The following pages link to zbMATH Keywords (P1450):
Displayed 500 items.
- Publication:Q5857920 (← links)
- Model-based clustering of multiple networks with a hierarchical algorithm (Q57414) (← links)
- Network meta‐analysis of multicomponent interventions (Q57551) (← links)
- On the moments of ratios of quadratic forms in normal random variables (Q57675) (← links)
- Numerical computation of real or complex elliptic integrals (Q57897) (← links)
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection (Q58075) (← links)
- Power-law models for infectious disease spread (Q58327) (← links)
- A Space-Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence (Q58331) (← links)
- A two-step estimator for large approximate dynamic factor models based on Kalman filtering (Q58366) (← links)
- An elliptically symmetric angular Gaussian distribution (Q58387) (← links)
- Spherical regression models with general covariates and anisotropic errors (Q58391) (← links)
- Sequential Monte Carlo for Sampling Balanced and Compact Redistricting Plans (Q58510) (← links)
- Metropolized Forest Recombination for Monte Carlo Sampling of Graph Partitions (Q58516) (← links)
- Voting Rights, Markov Chains, and Optimization by Short Bursts (Q58522) (← links)
- Robustness and inference in nonparametric partial frontier modeling (Q58633) (← links)
- Correlation and variable importance in random forests (Q58729) (← links)
- Estimating Box-Cox power transformation parameter via goodness-of-fit tests (Q59066) (← links)
- A numerically stable dual method for solving strictly convex quadratic programs (Q59165) (← links)
- Density Estimation via Bayesian Inference Engines (Q59197) (← 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)
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- Global optimization of statistical functions with simulated annealing (Q59975) (← links)
- Fast Sampling of Gaussian Markov Random Fields (Q60532) (← links)
- Fast Censored Linear Regression (Q60738) (← links)
- Sparse clustering of functional data (Q61004) (← links)
- A novel framework for joint sparse clustering and alignment of functional data (Q61005) (← links)
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- Estimation of the diagnostic threshold accounting for decision costs and sampling uncertainty (Q61038) (← links)
- Quantile calculus and censored regression (Q61126) (← links)
- Measuring school segregation (Q61268) (← links)
- Large Sample Properties of Generalized Method of Moments Estimators (Q61354) (← links)
- On simulation of tempered stable random variates (Q61358) (← links)
- Tempered stable distributions and processes (Q61368) (← links)
- Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
- Globally intensity-reweighted estimators for $K$- and pair correlation functions (Q61516) (← links)
- Interpretable sparse SIR for functional data (Q61772) (← links)
- Bootstrapping INAR models (Q61791) (← links)
- A fast EM algorithm for fitting joint models of a binary response and multiple longitudinal covariates subject to detection limits (Q62047) (← links)
- Exploring the number of groups in robust model-based clustering (Q62169) (← links)
- Accurate algorithms for identifying the median ranking when dealing with weak and partial rankings under the Kemeny axiomatic approach (Q62323) (← links)
- A differential evolution algorithm for finding the median ranking under the Kemeny axiomatic approach (Q62336) (← links)
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650) (← links)
- Fast Filtering and Smoothing for Multivariate State Space Models (Q62653) (← links)
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- A Cluster Elastic Net for Multivariate Regression (Q63195) (← links)
- The benefit of data-based model complexity selection via prediction error curves in time-to-event data (Q63246) (← links)
- Testing one hypothesis twice in observational studies (Q63296) (← links)
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations (Q63506) (← links)
- Three-stage least squares with different instruments for different equations (Q63508) (← links)
- A hyper-Poisson regression model for overdispersed and underdispersed count data (Q63617) (← links)
- Bayesian Non-Parametric Factor Analysis for Longitudinal Spatial Surfaces (Q63883) (← links)
- A new balance index for phylogenetic trees (Q64195) (← links)
- Maximum-likelihood estimation of a log-concave density based on censored data (Q64274) (← links)
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Maintaining knowledge about temporal intervals (Q64672) (← links)
- A spectral adjustment for spatial confounding (Q64773) (← links)
- Bagging predictors (Q65108) (← links)
- Modelling publication bias and p-hacking (Q65262) (← links)
- Optimal Adaptive Designs for Binary Response Trials (Q65284) (← links)
- Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement (Q65362) (← links)
- Estimating the Number of Clusters in a Data Set Via the Gap Statistic (Q65481) (← links)
- Calibrating covariate informed product partition models (Q65541) (← links)
