The following pages link to (Q4863755):
Displaying 50 items.
- Exact risk improvement of bandwidth selectors for kernel density estimation with directional data (Q104414) (← links)
- Bayesian tests on components of the compound symmetry covariance matrix (Q118338) (← links)
- Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data (Q124843) (← links)
- A constructive approach to the estimation of dimension reduction directions (Q129272) (← links)
- Beta kernel estimators for density functions (Q134279) (← links)
- Evaluation of Trace Evidence in the Form of Multivariate Data (Q135690) (← links)
- A semiparametric method for clustering mixed data (Q139715) (← links)
- Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results (Q258033) (← links)
- Nonparametric estimation of regression functions with both categorical and continuous data (Q269234) (← links)
- Classification using the Zipfian kernel (Q269554) (← links)
- Sequential Monte Carlo with adaptive weights for approximate Bayesian computation (Q273582) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Non-linear canonical correlation analysis using alpha-beta divergence (Q280460) (← links)
- Nonparametric modal regression (Q282442) (← links)
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- A nonparametric test for equality of distributions with mixed categorical and continuous data (Q301978) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Maximum entropy autoregressive conditional heteroskedasticity model (Q302193) (← links)
- A fast computational method for moment-independent uncertainty importance measure (Q313836) (← links)
- On a parabolic-hyperbolic filter for multicolor image noise reduction (Q317165) (← links)
- Estimation of a time-dependent density (Q338410) (← links)
- A class of continuous bivariate distributions with linear sum of hazard gradient components (Q347264) (← links)
- Design optimization for robustness in multiple performance functions (Q381970) (← links)
- The receptor density algorithm (Q385060) (← links)
- Robust multivariate association and dimension reduction using density divergences (Q391608) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- Prediction of failure probability of oil wells (Q398207) (← links)
- Differential privacy based on importance weighting (Q399916) (← links)
- Bootstrapping a change-point Cox model for survival data (Q405360) (← links)
- Online wavelet-based density estimation for non-stationary streaming data (Q425389) (← links)
- Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397) (← links)
- Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Time-dependent copulas (Q443766) (← links)
- Varying kernel density estimation on \(\mathbb R_+\) (Q449397) (← links)
- Fisher lecture: Dimension reduction in regression (Q449741) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
- Large-sample study of the kernel density estimators under multiplicative censoring (Q450027) (← links)
- A criterion-based model comparison statistic for structural equation models with heterogeneous data (Q450860) (← links)
- An optimal \(k\)-nearest neighbor for density estimation (Q451156) (← links)
- A consistent model specification test with mixed discrete and continuous data (Q451277) (← links)
- Variable bandwidth kernel density estimation for censored data (Q452495) (← links)
- Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions (Q452610) (← links)
- A statistical approach to high-throughput screening of predicted orthologs (Q452729) (← links)
- Nonparametric ridge estimation (Q464193) (← links)
- Improving bias in kernel density estimation (Q467004) (← links)
- A hybrid feature selection method based on rough conditional mutual information and naive Bayesian classifier (Q469921) (← links)
- Probability density function estimation with the frequency polygon transform (Q528669) (← links)
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data (Q542932) (← links)
