The following pages link to (Q3339960):
Displayed 50 items.
- Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth (Q145558) (← links)
- On hyperbolic monomolecular growth model in height/diameter growth of pines (Q275547) (← links)
- Adaptive identification of systems with distributed lags (Q308575) (← links)
- Nonlinear methods of statistic simulation of virtual parameter values for investigating uncertainties in orbits determined from observations (Q362707) (← links)
- Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
- Construction of confidence regions for motion trajectories of objects in computer vision problems (Q393684) (← links)
- Fiducial prediction intervals (Q419321) (← links)
- Acceleration of the stochastic search variable selection via componentwise Gibbs sampling (Q523262) (← links)
- Linear and nonlinear regression with stable errors (Q528134) (← links)
- Bayesian robot system identification with input and output noise (Q553249) (← links)
- Model building using bi-level optimization (Q620522) (← links)
- On-line incremental feature weighting in evolving fuzzy classifiers (Q622090) (← links)
- Consistent estimation in a linear regression problem with random errors in coefficients (Q642085) (← links)
- Conditional p-values for the F-statistic in a forward selection procedure (Q672522) (← links)
- Estimation of tolerance limits from reference data (Q672961) (← links)
- Intrinsic nonlinearity and method of disturbed observations in inverse problems of celestial mechanics (Q680990) (← links)
- Estimating coefficients of two-phase linear regression model with autocorrelated errors (Q689486) (← links)
- Data-driven techniques for direct adaptive control: The lazy and the fuzzy approaches (Q698743) (← links)
- Influence measure based on probabilistic behavior of regression estimators (Q736991) (← links)
- An information criterion for normal regression estimation (Q749120) (← links)
- A variable selection procedure for econometric models (Q760747) (← links)
- A multivariate correlation ratio (Q789126) (← links)
- Impact of simultaneous omission of a variable and an observation on a linear regression equation (Q804178) (← links)
- A new method to discriminate between enzyme-kinetic models (Q809007) (← links)
- The hysteresis Bouc-Wen model, a survey (Q841720) (← links)
- A two-stage algorithm for identification of nonlinear dynamic systems (Q856542) (← links)
- Controlling the false discovery rate via knockoffs (Q888503) (← links)
- A rule-based development of incremental models (Q899185) (← links)
- Estimating passenger traffic characteristics in transport systems (Q904461) (← links)
- Compatibility of prior specifications across linear models (Q908147) (← links)
- The accuracy of least squares calculations with the Cholesky algorithm (Q911243) (← links)
- Reducing over-dispersion by generalized degree of freedom and propensity score (Q951918) (← links)
- The application of the first order system transfer function for fitting the 3-arm radial maze learning curve (Q955107) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Influence analyses of nonlinear mixed-effects models (Q956835) (← links)
- Statistical analysis of neuromuscular blockade response: contributions to an automatic controller calibration (Q957268) (← links)
- Constrained linear regression models for symbolic interval-valued variables (Q962266) (← links)
- Multiblock latent root regression. Application to epidemiological data (Q964598) (← links)
- Nonparametric \(F\)-tests for nested global and local polynomial models (Q998991) (← links)
- Centre and range method for fitting a linear regression model to symbolic interval data (Q1023476) (← links)
- Optimal design for an inverse Gaussian regression model (Q1087280) (← links)
- Algebraic relationships between classical regression and total least- squares estimation (Q1094861) (← links)
- Multivariate calibration: A generalization of the classical estimator (Q1110962) (← links)
- Selecting important independent variables in linear regression models (Q1113231) (← links)
- Detecting randomization restrictions caused by factors (Q1125549) (← links)
- Wrappers for feature subset selection (Q1127360) (← links)
- Multiple outliers detection through reweighted least deviances. (Q1128456) (← links)
- A graphical approach for evaluating and comparing designs for nonlinear models. (Q1128897) (← links)
- An alternative way to compute Fourier amplitude sensitivity test (FAST). (Q1129141) (← links)
- A new criterion for variable selection (Q1130330) (← links)