The following pages link to full work available at URL (P205):
Displaying 50 items.
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Portmanteau Test of Independence for Functional Observations (Q91432) (← links)
- Fast regularized canonical correlation analysis (Q91610) (← links)
- Consistent model specification tests (Q91781) (← links)
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS (Q91783) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Hilbert space methods for reduced-rank Gaussian process regression (Q91877) (← links)
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming (Q91882) (← links)
- Enhanced cube implementation for highly stratified population (Q92041) (← links)
- An Efficient Approach for Statistical Matching of Survey Data Trough Calibration, Optimal Transport and Balanced Sampling (Q92043) (← links)
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs (Q92130) (← links)
- Constructing Sobol Sequences with Better Two-Dimensional Projections (Q92176) (← links)
- Doubly Robust Estimation in Missing Data and Causal Inference Models (Q92189) (← links)
- Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
- Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
- Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity (Q92247) (← links)
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- Robust statistic for the one-way MANOVA (Q92460) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- A MOSUM procedure for the estimation of multiple random change points (Q92616) (← links)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Tucker3 Model for Compositional Data (Q92636) (← links)
- A method for detecting hidden additivity in two-factor unreplicated experiments (Q92659) (← links)
- (Leveled) fully homomorphic encryption without bootstrapping (Q92720) (← links)
- A General Approach to Analyzing Epidemiologic Data that Contain Misclassification Errors (Q93065) (← links)
- On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions (Q93069) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Propensity score weighting for causal inference with multiple treatments (Q93141) (← links)
- Statistical Inference and Power Analysis for Direct and Spillover Effects in Two-Stage Randomized Experiments (Q93156) (← links)
- Combining data from experiments that may be similar (Q93317) (← links)
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions (Q93618) (← links)
- Dose Finding for Continuous and Ordinal Outcomes with a Monotone Objective Function: A Unified Approach (Q93669) (← links)
- Model selection in the space of Gaussian models invariant by symmetry (Q93776) (← links)
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- How to generate random matrices from the classical compact groups (Q94262) (← links)
- A sample selection model with skew-normal distribution (Q94631) (← links)
- Forecasting the term structure of government bond yields (Q94953) (← links)
- Mutual information equals copula entropy (Q94967) (← links)
- CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization (Q95161) (← links)
- Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (Q95201) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Basic statistics for distributional symbolic variables: a new metric-based approach (Q95585) (← links)
- Exact Unconditional Sample Sizes for the 2 × 2 Binomial Trial (Q95646) (← links)
- On estimation in relative survival (Q95697) (← links)