- The assessment of replication success based on relative effect size (Q65581) (← links)
- Beyond the two-trials rule: Type-I error control and sample size planning with the sceptical $p$-value (Q65586) (← links)
- A Modeling Language for Mathematical Programming (Q65612) (← links)
- BART: Bayesian additive regression trees (Q65651) (← links)
- Comparison of Gaussian process modeling software (Q65764) (← links)
- Time series forecasting using a hybrid ARIMA and neural network model (Q65788) (← links)
- Point Patterns Occurring on Complex Structures in Space and Space-Time: An Alternative Network Approach (Q65814) (← links)
- Second-order and local characteristics of network intensity functions (Q65816) (← links)
- Computational Optimal Transport: With Applications to Data Science (Q65942) (← links)
- Simultaneous transformation and rounding (STAR) models for integer-valued data (Q66005) (← links)
- Sample size planning for developing classifiers using high-dimensional DNA microarray data (Q66058) (← links)
- Sample sizes for improved binomial confidence intervals (Q66060) (← links)
- The cost of using exact confidence intervals for a binomial proportion (Q66062) (← links)
- On sampling with probability proportional to size (Q66100) (← links)
- Group Inference in High Dimensions with Applications to Hierarchical Testing (Q66200) (← links)
- Matching tower information with piecewise Pareto (Q66265) (← links)
- Linear biomarker combination for constrained classification (Q66424) (← links)
- Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach (Q68580) (← links)
- Nonparametric methods for clustered data in pre-post intervention design (Q68888) (← links)
- Deep learning for time series classification: a review (Q69113) (← links)
- Extending ggplot2 for Linked and Animated Web Graphics (Q69246) (← links)
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields (Q69394) (← links)
- Unifying compactly supported and Matérn covariance functions in spatial statistics (Q69403) (← links)
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers (Q69407) (← links)
- Modelling Point Referenced Spatial Count Data: A Poisson Process Approach (Q69412) (← links)
- Studentized permutation tests for non-i.i.d. hypotheses and the generalized Behrens-Fisher problem (Q69467) (← links)
- A Bayesian analysis of the multinomial probit model using marginal data augmentation (Q69484) (← links)
- Flexible non-parametric regression models for compositional data (Q69799) (← links)
- Regression methods for metacognitive sensitivity (Q69873) (← links)
- PLS path modeling (Q69912) (← links)
- Maximum likelihood estimation of a spatial autoregressive Tobit model (Q70138) (← links)
- Continual Reassessment Method: A Practical Design for Phase 1 Clinical Trials in Cancer (Q70258) (← links)
- Estimation in exponential families on permutations (Q70429) (← links)
- Fuzzy least squares (Q70468) (← links)
- An omission approach for detecting outliers in fuzzy regression models (Q70471) (← links)
- Fuzzy linear regression analysis: a multi-objective programming approach (Q70480) (← links)
- Possibilistic linear regression analysis for fuzzy data (Q70486) (← links)
- Adjusting for covariate effects on classification accuracy using the covariate-adjusted receiver operating characteristic curve (Q70710) (← links)
- ROC curve and covariates: extending induced methodology to the non-parametric framework (Q70717) (← links)
- Small area estimation when auxiliary information is measured with error (Q70731) (← links)
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Population Marginal Means in the Linear Model: An Alternative to Least Squares Means (Q71297) (← links)
- Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances (Q71369) (← links)
- A Fully Asynchronous Multifrontal Solver Using Distributed Dynamic Scheduling (Q71526) (← links)
- Predictive learning via rule ensembles (Q71543) (← links)
- Modelling volatility by variance decomposition (Q71677) (← links)
- A user-guided Bayesian framework for ensemble feature selection in life science applications (UBayFS) (Q71870) (← links)
- Hidden hybrid Markov/semi-Markov chains (Q72012) (← links)
- Estimation of Markov regime-switching regression models with endogenous switching (Q72021) (← links)
- Hhsmm: An R package for hidden hybrid Markov/semi-Markov models (Q72030) (← links)
- Factor tree copula models for item response data (Q72193) (← links)
- Planning and acting in partially observable stochastic domains (Q72343) (← links)
- Structural similarity and difference testing on multiple sparse Gaussian graphical models (Q72441) (← links)
- Generative models for functional data using phase and amplitude separation (Q72462) (← links)
- Hierarchical generalised linear models: A synthesis of generalised linear models, random-effect models and structured dispersions (Q72599) (← links)
- Consistent testing for recurrent genomic aberrations: Table 1. (Q72647) (← links)
- Hyperband: A Novel Bandit-Based Approach to Hyperparameter Optimization (Q72746) (← links)
