Pages that link to "Item:Q246188"
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The following pages link to AStA. Advances in Statistical Analysis (Q246188):
Displaying 50 items.
- Density Estimation via Bayesian Inference Engines (Q59197) (← links)
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- Fisher information in different types of perfect and imperfect ranked set samples from finite mixture models (Q391654) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris (Q413964) (← links)
- The exponentiated exponential distribution: a survey (Q635939) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Testing lumpability for marginal discrete hidden Markov models (Q635941) (← links)
- Inferences for the ratio: Fieller's interval, log ratio, and large sample based confidence intervals (Q635942) (← links)
- Comparison of different estimation techniques for portfolio selection (Q636161) (← links)
- Testing for linearity in simple regression models (Q636163) (← links)
- A new approach to the measurement of polarization for grouped data (Q636166) (← links)
- Consistency of completely outlier-adjusted simultaneous redescending M-estimators of location and scale (Q636167) (← links)
- Book review of: L. Wilkinson, The grammar of graphics. 2nd ed. (Q636169) (← links)
- Book review of: G. Molenberghs and G. Verbeke, Models for discrete longitudinal data (Q636171) (← links)
- Semiparametric multinomial logit models for analysing consumer choice behaviour (Q636173) (← links)
- A structured variational learning approach for switching latent factor models (Q636175) (← links)
- Diagonal uniform association symmetry models for cumulative probabilities in square tables (Q636176) (← links)
- On the inefficiency of propensity score matching (Q636177) (← links)
- Analysis of short-term systematic measurement error variance for the difference of paired data without repetition of measurement (Q636180) (← links)
- Assessing the bias due to non-coverage of residential movers in the German microcensus panel: an evaluation using data from the socio-economic panel (Q636183) (← links)
- Book review of: J. van der Hoek and R. J. Elliott, Binomial models in finance (Q636184) (← links)
- Statsoft, Inc., Tulsa, OK.: STATISTICA, version 8 (Q636185) (← links)
- Editorial: Statistical consulting (Q636186) (← links)
- Statistical consulting interactions: a personal view (Q636188) (← links)
- Interdisciplinary research: the importance of learning other people's language (Q636190) (← links)
- Statistical consulting at German universities: results of a survey (Q636192) (← links)
- Policy evaluation and economic policy advice (Q636194) (← links)
- Figures, statistics and the journalist: an affair between love and fear some perspectives of statistical consulting in journalism (Q636196) (← links)
- Medical laboratory diagnostics and statistics (Q636199) (← links)
- Seeking useful contribution (Q636201) (← links)
- Statistics development: statistical methods meeting the user's needs (Q636204) (← links)
- Quality assurance for statistical consulting (Q636205) (← links)
- Moments of a product Pearson type VII density distribution (Q636206) (← links)
- Special issue: Interdisciplinary aspects of panel data analysis. Selected papers based on the presentations at the workshop on statistical analysis of longitudinal/panel data structures arising from complex interdisciplinary questions, Bielefeld, Germany, (Q651251) (← links)
- On composite marginal likelihoods (Q732228) (← links)
- On the existence of unbiased estimators for the portfolio weights obtained by maximizing the Sharpe ratio (Q732229) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU (Q732232) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- Bias correction for the regression-based LM fractional integration test (Q732235) (← links)
- A Markov chain Monte Carlo algorithm for multiple imputation in large surveys (Q732236) (← links)
- The largest SNR distribution (Q734427) (← links)
- Calculation of the Prokhorov distance by optimal quantization and maximum flow (Q734428) (← links)
- Integrated methodology for multiple systems estimation and record linkage using a missing data formulation (Q734430) (← links)
- Estimators in capture-recapture studies with two sources (Q734432) (← links)
- CAMCR: Computer-assisted mixture model analysis for capture-recapture count data (Q734433) (← links)
- Book review of: P. X.-K. Song, Correlated data analysis: modeling, analytics, and applications (Q734434) (← links)
