The following pages link to QSIMVN (Q44040):
Displaying 50 items.
- (Q48034) (redirect page) (← links)
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- The liability threshold model for censored twin data (Q80888) (← links)
- Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior (Q97314) (← links)
- Group sequential tests under fractional Brownian motion in monitoring clinical trials (Q257555) (← links)
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- A formalism for evaluating analytically the cross-correlation structure of a firing-rate network model (Q282684) (← links)
- Bayes factors for state-trace analysis (Q296937) (← links)
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
- Sample size determination for group sequential test under fractional Brownian motion (Q358885) (← links)
- A toolbox of permutation tests for structural change (Q379927) (← links)
- On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood (Q394097) (← links)
- Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
- An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution (Q406530) (← links)
- Short sales in log-robust portfolio management (Q420886) (← links)
- On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection (Q470499) (← links)
- An asymptotic test for quantitative trait locus detection in presence of missing genotypes (Q476082) (← links)
- Multivariate extended skew-\(t\) distributions and related families (Q478207) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- Simultaneous confidence inference on species accumulation curves (Q484497) (← links)
- Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints (Q484515) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
- The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean (Q546097) (← links)
- Probabilistic eigenvalue buckling analysis solved through the ratio of polynomial response surface (Q649254) (← links)
- Weighted compound integration rules with higher order convergence for all \(N\) (Q663491) (← links)
- A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems (Q692943) (← links)
- A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow (Q695718) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
- On the residual plot in a mixture model (Q893355) (← links)
- Maximum pairwise pseudo-likelihood estimation of the covariance matrix from left-censored data (Q894838) (← links)
- Pseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored data (Q894850) (← links)
- Fast computation of high-dimensional multivariate normal probabilities (Q901525) (← links)
- On the exact distribution of maximally selected rank statistics (Q951914) (← links)
- A latent process model for dementia and psychometric tests (Q953241) (← links)
- Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria (Q957230) (← links)
- Intermediate rank lattice rules and applications to finance (Q960285) (← links)
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions (Q992049) (← links)
- A model for dynamic chance constraints in hydro power reservoir management (Q992651) (← links)
- On weighting of bivariate margins in pairwise likelihood (Q1002349) (← links)
- Testing for and against a set of inequality constraints: The \(k\)-sample case (Q1007482) (← links)
- A Monte Carlo approach for the American put under stochastic interest rates (Q1017025) (← links)
- Conditional independence of multivariate binary data with an application in caries research (Q1019957) (← links)
- Efficient hybrid EM for linear and nonlinear mixed effects models with censored response (Q1020669) (← links)
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options (Q1023678) (← links)
- Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses (Q1023685) (← links)
- Making the best of best-of (Q1025611) (← links)
