Pages that link to "Item:Q92040"
From MaRDI portal
The following pages link to Japanese Journal of Statistics and Data Science (Q92040):
Displaying 50 items.
- Enhanced cube implementation for highly stratified population (Q92041) (← links)
- R package DCchoice for dichotomous choice contingent valuation: a contribution to open scientific software and its impact (Q99649) (← links)
- Stream-suitable optimization algorithms for some soft-margin support vector machine variants (Q145488) (← links)
- Information criteria and cross validation for Bayesian inference in regular and singular cases (Q825312) (← links)
- The Lomax exponentiated Weibull model (Q825313) (← links)
- Application of VBGMM for pitch type classification: analysis of TrackMan's pitch tracking data (Q825316) (← links)
- On Weibull-Burr impounded bivariate distribution (Q825317) (← links)
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term (Q825319) (← links)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
- Improvement of the test of independence among groups of factors in a multi-way contingency table (Q825322) (← links)
- A multi-resolution approximation via linear projection for large spatial datasets (Q825323) (← links)
- Notes on the dimension dependence in high-dimensional central limit theorems for hyperrectangles (Q825324) (← links)
- Hybrid adaptive index model for binary response data (Q825330) (← links)
- Maximum likelihood estimation for a one-sided truncated family of distributions (Q825331) (← links)
- An attention algorithm for solving large scale structured \(l_0\)-norm penalty estimation problems (Q825333) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Bayesian hierarchical modeling of people's decision-making during an extreme weather event (Q825336) (← links)
- High-dimensional disjoint factor analysis with its EM algorithm version (Q825338) (← links)
- Estimation of linear functional of large spectral density matrix and application to Whittle's approach (Q825341) (← links)
- Correction to: ``A copula-based Markov chain model for serially dependent event times with a dependent terminal event'' (Q825343) (← links)
- Special feature: Statistics for high-frequency data (Q825344) (← links)
- Prediction-based estimation for diffusion models with high-frequency data (Q825345) (← links)
- Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
- A review on asymptotic inference in stochastic differential equations with mixed effects (Q825348) (← links)
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- On the evaluation of intraday market quality in the limit-order book markets: a collaborative filtering approach (Q825354) (← links)
- Simple SIR models with Markovian control (Q825356) (← links)
- Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness (Q825360) (← links)
- Automatic bandwidth selection for recursive kernel density estimators with length-biased data (Q830250) (← links)
- Variable selection in multivariate linear models for functional data via sparse regularization (Q830251) (← links)
- Separation of symmetry for square tables with ordinal categorical data (Q830252) (← links)
- Probability distribution as a path and its action integral (Q830254) (← links)
- Penalized least squares approximation methods and their applications to stochastic processes (Q830256) (← links)
- A score-adjusted approach to closed-form estimators for the gamma and beta distributions (Q830259) (← links)
- Special feature: Theory and practice of surveys (Q830260) (← links)
- Empirical likelihood and estimating equations for survey data analysis (Q830261) (← links)
- Variance estimation procedures in the presence of singly imputed survey data: a critical review (Q830263) (← links)
- Statistical data integration in survey sampling: a review (Q830265) (← links)
- Kernel canonical correlation analysis for data combination of multiple-source datasets (Q830268) (← links)
- Outliers in official statistics (Q830270) (← links)
- Small area estimation with mixed models: a review (Q830271) (← links)
- A firm foundation for statistical disclosure control (Q830272) (← links)
- General classes of complementary distributions via random maxima and their discrete version (Q2068929) (← links)
- Asymptotic properties of distance-weighted discrimination and its bias correction for high-dimension, low-sample-size data (Q2068931) (← links)
- General unbiased estimating equations for variance components in linear mixed models (Q2068935) (← links)
- Bayesian estimation for misclassification rate in linear discriminant analysis (Q2068937) (← links)
- Special feature: Recent statistical methods for survival analysis (Q2068938) (← links)
- Analysis of cyclic recurrent event data with multiple event types (Q2068939) (← links)
