The following pages link to describes a project that uses (P1463):
Displaying 50 items.
- The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo (Q123703) (← links)
- A new universal resample-stable bootstrap-based stopping criterion for PLS component construction (Q123736) (← links)
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- Sparse estimation of a covariance matrix (Q123825) (← links)
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (Q123852) (← links)
- Robust specification of the roughness penalty prior distribution in spatially adaptive Bayesian P-splines models (Q123872) (← links)
- Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data (Q123875) (← links)
- Fast accelerated failure time modeling for case-cohort data (Q123907) (← links)
- Marginal semiparametric multivariate accelerated failure time model with generalized estimating equations (Q123913) (← links)
- Minimax and Minimax Projection Designs Using Clustering (Q123949) (← links)
- On estimation for Brownian motion governed by telegraph process with multiple off states (Q124045) (← links)
- A survey of bootstrap methods in finite population sampling (Q124127) (← links)
- Ensembling classification models based on phalanxes of variables with applications in drug discovery (Q124196) (← links)
- On modeling left-truncated loss data using mixtures of distributions (Q124235) (← links)
- A flexible sensitivity analysis approach for unmeasured confounding with multiple treatments and a binary outcome with application to SEER-Medicare lung cancer data (Q124494) (← links)
- Fast Generalized Linear Models by Database Sampling and One-Step Polishing (Q124597) (← links)
- A Simple Monotone Process with Application to Radiocarbon-Dated Depth Chronologies (Q125127) (← links)
- A continuous updating weighted least squares estimator of tail dependence in high dimensions (Q125412) (← links)
- Optimal combination forecasts for hierarchical time series (Q125611) (← links)
- Improved biclustering of microarray data demonstrated through systematic performance tests (Q125777) (← links)
- Correlation between graphs with an application to brain network analysis (Q126082) (← links)
- TT-cross approximation for multidimensional arrays (Q126160) (← links)
- The impact of covariance misspecification in risk-based portfolios (Q126312) (← links)
- Fast Algorithms for Large-Scale Generalized Distance Weighted Discrimination (Q126401) (← links)
- Heteroscedastic symmetrical linear models (Q127161) (← links)
- An extended empirical saddlepoint approximation for intractable likelihoods (Q127258) (← links)
- Robust and sparse multigroup classification by the optimal scoring approach (Q127301) (← links)
- A nonparametric method for producing isolines of bivariate exceedance probabilities (Q127498) (← links)
- Greedy function approximation: A gradient boosting machine. (Q127532) (← links)
- Sparse classification with paired covariates (Q127641) (← links)
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Microsimulation Model Calibration using Incremental Mixture Approximate Bayesian Computation (Q128019) (← links)
- An external field prior for the hidden Potts model with application to cone-beam computed tomography (Q128047) (← links)
- Detrended multiple cross-correlation coefficient with sliding windows approach (Q128081) (← links)
- Mode testing, critical bandwidth and excess mass (Q128716) (← links)
- Model-based clustering of time series in group-specific functional subspaces (Q128758) (← links)
- M-estimation with incomplete and dependent multivariate data (Q128879) (← links)
- Multiscale Bayesian Survival Analysis (Q128917) (← links)
- General mixed Poisson regression models with varying dispersion (Q128997) (← links)
- Directional outlyingness for multivariate functional data (Q129235) (← links)
- Multivariate Functional Data Visualization and Outlier Detection (Q129236) (← links)
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- On non-central squared copulas (Q130005) (← links)
- Angle-based joint and individual variation explained (Q130628) (← links)
- Optimal Rerandomization via a Criterion that Provides Insurance Against Failed Experiments (Q130860) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Mixtures of multivariate power exponential distributions (Q130991) (← links)
- The Metalog Distributions (Q131004) (← links)
- Quantile universal threshold (Q131212) (← links)
- Asymptotic properties of principal component analysis and shrinkage-bias adjustment under the generalized spiked population model (Q131450) (← links)
