Pages that link to "Item:Q58317"

The following pages link to Computational Statistics & Data Analysis (Q58317):

Displaying 50 items.

• Count data regression charts for the monitoring of surveillance time series (Q58319) (← links)
• A new variable selection approach using Random Forests (Q58719) (← links)
• Recalibration: A post-processing method for approximate Bayesian computation (Q61419) (← links)
• A fast EM algorithm for fitting joint models of a binary response and multiple longitudinal covariates subject to detection limits (Q62047) (← links)
• Variational Bayesian inference for the Latent Position Cluster Model for network data (Q63523) (← links)
• A hyper-Poisson regression model for overdispersed and underdispersed count data (Q63617) (← links)
• Sample sizes for improved binomial confidence intervals (Q66060) (← links)
• PLS path modeling (Q69912) (← links)
• Comparative study of ROC regression techniques—Applications for the computer-aided diagnostic system in breast cancer detection (Q70715) (← links)
• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• Interaction forests: Identifying and exploiting interpretable quantitative and qualitative interaction effects (Q71277) (← links)
• Hidden hybrid Markov/semi-Markov chains (Q72012) (← links)
• Generative models for functional data using phase and amplitude separation (Q72462) (← links)
• Inference for monotone single-index conditional means: A Lorenz regression approach (Q73088) (← links)
• Power calculations for global and local Moran’s (Q73343) (← links)
• Locally weighted minimum contrast estimation for spatio-temporal log-Gaussian Cox processes (Q74102) (← links)
• Block clustering with Bernoulli mixture models: Comparison of different approaches (Q75060) (← links)
• OLS with multiple high dimensional category variables (Q76024) (← links)
• On the online estimation of local constant volatilities (Q76074) (← links)
• I-Scal: Multidimensional scaling of interval dissimilarities (Q76088) (← links)
• Assessing dynamic effects on a Bayesian matrix-variate dynamic linear model: An application to task-based fMRI data analysis (Q76414) (← links)
• Discretization-based direct random sample generation (Q76615) (← links)
• Mixtures of generalized hyperbolic distributions and mixtures of skew-t distributions for model-based clustering with incomplete data (Q77638) (← links)
• Balancing covariates in multi-arm trials via adaptive randomization (Q77835) (← links)
• Robust estimation in very small samples (Q78431) (← links)
• Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
• Mixture model clustering for mixed data with missing information (Q80640) (← links)
• A pure L₁-norm principal component analysis (Q80690) (← links)
• The liability threshold model for censored twin data (Q80888) (← links)
• Computation of maximum likelihood estimates for multiresponse generalized linear mixed models with non-nested, correlated random effects (Q82357) (← links)
• Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments (Q82511) (← links)
• BACON: blocked adaptive computationally efficient outlier nominators (Q82616) (← links)
• Computational aspects of algorithms for variable selection in the context of principal components (Q82630) (← links)
• Mixture-based estimation of entropy (Q82866) (← links)
• Relative density of the random r-factor proximity catch digraph for testing spatial patterns of segregation and association (Q82976) (← links)
• Estimating scale-invariant directed dependence of bivariate distributions (Q85343) (← links)
• A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models (Q86341) (← links)
• A flexible zero-inflated model to address data dispersion (Q86477) (← links)
• A generative model for rank data based on insertion sort algorithm (Q89742) (← links)
• Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
• Fast regularized canonical correlation analysis (Q91610) (← links)
• Characterizing the generalized lambda distribution by L-moments (Q92223) (← links)
• Numerical maximum log likelihood estimation for generalized lambda distributions (Q92229) (← links)
• Confidence intervals for quantiles using generalized lambda distributions (Q92231) (← links)
• Robust statistic for the one-way MANOVA (Q92460) (← links)
• Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
• A method for detecting hidden additivity in two-factor unreplicated experiments (Q92659) (← links)
• A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution (Q96504) (← links)
• A bootstrap test for equality of variances (Q97955) (← links)
• Bayesian smoothing spline analysis of variance (Q98177) (← links)