The following pages link to (Q3255781):
Displaying 50 items.
- Bayesian growth curve model useful for high-dimensional longitudinal data (Q5036561) (← links)
- Examining HIV progression mechanisms via mathematical approaches (Q5040151) (← links)
- A computationally efficient method for selecting a split questionnaire design (Q5082993) (← links)
- Linear algebra and multivariate analysis in statistics: development and interconnections in the twentieth century (Q5085687) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- On some counter examples of the bivariate and multivariate normal distributions: A brief survey (Q5092717) (← links)
- (Q5101718) (← links)
- Strong convergence of ESD for large quaternion sample covariance matrices and correlation matrices when p/n → 0 (Q5107059) (← links)
- Ordered classification rules for inverse gaussian populations with unknown parameters (Q5107474) (← links)
- From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior (Q5131178) (← links)
- On discrimination procedure with mixtures of continuous and categorical variables (Q5138130) (← links)
- The Five Trolls Under the Bridge: Principal Component Analysis With Asynchronous and Noisy High Frequency Data (Q5146046) (← links)
- Functional Modelling of Microarray Time Series (Q5148451) (← links)
- A chain ratio exponential type estimator in two-phase sampling using auxiliary information (Q5148629) (← links)
- (Q5149025) (← links)
- (Q5154663) (← links)
- Quadratic forms in spherical random variables: Generalized noncentral x2 distribution (Q5186572) (← links)
- Change points in heavy‐tailed multivariate time series: Methods using precision matrices (Q5213968) (← links)
- On the singular value distribution of large-dimensional data matrices whose columns have different correlations (Q5222211) (← links)
- Lurking Variable Detection via Dimensional Analysis (Q5228357) (← links)
- Robust Variable and Interaction Selection for Logistic Regression and General Index Models (Q5229910) (← links)
- Principal Component Analysis of High-Frequency Data (Q5229911) (← links)
- Computational approach test for inference about several correlation coefficients: Equality and common (Q5267897) (← links)
- Multivariate regression model with constraints (Q5293281) (← links)
- Inference on the Common Variance of Correlated Normal Random Variables (Q5314584) (← links)
- Abrechnungstableau als Hilfsalgorithmus (Q5328535) (← links)
- ADMISSIBLE SIGNIFICANCE TESTS IN SIMULTANEOUS EQUATION MODELS (Q5349004) (← links)
- A STOCHASTIC APPROXIMATION ALGORITHM FOR STOCHASTIC SEMIDEFINITE PROGRAMMING (Q5358088) (← links)
- A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data (Q5377201) (← links)
- Testing sphericity using small samples (Q5402492) (← links)
- A Viable Alternative to Resorting to Statistical Tables (Q5436428) (← links)
- A misclassification cost‐minimizing evolutionary–neural classification approach (Q5438518) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- A Sequential Multi-Hypothesis Test for the Mean Function of a Discrete-Time Gaussian Process (Q5460667) (← links)
- Asymptotic Expansion for Sampling Distribution and Sample Size in Statistical Inference III—The Modified Likelihood Ratio Λ-Test in the Noncentral Case (Q5460710) (← links)
- Linear Discriminant Analysis of Multivariate Spatial-Temporal Regressions (Q5467693) (← links)
- The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis (Q5484691) (← links)
- On alternatives to the multinormal distribution (Q5530173) (← links)
- On the minimization of a certain convex function arising in applied decision theory (Q5550285) (← links)
- Optimal control and filtering of linear stochastic systems (Q5565968) (← links)
- Characteristics of some bivariate distributions with different marginal distributions (Q5582797) (← links)
- Generalized Inverse and Confidence Estimation by Least Squares Method (Q5598051) (← links)
- Estimation of response function in a dynamic regression model (Q5600590) (← links)
- Automatically finding linear functions that make evaluations and recognize patterns (Q5603614) (← links)
- A bootstrap method for the statistical estimation of model parameters† (Q5606235) (← links)
- Upcrossing Probabilities for Stationary Gaussian Processes (Q5606324) (← links)
- (Q5637752) (← links)
- (Q5639205) (← links)
- From univariate‐ to multivariate analysis (Q5647716) (← links)
- The exact distribution of a criterion for testing the hypothesis that the covariance matrix is diagonal (Q5649300) (← links)
