Guaranteed Conditional Performance of Control Charts via Bootstrap Methods.
Axel Gandy, Jan Terje Kvaloy
págs. 647-668
Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process.
Jean-François Coeurjolly, Ege Rubak
págs. 669-684
Flexible Copula Density Estimation with Penalized Hierarchical B-splines.
Göran Kauermann, Christian Schellhase, David Ruppert
págs. 685-705
Efficient Bayesian Multivariate Surface Regression.
Feng Li, Mattias Villani
págs. 706-723
On Sampling Designs with Ordered Conditional Inclusion Probabilities.
Lennart Bondesson, Imbi Traat
págs. 724-733
págs. 734-751
Camilo Rivera, Guenther Walther
págs. 752-769
Leonie Selk, Natalie Neumeyer
págs. 770-788
Fast Censored Linear Regression.
Yijian Huang
págs. 789-806
Statistical Corrections of Invalid Correlation Matrices.
Anders Loland, Ragnar Bang Huseby, Nils Lid Hjort, Arnoldo Frigessi
págs. 807-824
Geodesic Monte Carlo on Embedded Manifolds.
Simon Byrne, Mark Girolami
págs. 825-845
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model.
Olivier Wintenberger
págs. 846-867
Uncertainty Quantification in the Ensemble Kalman Filter.
Jon Saetrom, Henning Omre
págs. 868-885
págs. 886-898
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