The following pages link to zbMATH Open document ID (P225):
Displaying 50 items.
- 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)
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← 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)
- A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685) (← links)
- Testing for heteroscedasticity in regression models (Q90691) (← 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)
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals (Q90717) (← links)
- Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test (Q90723) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Making and Evaluating Point Forecasts (Q91134) (← links)
- Statistical analyses for round robin interaction data (Q91154) (← links)
- Confidence regions in semilinear regression (Q91215) (← links)
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Bayesian fractional polynomials (Q91296) (← links)
- Tensor Decompositions and Applications (Q91405) (← links)
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Portmanteau Test of Independence for Functional Observations (Q91432) (← links)
- Fast regularized canonical correlation analysis (Q91610) (← links)
- Consistent model specification tests (Q91781) (← links)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Hilbert space methods for reduced-rank Gaussian process regression (Q91877) (← links)
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming (Q91882) (← links)
- Enhanced cube implementation for highly stratified population (Q92041) (← links)
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs (Q92130) (← links)
- Constructing Sobol Sequences with Better Two-Dimensional Projections (Q92176) (← links)
- Doubly Robust Estimation in Missing Data and Causal Inference Models (Q92189) (← links)
