Pages that link to "Item:Q1022028"
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The following pages link to Computation of multivariate normal and \(t\) probabilities (Q1022028):
Displaying 50 items.
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Graphical approaches for multiple comparison procedures using weighted Bonferroni, Simes, or parametric tests (Q98256) (← links)
- A Bayesian optimization approach to find Nash equilibria (Q116040) (← links)
- A Metaheuristic Adaptive Cubature Based Algorithm to Find Bayesian Optimal Designs for Nonlinear Models (Q134019) (← links)
- Tests for multivariate normality -- a critical review with emphasis on weighted $L^2$-statistics (Q135808) (← links)
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- Heteroscedasticity: multiple degrees of freedom vs. sandwich estimation (Q259659) (← links)
- Bivariate conditioning approximations for multivariate normal probabilities (Q261036) (← links)
- Testing order restrictions in contingency tables (Q267657) (← links)
- Scan statistics for detecting a local change in variance for normal data with known variance (Q292378) (← links)
- A practical volume algorithm (Q298158) (← links)
- AGGrEGATOr: A Gene-based GEne-Gene interActTiOn test for case-control association studies (Q306685) (← links)
- Latent spatial models and sampling design for landscape genetics (Q312969) (← links)
- Scan statistic tail probability assessment based on process covariance and window size (Q340117) (← links)
- On the quantification of nomination feasibility in stationary gas networks with random load (Q343824) (← links)
- One dimensional scan statistics generated by some dependent stationary sequences (Q385129) (← 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)
- Data augmentation strategies for the Bayesian spatial probit regression model (Q425634) (← links)
- A multiple window scan statistic for time series models (Q467023) (← links)
- An asymptotic test for quantitative trait locus detection in presence of missing genotypes (Q476082) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- A characterization of the subdifferential of singular Gaussian distribution functions (Q494871) (← links)
- Bayesian uncertainty management in temporal dependence of extremes (Q508719) (← links)
- Gaussian process classification: Singly versus doubly stochastic models, and new computational schemes (Q637979) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Bayesian factor analysis with uncertain functional constraints about factor loadings (Q901283) (← links)
- Fast computation of high-dimensional multivariate normal probabilities (Q901525) (← links)
- Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions (Q906230) (← 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)
- Computation of marginal likelihoods with data-dependent support for latent variables (Q1621319) (← links)
- Uncertainty quantification for the family-wise error rate in multivariate copula models (Q1621987) (← links)
- An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options (Q1634312) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- Simultaneous confidence intervals for comparisons of several multinomial samples (Q1658504) (← links)
- Reflected stochastic differential equation models for constrained animal movement (Q1680357) (← links)
- Individual confidence intervals for solutions to expected value formulations of stochastic variational inequalities (Q1680965) (← links)
- Multiple treatment comparisons in analysis of covariance with interaction, SCI for treatment covariate interaction (Q1689492) (← links)
- Calculating quantiles of noisy distribution functions using local linear regressions (Q1695539) (← links)
- Approximations for weighted Kolmogorov-Smirnov distributions via boundary crossing probabilities (Q1703835) (← links)
- EM algorithm of the truncated multinormal distribution with linear restriction on the variables (Q1709433) (← links)
- Stationary gas networks with compressor control and random loads: optimization with probabilistic constraints (Q1721454) (← links)
- Importance sampling the union of rare events with an application to power systems analysis (Q1722053) (← links)
- Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities (Q1739029) (← links)
- Subdifferential characterization of probability functions under Gaussian distribution (Q1739033) (← links)
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks (Q1789627) (← links)
- Simultaneous confidence intervals for comparing margins of multivariate binary data (Q1800077) (← links)
