The following pages link to S. Giordano (Q379958):
Displaying 20 items.
- Monotone dependence in graphical models for multivariate Markov chains (Q379959) (← links)
- (Q413751) (redirect page) (← links)
- Graphical models for multivariate Markov chains (Q413752) (← links)
- Multiple hidden Markov models for categorical time series (Q495338) (← links)
- Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
- Concomitants of \(m\)-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family (Q893142) (← links)
- Efficiency comparison of unrelated question models based on same privacy protection degree (Q1928374) (← links)
- A stress-strength model with dependent variables to measure household financial fragility (Q1934284) (← links)
- A new formulation of the dagum distribution in terms of income inequality and poverty measures (Q2151708) (← links)
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data (Q2177716) (← links)
- Discussion of ``The class of CUB models: statistical foundations, inferential issues and empirical evidence'' (Q2305023) (← links)
- A copula-based approach to account for dependence in stress-strength models (Q2392696) (← links)
- Monotone Graphical Multivariate Markov Chains (Q3298497) (← links)
- (Q3565380) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Maximum likelihood estimation in Dagum distribution with censored samples (Q5124975) (← links)
- Modeling different behaviors in disclosing risk perception (Q5135529) (← links)
- A class of mixture models for multidimensional ordinal data (Q5142152) (← links)
- Hierarchical marginal models with latent uncertainty (Q5381076) (← links)
- Hidden Markov models for longitudinal rating data with dynamic response styles (Q6580618) (← links)
