The following pages link to cites work (P223):
Displaying 50 items.
- 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)
- skedastic (Q90775) (← links)
- cvar (Q90792) (← links)
- sweater (Q90824) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- edecob (Q90971) (← links)
- gconsensus (Q90976) (← links)
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- melt (Q90987) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- rgeomstats (Q91029) (← links)
- sylcount (Q91034) (← links)
- Bayesian Synthetic Likelihood (Q91055) (← links)