- CRPS Learning (Q72766) (← links)
- Optimal learning with Bernstein Online Aggregation (Q72768) (← links)
- Nonparametric estimation of the survival function for ordered multivariate failure time data: A comparative study (Q72840) (← links)
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data (Q73022) (← links)
- Gamma shape mixtures for heavy-tailed distributions (Q73042) (← links)
- Measurement error in Lasso: impact and likelihood bias correction (Q73070) (← links)
- Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error (Q73072) (← links)
- A Bound for Publication Bias Based on the Fraction of Unpublished Studies (Q73247) (← links)
- Comparing implementations of global and local indicators of spatial association (Q73348) (← links)
- Linear latent variable models: the lava-package (Q73549) (← links)
- Fast smoothing parameter separation in multidimensional generalized P-splines: the SAP algorithm (Q73640) (← links)
- An alternative semiparametric model for spatial panel data (Q73641) (← links)
- Bayesian inference for the extremal dependence (Q73753) (← links)
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials (Q73762) (← links)
- Estimation and uncertainty quantification for extreme quantile regions (Q73765) (← links)
- Extreme Dependence Models (Q73770) (← links)
- Evaluation of Combinatorial Optimisation Algorithms for c-Optimal Experimental Designs with Correlated Observations (Q73947) (← links)
- Rearranged dependence measures (Q74042) (← links)
- A test statistic based on ranked set sampling for two normal means (Q74073) (← links)
- High-dimensional order-free multivariate spatial disease mapping (Q74216) (← links)
- Randomization Inference in a Group–Randomized Trial of Treatments for Depression (Q74423) (← links)
- A New Unified Approach for the Simulation of a Wide Class of Directional Distributions (Q74455) (← links)
- Latent Block Model for Contingency Table (Q75061) (← links)
- Model selection for Gaussian latent block clustering with the integrated classification likelihood (Q75065) (← links)
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- Sufficient forecasting using factor models (Q75240) (← links)
- Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
- Randomization Inference for Treatment Effect Variation (Q75397) (← links)
- Decomposing Treatment Effect Variation (Q75398) (← links)
- Selection bias and multiple inclusion criteria in observational studies (Q75508) (← links)
- Gaussian mixture vector autoregression (Q75584) (← links)
- Methods for checking the Markov condition in multi-state survival data (Q75601) (← links)
- Regularized vector field learning with sparse approximation for mismatch removal (Q75781) (← links)
- Model-based clustering of categorical time series (Q75958) (← links)
- An Alternative Test for the Equality of Variances for Several Populations When the Underlying Distributions are Normal (Q75999) (← links)
- Testing equality of variances for several normal populations (Q76009) (← links)
- OLS with multiple high dimensional category variables (Q76024) (← links)
- Numerical equivalence of imputing scores and weighted estimators in regression analysis with missing covariates (Q76033) (← links)
- Robust nonparametric tests for the two-sample location problem (Q76073) (← links)
- On the online estimation of local constant volatilities (Q76074) (← links)
- Ball Covariance: A Generic Measure of Dependence in Banach Space (Q76129) (← links)
- Data-driven Thresholding in Denoising with Spectral Graph Wavelet Transform (Q76309) (← links)
- Penalised spline estimation for generalised partially linear single-index models (Q76315) (← links)
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (Q76461) (← links)
- Measuring the efficiency of decision making units (Q76464) (← links)
- Discretization-based direct random sample generation (Q76615) (← links)
- Practical valid inferences for the two-sample binomial problem (Q76638) (← links)
- Confidence intervals for directly standardized rates using mid-p gamma intervals (Q76800) (← links)
- Extended ANOVA and Rank Transform Procedures (Q76828) (← links)
- Extended Analysis of At Least Partially Ordered Multi-factor ANOVA (Q76832) (← links)
- Improved harmonic development of the Earth tide-generating potential (Q76879) (← links)
- Bias reduction in exponential family nonlinear models (Q77205) (← links)
- Mean and median bias reduction in generalized linear models (Q77213) (← links)
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Model-based clustering and outlier detection with missing data (Q77610) (← links)
- Estimation of spatial autoregressive panel data models with fixed effects (Q77665) (← links)
- Drifting Markov Models with Polynomial Drift and Applications to DNA Sequences (Q77769) (← links)
- Confidence sets for persistence diagrams (Q77813) (← links)
- Multivariate Distributional Stochastic Frontier Models (Q77856) (← links)
- Mark‐Specific Hazard Ratio Model with Multivariate Continuous Marks: An Application to Vaccine Efficacy (Q77966) (← links)
