Publication:4818643

From MaRDI portal


zbMath1066.62001MaRDI QIDQ4818643

No author found.

Publication date: 29 September 2004



62-06: Proceedings, conferences, collections, etc. pertaining to statistics

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

62-00: General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to statistics

65-00: General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to numerical analysis


Related Items

A Bayesian encompassing test using combined value-at-risk estimates, A New Criterion for the Optimal Software Release Problems: Moving Average Quality Control Chart with Bootstrap Sampling, Self-organisation of random oscillators with Lévy stable distributions, Normal Numbers and Pseudorandom Generators, Applying Least Absolute Deviation Regression to Regression-type Estimation of the Index of a Stable Distribution Using the Characteristic Function, Exact computation of max weighted score estimators, Robust estimation of AR coefficients under simultaneously influencing outliers and missing values, Bayesian learning of finite generalized Gaussian mixture models on images, Gibbs ensembles for nearly compatible and incompatible conditional models, Efficient importance sampling for ML estimation of SCD models, Effective generation of subjectively random binary sequences, A robust approach based on conditional value-at-risk measure to statistical learning problems, Deciding between GARCH and stochastic volatility via strong decision rules, The Hawkes process with renewal immigration \& its estimation with an EM algorithm, Multiresolution based adaptive schemes for second order hyperbolic PDEs in elastodynamic problems, Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach, Estimating discrete Markov models from various incomplete data schemes, Least Lp-norm low-pass filter, Parallel statistical computing for statistical inference, Random weighting estimation of stable exponent, Inference in multi-agent causal models, Theoretical and empirical estimates of mean-variance portfolio sensitivity, Design and Analysis of Optimization Algorithms Using Computational Statistics, Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function, Minimum-Distance Estimator for Stable Exponent