The following pages link to (Q3994826):
Displayed 50 items.
- An accurate updating formula to calculate sample variance from weighted successive differences (Q277260) (← links)
- A mixed effects log-linear model based on the Birnbaum-Saunders distribution (Q425399) (← links)
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- Improved regression calibration (Q692408) (← links)
- Bayesian kernel projections for classification of high dimensional data (Q692966) (← links)
- Bayesian segmental growth mixture Tobit models with skew distributions (Q736578) (← links)
- Robust model-based sampling designs (Q746341) (← links)
- Verbal autopsy methods with multiple causes of death (Q900487) (← links)
- The accuracy of least squares calculations with the Cholesky algorithm (Q911243) (← links)
- On algorithms for restricted maximum likelihood estimation (Q956821) (← links)
- The asymptotic convexity of the negative likelihood function of GARCH models (Q959162) (← links)
- New global optimization algorithms for model-based clustering (Q961891) (← links)
- Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods (Q962312) (← links)
- Least angle and \(\ell _{1}\) penalized regression: a review (Q975564) (← links)
- The missing data assumptions of the NEAT design and their implications for test equating (Q985439) (← links)
- Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms (Q1001363) (← links)
- Direct maximization of the likelihood of a hidden Markov model (Q1023760) (← links)
- On the accuracy of statistical procedures in Microsoft Excel 2007 (Q1023805) (← links)
- Exponential progressive step-stress life-testing with link function based on Box-Cox transfor\-mation (Q1031747) (← links)
- Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value (Q1205780) (← links)
- A simple Gauss-Newton procedure for covariance structure analysis with high-level computer languages (Q1261623) (← links)
- Computation of the NPMLE of distribution functions for interval censored and truncated data with applications to the Cox model. (Q1274148) (← links)
- Neural networks and logistic regression: Part I (Q1351182) (← links)
- Why and how to build a simple statistical computing system (Q1361593) (← links)
- Estimation of nonlinear time series with conditional heteroscedastic variances by iteratively weighted least squares (Q1392035) (← links)
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors (Q1596137) (← links)
- Some remarks on applications of tests for detecting a change point to psychometric problems (Q1695748) (← links)
- Analytic Hessian matrices and the computation of FIGARCH estimates (Q1766976) (← links)
- Singular value decomposition in additive, multiplicative, and logistic forms (Q1779743) (← links)
- Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results (Q1915466) (← links)
- Maximum likelihood estimation of nonnegative trigonometric sum models using a Newton-like algorithm on manifolds (Q1952108) (← links)
- On the accuracy of statistical procedures in Microsoft Excel 97. (Q1960469) (← links)
- Recursive integration methodologies with statistical applications (Q2369513) (← links)
- Unified computational methods for regression analysis of zero-inflated and bound-inflated data (Q2445603) (← links)
- Asymptotic results for fitting marginal hazard models from stratified case-cohort studies with multiple disease outcomes (Q2511576) (← links)
- The evaluation of two-sided orthant probabilities for a quadrivariate normal distribution (Q2512741) (← links)
- The evaluation of trivariate normal probabilities defined by linear inequalities (Q2862362) (← links)
- M-tests for multivariate regression model (Q3021185) (← links)
- Bayesian Approaches to Modeling the Conditional Dependence Between Multiple Diagnostic Tests (Q3078699) (← links)
- Latent Class Modeling Approaches for Assessing Diagnostic Error without a Gold Standard: With Applications to p53 Immunohistochemical Assays in Bladder Tumors (Q3078788) (← links)
- Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications to Image Restoration (Q3157863) (← links)
- The Jolly-Seber Model with Tag Loss (Q3436507) (← links)
- Semiparametric Residuals and Analysis for a Scleroderma Clinical Trial (Q3652665) (← links)
- Bias in linear model power and sample size due to estimating variance (Q4226898) (← links)
- A stochastic approximation algorithm for maximum-likelihood estimation with incomplete data (Q4243786) (← links)
- Modeling asset returns with alternative stable distributions<sup>*</sup> (Q4286238) (← links)
- The distribution of cook's d statistic (Q4346824) (← links)
- Using the Variagraph to Test Lack of Fit of a Parametric Regression Model Without Replication (Q4416330) (← links)
- Self-validated Computations for the Probabilities of the Central Bivariate Chi-square Distribution and a Bivariate<i>F</i>Distribution. This work partially supported by National Science Foundation grant DMS-9500831 (Q4470101) (← links)
- Some perspectives on statistical computing (Q4664947) (← links)