- Mark-specific hazard ratio model with missing multivariate marks (Q77969) (← links)
- Maximum likelihood estimation of Hawkes' self-exciting point processes (Q78041) (← links)
- Regularized linear discriminant analysis and its application in microarrays (Q78121) (← links)
- A note on two problems in connexion with graphs (Q78129) (← links)
- Delete or merge regressors for linear model selection (Q78545) (← links)
- OSQP: An Operator Splitting Solver for Quadratic Programs (Q78613) (← links)
- The efficient evaluation of the hypergeometric function of a matrix argument (Q78925) (← links)
- Inference for clustered data using the independence loglikelihood (Q79199) (← links)
- Model misspecification in peaks over threshold analysis (Q79202) (← links)
- Two-directional simultaneous inference for high-dimensional models (Q79412) (← links)
- Comparison and Bayesian Estimation of Feature Allocations (Q79670) (← links)
- An Empirical Bayes Method for Multivariate Meta-analysis with an Application in Clinical Trials (Q79700) (← links)
- Parameter priors for directed acyclic graphical models and the characterization of several probability distributions (Q79791) (← links)
- Bayesian Semiparametric Mixed Effects Markov Models With Application to Vocalization Syntax (Q80125) (← links)
- Beta autoregressive fractionally integrated moving average models (Q80218) (← links)
- Imbalanced regression and extreme value prediction (Q80300) (← links)
- Structure-based hyperparameter selection with Bayesian optimization in multidimensional scaling (Q80419) (← links)
- Assessing and Quantifying Clusteredness: The OPTICS Cordillera (Q80441) (← links)
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Steady-state analysis of structured population models (Q80525) (← links)
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- Generating directed networks with predetermined assortativity measures (Q80586) (← links)
- Mixture model clustering for mixed data with missing information (Q80640) (← links)
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data (Q80801) (← links)
- Missing values: sparse inverse covariance estimation and an extension to sparse regression (Q80804) (← links)
- MAGMA: inference and prediction using multi-task Gaussian processes with common mean (Q80870) (← links)
- Estimating heritability for cause specific mortality based on twin studies (Q80886) (← links)
- The liability threshold model for censored twin data (Q80888) (← links)
- Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter (Q81239) (← links)
- Can local particle filters beat the curse of dimensionality? (Q81243) (← links)
- A three-parameter generalization of the binomial distribution (Q81290) (← links)
- A note on the delete-d jackknife variance estimators (Q81522) (← links)
- On modeling count data: a comparison of some well-known discrete distributions (Q81685) (← links)
- Longitudinal data analysis using generalized linear models (Q81826) (← links)
- Toroidal PCA via density ridges (Q82001) (← links)
- A robust partial least squares approach for function-on-function regression (Q82006) (← links)
- Principal loading analysis (Q82192) (← links)
- Detecting Causality in Complex Ecosystems (Q82226) (← links)
- Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects (Q82357) (← links)
- A diagnostic for bias in linear mixed model estimators induced by dependence between the random effects and the corresponding model matrix (Q82361) (← links)
- Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments (Q82511) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- A note on fast envelope estimation (Q82609) (← links)
- Invariant Co-Ordinate Selection (Q82621) (← links)
- Computational aspects of algorithms for variable selection in the context of principal components (Q82630) (← links)
- Quadratic Majorization for Nonconvex Loss with Applications to the Boosting Algorithm (Q82722) (← links)
- Robust boosting with truncated loss functions (Q82723) (← links)
- Mixture-based estimation of entropy (Q82866) (← links)
- Releasing Multiply Imputed, Synthetic Public use Microdata: An Illustration and Empirical Study (Q82894) (← links)
- Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing (Q82911) (← links)
- MM for penalized estimation (Q82924) (← links)
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Time-localized wavelet multiple regression and correlation (Q83116) (← links)
- A Tale of Two Datasets: Representativeness and Generalisability of Inference for Samples of Networks (Q83205) (← links)
- Estimating Vector Autoregressions with Panel Data (Q83292) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Estimation of the extremal index using censored distributions (Q83310) (← links)
- Weighted Elo rating for tennis match predictions (Q83323) (← links)
- Loglinear model selection and human mobility (Q83351) (← links)
- Estimating the decision curve and its precision from three study designs (Q83383) (← links)
- The additive hazard estimator is consistent for continuous-time marginal structural models (Q83455) (← links)
