Pages that link to "Item:Q3574005"
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The following pages link to Numerical Analysis for Statisticians (Q3574005):
Displaying 50 items.
- A constrained regression model for an ordinal response with ordinal predictors (Q138851) (← links)
- An MM Algorithm for Split Feasibility Problems (Q150985) (← links)
- Combinatorial EM algorithms (Q260980) (← links)
- Coherent processing for ISAR imaging with sparse apertures (Q362335) (← links)
- Distance majorization and its applications (Q403660) (← links)
- Path following in the exact penalty method of convex programming (Q493687) (← links)
- A stochastic expectation-maximization algorithm for the analysis of system lifetime data with known signature (Q736650) (← links)
- Imputation for semiparametric transformation models with biased-sampling data (Q746162) (← links)
- A survival model with Birnbaum-Saunders frailty for uncensored and censored cancer data (Q1620921) (← links)
- Nonparametric estimation of the mixing distribution in logistic regression mixed models with random intercepts and slopes (Q1621298) (← links)
- Parsimonious parameterization of correlation matrices using truncated vines and factor analysis (Q1623595) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- Sparse seasonal and periodic vector autoregressive modeling (Q1658508) (← links)
- Regression analysis for the proportional hazards model with parameter constraints under case-cohort design (Q1662055) (← links)
- Variational algorithms for biclustering models (Q1663249) (← links)
- Hybrid schemes for exact conditional inference in discrete exponential families (Q1786901) (← links)
- Visualizing data through curvilinear representations of matrices (Q1796955) (← links)
- EM vs MM: a case study (Q1927172) (← links)
- Fast implementation of partial least squares for function-on-function regression (Q2048118) (← links)
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
- Is EM really necessary here? Examples where it seems simpler not to use EM (Q2068900) (← links)
- Optimal sensor placement for joint parameter and state estimation problems in large-scale dynamical systems with applications to thermo-mechanics (Q2071419) (← links)
- Monotonicity of the principal pivot transform (Q2120924) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Severity modeling of extreme insurance claims for tariffication (Q2273978) (← links)
- Modeling dependence structures for response times in a Bayesian framework (Q2331189) (← links)
- Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference (Q2332837) (← links)
- Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables (Q2333445) (← links)
- Maximum likelihood estimation for ordered expectations of correlated binary variables (Q2392703) (← links)
- Robust sparse Gaussian graphical modeling (Q2404420) (← links)
- Estimating the class prior for positive and unlabelled data via logistic regression (Q2673353) (← links)
- Robust polytomous logistic regression (Q2674518) (← links)
- Direct sampling with a step function (Q2680305) (← links)
- Assessment of the Reliability of Electrical Power Systems (Q2822771) (← links)
- Cluster Points of Slow Sequences (Q4577058) (← links)
- (Q4637080) (← links)
- A Generic Path Algorithm for Regularized Statistical Estimation (Q4975409) (← links)
- Estimation for General Birth-Death Processes (Q4975412) (← links)
- Regression for skewed biomarker outcomes subject to pooling (Q4979251) (← links)
- Risk parity portfolios with risk factors (Q5001136) (← links)
- Interacting Stress Intensity Factors of Multiple Elliptical-Holes and Cracks Under Far-Field and Arbitrary Surface Stresses (Q5032343) (← links)
- [Invited tutorial] Birnbaum–Saunders regression models: a comparative evaluation of three approaches (Q5036895) (← links)
- A User-Friendly Computational Framework for Robust Structured Regression with the L<sub>2</sub> Criterion (Q5057231) (← links)
- Some results for maximum likelihood estimation of adjusted relative risks (Q5075489) (← links)
- Computational methods applied to a skewed generalized normal family (Q5083910) (← links)
- Statistical inference for generalized case-cohort design under the proportional hazards model with parameter constraints (Q5087519) (← links)
- On the maximization of likelihoods belonging to the exponential family using a Levenberg–Marquardt approach (Q5106829) (← links)
- Individualized Multilayer Tensor Learning With an Application in Imaging Analysis (Q5130626) (← links)
- (Q5148935) (← links)
- <b><tt>cmenet</tt></b>: A New Method for Bi-Level Variable Selection of Conditional Main Effects (Q5231511) (← links)
