The following pages link to AS 53 (Q16181):
Displaying 14 items.
- An efficient and versatile approach to trust and reputation using hierarchical Bayesian modelling (Q359995) (← links)
- Probabilistic-statistical programs from ``Applied Statistics'' (Q918058) (← links)
- Error rates in quadratic discrimination with constraints on the covariance matrices (Q1344866) (← links)
- Modified Nel and van der Merwe test for the multivariate Behrens-Fisher problem. (Q1423029) (← links)
- Comment: Bayesian multinomial probit models with a normalization constraint (Q1841192) (← links)
- Exact and high-order discretization schemes for Wishart processes and their affine extensions (Q1950261) (← links)
- Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
- On the Gaussian representation of the Riesz probability distribution on symmetric matrices (Q2106827) (← links)
- The likelihood ratio test for a separable covariance matrix (Q2485558) (← links)
- Improved minimax estimation of a normal precision matrix (Q3834893) (← links)
- Confidence estimation of a normal mean vector with incomplete data (Q4267418) (← links)
- Bootstrap approach to test the homogeneity of order restricted mean vectors when the covariance matrices are unknown (Q4607378) (← links)
- Confidence regions for the common mean vector of several multivariate normal populations (Q4859244) (← links)
- Computation of tolerance ellipses for bivariate and trivariate normal populations (Q5055259) (← links)
