data (Q5036860) (← links)
- A new approach to modeling positive random variables with repeated measures (Q5044692) (← links)
- MCMC Algorithms for Posteriors on Matrix Spaces (Q5057083) (← links)
- Trace Ratio Optimization for High-Dimensional Multi-Class Discrimination (Q5066430) (← links)
- Multi-Resolution Filters for Massive Spatio-Temporal Data (Q5066492) (← links)
- Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs (Q5076726) (← links)
- Almost sure convergence for weighted sums of φ-mixing random variables with applications (Q5077466) (← links)
- Goodness-of-fit tests for centralized Wishart processes (Q5078009) (← links)
- A note on identifiability and maximum likelihood estimation for a heterogeneous capture-recapture model (Q5078023) (← links)
- A high-dimensional bias-corrected AIC for selecting response variables in multivariate calibration (Q5078559) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- On the rank-deficient canonical correlation technique solved by analytic spectral decomposition (Q5085658) (← links)
- Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century (Q5085687) (← links)
- (Q5101798) (← links)
- Computational aspects of the EM algorithm for spatial econometric models with missing data (Q5106886) (← links)
- Total least squares solution for compositional data using linear models (Q5123602) (← links)
- Bayesian analysis of covariance under inverse Gaussian model (Q5137992) (← links)
- Gradient Descent with Identity Initialization Efficiently Learns Positive-Definite Linear Transformations by Deep Residual Networks (Q5154121) (← links)
- Stochastic stabilization of rigid body motion of a spacecraft on SE(3) (Q5157927) (← links)
- (Q5213687) (← links)
- Stein–Haff identity for the exponential family (Q5218370) (← links)
- On testing for causality in variance between two multivariate time series (Q5218935) (← links)
- Approximate testing in two-stage nonlinear mixed models (Q5220899) (← links)
- Gaussian mixture analysis of covariance (Q5221522) (← links)
- Some remarks on the functional relation between canonical correlation analysis and partial least squares (Q5222486) (← links)
- Normwise, mixed and componentwise condition numbers of matrix equation X-∑_{i=1}^p A_i^T XA_i + ∑_{j=1}^q B_j^T XB_j = Q$ (Q5229246) (← links)
- On the Behavior of the Risk of a LASSO-Type Estimator (Q5283086) (← links)
- Parameter Estimation for Models with Unknown Parameters in Variance (Q5290374) (← links)
- Surveillance of the covariance matrix of multivariate nonlinear time series (Q5317766) (← links)
- A New Recursive Estimation Method for Single Input Single Output Models (Q5346582) (← links)
- Visual Decisions in the Presence of Measurement and Stimulus Correlations (Q5380344) (← links)
- Transformation to approximate independence for locally stationary Gaussian processes (Q5397974) (← links)
- Sample efficient frontier in multivariate conditionally heteroscedastic elliptical models (Q5400826) (← links)
- Optimal fault detection with nuisance parameters and a general covariance matrix (Q5406080) (← links)
- Evaluating space‐time models for short‐term cancer mortality risk predictions in small areas (Q5420223) (← links)
- (Q5433282) (← links)
- Time Series Classification Based on Spectral Analysis (Q5451123) (← links)
- Optimality of Equal vs. Unequal Cluster Sizes in Multilevel Intervention Studies: A Monte Carlo Study for Small Sample Sizes (Q5451133) (← links)
- Ridge Regression Estimation for Survey Samples (Q5457981) (← links)
- Analysis of call centre arrival data using singular value decomposition (Q5467289) (← links)
- Strategies for Fitting Large, Geostatistical Data in MCMC Simulation (Q5481623) (← links)
- Orthonormal Transform to Decompose the Variance of a Life‐History Trait across a Phylogenetic Tree (Q5492086) (← links)
- Comparing Equal-Tail Probability and Unbiased Confidence Intervals for the Intraclass Correlation Coefficient (Q5495068) (← links)
- Analytical Characterization of the Information Matrix for Split-Plot Designs (Q5495087) (← links)
- Best Low-rank Approximations and Kolmogorov $n$-widths (Q5857847) (← links)
