The following pages link to (Q3074760):
Displaying 50 items.
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Modelling Point Referenced Spatial Count Data: A Poisson Process Approach (Q69412) (← links)
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- On non-central squared copulas (Q130005) (← links)
- Models for paired comparison data: a review with emphasis on dependent data (Q252787) (← links)
- Likelihood estimators for multivariate extremes (Q262538) (← links)
- Approximate Bayesian computation with composite score functions (Q294244) (← links)
- Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks (Q309544) (← links)
- Multilevel modeling of insurance claims using copulas (Q312930) (← links)
- Composite likelihood inference for multivariate Gaussian random fields (Q321453) (← links)
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- On the family of multivariate chi-square copulas (Q321910) (← links)
- Aspects of likelihood inference (Q373536) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Analysis of rounded data in measurement error regression (Q395887) (← links)
- A composite likelihood inference in latent variable models for ordinal longitudinal responses (Q441817) (← links)
- Model comparison with composite likelihood information criteria (Q470048) (← links)
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data (Q473354) (← links)
- A non-Gaussian spatial generalized linear latent variable model (Q484656) (← links)
- Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
- A modified weighted pairwise likelihood estimator for a class of random effects models (Q497093) (← links)
- Geostatistics of dependent and asymptotically independent extremes (Q500745) (← links)
- On the robustness of maximum composite likelihood estimate (Q546081) (← links)
- Near universal consistency of the maximum pseudolikelihood estimator for discrete models (Q684065) (← links)
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models (Q693730) (← links)
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- Composite likelihood and maximum likelihood methods for joint latent class modeling of disease prevalence and high-dimensional semicontinuous biomarker data (Q736631) (← links)
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs (Q829708) (← links)
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data (Q830598) (← links)
- The Hyvärinen scoring rule in Gaussian linear time series models (Q830689) (← links)
- Estimation of spatial max-stable models using threshold exceedances (Q892811) (← links)
- Higher-order asymptotics for scoring rules (Q894781) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Reliable inference for complex models by discriminative composite likelihood estimation (Q901279) (← links)
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals (Q1615207) (← links)
- Composite likelihood inference by nonparametric saddlepoint tests (Q1623655) (← links)
- Approximate maximum likelihood estimation of the autologistic model (Q1623803) (← links)
- A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests (Q1623809) (← links)
- A note on predictive densities based on composite likelihood methods (Q1640648) (← links)
- On the role of latent variable models in the era of big data (Q1642420) (← links)
- Parsimonious and powerful composite likelihood testing for group difference and genotype-phenotype association (Q1658413) (← links)
- Mixture models for mixed-type data through a composite likelihood approach (Q1658421) (← links)
- Flexible and efficient estimating equations for variogram estimation (Q1662314) (← links)
- Penalized composite likelihoods for inhomogeneous Gibbs point process models (Q1662861) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- A model-based approach to simultaneous clustering and dimensional reduction of ordinal data (Q1695738) (← links)
- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates (Q1737998) (← links)
- Multivariate extreme value copulas with factor and tree dependence structures (Q1744180) (← links)
- Approximate models and robust decisions (Q1790356) (← links)
