The following pages link to GAUSS (Q13083):
Displaying 50 items.
- The reliability of statistical functions in four software packages freely used in numerical computation (Q464755) (← links)
- Combined model calibration and spatial aggregation (Q613553) (← links)
- Using state-space model with regime switching to represent the dynamics of facial electromyography (EMG) data (Q615678) (← links)
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching (Q725305) (← links)
- The construction of optimal designs for dose-escalation studies (Q892451) (← links)
- Profile likelihood-based confidence intervals and regions for structural equation models (Q906059) (← links)
- An efficient algorithm for generating two-way contingency tables with fixed marginal totals and arbitrary mean proportions, with applications to permutation tests (Q956778) (← links)
- An error in the Kinderman-Ramage method and how to fix it (Q957024) (← links)
- Most mean powerful test of a composite null against a composite alternative (Q957283) (← links)
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm (Q971529) (← links)
- Parameter estimation in semi-linear models using a maximal invariant likelihood function (Q998984) (← links)
- Editorial: Special section on Microsoft Excel 2007 (Q1023803) (← links)
- On the accuracy of statistical procedures in Microsoft Excel 2007 (Q1023805) (← links)
- The accuracy of statistical distributions in Microsoft\(^{\circledR}\) Excel 2007 (Q1023807) (← links)
- Kernel estimation with cross-validation using the fast Fourier transform (Q1195550) (← links)
- Bartlett adjustments for systems of linear equations with linear restrictions (Q1274706) (← links)
- Least-squares fitting from the variogram cloud (Q1284592) (← links)
- Stochastic optimum control of macroeconometric models using the algorithm OPTCON (Q1330543) (← links)
- Vector attenuation bias in the classical errors-in-variables model (Q1352219) (← links)
- A sensitivity analysis of two multivariate response models (Q1361513) (← links)
- Repeated challenge studies: A comparison of union-intersection testing with linear modeling (Q1371414) (← links)
- Computing compound distributions faster! (Q1381156) (← links)
- A new algorithm for solution of equations of MHD channel flows at moderate Hartmann numbers (Q1384732) (← links)
- Factor models for multivariate count data. (Q1426353) (← links)
- Testing the significance of a common risk difference in meta-analysis. (Q1575216) (← links)
- The effects of inflation and time-value of money on an economic order quantity model with a random product life cycle (Q1582044) (← links)
- A new nonparametric method for variance estimation and confidence interval construction for Spearman's rank correlation. (Q1583071) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Collecting spatial data. Optimum design of experiments for random fields. (Q1587497) (← links)
- A Monte Carlo EM method for estimating multinomial probit models. (Q1589453) (← links)
- On multidimensional contingency tables with categories defined by the empirical quantiles of the marginal data (Q1589679) (← links)
- Limiting distributions of MLE and UMVUE in the biparametric uniform distribution (Q1591493) (← links)
- Computing the nonnull asymptotic variance and the asymptotic relative efficiency of Spearman's rank correlation (Q1603896) (← links)
- A modified score function estimator for multinomial logistic regression in small samples. (Q1608625) (← links)
- Using Fisher scoring to fit extended Poisson process models (Q1775972) (← links)
- Feature-based elimination: Model and empirical comparison (Q1806806) (← links)
- Measuring the effects of new brand introduction on inter-brand strategic interaction (Q1806845) (← links)
- Three estimators for the Poisson regression model with measurement errors (Q1884790) (← links)
- Assessing gamma frailty models for clustered failure time data (Q1906156) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- Efficient algorithms for generating truncated multivariate normal distributions (Q1942149) (← links)
- C for econometricians (Q1962741) (← links)
- Programming languages in economics (Q1962742) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Factor-based comparison of several populations using the COMPAR software (Q1965950) (← links)
- An exact algorithm for estimating breakpoints in segmented generalized linear models (Q1966025) (← links)
- M-estimator for estimating the Burr type III parameters with outliers (Q2229900) (← links)
- Mixtures of (constrained) ultrametric trees (Q2248671) (← links)
- An INAR(1) negative multinomial regression model for longitudinal count data (Q2250659) (← links)
- Estimation and testing when explanatory variables are endogenous. An application to a demand system (Q2277741) (← links)
