The following pages link to Statistics and Computing (Q58076):
Displaying 50 items.
- Model-based clustering of multiple networks with a hierarchical algorithm (Q57414) (← links)
- An elliptically symmetric angular Gaussian distribution (Q58387) (← links)
- Spherical regression models with general covariates and anisotropic errors (Q58391) (← links)
- Correlation and variable importance in random forests (Q58729) (← links)
- Information preserving regression-based tools for statistical disclosure control (Q59302) (← links)
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (Q59366) (← links)
- Interpretable sparse SIR for functional data (Q61772) (← links)
- Exploring the number of groups in robust model-based clustering (Q62169) (← links)
- Adaptive lifting for nonparametric regression (Q62808) (← links)
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Calibrating covariate informed product partition models (Q65541) (← links)
- Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
- Flexible non-parametric regression models for compositional data (Q69799) (← links)
- ROC curve and covariates: extending induced methodology to the non-parametric framework (Q70717) (← links)
- Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm (Q73640) (← links)
- Evaluation of Combinatorial Optimisation Algorithms for c-Optimal Experimental Designs with Correlated Observations (Q73947) (← links)
- High-dimensional order-free multivariate spatial disease mapping (Q74216) (← links)
- Penalised spline estimation for generalised partially linear single-index models (Q76315) (← links)
- Mean and median bias reduction in generalized linear models (Q77213) (← links)
- Structure-based hyperparameter selection with Bayesian optimization in multidimensional scaling (Q80419) (← links)
- Generating directed networks with predetermined assortativity measures (Q80586) (← links)
- The conditional censored graphical lasso estimator (Q80796) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter (Q81239) (← links)
- Numerical computation of rectangular bivariate and trivariate normal and t probabilities (Q81365) (← links)
- Toroidal PCA via density ridges (Q82001) (← links)
- Local principal curves (Q82844) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049) (← links)
- Deep Gaussian mixture models (Q88400) (← links)
- D-optimal designs via a cocktail algorithm (Q88784) (← links)
- Multiple Monte Carlo testing, with applications in spatial point processes (Q89181) (← links)
- False discovery rate envelopes (Q89206) (← links)
- Efficient generation of random variates via the ratio-of-uniforms method (Q89335) (← links)
- Metrics and barycenters for point pattern data (Q89375) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← links)
- Online signal extraction by robust regression in moving windows with data-adaptive width selection (Q90651) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Bayesian fractional polynomials (Q91296) (← links)
- Hilbert space methods for reduced-rank Gaussian process regression (Q91877) (← links)
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming (Q91882) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- Variable selection for generalized linear mixed models by L 1-penalized estimation (Q99246) (← links)
- Series evaluation of Tweedie exponential dispersion model densities (Q100029) (← links)
- Evaluation of Tweedie exponential dispersion model densities by Fourier inversion (Q100030) (← links)
- A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
