Pages that link to "Item:Q842918"

The following pages link to Generating random correlation matrices based on vines and extended onion method (Q842918):

Displaying 50 items.

• On generating random Gaussian graphical models (Q135242) (← links)
• Global correlation and uncertainty accounting (Q325000) (← links)
• A method for generating realistic correlation matrices (Q386759) (← links)
• Symmetric matrices, Catalan paths, and correlations (Q739400) (← links)
• Hierarchical Bayesian models of reinforcement learning: introduction and comparison to alternative methods (Q825147) (← links)
• Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix (Q893976) (← links)
• Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor (Q900522) (← links)
• Control of the false discovery rate under dependence using the bootstrap and subsampling (Q1019475) (← links)
• Regime switches in the dependence structure of multidimensional financial data (Q1623563) (← links)
• Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
• The vine philosopher (Q1696999) (← links)
• Properties and comparison of risk capital allocation methods (Q1751856) (← links)
• A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series (Q2008095) (← links)
• Generating random correlation matrices with fixed values: an application to the evaluation of multivariate surrogate endpoints (Q2008126) (← links)
• Joint density of correlations in the correlation matrix with chordal sparsity patterns (Q2015063) (← links)
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients (Q2095777) (← links)
• The reliability factor: modeling individual reliability with multiple items from a single assessment (Q2103566) (← links)
• Automatic model training under restrictive time constraints (Q2108929) (← links)
• cCorrGAN: conditional correlation GAN for learning empirical conditional distributions in the elliptope (Q2117912) (← links)
• On the optimization of approximate control variates with parametrically defined estimators (Q2134796) (← links)
• An efficient algorithm to assess multivariate surrogate endpoints in a causal inference framework (Q2143008) (← links)
• A response-time-based latent response mixture model for identifying and modeling careless and insufficient effort responding in survey data (Q2152414) (← links)
• Parametric supplements to systems factorial analysis: identifying interactive parallel processing using systems of accumulators (Q2176761) (← links)
• Parametrising correlation matrices (Q2181727) (← links)
• Joint models with multiple longitudinal outcomes and a time-to-event outcome: a corrected two-stage approach (Q2195844) (← links)
• Correlation matrices with average constraints (Q2197633) (← links)
• Additive multivariate Gaussian processes for joint species distribution modeling with heterogeneous data (Q2226688) (← links)
• Large-scale inference of correlation among mixed-type biological traits with phylogenetic multivariate probit models (Q2233162) (← links)
• Efficient Bayesian inference of general Gaussian models on large phylogenetic trees (Q2245176) (← links)
• Predicting paleoclimate from compositional data using multivariate Gaussian process inverse prediction (Q2291528) (← links)
• Dial \(\hat{M}\) for monotonic: a kernel-based Bayesian approach to state-trace analysis (Q2332828) (← links)
• A hierarchical Bayesian state trace analysis for assessing monotonicity while factoring out subject, item, and trial level dependencies (Q2332832) (← links)
• A tutorial on Dirichlet process mixture modeling (Q2332845) (← links)
• When can we improve on sample average approximation for stochastic optimization? (Q2661521) (← links)
• Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
• On FISTA with a relative error rule (Q2696903) (← links)
• Assessing importance of biomarkers: A Bayesian joint modelling approach of longitudinal and survival data with semi-competing risks (Q3389290) (← links)
• Pairwise estimation of multivariate longitudinal outcomes in a Bayesian setting with extensions to the joint model (Q3389296) (← links)
• (Q4558202) (← links)
• DYNAMIC ASSET CORRELATIONS BASED ON VINES (Q4629569) (← links)
• Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
• ON COMPLEX ECONOMIC SCENARIO GENERATORS: IS LESS MORE? (Q5019039) (← links)
• Causal mediation analysis between resistance exercise and reduced risk of cardiovascular disease based on the Aerobics Center Longitudinal Study (Q5044688) (← links)
• The shape of partial correlation matrices (Q5079819) (← links)
• Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors (Q5082918) (← links)
• Linearized Robust Counterparts of Two-Stage Robust Optimization Problems with Applications in Operations Management (Q5085483) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
• (Q5111037) (← links)
• Modeling nematode population dynamics using a multivariate poisson model with spike and slab variable selection (Q5867722) (← links)
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections (Q5869242) (← links)