The following pages link to Joe Whittaker (Q205246):
Displaying 26 items.
- (Q588583) (redirect page) (← links)
- People born in the Middle East but residing in the Netherlands: invariant population size estimates and the role of active and passive covariates (Q714338) (← links)
- Partial quantile regression (Q745476) (← links)
- An empirical study of PLAD regression using the bootstrap (Q964609) (← links)
- Spectral preconditioning of Krylov spaces: combining PLS and PC regression (Q1023588) (← links)
- Correspondence analysis and association models constrained by a conditional independence graph (Q1901380) (← links)
- Efficient identification of independence networks using mutual information (Q2255845) (← links)
- Sparse CCA using a lasso with positivity constraints (Q2445767) (← links)
- Quantile regression for modelling distributions of profit and loss (Q2643979) (← links)
- (Q3138528) (← links)
- (Q3201237) (← links)
- (Q3308891) (← links)
- (Q3358073) (← links)
- (Q3545677) (← links)
- Model Interpretation from the Additive Elements of the Likelihood Function (Q3690892) (← links)
- (Q3842499) (← links)
- The Isserlis matrix and its application to non-decomposable graphical Gaussian models (Q4216699) (← links)
- (Q4217808) (← links)
- The information for the direction of dependence in l<sub>1</sub>regression (Q4550661) (← links)
- Application of the Parametric Bootstrap to Models that Incorporate a Singular Value Decomposition (Q4842311) (← links)
- A Dynamic Changepoint Model for Detecting the Onset of Growth in Bacteriological Infections (Q4844038) (← links)
- A latent variable scorecard for neonatal baby frailty (Q5313612) (← links)
- A dynamic scorecard for monitoring baseline performance with application to tracking a mortgage portfolio (Q5428989) (← links)
- The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database (Q5757802) (← links)
- Statistical models for data mining (Q5944451) (← links)
- Signature-based methods for data streams (Q5944452) (← links)
