The following pages link to Jaromír Antoch (Q169458):
Displaying 50 items.
- Sequential estimation of Spearman rank correlation using Hermite series estimators (Q89438) (← links)
- Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
- Combining association measures for collocation extraction using clustering of receiver operating characteristic curves (Q288855) (← links)
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions (Q473164) (← links)
- Identifiability of a model for discrete frequency distributions with a multidimensional parameter space (Q495370) (← links)
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients (Q495544) (← links)
- Finite difference schemes for stochastic partial differential equations in Sobolev spaces (Q496118) (← links)
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods (Q507013) (← links)
- On the possibilistic approach to linear regression models involving uncertain, indeterminate or interval data (Q508691) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- (Q585692) (redirect page) (← links)
- A note on variability of interval data (Q626264) (← links)
- Recursive robust regression computational aspects and comparison (Q674199) (← links)
- Existence of optimal solution for exponential model by least squares (Q676157) (← links)
- Linear M-estimation with bounded variables (Q678208) (← links)
- The spectral edge of unitary Brownian motion (Q681517) (← links)
- Boundaries of the precision of restoring information lost after rounding the results from observations (Q682218) (← links)
- Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\) (Q700174) (← links)
- The smoothing effect of the ANOVA decomposition (Q708315) (← links)
- Tractability of multivariate problems. Volume III: Standard information for operators (Q715694) (← links)
- On the tractability of linear tensor product problems in the worst case (Q731971) (← links)
- Data driven rank test for the change point problem (Q745504) (← links)
- Application of MCMC to change point detection. (Q834025) (← links)
- Tests for continuity of regression functions (Q866619) (← links)
- Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation (Q931375) (← links)
- Tractability of multivariate problems. Volume I: Linear information (Q940799) (← links)
- On the probability distribution of data at points in real complete intersection varieties (Q945919) (← links)
- Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
- Tractability of multivariate problems. Volume II: Standard information for functionals. (Q982085) (← links)
- Maximum likelihood estimation via the extended covariance and combined square-root filters (Q1005207) (← links)
- Nonlinear weighted least squares estimation of a three-parameter Weibull density with a nonparametric start (Q1019802) (← links)
- (Q1176824) (redirect page) (← links)
- Opportunity-based block replacement (Q1176825) (← links)
- Probabilistic approach to computational algorithms for finding stationary distributions of Markov chains (Q1177197) (← links)
- Nonparametric detection of change points form observations with errors (Q1177777) (← links)
- Nonparametric EM algorithms for estimating prior distributions (Q1179795) (← links)
- Using a standard clock technique for efficient simulation (Q1183385) (← links)
- Robust direction estimation (Q1192975) (← links)
- A constant-false-alarm-rate algorithm (Q1194522) (← links)
- Statistical analysis of simulation generated time series: Systolic vs. semi-systolic correlation on the Connection Machine (Q1195165) (← links)
- Bounding the variance in Monte Carlo experiments (Q1197912) (← links)
- Iteratively reweighted least squares: A comparison of several single step algorithms for linear models (Q1198981) (← links)
- Distributions of unexpended services in a D-node Markov-renewal network distinguished by customer class (Q1200217) (← links)
- Applications of the Householder transformation to ridge-type estimation methods (Q1200229) (← links)
- A three-way array model for resolving multicomponent fluorescent mixtures (Q1207190) (← links)
- On Newton's method for Huber's robust M-estimation problems in linear regression (Q1279695) (← links)
- On the treatment of energy loss in track fitting (Q1299726) (← links)
- Adapative importance sampling on discrete Markov chains (Q1305417) (← links)
- The Neumann-Forsythe method for simulation of an exponential family of distributions (Q1310771) (← links)
