Pages that link to "Item:Q434391"

The following pages link to Multivariate normal distribution approaches for dependently truncated data (Q434391):

Displaying 21 items.

• Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation (Q134935) (← links)
• Maximum likelihood estimation for a special exponential family under random double-truncation (Q134937) (← links)
• Asymptotic inference for maximum likelihood estimators under the special exponential family with double-truncation (Q134938) (← links)
• Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model (Q134942) (← links)
• An algorithm for estimating survival under a copula-based dependent truncation model (Q151560) (← links)
• Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach (Q151564) (← links)
• Asymptotic normality of conditional density estimation with left-truncated and dependent data (Q259648) (← links)
• Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data (Q421393) (← links)
• Multivariate normal distribution approaches for dependently truncated data (Q434391) (← links)
• Truncated linear estimation of a bounded multivariate normal mean (Q447626) (← links)
• Erratum to: ``Multivariate normal distribution approaches for dependently truncated data'' (Q465652) (← links)
• A goodness-of-fit test for parametric models based on dependently truncated data (Q693227) (← links)
• Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection (Q779676) (← links)
• Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
• Semiparametric likelihood inference for heterogeneous survival data under double truncation based on a Poisson birth process (Q2068965) (← links)
• A note on simulating hyperplane-truncated multivariate normal distributions (Q2081770) (← links)
• Weighted rank estimation for nonparametric transformation models with doubly truncated data (Q2131968) (← links)
• Conditional maximum likelihood estimation for semiparametric transformation models with doubly truncated data (Q2291298) (← links)
• A copula-based approach to account for dependence in stress-strength models (Q2392696) (← links)
• Algorithm AS 249: Evaluation of the Mean and Covariance of the Truncated Multinormal Distribution (Q3201352) (← links)
• On the asymptotic properties of the likelihood estimates and some inferential issues related to hidden truncated Pareto (type II) model (Q6115010) (← links)