The following pages link to (Q3825928):
Displaying 50 items.
- A generalized Gaussian process model for computer experiments with binary time series (Q153075) (← links)
- Some integrals involving multivariate Hermite polynomials: application to evaluating higher-order local powers (Q273719) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Classification in general finite dimensional spaces with the \(k\)-nearest neighbor rule (Q292872) (← links)
- The value of information for correlated GLMs (Q338400) (← links)
- Copula regression spline models for binary outcomes (Q340845) (← links)
- Asymptotic normality of unbiased estimators in the case of an absolutely continuous multiparameter exponential family (Q354871) (← links)
- Corrected confidence intervals based on the signed root transformation for multi-parameter sequentially designed experiments (Q389310) (← links)
- Information based model selection criteria for generalized linear mixed models with unknown variance component parameters (Q391541) (← links)
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models (Q396017) (← links)
- Testing the equality of a large number of normal population means (Q433218) (← links)
- Order test for high-dimensional two-sample means (Q447646) (← links)
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation (Q450873) (← links)
- Smoothed and iterated bootstrap confidence regions for parameter vectors (Q458648) (← links)
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods (Q479171) (← links)
- An analog of the chi-square distribution for normalized sums with small number of summands (Q521127) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- On stochastic setting of stationary phase method (Q550658) (← links)
- Approximations to most powerful invariant tests for multinormality against some irregular alternatives (Q619164) (← links)
- Generalized Laguerre expansions of multivariate probability densities with moments (Q623152) (← links)
- On a small sample adjustment for the profile score function in semiparametric smoothing models (Q700154) (← links)
- A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes (Q708790) (← links)
- Saddlepoint approximations for some models of circular data (Q713658) (← links)
- Spectral likelihood expansions for Bayesian inference (Q729504) (← links)
- Edgeworth expansions for GEL estimators (Q765836) (← links)
- Probability distribution as a path and its action integral (Q830254) (← links)
- Higher-order approximate confidence intervals (Q830725) (← links)
- Some statistical applications of Faa di Bruno (Q853944) (← links)
- Asymptotic expansions of the null distributions of some test statistics for profile analysis in general distributions (Q861220) (← links)
- Expansions for multivariate densities (Q897638) (← links)
- The distribution of maxima of approximately Gaussian random fields (Q930661) (← links)
- Calculation of a formal moment generating function by using a differential operator (Q932802) (← links)
- Corrected asymptotics for a multi-server queue in the Halfin-Whitt regime (Q943987) (← links)
- A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion (Q947207) (← links)
- Hotelling's one-sample and two-sample \(T^2\) tests and the multivariate Behrens-Fisher problem under nonnormality (Q947242) (← links)
- Tilted Euler characteristic densities for central limit random fields, with application to ``bubbles'' (Q955150) (← links)
- Penalized quasi-likelihood with spatially correlated data (Q956829) (← links)
- Penalized spline smoothing in multivariable survival models with varying coefficients (Q957190) (← links)
- Approximating the distribution function of risk (Q957280) (← links)
- Comparison of Bartlett-type adjusted tests in the multiparameter case (Q972893) (← links)
- Edgeworth expansions for stochastic approximation theory (Q1019523) (← links)
- Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
- Comparison of PQL and Laplace 6 estimates of hierarchical linear models when comparing groups of small incident rates in cluster randomised trials (Q1019918) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Some asymptotic results for semiparametric nonlinear mixed-effects models with incomplete data (Q1036703) (← links)
- On the approximation accuracy for quantiles in a random-size sample (Q1037137) (← links)
- The second-order bias and mean squared error of nonlinear estimators (Q1126480) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator (Q1206631) (← links)
- Optimal allocation of simulation experiments in discrete stochastic optimization and approximative algorithms (Q1278957) (← links)
