Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #1 to #50.

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  1. Model free feature screening for large scale and ultrahigh dimensional survival data: Label: en
  2. Information projection approach to smoothed propensity score weighting for handling selection bias under missing at random: Label: en
  3. Improved confidence intervals for nonlinear mixed-effects and nonparametric regression models: Label: en
  4. Hidden AR process and adaptive Kalman filter: Label: en
  5. Estimation of value-at-risk by \(L^p\) quantile regression: Label: en
  6. Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field: Label: en
  7. Asymptotic expected sensitivity function and its applications to measures of monotone association: Label: en
  8. Minimizing robust density power-based divergences for general parametric density models: Label: en
  9. Assessing the coverage probabilities of fixed-margin confidence intervals for the tail conditional allocation: Label: en
  10. A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance: Label: en
  11. Penalized estimation for non-identifiable models: Label: en
  12. Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions: Label: en
  13. A delineation of new classes of exponential dispersion models supported on the set of nonnegative integers: Label: en
  14. Testing against ordered alternatives in one-way ANOVA model with exponential errors: Label: en
  15. Empirical likelihood MLE for joint modeling right censored survival data with longitudinal covariates: Label: en
  16. Multi-sample hypothesis testing of high-dimensional mean vectors under covariance heterogeneity: Label: en
  17. Multivariate Hawkes processes with spatial covariates for spatiotemporal event data analysis: Label: en
  18. Using the growth curve model in classification of repeated measurements: Label: en
  19. Regularized nonlinear regression with dependent errors and its application to a biomechanical model: Label: en
  20. Statistical inference for random T-tessellations models. Application to agricultural landscape modeling: Label: en
  21. Gradual change-point analysis based on Spearman matrices for multivariate time series: Label: en
  22. Test for conditional quantile change in general conditional heteroscedastic time series models: Label: en
  23. Non-parametric adaptive bandwidth selection for kernel estimators of spatial intensity functions: Label: en
  24. On UMPS hypothesis testing: Label: en
  25. Multivariate frequency polygon for stationary random fields: Label: en
  26. On estimation of nonparametric regression models with autoregressive and moving average errors: Label: en
  27. On a projection least squares estimator for jump diffusion processes: Label: en
  28. Approximating symmetrized estimators of scatter via balanced incomplete \(U\)-statistics: Label: en
  29. Asymptotic theory in network models with covariates and a growing number of node parameters: Label: en
  30. Quantitative robustness of instance ranking problems: Label: en
  31. On the choice of the optimal single order statistic in quantile estimation: Label: en
  32. Inference using an exact distribution of test statistic for random-effects meta-analysis: Label: en
  33. Inhomogeneous hidden semi-Markov models for incompletely observed point processes: Label: en
  34. Correction to: ``Group least squares regression for linear models with strongly correlated predictor variables: Label: en
  35. Group least squares regression for linear models with strongly correlated predictor variables: Label: en
  36. Robust estimation of the conditional stable tail dependence function: Label: en
  37. Automatic data-based bin width selection for rose diagram: Label: en
  38. Mixture of shifted binomial distributions for rating data: Label: en
  39. Least absolute deviation estimation for AR(1) processes with roots close to unity: Label: en
  40. Robust density power divergence estimates for panel data models: Label: en
  41. Nonparametric multiple regression by projection on non-compactly supported bases: Label: en
  42. Generation of all randomizations using circuits: Label: en
  43. Model averaging for semiparametric varying coefficient quantile regression models: Label: en
  44. A unified precision matrix estimation framework via sparse column-wise inverse operator under weak sparsity: Label: en
  45. Slash distributions, generalized convolutions, and extremes: Label: en
  46. Data-driven model selection for same-realization predictions in autoregressive processes: Label: en
  47. Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models: Label: en
  48. Comparing regression curves: an \(L^1\)-point of view: Label: en
  49. Gaussian quasi-information criteria for ergodic Lévy driven SDE: Label: en
  50. A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression: Label: en

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