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Bayesian test of homogeneity for Markov chains with missing data by Kullback proximity
Dupuis, Jérôme A. - 1994
Persistent link: https://www.econbiz.de/10000901246
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Factor analysis of matrices with applications to multivariate analysis of variance
Calinski, Tadeusz; Lejeune, Michel - 1995
Persistent link: https://www.econbiz.de/10000908848
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The effect of nonnormality
Lieberman, Offer - 1995
Persistent link: https://www.econbiz.de/10000910559
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Mixtures of distributions : inference and estimation
Robert, Christian P. - 1994
Persistent link: https://www.econbiz.de/10000886208
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Association measures for durations in bivariate hazard rate models
Berg, Gerard J. van den - 1994
Persistent link: https://www.econbiz.de/10000886756
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Reparameterisation strategies for hidden Markov models and Bayesian approaches to maximum likelihood estimation
Robert, Christian P.; Titterington, David M. - 1996
Persistent link: https://www.econbiz.de/10000936747
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A fresh look at testing hypotheses on dimensionality in the Manova model
Calinski, Tadeusz; Lejeune, Michel - 1996
Persistent link: https://www.econbiz.de/10000941329
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Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique; Tschernig, Rolf - 1998
Persistent link: https://www.econbiz.de/10000984196
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Social learning, delays, and multiple equilibria
Chamley, Christophe - 1998
Persistent link: https://www.econbiz.de/10000984197
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A new method for proving weak convergence results applied to Hjort's nonparametric Bayes estimators
Dauxois, Jean-Yves - 1998
Persistent link: https://www.econbiz.de/10000986961