The following pages link to Matrix analysis for statistics (Q2816414):
Displaying 13 items.
- On equilibrium existence in a finite-agent, multi-asset noisy rational expectations economy (Q2099038) (← links)
- From ODE to open Markov chains, via SDE: an application to models for infections in individuals and populations (Q2236667) (← links)
- Feature filter for estimating central mean subspace and its sparse solution (Q2242163) (← links)
- (Q4631986) (← links)
- False Discovery Rates to Detect Signals from Incomplete Spatially Aggregated Data (Q5066491) (← links)
- (Q5433282) (← links)
- Statistical inference for models driven by 𝑛-th order fractional Brownian motion (Q6040484) (← links)
- Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems (Q6109170) (← links)
- Which method delivers greater signal‐to‐noise ratio: Structural equation modelling or regression analysis with weighted composites? (Q6185857) (← links)
- Kernel density estimation by stagewise algorithm with a simple dictionary (Q6567407) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Hopf algebras with the dual Chevalley property of finite corepresentation type (Q6624915) (← links)
- Signal-to-noise ratio in estimating and testing the mediation effect: structural equation modeling versus path analysis with weighted composites (Q6657617) (← links)
