Scaled Predictor Envelopes and Partial Least-Squares Regression.
R. Dennis Cook, Zhihua Su
págs. 155-165
Bayesian Additive Regression Tree Calibration of Complex High-Dimensional Computer Models.
M. T. Pratola, David M. Higdon
págs. 166-179
Monotonic Quantile Regression With Bernstein Polynomials for Stochastic Simulation.
Matthias H. Y. Tan
págs. 180-190
A Change-Point Approach for Phase-I Analysis in Multivariate Profile Monitoring and Diagnosis.
Kamran Paynabar, Changliang Zou, Peihua Qiu
págs. 191-204
Bayesian Detection of Changepoints in Finite-State Markov Chains for Multiple Sequences.
Petter Arnesen, Tracy Holsclaw, Padhraic Smyth
págs. 205-213
Chuanlong Du, Daniel J. Nordman, Stephen B. Vardeman
págs. 214-224
Prior-Free Probabilistic Prediction of Future Observations.
Ryan Martin, Rama T. Lingham
págs. 225-235
Quantifying Uncertainty in Lumber Grading and Strength Prediction: A Bayesian Approach.
Samuel W.K. Wong, Conroy Lum, Lang Wu, James V. Zidek
págs. 236-243
Sheng-Tsaing Tseng, I.-Chen Lee
págs. 244-254
Comparing the Slack-Variable Mixture Model With Other Alternatives.
Lulu Kang, Javier Cruz Salgado, William A. Brenneman
págs. 255-268
Optimal Experimental Designs in the Flow Rate of Particles.
Mariano Amo Salas , Elvira Delgado Márquez, Jesús López Fidalgo
págs. 269-276
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