Similar Search Results

Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry

Sturmfels, Bernd; Uhler, Caroline - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 603-638

Persistent link: https://www.econbiz.de/10008456209

Finiteness of small factor analysis models

Drton, Mathias; Xiao, Han - In: Annals of the Institute of Statistical Mathematics 62 (2010) 4, pp. 775-783

Persistent link: https://www.econbiz.de/10008456213

Selection of the best population: an information theoretic approach

Menéndez, M. L.; Pardo, L.; Tsairidis, Ch.; Zografos, K. - In: Metrika 58 (2003) 2, pp. 117-147

Persistent link: https://www.econbiz.de/10005756399

Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities

Hu, Taizhong; Li, Ying - In: Metrika 65 (2007) 3, pp. 325-330

Persistent link: https://www.econbiz.de/10005756464

Zografos, K. - In: Annals of the Institute of Statistical Mathematics 50 (1998) 2, pp. 295-310

Persistent link: https://www.econbiz.de/10005760276

Sequential and non-sequential acceptance sampling plans for autocorrelated processes using ARMA(p,q) models

Aminzadeh, M. - In: Computational Statistics 24 (2009) 1, pp. 95-111

Persistent link: https://www.econbiz.de/10005166775

Stochastic Ordering of Multivariate Normal Distributions

Müller, Alfred - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 567-575

Persistent link: https://www.econbiz.de/10005169289

Improved prediction for a multivariate normal distribution with unknown mean and variance

Kato, Kengo - In: Annals of the Institute of Statistical Mathematics 61 (2009) 3, pp. 531-542

Persistent link: https://www.econbiz.de/10005029251

Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk

Lin, Shih-Kuei; Wang, Ren-Her; Fuh, Cheng-Der - In: Asia-Pacific Financial Markets 13 (2006) 3, pp. 261-295

Persistent link: https://www.econbiz.de/10005684903

Estimation of multivariate probit models by exact maximum likelihood

Huguenin, Jacques; Pelgrin, Florian; Holly, Alberto - Institut d'Économie et de Management de la Santé … - 2009

of normal multivariate integrals, in which the highest dimension of the integrands is reduced relative to the initial …-Legendre quadrature rule to the exact likelihood function of lower dimension allows for a major reduction of computing time while …

Persistent link: https://www.econbiz.de/10005487434