The following pages link to (Q3623845):
Displaying 31 items.
- A fully nonparametric modeling approach to binary regression (Q273642) (← links)
- Compensation of domain modelling errors in the inverse source problem of the Poisson equation: application in electroencephalographic imaging (Q284924) (← links)
- On the Durbin-Wagle randomization device and some of its applications (Q432303) (← links)
- Spectral radii of large non-Hermitian random matrices (Q521971) (← links)
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
- Determinant efficiencies in ill-conditioned models (Q642432) (← links)
- Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
- Bayesian inference for multistate `step and turn' animal movement in continuous time (Q1680360) (← links)
- Probabilistic robust design of control systems for high-fidelity cyber-physical testing (Q1737701) (← links)
- Complexity and approximation of finding the longest vector sum (Q1785063) (← links)
- Spherical ensembles (Q1947083) (← links)
- On the mean and variance of the generalized inverse of a singular Wishart matrix (Q1952178) (← links)
- Enriched standard conjugate priors and the right invariant prior for Wishart distributions (Q2101463) (← links)
- Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems (Q2121496) (← links)
- A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains (Q2128641) (← links)
- Lower bounds for invariant statistical models with applications to principal component analysis (Q2157446) (← links)
- A synthetic approach to Markov kernels, conditional independence and theorems on sufficient statistics (Q2189508) (← links)
- A renormalisation group method. I. Gaussian integration and normed algebras (Q2352105) (← links)
- Reliable and efficient parameter estimation using approximate continuum limit descriptions of stochastic models (Q2676029) (← links)
- Kernel-Based Approximation Methods for Partial Differential Equations: Deterministic or Stochastic Problems? (Q4609813) (← links)
- Bayesian-multiplicative treatment of count zeros in compositional data sets (Q4971410) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
- (Q5214197) (← links)
- An EM algorithm for singular Gaussian mixture models (Q5864166) (← links)
- Model Reduction for Nonlinear Systems by Balanced Truncation of State and Gradient Covariance (Q6054284) (← links)
- Combining Opinions for Use in Bayesian Networks: A Measurement Error Approach (Q6064356) (← links)
- Assessment of Covariance Selection Methods in High-Dimensional Gaussian Graphical Models (Q6066549) (← links)
- Comparing balanced sequences obtained from ElGamal function to random balanced sequences (Q6107462) (← links)
- Extremal statistics of quadratic forms of GOE/GUE eigenvectors (Q6126811) (← links)
- Analyzing the interest rate risk of equity-indexed annuities via scenario matrices (Q6152703) (← links)
- Efficient simulation and valuation of equity-indexed annuities under a two-factor G2++ model (Q6649325) (← links)