- Matching conditional and marginal shapes in binary random intercept models using a bridge distribution function (Q83501) (← links)
- Diagnosis and quantification of the non-essential collinearity (Q83665) (← links)
- Control Function Instrumental Variable Estimation of Nonlinear Causal Effect Models (Q84308) (← links)
- Gaussian parsimonious clustering models with covariates and a noise component (Q84391) (← links)
- Confidence Intervals for Causal Effects with Invalid Instruments using Two-Stage Hard Thresholding with Voting (Q84407) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Model-Free Feature Screening for Ultrahigh-Dimensional Data (Q84631) (← links)
- Vecchia-approximated Deep Gaussian Processes for Computer Experiments (Q84900) (← links)
- Interval-based, nonparametric approach for resampling of fuzzy numbers (Q84929) (← links)
- Hypothesis testing for means in connection with fuzzy rating scale-based data: algorithms and applications (Q84963) (← links)
- An Application of a Mixed-Effects Location Scale Model for Analysis of Ecological Momentary Assessment (EMA) Data (Q85027) (← links)
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
- On a strong metric on the space of copulas and its induced dependence measure (Q85345) (← links)
- Cross-entropy clustering (Q85407) (← links)
- Analysis of presence-only data via exact Bayes, with model and effects identification (Q85526) (← links)
- A wavelet-based tool for studying non-periodicity (Q85553) (← links)
- Hypothesis testing near singularities and boundaries (Q85619) (← links)
- Measuring and testing dependence by correlation of distances (Q85647) (← links)
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing (Q85652) (← links)
- The distance standard deviation (Q85655) (← links)
- Elastic analysis of irregularly or sparsely sampled curves (Q85670) (← links)
- An improved harmony search algorithm for solving optimization problems (Q85696) (← links)
- Derivative free gradient projection algorithms for rotation (Q85802) (← links)
- Modeling microbial abundances and dysbiosis with beta-binomial regression (Q86089) (← links)
- Discrete grey forecasting model and its optimization (Q86153) (← links)
- On novel grey forecasting model based on non-homogeneous index sequence (Q86160) (← links)
- A novel varistructure grey forecasting model with speed adaptation and its application (Q86166) (← links)
- New grey forecasting model with its application and computer code (Q86184) (← links)
- An extended grey forecasting model for omnidirectional forecasting considering data gap difference (Q86189) (← links)
- The grey generalized Verhulst model and its application for forecasting Chinese pig price index (Q86194) (← links)
- Forecasting the renewable energy consumption of the European countries by an adjacent non-homogeneous grey model (Q86211) (← links)
- Multi-variable grey model based on dynamic background algorithm for forecasting the interval sequence (Q86248) (← links)
- Sparsity information and regularization in the horseshoe and other shrinkage priors (Q86320) (← links)
- A flexible regression model for count data (Q86465) (← links)
- A flexible zero-inflated model to address data dispersion (Q86477) (← links)
- Small area estimation of poverty indicators (Q86813) (← links)
- Fast likelihood calculation for multivariate Gaussian phylogenetic models with shifts (Q86833) (← links)
- The Degrees of Freedom of Partial Least Squares Regression (Q86894) (← links)
- Swarm intelligence for self-organized clustering (Q86925) (← links)
- Algorithm AS 159: An Efficient Method of Generating Random R × C Tables with Given Row and Column Totals (Q87107) (← links)
- ALGORITHM 643 (Q87113) (← links)
- Computation of the distribution of the maximum studentized range statistic with application to multiple significance testing of simple effects (Q87131) (← links)
- SynthETIC: an individual insurance claim simulator with feature control (Q87223) (← links)
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Generic E-Variables for Exact Sequential k-Sample Tests that allow for Optional Stopping (Q87830) (← links)
- Direct and Indirect Approaches to Blockmodeling of Valued Networks in Terms of Regular Equivalence (Q88001) (← links)
- Estimating diversity via frequency ratios (Q88012) (← links)
- Objective Bayesian estimation for the number of species (Q88015) (← links)
- Probabilistic Time Series Forecasts with Autoregressive Transformation Models (Q88049) (← links)
- PH FITTING ALGORITHM AND ITS APPLICATION TO RELIABILITY ENGINEERING (Q88136) (← links)
- Differentiating intraday seasonalities through wavelet multi-scaling (Q88369) (← links)
- Searching for a source of difference in graphical models (Q88388) (← links)
- Deep Gaussian mixture models (Q88400) (← links)
- Improving the structure MCMC sampler for Bayesian networks by introducing a new edge reversal move (Q88764) (← links)
- D-optimal designs via a cocktail algorithm (Q88784) (← links)
