The following pages link to cites work (P223):
Displaying 50 items.
- vermeulen (Q89956) (← links)
- BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond) (Q89961) (← links)
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← links)
- cauchypca (Q89971) (← links)
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- ohenery (Q89983) (← links)
- clustAnalytics (Q90003) (← links)
- latentnet (Q90022) (← links)
- Pseudo-likelihood methods for community detection in large sparse networks (Q90059) (← links)
- Estimating the number of communities by spectral methods (Q90067) (← links)
- Adjusted chi-square test for degree-corrected block models (Q90068) (← links)
- nett (Q90069) (← links)
- BAT (Q90104) (← links)
- bayMDS (Q90110) (← links)
- CoTiMA (Q90123) (← links)
- FFD (Q90149) (← links)
- SecDim (Q90150) (← links)
- geosimilarity (Q90160) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- jagshelper (Q90181) (← links)
- LUCIDus (Q90199) (← links)
- netcmc (Q90210) (← links)
- PAMpal (Q90243) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- planningML (Q90257) (← links)
- rmweather (Q90282) (← links)
- od (Q90293) (← links)
- SurvCorr (Q90304) (← links)
- BoomSpikeSlab (Q90321) (← links)
- Ease (Q90335) (← links)
- FADPclust (Q90348) (← links)
- rtrend (Q90388) (← links)
- scCATCH (Q90402) (← links)
- CompoundEvents (Q90438) (← links)
- DTSEA (Q90589) (← links)
- mmodely (Q90609) (← links)
- polyRAD (Q90619) (← links)
- Testing the prediction error difference between 2 predictors (Q90629) (← links)
- psfmi (Q90635) (← links)
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter (Q90652) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- Testing for constant variance in a linear model (Q90697) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← 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)
- 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)
