The following pages link to (Q4331783):
Displaying 50 items.
- Mean driven balance and uniformly best linear unbiased estimators (Q259657) (← links)
- Numerically stable methods for the computation of exit rates in Markov chains (Q292343) (← links)
- On periodic time-varying bilinear processes: structure and asymptotic inference (Q333536) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- An optimal \(k\)-nearest neighbor for density estimation (Q451156) (← links)
- Optimal measurement conditions for spatiotemporal EEG/MEG source analysis (Q463104) (← links)
- Proof of conjectures on the distance signless Laplacian eigenvalues of graphs (Q477750) (← links)
- Joining models with commutative orthogonal block structure (Q503435) (← links)
- A model for open populations subject to periodical re-classifications (Q538262) (← links)
- Moment testing for interaction terms in structural equation modeling (Q659073) (← links)
- Influence measure based on probabilistic behavior of regression estimators (Q736991) (← links)
- A note on Cochran test for homogeneity in one-way ANOVA and meta-analysis (Q744754) (← links)
- Separating a mixture of two normals with proportional covariances (Q745522) (← links)
- On energy and Laplacian energy of chain graphs (Q777410) (← links)
- Bivariate traits association analysis using generalized estimating equations in family data (Q830635) (← links)
- The theoretical analysis of GLRAM and its applications (Q856470) (← links)
- Characterization of graphs having extremal Randić indices (Q865454) (← links)
- Folded over non-orthogonal designs (Q935442) (← links)
- Nonparametric methods for unbalanced multivariate data and many factor levels (Q943601) (← links)
- A note on scale mixtures of skew normal distribution (Q947160) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- Estimating the Hurst effect and its application in monitoring clinical trials (Q956853) (← links)
- Minimum message length estimation using EM methods: a case study (Q957189) (← links)
- Multivariate skewness and kurtosis measures with an application in ICA (Q957316) (← links)
- Optimal cross-over designs for nonlinear mixed models using a first-order expansion (Q958774) (← links)
- Robust dimension reduction based on canonical correlation (Q958917) (← links)
- Lattices of Jordan algebras (Q962100) (← links)
- A generalization of Tyler's M-estimators to the case of incomplete data (Q962269) (← links)
- On conjectures involving second largest signless Laplacian eigenvalue of graphs (Q967519) (← links)
- Asymptotic properties of the EPMC for modified linear discriminant analysis when sample size and dimension are both large (Q974518) (← links)
- Predicting threshold exceedance by local block means in soil pollution surveys (Q993431) (← links)
- On optimal design for a Poisson regression model with random intercept (Q1009707) (← links)
- Asymptotic distributions of robust shape matrices and scales (Q1021832) (← links)
- Laplace approximations to means and variances with asymptotic modes (Q1039475) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- An elementary nonparametric differencing test of equality of regression functions (Q1285732) (← links)
- Moments of random vectors with skew \(t\) distribution and their quadratic forms. (Q1423169) (← links)
- Solving large interval availability models using a model transformation approach (Q1433150) (← links)
- More on restricted canonical correlations (Q1595155) (← links)
- Optimal difference-based estimation for partially linear models (Q1643015) (← links)
- On average eccentricity of graphs (Q1655541) (← links)
- Assessing the size of model misfit in structural equation models (Q1682434) (← links)
- Eigenvalues of the resistance-distance matrix of complete multipartite graphs (Q1684615) (← links)
- On spectral radius and energy of extended adjacency matrix of graphs (Q1734749) (← links)
- Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
- The moment of inertia and the linear discriminant function (Q1767748) (← links)
- Prediction of nonlinear spatial functionals (Q1869096) (← links)
- Matrix integral (Q1881080) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- Fast projections onto mixed-norm balls with applications (Q1944995) (← links)
