Pages that link to "Item:Q2368162"
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The following pages link to On regression representations of stochastic processes (Q2368162):
Displaying 14 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- On the distributional transform, Sklar's theorem, and the empirical copula process (Q840755) (← links)
- Bootstrap model selection for possibly dependent and heterogeneous data (Q904102) (← links)
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory (Q996979) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Mallows permutations and finite dependence (Q2184821) (← links)
- Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric (Q2489842) (← links)
- Weak convergence of laws on \(\mathbb R^{K}\) with common marginals (Q2641433) (← links)
- Efficient dependency models: simulating dependent random variables (Q2672394) (← links)
- FINITELY DEPENDENT COLORING (Q2971028) (← links)
- Two Variability Orders (Q4950706) (← links)
- SELECTING BIVARIATE COPULA MODELS USING IMAGE RECOGNITION (Q5045332) (← links)
- Order statistics with multivariate concomitants: stochastic comparisons (Q5739657) (← links)
- Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination (Q6144424) (← links)
