The following pages link to (Q4231779):
Displaying 50 items.
- A New Unified Approach for the Simulation of a Wide Class of Directional Distributions (Q74455) (← links)
- Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects (Q82357) (← links)
- On the distribution of the maximum likelihood estimator of Cronbach's alpha (Q93905) (← links)
- Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions (Q147915) (← links)
- A higher-order LQ decomposition for separable covariance models (Q149116) (← links)
- A scaled difference chi-square test statistic for moment structure analysis (Q150685) (← links)
- Efficient recursive algorithms for functionals based on higher order derivatives of the multivariate Gaussian density (Q261030) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Variational inference for count response semiparametric regression (Q273653) (← links)
- Matrix exponential GARCH (Q278044) (← links)
- Distributional properties of portfolio weights (Q278053) (← links)
- Estimating restricted structural change models (Q278183) (← links)
- A new error in variables model for solving positive definite linear system using orthogonal matrix decompositions (Q285053) (← links)
- Sensitivity analysis in linear models (Q287610) (← links)
- Local rank tests in a multivariate nonparametric relationship (Q290946) (← links)
- Computing assortative mixing by degree with the \(s\)-metric in networks using linear programming (Q305479) (← links)
- Implementation of the linear method for the optimization of Jastrow-Feenberg and backflow correlations (Q311593) (← links)
- Continuous finite element schemes for a phase field model in two-layer fluid Bénard-Marangoni convection computations (Q313850) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Book review of: N. Fieller, Basics of matrix algebra for statistics with R (Q345389) (← links)
- Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification (Q346358) (← links)
- Multilinear factorizations for multi-camera rigid structure from motion problems (Q362145) (← links)
- A class of cross-validatory model selection criteria (Q372591) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- On the distribution of posterior probabilities in finite mixture models with application in clustering (Q391879) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- Unsupervised learning for graph matching (Q409138) (← links)
- Quadratic filtering algorithm based on covariances using correlated uncertain observations coming from different sensors (Q420146) (← links)
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations (Q428002) (← links)
- Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
- On robustness of the normal-theory based asymptotic distributions of three reliability coefficient estimates (Q463098) (← links)
- Minimum-volume ellipsoidal approximation of the sum of two ellipsoids (Q464993) (← links)
- Model comparison with composite likelihood information criteria (Q470048) (← links)
- On the information matrix of the multivariate skew-\(t\) model (Q478230) (← links)
- Linear regression models, least-squares problems, normal equations, and stopping criteria for the conjugate gradient method (Q483796) (← links)
- Path following in the exact penalty method of convex programming (Q493687) (← links)
- Covariance structure regularization via Frobenius-norm discrepancy (Q501226) (← links)
- Matrix rank and inertia formulas in the analysis of general linear models (Q520137) (← links)
- Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
- Optimal entrainment with smooth, pulse, and square signals in weakly forced nonlinear oscillators (Q528844) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- A re-examination of the algebraic properties of the AHP as a ratio-scaling technique (Q534436) (← links)
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Analysis of NMAR missing data without specifying missing-data mechanisms in a linear latent variate model (Q549917) (← links)
- On equalities of estimations of parametric functions under a general linear model and its restricted models (Q601764) (← links)
- Linear and quadratic estimation using uncertain observations from multiple sensors with correlated uncertainty (Q612607) (← links)
- Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices (Q619156) (← links)
- Second-order approximation of dynamic models without the use of tensors (Q631258) (← links)
- A hierarchical state space approach to affective dynamics (Q631947) (← links)
