The following pages link to zbMATH Open document ID (P225):
Displaying 50 items.
- A wavelet lifting approach to long-memory estimation (Q149502) (← links)
- A well-conditioned estimator for large-dimensional covariance matrices (Q149569) (← links)
- Nonlinear shrinkage estimation of large-dimensional covariance matrices (Q149570) (← links)
- The ranking lasso and its application to sport tournaments (Q149774) (← links)
- Unconditional Quantile Regressions (Q149790) (← links)
- Sparse inverse covariance estimation with the graphical lasso (Q150076) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Finding multivariate outliers with FastPCS (Q150316) (← links)
- Financial econometric analysis at ultra-high frequency: Data handling concerns (Q150349) (← links)
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Tests for separability in nonparametric covariance operators of random surfaces (Q150625) (← links)
- Exploratory designs for computational experiments (Q150636) (← links)
- A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
- Two sample tests for high-dimensional covariance matrices (Q150754) (← links)
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Proportional likelihood ratio models for mean regression (Q150914) (← links)
- Generalized linear models with unspecified reference distribution (Q150916) (← links)
- Adaptation of interval PCA to symbolic histogram variables (Q150924) (← links)
- Sparse Principal Component Analysis via Variable Projection (Q150980) (← links)
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems (Q150994) (← links)
- Shrinkage structure in biased regression (Q151044) (← links)
- Improved Liu estimator in a linear regression model (Q151048) (← links)
- A k-means procedure based on a Mahalanobis type distance for clustering multivariate functional data (Q151074) (← links)
- Ensemble classification based on generalized additive models (Q151094) (← links)
- Marginal regression analysis of clustered failure time data with a cure fraction (Q151128) (← links)
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- An adaptable generalization of Hotelling's $T^2$ test in high dimension (Q151159) (← links)
- Estimating the intensity of a random measure by histogram type estimators (Q151295) (← links)
- Modeling heterogeneity in random graphs through latent space models: a selective review (Q151320) (← links)
- Penalized projection estimators of the Aalen multiplicative intensity (Q151324) (← links)
- Extra-Binomial Variation in Logistic Linear Models (Q151364) (← links)
- Survival Analysis with Time-Varying Regression Effects Using a Tree-Based Approach (Q151457) (← links)
- A factor model approach for the joint segmentation with between-series correlation (Q151476) (← links)
- Nonparametric maximum likelihood estimation for dependent truncation data based on copulas (Q151557) (← links)
- An algorithm for estimating survival under a copula-based dependent truncation model (Q151560) (← links)
- Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
- Semiparametric inference for an accelerated failure time model with dependent truncation (Q151565) (← links)
- Testing quasi-independence for truncation data (Q151566) (← links)
- Partial martingale difference correlation (Q151601) (← links)
- Generalizing Distance Covariance to Measure and Test Multivariate Mutual Dependence (Q151604) (← links)
- A note on the tests for clustered matched-pair binary data (Q151722) (← links)
- Extending multivariate distance matrix regression with an effect size measure and the asymptotic null distribution of the test statistic (Q151733) (← links)
- Some results on change-point detection in cross-sectional dependence of multivariate data with changes in marginal distributions (Q151787) (← links)
- Correlation in a singly truncated bivariate normal distribution (Q151799) (← links)
- Permutation p-value approximation via generalized Stolarsky invariance (Q151862) (← links)
- A generalized normal distribution (Q151886) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Robust approximate Bayesian inference (Q151900) (← links)
- Nonparametric analysis of bivariate gap time with competing risks (Q151925) (← links)
