The following pages link to title (P159):
Displaying 50 items.
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Bessel regression model: Robustness to analyze bounded data (Q114890) (← links)
- A method for Bayesian monotonic multiple regression (Q115036) (← links)
- Bayesian non-parametric ordinal regression under a monotonicity constraint (Q115038) (← links)
- CytOpT: Optimal Transport with Domain Adaptation for Interpreting Flow Cytometry data (Q115102) (← links)
- Population intervention causal effects based on stochastic interventions (Q115158) (← links)
- Transfer Learning under High-dimensional Generalized Linear Models (Q115205) (← links)
- On the shortest spanning subtree of a graph and the traveling salesman problem (Q115238) (← links)
- Analyzing Raman spectral data without separabiliy assumption (Q115286) (← links)
- On totally balanced block designs for competition effects (Q115328) (← links)
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- A Network Algorithm for Performing Fisher's Exact Test in r × c Contingency Tables (Q115526) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- Forecasting sales by exponentially weighted moving averages (Q115645) (← links)
- Particle approximations of the score and observed information matrix in state space models with application to parameter estimation (Q115657) (← links)
- The unifed distribution (Q115710) (← links)
- Maximum Likelihood Specification Testing and Conditional Moment Tests (Q115748) (← links)
- Diagnostic testing and evaluation of maximum likelihood models (Q115750) (← links)
- Computing the confidence levels for a root-mean-square test of goodness-of-fit (Q115929) (← links)
- BAS: balanced acceptance sampling of natural resources (Q115954) (← links)
- Response dimension reduction for the conditional mean in multivariate regression (Q115997) (← links)
- Unstructured principal fitted response reduction in multivariate regression (Q115999) (← links)
- Subsemble: an ensemble method for combining subset-specific algorithm fits (Q116028) (← links)
- A Bayesian optimization approach to find Nash equilibria (Q116040) (← links)
- Bayesian Multivariate Time Series Methods for Empirical Macroeconomics (Q116057) (← links)
- An investigation of the second- and higher-order spectra of music (Q116084) (← links)
- Cross-Bispectrum Computation and Variance Estimation (Q116087) (← links)
- Primal-dual subgradient methods for convex problems (Q116219) (← links)
- Robust adaptive Metropolis algorithm with coerced acceptance rate (Q116440) (← links)
- The Poisson Multinomial Distribution and Its Applications in Voting Theory, Ecological Inference, and Machine Learning (Q116493) (← links)
- Global identifiability of linear structural equation models (Q116503) (← links)
- Half-trek criterion for generic identifiability of linear structural equation models (Q116505) (← links)
- New EM-type algorithms for the Heckman selection model (Q116653) (← links)
- Using principal components for estimating logistic regression with high-dimensional multicollinear data (Q116683) (← links)
- A solution to the multivariate behrens-fisher problem (Q116796) (← links)
- A Generalization of Shapiro–Wilk's Test for Multivariate Normality (Q116799) (← links)
- Imputation Scores (Q116910) (← links)
- Estimating sufficient reductions of the predictors in abundant high-dimensional regressions (Q116954) (← links)
- Integrative sparse principal component analysis (Q117095) (← links)
- SOM-based algorithms for qualitative variables (Q117138) (← links)
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- Nearly unbiased variable selection under minimax concave penalty (Q117379) (← links)
- Confidence intervals for high-dimensional inverse covariance estimation (Q117382) (← links)
- Single-index quantile regression (Q117474) (← links)
- Estimation of Relationships for Limited Dependent Variables (Q117593) (← links)
- Estimation of the relative risk following group sequential procedure based upon the weighted log-rank statistic (Q117602) (← links)
