The following pages link to Alexander G. Kukush (Q188395):
Displaying 50 items.
- Fréchet regression for random objects with Euclidean predictors (Q132099) (← links)
- (Q340807) (redirect page) (← links)
- Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\) (Q340809) (← links)
- Erratum to: ``Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)'' (Q340817) (← links)
- Corrigendum to: ``Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error'' (Q341083) (← links)
- Radiation risk estimation. Based on measurement error models (Q344103) (← links)
- (Q486859) (redirect page) (← links)
- Asymptotic normality of corrected estimator in Cox proportional hazards model with measurement error (Q486860) (← links)
- Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis (Q495396) (← links)
- Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) (Q502542) (← links)
- On the prediction performance of the Lasso (Q502891) (← links)
- Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (Q510223) (← links)
- Undergraduate mathematics competitions (1995--2016). Taras Shevchenko National University of Kyiv (Q522936) (← links)
- The representation and approximations of outer generalized inverses (Q558248) (← links)
- (Q587422) (redirect page) (← links)
- Nonparametric goodness-of-fit tests for uniform stochastic ordering (Q682298) (← links)
- A weight-relaxed model averaging approach for high-dimensional generalized linear models (Q682303) (← links)
- Shrinkage estimation in linear mixed models for longitudinal data (Q723454) (← links)
- The weighted ridge estimator in stochastic restricted linear measurement error models (Q725690) (← links)
- Quasi score is more efficient than corrected score in a polynomial measurement error model (Q745392) (← links)
- Consistent estimation in the bilinear multivariate errors-in-variables model (Q745484) (← links)
- Accurate computation of singular values in terms of shifted integrable schemes (Q862095) (← links)
- Measurement uncertainty. An approach via the mathematical theory of evidence. (Q869959) (← links)
- Matrix iterative solutions to the least squares problem of \(BXA^{T} = F\) with some linear constraints (Q870162) (← links)
- On the conic section fitting problem (Q873625) (← links)
- Consistent estimation in an implicit quadratic measurement error model (Q956994) (← links)
- The element-wise weighted total least-squares problem (Q959147) (← links)
- Estimation in a linear multivariate measurement error model with a change point in the data (Q1019201) (← links)
- Theory of stochastic processes. With applications to financial mathematics and risk theory (Q1031112) (← links)
- (Q1064660) (redirect page) (← links)
- Asymptotic behavior of solutions of the heat-conduction equation with white noise in the right side (Q1064661) (← links)
- Asymptotic behavior of the solution to the Cauchy problem for stochastic parabolic equations (Q1116186) (← links)
- Convergence of random extremal quotient and product (Q1125522) (← links)
- A finite-difference method for linearization in nonlinear estimation algorithms (Q1129722) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Multivariate reduced-rank regression (Q1271110) (← links)
- Using a simplified reference model in the system for adjusting parameters of a control algorithm by the adaptive identification method (Q1281078) (← links)
- On the mean estimation of variance for an asymptotically stationary stochastic process with bounded duration (Q1282553) (← links)
- State estimation of nonlinear dynamical systems by an asymptotic method (Q1282555) (← links)
- An application of stochastic estimation to diagnostic of hereditary metabolism diseases (Q1282570) (← links)
- Ellipsoidal filtering over discrete-continuous observations with a vector measure (Q1285445) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Study of conditional ML estimators in time and frequency-domain system identification (Q1295116) (← links)
- On combining statistical and set-theoretic estimation (Q1301464) (← links)
- Discrete adaptive sliding-mode control of a class of stochastic systems (Q1304051) (← links)
- Asymptotic normality of a projective estimator of an infinite-dimensional parameter of nonlinear regression (Q1343435) (← links)
- Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function (Q1360380) (← links)
- Algorithm to determine the optimal parameters of a Wiener filter-extrapolator for nonstationary stochastic processes observed with errors (Q1364069) (← links)
- Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process (Q1364114) (← links)
- On the rate of uniform convergence of the product-limit estimator: Strong and weak laws (Q1364737) (← links)
