The following pages link to full work available at URL (P205):
Displaying 50 items.
- Nonparametric estimation of directional highest density regions (Q89220) (← links)
- Semi-Nonparametric Maximum Likelihood Estimation (Q89225) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
- Metrics and barycenters for point pattern data (Q89375) (← links)
- Sequential quantiles via Hermite series density estimation (Q89436) (← links)
- Sequential estimation of Spearman rank correlation using Hermite series estimators (Q89438) (← links)
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Faster spectral sparsification and numerical algorithms for SDD matrices (Q89555) (← links)
- Bayesian Design of Noninferiority Trials for Medical Devices Using Historical Data (Q89674) (← links)
- A generative model for rank data based on insertion sort algorithm (Q89742) (← 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)
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Pseudo-likelihood methods for community detection in large sparse networks (Q90059) (← links)
- Likelihood-based model selection for stochastic block models (Q90065) (← links)
- Estimating the number of communities by spectral methods (Q90067) (← links)
- Adjusted chi-square test for degree-corrected block models (Q90068) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- Testing the prediction error difference between 2 predictors (Q90629) (← links)
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter (Q90652) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685) (← links)
- Testing for heteroscedasticity in regression models (Q90691) (← links)
- Diagnostics for heteroscedasticity in regression (Q90694) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals (Q90717) (← 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)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← 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)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Bayesian Synthetic Likelihood (Q91055) (← links)
- Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso (Q91057) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Making and Evaluating Point Forecasts (Q91134) (← links)
- Statistical analyses for round robin interaction data (Q91154) (← links)
- Confidence regions in semilinear regression (Q91215) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Bayesian fractional polynomials (Q91296) (← links)
