Modeling persistent trends in distributions
DOI10.1080/01621459.2017.1341412zbMATH Open1402.62074arXiv1511.04486OpenAlexW3106439869WikidataQ62488892 ScholiaQ62488892MaRDI QIDQ4559709FDOQ4559709
Authors: Jonas Müller, David K. Gifford, Tommi S. Jaakkola
Publication date: 4 December 2018
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.04486
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Cites Work
- Permutation tests. A practical guide to resampling methods for testing hypotheses
- Noncrossing quantile regression curve estimation
- Resampling-based multiple testing for microarray data analysis (With comments)
- Quantile Estimation in Dependent Sequences
- Comparing the continuous representation of time-series expression profiles to identify differentially expressed genes
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- The bootstrap: To smooth or not to smooth?
- Methods for Estimating a Conditional Distribution Function
- Title not available (Why is that?)
- Correctness of Kruskal's algorithms for monotone regression with ties
- Small-Sample Quantile Estimators in a Large Nonparametric Model
- Title not available (Why is that?)
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