The following pages link to (Q4320778):
Displaying 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Variable selection in discrete survival models including heterogeneity (Q99247) (← links)
- Variational inference for generalized linear mixed models using partially noncentered parametrizations (Q252744) (← links)
- Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach (Q262768) (← links)
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects (Q265030) (← links)
- Likelihood approximation by numerical integration on sparse grids (Q292138) (← links)
- Asymptotic properties of adaptive maximum likelihood estimators in latent variable models (Q396017) (← links)
- Prediction of failure probability of oil wells (Q398207) (← links)
- A mixed effects log-linear model based on the Birnbaum-Saunders distribution (Q425399) (← links)
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation (Q450873) (← links)
- Alternating imputation posterior estimation of models with crossed random effects (Q452521) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models (Q746345) (← links)
- A two-state mixed hidden Markov model for risky teenage driving behavior (Q746674) (← links)
- Actuarial statistics with generalized linear mixed models (Q865610) (← links)
- A stochastic variational framework for fitting and diagnosing generalized linear mixed models (Q899068) (← links)
- Generalized semiparametrically structured mixed models (Q956981) (← links)
- High-dimensional exploratory item factor analysis by a Metropolis-Hastings Robbins-Monro algorithm (Q971529) (← links)
- A random effects four-part model, with application to correlated medical costs (Q1023789) (← links)
- Gauss-Hermite quadrature approximation for estimation in generalized linear mixed models (Q1424630) (← links)
- Variational inferences for partially linear additive models with variable selection (Q1623714) (← links)
- Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study (Q1660151) (← links)
- Joint latent class model of survival and longitudinal data: an application to CPCRA study (Q1663190) (← links)
- A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects (Q1682443) (← links)
- Regression modeling of one-inflated positive count data (Q1685219) (← links)
- Spatial modeling of rainfall accumulated over short periods of time (Q1749988) (← links)
- General Gaussian estimation (Q1755124) (← links)
- Mantel-Haenszel estimators of odds ratios for stratified dependent binomial data (Q1927046) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Credit portfolios, credibility theory, and dynamic empirical Bayes (Q1952686) (← links)
- Bayesian modeling of inconsistent plastic response due to material variability (Q1988100) (← links)
- Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses (Q2066609) (← links)
- Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
- Laplace approximations for capture-recapture models in the presence of individual heterogeneity (Q2102955) (← links)
- Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities (Q2103037) (← links)
- Directional testing for high dimensional multivariate normal distributions (Q2106807) (← links)
- Semiparametric latent-class models for multivariate longitudinal and survival data (Q2119239) (← links)
- A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse (Q2122815) (← links)
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes (Q2131950) (← links)
- Latent variable models for ordinal data by using the adaptive quadrature approximation (Q2255844) (← links)
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature (Q2260045) (← links)
- Estimation strategy of multilevel model for ordinal longitudinal data (Q2303482) (← links)
- Bayesian model selection using automatic relevance determination for nonlinear dynamical systems (Q2309843) (← links)
- The analysis of ordered categorical data: An overview and a survey of recent developments. (With discussion) (Q2387136) (← links)
- On a signal detection approach to \(m\)-alternative forced choice with bias, with maximum likelihood and Bayesian approaches to estimation (Q2438599) (← links)
- Estimation of careless error and lucky guess probabilities for dichotomous test items: a psychometric application of a biometric latent class model with random effects (Q2497763) (← links)
- Joint frailty models for zero-inflated recurrent events in the presence of a terminal event (Q2805201) (← links)
- Laplace approximation in measurement error models (Q3003005) (← links)
- Generalized linear mixed models: An improved estimating procedure (Q3297975) (← links)
- On Adaptive Gauss-Hermite Quadrature for Estimation in GLMM’s (Q3305494) (← links)