- Nearly Random Designs with Greatly Improved Balance (Q88999) (← links)
- A case-base sampling method for estimating recurrent event intensities (Q89132) (← links)
- Multiple Monte Carlo testing, with applications in spatial point processes (Q89181) (← links)
- Graphical tests of independence for general distributions (Q89204) (← links)
- False discovery rate envelopes (Q89206) (← links)
- Nonparametric estimation of directional highest density regions (Q89220) (← links)
- Semi-Nonparametric Maximum Likelihood Estimation (Q89225) (← links)
- K-Sample Test for Equality of Copulas (Q89269) (← links)
- A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
- Metrics and barycenters for point pattern data (Q89375) (← links)
- Sequential quantiles via Hermite series density estimation (Q89436) (← links)
- Sequential estimation of Spearman rank correlation using Hermite series estimators (Q89438) (← links)
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
- Fast estimation of the median covariation matrix with application to online robust principal components analysis (Q89458) (← links)
- Bayesian estimation and stochastic model specification search for dynamic survival models (Q89523) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Faster spectral sparsification and numerical algorithms for SDD matrices (Q89555) (← links)
- Bayesian Design of Noninferiority Trials for Medical Devices Using Historical Data (Q89674) (← links)
- A generative model for rank data based on insertion sort algorithm (Q89742) (← links)
- BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond) (Q89961) (← links)
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← links)
- Inferring causal impact using Bayesian structural time-series models (Q89980) (← links)
- Pseudo-likelihood methods for community detection in large sparse networks (Q90059) (← links)
- Likelihood-based model selection for stochastic block models (Q90065) (← links)
- Estimating the number of communities by spectral methods (Q90067) (← links)
- Adjusted chi-square test for degree-corrected block models (Q90068) (← links)
- Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
- Innovated higher criticism for detecting sparse signals in correlated noise (Q90256) (← links)
- Predicting the present with Bayesian structural time series (Q90324) (← links)
- Multivariate Real-Time Signal Extraction by a Robust Adaptive Regression Filter (Q90652) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685) (← links)
- Diagnostics for heteroscedasticity in regression (Q90694) (← links)
- Testing for constant variance in a linear model (Q90697) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals (Q90717) (← links)
- Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test (Q90723) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- An improved test for heteroskedasticity using adjusted modified profile likelihood inference (Q90741) (← links)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Sieve bootstrap for smoothing in nonstationary time series (Q90970) (← links)
- Empirical Likelihood for the Analysis of Experimental Designs (Q90986) (← links)
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Bayesian Synthetic Likelihood (Q91055) (← links)
- Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso (Q91057) (← links)
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059) (← links)
- Making and Evaluating Point Forecasts (Q91134) (← links)
- Statistical analyses for round robin interaction data (Q91154) (← links)
- Confidence regions in semilinear regression (Q91215) (← links)
- Testing Linearity for Network Autoregressive Models (Q91246) (← links)
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Bayesian fractional polynomials (Q91296) (← links)
- Tensor Decompositions and Applications (Q91405) (← links)
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Portmanteau Test of Independence for Functional Observations (Q91432) (← links)
- Fast regularized canonical correlation analysis (Q91610) (← links)
- Consistent model specification tests (Q91781) (← links)
- Nonparametric bootstrap analysis with applications to demographic effects in demand functions (Q91785) (← links)
- Breaking the curse of dimensionality in nonparametric testing (Q91787) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- Hilbert space methods for reduced-rank Gaussian process regression (Q91877) (← links)
- Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming (Q91882) (← links)
- Enhanced cube implementation for highly stratified population (Q92041) (← links)
- An Efficient Approach for Statistical Matching of Survey Data Trough Calibration, Optimal Transport and Balanced Sampling (Q92043) (← links)
- Penalized likelihood methods for estimation of sparse high-dimensional directed acyclic graphs (Q92130) (← links)
- Constructing Sobol Sequences with Better Two-Dimensional Projections (Q92176) (← links)
- Doubly Robust Estimation in Missing Data and Causal Inference Models (Q92189) (← links)
- Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
- Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity (Q92247) (← links)
- Generation Of Time Series Models With Given Spectral Properties (Q92277) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- The minimum regularized covariance determinant estimator (Q92466) (← links)
- A MOSUM procedure for the estimation of multiple random change points (Q92616) (← links)
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Tucker3 Model for Compositional Data (Q92636) (← links)
- A method for detecting hidden additivity in two-factor unreplicated experiments (Q92659) (← links)
- (Leveled) Fully Homomorphic Encryption without Bootstrapping (Q92720) (← links)
- Multi-companion matrices (Q92814) (← links)
- A General Approach to Analyzing Epidemiologic Data that Contain Misclassification Errors (Q93065) (← links)
- On the Pythagorean Structure of the Optimal Transport for Separable Cost Functions (Q93069) (← links)
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
- Propensity score weighting for causal inference with multiple treatments (Q93141) (← links)
- Statistical Inference and Power Analysis for Direct and Spillover Effects in Two-Stage Randomized Experiments (Q93156) (← links)
- A new normalization technique for cursive handwritten words (Q93287) (← links)
- Combining data from experiments that may be similar (Q93317) (← links)
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions (Q93618) (← links)
- Dose Finding for Continuous and Ordinal Outcomes with a Monotone Objective Function: A Unified Approach (Q93669) (← links)
- Model selection in the space of Gaussian models invariant by symmetry (Q93776) (← links)
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- Marginalized Transition Models and Likelihood Inference for Longitudinal Categorical Data (Q93913) (← links)
- Efficient and feasible inference for high-dimensional normal copula regression models (Q94125) (← links)
- A Sample Selection Model with Skew-normal Distribution (Q94631) (← links)
- Forecasting the term structure of government bond yields (Q94953) (← links)
- Mutual information is copula entropy (Q94967) (← links)
- CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization (Q95161) (← links)
- Small sample sensitivity analysis techniques for computer models.with an application to risk assessment (Q95201) (← links)
- Permutation test for heterogeneous treatment effects with a nuisance parameter (Q95381) (← links)
- Basic statistics for distributional symbolic variables: a new metric-based approach (Q95585) (← links)
- Exact Unconditional Sample Sizes for the 2 × 2 Binomial Trial (Q95646) (← links)
- On Estimation in Relative Survival (Q95697) (← links)
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- On asymptotically optimal confidence regions and tests for high-dimensional models (Q95759) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Estimating common principal components in high dimensions (Q95891) (← links)
- Functional linear regression analysis for longitudinal data (Q96109) (← links)
- A project game for PERT networks (Q96293) (← links)
- Hart and Mas-Colell consistency in PERT problems (Q96298) (← links)
- Multicategory angle-based large-margin classification (Q96340) (← links)
- Scaled Gaussian Stochastic Process for Computer Model Calibration and Prediction (Q96359) (← links)
- A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration (Q96361) (← links)
- Robustness against outliers: A new variance inflated regression model for proportions (Q96424) (← links)
- Beta Regression for Modelling Rates and Proportions (Q96427) (← links)
- Probit transformation for kernel density estimation on the unit interval (Q96446) (← links)
- A generic approach to nonparametric function estimation with mixed data (Q96449) (← links)
- Asymptotic analysis of the jittering kernel density estimator (Q96450) (← links)
- Cox regression model with doubly truncated data (Q96511) (← links)
- Nonparametric analysis of doubly truncated data (Q96513) (← links)
- Variable selection for partially linear models via partial correlation (Q96600) (← links)
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm (Q96604) (← links)
- Relatedness coefficients in pedigrees with inbred founders (Q96676) (← links)
- A recursive algorithm for the calculation of identity coefficients (Q96678) (← links)
- Default Bayes factors for ANOVA designs (Q96695) (← links)
- A better (Bayesian) interval estimate for within-subject designs (Q96698) (← links)
- The combinatorics of discrete time-trees: theory and open problems (Q96717) (← links)
- Discrete coalescent trees (Q96722) (← links)
- Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion (Q96848) (← links)
- Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging (Q96915) (← links)
- Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares (Q97013) (← links)
- Extending the rank likelihood for semiparametric copula estimation (Q97030) (← links)
- Fast and accurate calculations for first-passage times in Wiener diffusion models (Q97063) (← links)
- Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model (Q97067) (← links)
- The first-passage time distribution for the diffusion model with variable drift (Q97068) (← links)
- Partial derivatives for the first-passage time distribution in Wiener diffusion models (Q97071) (← links)
- All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously (Q97217) (← links)
- Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior (Q97314) (← links)
- Properties and estimation of asymmetric exponential power distribution (Q97355) (← links)
- Proximal Methods for Sparse Optimal Scoring and Discriminant Analysis (Q97534) (← links)
- Alternating direction method of multipliers for penalized zero-variance discriminant analysis (Q97537) (← links)
- Searching for important factors in simulation models with many factors: Sequential bifurcation (Q97659) (← links)
- Stochastic model for analysis of longitudinal data on aging and mortality (Q97673) (← links)
- Diagnosing Glaucoma Progression with Visual Field Data Using a Spatiotemporal Boundary Detection Method (Q97699) (← links)
- Localising change points in piecewise polynomials of general degrees (Q97720) (← links)
- Optimal nonparametric change point analysis (Q97722) (← links)
- Optimal covariance change point localization in high dimensions (Q97725) (← links)
- Optimal change point detection and localization in sparse dynamic networks (Q97726) (← links)
- A Note on Online Change Point Detection (Q97727) (← links)
- Detecting Abrupt Changes in High-Dimensional Self-Exciting Poisson Processes (Q97737) (← links)
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Random survival forests (Q97881) (← links)
- A bootstrap test for equality of variances (Q97955) (← links)
- Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity (Q97969) (← links)
- A Gibbs sampler for structural vector autoregressions (Q97972) (← links)
- Augmented p-rep designs (Q98038) (← links)
- Efficient Semiparametric Estimation of Quantile Treatment Effects (Q98043) (← links)
- Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods (Q98048) (← links)
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- Bayesian smoothing spline analysis of variance (Q98177) (← links)
- Graphical approaches for multiple comparison procedures using weighted Bonferroni, Simes, or parametric tests (Q98256) (← links)
- Cell-specific and post-hoc spatial clustering tests based on nearest neighbor contingency tables (Q98296) (← links)
- Efficient estimation of models for dynamic panel data (Q98307) (← links)
- Another look at the instrumental variable estimation of error-components models (Q98310) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Ant colony optimization for continuous domains (Q98358) (← links)
- Quantifying publication bias in meta-analysis (Q98404) (← links)
- Smoothed quantile regression for censored residual life (Q98524) (← links)
- Improved variance estimation for inequality-constrained domain mean estimators using survey data (Q98575) (← links)
- Linear Logistic Latent Class Analysis (Q98609) (← links)
- Estimation of the linear fractional stable motion (Q98645) (← links)
- Comparing Treatments in the Presence of Crossing Survival Curves: An Application to Bone Marrow Transplantation (Q98827) (← links)
- Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
- A hierarchical max-stable spatial model for extreme precipitation (Q98949) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Variational Inference for Stochastic Block Models From Sampled Data (Q99254) (← links)
- Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models (Q99261) (← links)
- Consistent selection of the number of change-points via sample-splitting (Q99318) (← links)
- A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (Q99433) (← links)
- Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines (Q99546) (← links)
- Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines (Q99547) (← links)
- R package DCchoice for dichotomous choice contingent valuation: a contribution to open scientific software and its impact (Q99649) (← links)
- Statistical inference in mechanistic models: time warping for improved gradient matching (Q99665) (← links)
- Necklaces and bracelets in R (Q99679) (← links)
- A new specification of generalized linear models for categorical responses (Q99890) (← links)
- A phylogenetic comparative method for studying multivariate adaptation (Q99910) (← links)
- A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
- Detecting Differential Expression in RNA-sequence Data Using Quasi-likelihood with Shrunken Dispersion Estimates (Q100304) (← links)
- Nonparametric IV estimation of local average treatment effects with covariates (Q100500) (← links)
- Predictive inference with the jackknife+ (Q100525) (← links)
- Empirical likelihood methods with weakly dependent processes (Q100555) (← links)
- Fixed effects estimation of structural parameters and marginal effects in panel probit models (Q100624) (← links)
- Honest calibration assessment for binary outcome predictions (Q100880) (← links)