The following pages link to (Q4408719):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise (Q143154) (← links)
- Analysis of a nonsmooth optimization approach to robust estimation (Q254560) (← links)
- Confidence prediction of the mean values of multiple observations (Q309144) (← links)
- Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions (Q329062) (← links)
- Linear regression by observations from mixture with varying concentrations (Q340794) (← links)
- Optimizing experimental design in genetics (Q353179) (← links)
- Computationally efficient estimators for sequential and resolution-limited inverse problems (Q364203) (← links)
- A general skew-\(t\) mixed model that allows different degrees of freedom for random effects and error distributions (Q389321) (← links)
- Asymptotic behaviour of the LS estimator in a nonlinear model with long memory (Q458114) (← links)
- Using a priori information in regression analysis (Q465914) (← links)
- Bayesian high-dimensional screening via MCMC (Q466528) (← links)
- High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
- A preprocessing method for parameter estimation in ordinary differential equations (Q508166) (← links)
- Ensemble Kalman filtering with shrinkage regression techniques (Q536583) (← links)
- Variable selection in linear regression: several approaches based on normalized maximum likelihood (Q553666) (← links)
- Efficiency of profile likelihood in semi-parametric models (Q652603) (← links)
- A new characterization of Elfving's method for high dimensional computation (Q665037) (← links)
- Nonparametric predictive distributions based on conformal prediction (Q669291) (← links)
- Ensemble Kalman filtering for non-linear likelihood models using kernel-shrinkage regression techniques (Q695710) (← links)
- Spectral likelihood expansions for Bayesian inference (Q729504) (← links)
- Testing covariates in high-dimensional regression (Q743995) (← links)
- A model for radiation-induced bystander effects, with allowance for spatial position and the effects of cell turnover (Q776507) (← links)
- Empirical likelihood test in a posteriori change-point nonlinear model (Q889149) (← links)
- A multivariate version of the Benjamini-Hochberg method (Q953866) (← links)
- Testing for lack of dependence between functional variables (Q984012) (← links)
- Matrix trace Wielandt inequalities with statistical applications (Q1015872) (← links)
- On-line predictive linear regression (Q1018652) (← links)
- Prediction intervals for regression models (Q1019942) (← links)
- A new fusion formula and its application to continuous-time linear systems with multisensor environment (Q1020886) (← links)
- Trimming influential observations for improved single-index model estimated sufficient summary plots (Q1023907) (← links)
- An algorithm for robust fitting of autoregressive models (Q1036852) (← links)
- Confidence ellipsoids for regression coefficients by observations from a mixture (Q1645199) (← links)
- Fast computation of reconciled forecasts for hierarchical and grouped time series (Q1659352) (← links)
- Probabilistic partial least squares model: identifiability, estimation and application (Q1661363) (← links)
- Constructing a switching regression with unknown switching points (Q1795511) (← links)
- A note on kernel principal component regression (Q1938788) (← links)
- Convergence analysis of sliding mode trajectories in multi-objective neural networks learning (Q1941589) (← links)
- A powerful test based on tapering for use in functional data analysis (Q1951781) (← links)
- Model structures and structural identifiability: what? why? how? (Q2058924) (← links)
- Robustness of the deepest projection regression functional (Q2065268) (← links)
- Bootstrapping multiple linear regression after variable selection (Q2066517) (← links)
- An explicit split point procedure in model-based trees allowing for a quick fitting of GLM trees and GLM forests (Q2066746) (← links)
- Has there been progress for academic women since Title IX?: degrees, rank, and salary (Q2098559) (← links)
- Integral matching-based nonlinear grey Bernoulli model for forecasting the coal consumption in China (Q2099931) (← links)
- Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\) (Q2103995) (← links)
- Sensitivity analysis methods in the biomedical sciences (Q2173061) (← links)
- Jackknife covariance matrix estimation for observations from mixture (Q2178929) (← links)
- Prediction in polynomial errors-in-variables models (Q2209744) (← links)
- Global sensitivity analysis using sparse high dimensional model representations generated by the group method of data handling (Q2228848) (← links)
