Pages that link to "Item:Q2370475"

The following pages link to Finite mixtures of multivariate Poisson distributions with application (Q2370475):

Displaying 41 items.

• Model-based clustering using copulas with applications (Q340862) (← links)
• A flexible approach to finite mixture regression models for multivariate mixed responses (Q383957) (← links)
• A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments (Q521444) (← links)
• Bivariate Poisson models with varying offsets: an application to the paired mitochondrial DNA dataset (Q523938) (← links)
• Mixtures of modified \(t\)-factor analyzers for model-based clustering, classification, and discriminant analysis (Q622441) (← links)
• Finite normal mixture copulas for multivariate discrete data modeling (Q840749) (← links)
• A note on the exponential Poisson distribution: a nested EM algorithm (Q961210) (← links)
• Nonparametric Bayesian learning of heterogeneous dynamic transcription factor networks (Q1621019) (← links)
• Mixture models for clustering multilevel growth trajectories (Q1621280) (← links)
• Mixtures of skew-\(t\) factor analyzers (Q1623604) (← links)
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts (Q1647625) (← links)
• Variable selection methods for model-based clustering (Q1749770) (← links)
• A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking (Q1927179) (← links)
• Flexible bivariate Poisson integer-valued GARCH model (Q2027225) (← links)
• Statistical analysis of multivariate discrete-valued time series (Q2062761) (← links)
• Mixture of hidden Markov models for accelerometer data (Q2078758) (← links)
• On a high-dimensional model representation method based on copulas (Q2178128) (← links)
• Bayesian multivariate Poisson models for insurance ratemaking (Q2276224) (← links)
• Hidden truncation hyperbolic distributions, finite mixtures thereof, and their application for clustering (Q2404418) (← links)
• Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions (Q2443255) (← links)
• Copula-based bivariate finite mixture regression models with an application for insurance claim count data (Q2677131) (← links)
• On the Bivariate Skellam Distribution (Q2797835) (← links)
• Approximate Bayesian Estimation for Multivariate Count Time Series Models (Q2806333) (← links)
• Multivariate Poisson-Beta Distributions with Applications (Q3007853) (← links)
• Semiparametric mixture models for multivariate count data, with application (Q3023031) (← links)
• Testing homogeneity in a multivariate mixture model (Q3087588) (← links)
• Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category (Q4620239) (← links)
• Variable Selection for Skewed Model-Based Clustering: Application to the Identification of Novel Sleep Phenotypes (Q4690931) (← links)
• Flexible Bivariate INAR(1) Processes Using Copulas (Q4921634) (← links)
• Mixture of the Riesz Distribution with Respect to a Multivariate Poisson (Q4921662) (← links)
• A bivariate INAR(1) process with application (Q5194717) (← links)
• Batch Effects Correction with Unknown Subtypes (Q5231488) (← links)
• A mixture of generalized hyperbolic distributions (Q5256377) (← links)
• CUSUM Control Charts for Multivariate Poisson Distribution (Q5419360) (← links)
• A Class of Goodness-of-fit Tests Based on Transformation (Q5419677) (← links)
• A multivariate Poisson regression model for count data (Q5861194) (← links)
• On a class of bivariate mixed Sarmanov distributions (Q6057113) (← links)
• A multivariate Poisson model based on comonotonic shocks (Q6066744) (← links)
• Random effect models for multivariate mixed data: A Parafac-based finite mixture approach (Q6078167) (← links)
• Interpoint Distance Test of Homogeneity for Multivariate Mixture Models (Q6086591) (← links)
• On computing the multivariate Poisson probability distribution (Q6176175) (← links)