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swMATH32329MaRDI QIDQ44040FDOQ44040

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Cited In (only showing first 100 items - show all)

• \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
• Group sequential tests under fractional Brownian motion in monitoring clinical trials
• On quantitative trait locus mapping with an interference phenomenon
• Pricing of multi-period rate of return guarantees.
• Multi-stage stochastic optimization: the distance between stochastic scenario processes
• The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model
• Level bundle methods for constrained convex optimization with various oracles
• An analysis of longitudinal data with nonignorable dropout using the truncated multivariate normal distribution
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
• Likelihood ratio tests for and against ordering of the cumulative incidence functions in multiple competing risks and discrete mark variable models
• The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean
• Computing bounds on the expected maximum of correlated normal variables
• Chi-square processes for gene mapping in a population with family structure
• Time-simultaneous prediction bands: a new look at the uncertainty involved in forecasting mortality
• Short sales in log-robust portfolio management
• On probabilistic constraints induced by rectangular sets and multivariate normal distributions
• Evaluating nearly singular multinormal expectations with application to wave distributions
• A formalism for evaluating analytically the cross-correlation structure of a firing-rate network model
• On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers
• Intermediate rank lattice rules and applications to finance
• Maximum likelihood estimation for multivariate skew normal mixture models
• Bayes factors for state-trace analysis
• Simultaneous credible bands for latent Gaussian models
• Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation
• A Thurstonian analysis of preference change
• Computation of Gaussian orthant probabilities in high dimension
• Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• Valuation of employee stock options using the exercise multiple approach and life tables
• A model for dynamic chance constraints in hydro power reservoir management
• Probabilistic eigenvalue buckling analysis solved through the ratio of polynomial response surface
• On the exact distribution of the maximum of absolutely continuous dependent random variables
• On Moments of Folded and Doubly Truncated Multivariate Extended Skew-Normal Distributions
• Modelling intransitive preferences: a random-effects approach
• On the asymptotic robustness of the likelihood ratio test in quantitative trait locus detection
• Generalized Maximally Selected Statistics
• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
• Conditional independence of multivariate binary data with an application in caries research
• Efficient hybrid EM for linear and nonlinear mixed effects models with censored response
• Sklar's Omega: A Gaussian Copula-Based Framework for Assessing Agreement
• The liability threshold model for censored twin data
• Joint chance constrained programming for hydro reservoir management
• A cluster-sample approach for Monte Carlo integration using multiple samplers
• An asymptotic test for quantitative trait locus detection in presence of missing genotypes
• The supremum of chi-square processes
• A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies
• Numerical bounds for the distributions of the maxima of some one- and two-parameter Gaussian processes
• Scan statistic tail probability assessment based on process covariance and window size
• Extended Bayesian model averaging for heritability in twin studies
• Simultaneous confidence inference on species accumulation curves
• Using copulas to introduce dependence in dose-response modeling of multiple binary endpoints
• Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
• Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• A characterization of the subdifferential of singular Gaussian distribution functions
• Sample size determination for group sequential test under fractional Brownian motion
• On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood
• Multivariate extended skew-\(t\) distributions and related families
• Computation of marginal likelihoods with data-dependent support for latent variables
• Alternative sampling methods for estimating multivariate normal probabilities
• Next-day operating room scheduling with uncertain surgery durations: exact analysis and heuristics
• On weighting of bivariate margins in pairwise likelihood
• Finite normal mixture copulas for multivariate discrete data modeling
• A toolbox of permutation tests for structural change
• On the exact distribution of maximally selected rank statistics
• Weighted compound integration rules with higher order convergence for all \(N\)
• Combining dependent F-tests for robust association of quantitative traits under genetic model uncertainty
• On the exact distribution of linear combinations of order statistics from dependent random variables
• On numerical calculation of probabilities according to Dirichlet distribution
• EM algorithms for ordered probit models with endogenous regressors
• Comparison of numerical algorithms for bivariate sequential tests based on marginal criteria
• Bayesian locally optimal design of knockout tournaments
• Valuation on an outside-reset option with multiple resettable levels and dates
• Normal variance mixtures: distribution, density and parameter estimation
• On the Exact Success Rate of Side Channel Analysis in the Gaussian Model
• Recurrence plots of discrete-time Gaussian stochastic processes
• A novel series expansion for the multivariate normal probability integrals based on Fourier series
• Bayesian multiple testing for two-sample multivariate endpoints
• A latent process model for dementia and psychometric tests
• Simultaneous prediction intervals for autoregressive-integrated moving-average models: A comparative study.
• A comparison of four approaches from stochastic programming for large-scale unit-commitment
• Statistical behavior of edge detectors
• Prediction of Euclidean distances with discrete and continuous outcomes
• Lagrangian approximations for stochastic reachability of a target tube
• Computing bounds for the probability of the union of events by different methods
• Gaussian process optimization with failures: classification and convergence proof
• Exact calculations for the repeated many-one test.
• Fast computation of high-dimensional multivariate normal probabilities
• Testing for and against a set of inequality constraints: The \(k\)-sample case
• Exploiting low-rank covariance structures for computing high-dimensional normal and Student-\(t\) probabilities
• Computation of the \(p\)-value of the maximum of score tests in the generalized linear model; application to multiple coding
• Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
• Probabilistic constraints via SQP solver: application to a renewable energy management problem
• Stochastic reachability of a target tube: theory and computation
• A Monte Carlo approach for the American put under stochastic interest rates
• Pairwise multiple comparison adjustment procedure for survival functions with right-censored data
• Generating multivariate ordinal data via entropy principles
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Likelihood analysis of the multivariate ordinal probit regression model for repeated ordinal responses

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