Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
Daniel Peña Sánchez de Rivera , Ruey S. Tsay, Ruben Zamar
págs. 429-444
A Decomposition of Total Variation Depth for Understanding Functional Outliers
Huang Huang, Ying Sun
págs. 445-458
Mia Hubert, Peter J. Rousseeuw, Wannes Van Den Bossche
págs. 459-473
Dario Azzimonti, David Ginsbourger, Jérémy Rohme, Déborah Idier
págs. 474-493
Spatial Signal Detection Using Continuous Shrinkage Priors
An-Ting Jhuang, Montserrat Fuentes, Jacob L. Jones, Giovanni Esteves, Chris M. Fancher, Marschall Furman, Brian J. Reich
págs. 494-506
Mixture of Regression Models for Large Spatial Datasets
Karen Kazor, Amanda S. Hering
págs. 507-523
Central Composite Experimental Designs for Multiple Responses With Different Models
Wilmina M. Marget, Max D. Morris
págs. 524-532
págs. 533-544
Analysis-of-Marginal-Tail-Means (ATM): A Robust Method for Discrete Black-Box Optimization
Simon Mak, C.F. Jeff Wu
págs. 545-559
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