The following pages link to (Q4360236):
Displaying 50 items.
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing (Q123852) (← links)
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm (Q139529) (← links)
- Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments (Q139887) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Identifiability in penalized function-on-function regression models (Q259185) (← links)
- Improved second order estimation in the singular multivariate normal model (Q272055) (← links)
- Quality of fit measurement in regression quantiles: an elemental set method approach (Q273823) (← links)
- Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Quantile regression methods for recursive structural equation models (Q278192) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Faster geometric algorithms via dynamic determinant computation (Q283878) (← links)
- A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958) (← links)
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression (Q292877) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- A cardinal dissensus measure based on the Mahalanobis distance (Q322722) (← links)
- The computation of key properties of Markov chains via perturbations (Q331164) (← links)
- SDP reformulation for robust optimization problems based on nonconvex QP duality (Q354630) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- On the optimality of extended maximal length linear feedback shift register sequences (Q386270) (← links)
- Elemental information matrices and optimal experimental design for generalized regression models (Q389421) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- Objective Bayesian analysis for autoregressive models with nugget effects (Q392085) (← links)
- On the rate of convergence of uniform approximations for sequences of distribution functions (Q395936) (← links)
- Efficient estimation for incomplete multivariate data (Q413380) (← links)
- Unconstrained models for the covariance structure of multivariate longitudinal data (Q413755) (← links)
- Bias-corrected AIC for selecting variables in multinomial logistic regression models (Q414719) (← links)
- Parsimonious structural equation models for repeated measures data, with application to the study of consumer preferences (Q418423) (← links)
- A note on the structure of the quadratic subspace in discriminant analysis (Q434709) (← links)
- On the functional observers for linear descriptor systems (Q450785) (← links)
- Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria (Q460659) (← links)
- Optimum design accounting for the global nonlinear behavior of the model (Q464189) (← links)
- Temporally adaptive estimation of logistic classifiers on data streams (Q481919) (← links)
- Modeling complex spatial dependencies: low-rank spatially varying cross-covariances with application to soil nutrient data (Q486034) (← links)
- A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function (Q492800) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Estimation of the mean vector in a singular multivariate normal distribution (Q495383) (← links)
- Comments on ``Global stabilization of rigid formations in the plane'' (Q510161) (← links)
- Parallel inference for massive distributed spatial data using low-rank models (Q518241) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- On anti-pentadiagonal persymmetric Hankel matrices with perturbed corners (Q520839) (← links)
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Effective partitioning method for computing generalized inverses and their gradients (Q544058) (← links)
- Estimating common parameters in heterogeneous random effects models (Q546103) (← links)
- Score operators of a qubit with applications (Q600887) (← links)
- Dimension estimation in sufficient dimension reduction: a unifying approach (Q608333) (← links)
- Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data (Q618153) (← links)
- Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure (Q622451) (← links)
- A new series of main effects plus one plan for \(2^m\) factorial experiments with \(m=4\lambda \pm 1\) and \(2m\) runs (Q622457) (← links)
