Pages that link to "Item:Q196900"

The following pages link to Computational Statistics and Data Analysis (Q196900):

Displaying 50 items.

• Model free feature screening for ultrahigh dimensional data with responses missing at random (Q1658537) (← links)
• A simple approach to sparse clustering (Q1658539) (← links)
• Rank constrained distribution and moment computations (Q1658540) (← links)
• Robust estimation in stochastic frontier models (Q1658542) (← links)
• Sequential rank CUSUM charts for angular data (Q1658545) (← links)
• Data-driven algorithms for dimension reduction in causal inference (Q1658547) (← links)
• A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median (Q1658717) (← links)
• Power computation for hypothesis testing with high-dimensional covariance matrices (Q1658719) (← links)
• Functional archetype and archetypoid analysis (Q1658720) (← links)
• Bayesian crossover designs for generalized linear models (Q1658721) (← links)
• Visualizing the effects of a changing distance on data using continuous embeddings (Q1658724) (← links)
• Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
• Partial identification in the statistical matching problem (Q1658727) (← links)
• \(\sqrt{n}\)-consistent density estimation in semiparametric regression models (Q1658728) (← links)
• Semi-parametric copula sample selection models for count responses (Q1658729) (← links)
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data (Q1658731) (← links)
• Bayesian estimation of the tail index of a heavy tailed distribution under random censoring (Q1658734) (← links)
• Estimating random-intercept models on data streams (Q1658738) (← links)
• Using the Bayesian Shtarkov solution for predictions (Q1658740) (← links)
• Cause-specific hazard regression for competing risks data under interval censoring and left truncation (Q1658741) (← links)
• Robust methods for heteroskedastic regression (Q1658742) (← links)
• Multiple comparisons of treatments with skewed ordinal responses (Q1658743) (← links)
• Modeling nonstationary covariance function with convolution on sphere (Q1658744) (← links)
• Nonparametric mixture models with conditionally independent multivariate component densities (Q1658981) (← links)
• Copula in a multivariate mixed discrete-continuous model (Q1658983) (← links)
• Bandwidth selection for kernel log-density estimation (Q1658984) (← links)
• Bayesian model selection in ordinal quantile regression (Q1658985) (← links)
• Cox regression analysis of dependent interval-censored failure time data (Q1658986) (← links)
• Multidimensional and longitudinal item response models for non-ignorable data (Q1658988) (← links)
• Iterated imputation estimation for generalized linear models with missing response and covariate values (Q1658989) (← links)
• A covariate nonrandomized response model for multicategorical sensitive variables (Q1658990) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• Linear mixed models with marginally symmetric nonparametric random effects (Q1658992) (← links)
• Confidence intervals for an ordinal effect size measure based on partially validated series (Q1658993) (← links)
• Ensemble sufficient dimension folding methods for analyzing matrix-valued data (Q1658995) (← links)
• A variational expectation-maximization algorithm for temporal data clustering (Q1658997) (← links)
• Functional regression approximate Bayesian computation for Gaussian process density estimation (Q1658999) (← links)
• A multiple imputation approach to the analysis of clustered interval-censored failure time data with the additive hazards model (Q1659000) (← links)
• A relative error-based approach for variable selection (Q1659002) (← links)
• Heteroscedasticity testing for regression models: a dimension reduction-based model adaptive approach (Q1659003) (← links)
• Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
• Tolerance limits under normal mixtures: application to the evaluation of nuclear power plant safety and to the assessment of circular error probable (Q1659006) (← links)
• A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes (Q1659007) (← links)
• Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
• Comparing classical criteria for selecting intra-class correlated features in Multimix (Q1659009) (← links)
• Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling (Q1659011) (← links)
• Robust shrinkage estimation and selection for functional multiple linear model through LAD loss (Q1659013) (← links)
• The use of random-effect models for high-dimensional variable selection problems (Q1659014) (← links)
• Semiparametric mixture: continuous scale mixture approach (Q1659015) (← links)
• Efficient computation of the quasi likelihood function for discretely observed diffusion processes (Q1659017) (← links)