The following pages link to (Q4844339):
Displaying 50 items.
- Damped Anderson Acceleration With Restarts and Monotonicity Control for Accelerating EM and EM-like Algorithms (Q112514) (← links)
- Student-\(t\) censored regression model: properties and inference (Q257454) (← links)
- Local statistical modeling via a cluster-weighted approach with elliptical distributions (Q263361) (← links)
- Long-tail distribution based multiscale-multiband autoregressive detection for hyperspectral imagery (Q357640) (← links)
- Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors (Q451457) (← links)
- Combining standardized mean differences using the method of maximum likelihood (Q463134) (← links)
- A variational Bayesian methodology for hidden Markov models utilizing Student's-\(t\) mixtures (Q614085) (← links)
- A method for training finite mixture models under a fuzzy clustering principle (Q622066) (← links)
- Bayesian inference in joint modelling of location and scale parameters of the \(t\) distribution for longitudinal data (Q622452) (← links)
- The Monte Carlo EM method for estimating multinomial probit latent variable models (Q626207) (← links)
- Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions (Q641155) (← links)
- Autoregressive models with mixture of scale mixtures of Gaussian innovations (Q724914) (← links)
- Bounded generalized Gaussian mixture model (Q736308) (← links)
- Heteroscedasticity diagnostics for \(t\) linear regression models (Q745477) (← links)
- Flexible mixture modeling via the multivariate \(t\) distribution with the Box-Cox transformation: an alternative to the skew-\(t\) distribution (Q746177) (← links)
- Normal variance mixtures: distribution, density and parameter estimation (Q830505) (← links)
- Robust Bayesian clustering (Q866745) (← links)
- Adaptive sequential Monte Carlo by means of mixture of experts (Q892475) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions (Q899035) (← links)
- Cross-fertilizing strategies for better EM mountain climbing and DA field exploration: a graphical guide book (Q906515) (← links)
- Estimation methods for the multivariate \(t\) distribution (Q925280) (← links)
- On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors (Q962214) (← links)
- Computationally efficient learning of multivariate \(t\) mixture models with missing information (Q964652) (← links)
- Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
- EM-type algorithms for computing restricted MLEs in multivariate normal distributions and multivariatet-distributions (Q1023837) (← links)
- Wiener processes with random effects for degradation data (Q1049539) (← links)
- Markov-normal analysis of iterative simulations before their convergence (Q1126461) (← links)
- Robust clustering by deterministic agglomeration EM of mixtures of multivariate \(t\)-distributions (Q1347671) (← links)
- ML estimation of the multivariate \(t\) distribution and the EM algorithm (Q1375112) (← links)
- t-distribution modeling using the available statistical software (Q1391251) (← links)
- Robust Bayesian regularized estimation based on \(t\) regression model (Q1657886) (← links)
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- Multivariate Student-\(t\) self-organizing maps (Q1784529) (← links)
- Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360) (← links)
- Alternatives to the EM algorithm for ML estimation of location, scatter matrix, and degree of freedom of the Student \(t\) distribution (Q2021762) (← links)
- Projection theorems and estimating equations for power-law models (Q2034450) (← links)
- Imputation for skewed data: multivariate Lomax case (Q2047379) (← links)
- Objective Bayesian analysis for the Student-\(t\) linear regression (Q2057376) (← links)
- A regression perspective on generalized distance covariance and the Hilbert-Schmidt independence criterion (Q2092898) (← links)
- Efficient and robust estimation for autoregressive regression models using shape mixtures of skew \(t\) normal distribution (Q2157393) (← links)
- Estimating parameters of mixtures of multivariate \(t\)-populations and application to classification of observations (Q2161073) (← links)
- Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
- Spearman rank correlation of the bivariate Student \(t\) and scale mixtures of normal distributions (Q2196135) (← links)
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution (Q2224797) (← links)
- A note on parameter estimation under a \(t\)-model (Q2253827) (← links)
- An efficient ECM algorithm for maximum likelihood estimation in mixtures of \(t\)-factor analyzers (Q2255854) (← links)
- Maximum likelihood estimation of multinomial probit factor analysis models for multivariate \(t\)-distribution (Q2259075) (← links)
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem (Q2293620) (← links)
