The following pages link to Similarity Score (P1659):
Displaying 50 items.
- Multi-variable grey model based on dynamic background algorithm for forecasting the interval sequence (Q86248) (← links)
- Approximating distribution functions by iterated function systems (Q86288) (← links)
- Sparsity information and regularization in the horseshoe and other shrinkage priors (Q86320) (← links)
- A flexible regression model for count data (Q86465) (← links)
- A flexible zero-inflated model to address data dispersion (Q86477) (← links)
- Small area estimation of poverty indicators (Q86813) (← links)
- Fast likelihood calculation for multivariate Gaussian phylogenetic models with shifts (Q86833) (← links)
- The Degrees of Freedom of Partial Least Squares Regression (Q86894) (← links)
- Swarm intelligence for self-organized clustering (Q86925) (← links)
- SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Estimating diversity via frequency ratios (Q88012) (← links)
- Objective Bayesian estimation for the number of species (Q88015) (← links)
- Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049) (← links)
- PH fitting algorithm and its application to reliability engineering (Q88136) (← links)
- A Mathematical Theory of Communication (Q88168) (← links)
- Differentiating intraday seasonalities through wavelet multi-scaling (Q88369) (← links)
- Searching for a source of difference in graphical models (Q88388) (← links)
- Deep Gaussian mixture models (Q88400) (← links)
- Improving the structure MCMC sampler for Bayesian networks by introducing a new edge reversal move (Q88764) (← links)
- D-optimal designs via a cocktail algorithm (Q88784) (← links)
- Nearly Random Designs with Greatly Improved Balance (Q88999) (← links)
- A case-base sampling method for estimating recurrent event intensities (Q89132) (← links)
- Multiple Monte Carlo testing, with applications in spatial point processes (Q89181) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- False discovery rate envelopes (Q89206) (← links)
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
- Metrics and barycenters for point pattern data (Q89375) (← links)
- Sequential quantiles via Hermite series density estimation (Q89436) (← links)
- Sequential estimation of Spearman rank correlation using Hermite series estimators (Q89438) (← links)
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Faster spectral sparsification and numerical algorithms for SDD matrices (Q89555) (← links)
- Bayesian Design of Noninferiority Trials for Medical Devices Using Historical Data (Q89674) (← links)
- A generative model for rank data based on insertion sort algorithm (Q89742) (← links)
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Pseudo-likelihood methods for community detection in large sparse networks (Q90059) (← links)
- Likelihood-based model selection for stochastic block models (Q90065) (← links)
- Estimating the number of communities by spectral methods (Q90067) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- Predicting the present with Bayesian structural time series (Q90324) (← links)
- Testing the prediction error difference between 2 predictors (Q90629) (← links)
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter (Q90652) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- Diagnostics for heteroscedasticity in regression (Q90694) (← links)
- Testing for constant variance in a linear model (Q90697) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
