Site-specific nitrogen recommendation: fast, accurate, and feasible Bayesian kriging.
- Published in:
- Computational Statistics, 2025, v. 40, n. 2, p. 1053, doi. 10.1007/s00180-024-01527-9
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- Article
Works matching IS 09434062 AND DT 2025 AND VI 40 AND IP 2
Results: 22
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Empirical likelihood change point detection in quantile regression models: Empirical likelihood change point detection...: S. Ratnasingam, R. D. P. Gamage.
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- Computational Statistics, 2025, v. 40, n. 2, p. 999, doi. 10.1007/s00180-024-01526-w
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3
Leveraging single-case results to Bayesian hierarchical modelling: Leveraging single-case...: S. Si et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 795, doi. 10.1007/s00180-024-01516-y
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4
Variable selection and structure identification for additive models with longitudinal data.
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- Computational Statistics, 2025, v. 40, n. 2, p. 951, doi. 10.1007/s00180-024-01521-1
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5
Hypothesis testing in Cox models when continuous covariates are dichotomized: bias analysis and bootstrap-based test.
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- Computational Statistics, 2025, v. 40, n. 2, p. 907, doi. 10.1007/s00180-024-01520-2
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6
Double truncation method for controlling local false discovery rate in case of spiky null: Double truncation method for controlling...: S. Kim et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 745, doi. 10.1007/s00180-024-01510-4
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7
Trend of high dimensional time series estimation using low-rank matrix factorization: heuristics and numerical experiments via the TrendTM package: Trend of high dimensional time series estimation using...: E. Lebarbier et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 1097, doi. 10.1007/s00180-024-01519-9
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8
Robust variable selection for additive coefficient models: Robust variable selection for additive...: H. Zou et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 977, doi. 10.1007/s00180-024-01524-y
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9
A time-varying coefficient rate model with intermittently observed covariates for recurrent event data: A time-varying coefficient rate model...: F. Kang, J. Zhao.
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- Computational Statistics, 2025, v. 40, n. 2, p. 863, doi. 10.1007/s00180-024-01515-z
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10
Expectile regression averaging method for probabilistic forecasting of electricity prices: Expectile regression averaging method for probabilistic...: J. Janczura.
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- Computational Statistics, 2025, v. 40, n. 2, p. 683, doi. 10.1007/s00180-024-01508-y
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11
Some aspects of nonlinear dimensionality reduction: Some aspects of nonlinear dimensionality reduction: L. Wang et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 883, doi. 10.1007/s00180-024-01514-0
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12
Multiple imputation with competing risk outcomes.
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- Computational Statistics, 2025, v. 40, n. 2, p. 929, doi. 10.1007/s00180-024-01518-w
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13
Asymptotic properties of kernel density and hazard rate function estimators with censored widely orthant dependent data: Asymptotic properties of kernel density...: Y. Wu et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 723, doi. 10.1007/s00180-024-01509-x
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14
Monitoring mean of INAR(1) process with discrete mixture exponential innovations: Monitoring mean of INAR(1) process with discrete mixture...: M. R. Irshad et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 821, doi. 10.1007/s00180-024-01511-3
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15
Advancements in Rényi entropy and divergence estimation for model assessment: Advancements in Rényi entropy and divergence estimation for...: L. Al-Labadi et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 633, doi. 10.1007/s00180-024-01507-z
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16
Projection predictive variable selection for discrete response families with finite support: Projection predictive variable selection...: F. Weber et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 701, doi. 10.1007/s00180-024-01506-0
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17
High dimensional T-type Estimator for robust covariance matrix estimation with applications to elliptical factor models: High dimensional T-type Estimator for robust covariance...: G. Wang, H. Cui.
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- Computational Statistics, 2025, v. 40, n. 2, p. 767, doi. 10.1007/s00180-024-01505-1
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18
Bayesian diagnostics in a partially linear model with first-order autoregressive skew-normal errors: Bayesian diagnostics in a partially linear model with...: Y. Liu et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 1021, doi. 10.1007/s00180-024-01504-2
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19
Efficient regression analyses with zero-augmented models based on ranking: Efficient regression analyses with zero-augmented...: D. Kanda et al.
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- Computational Statistics, 2025, v. 40, n. 2, p. 601, doi. 10.1007/s00180-024-01503-3
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20
Semiparametric analysis of competing risks data with covariate measurement error: Semiparametric analysis of competing...: A. J. N. Sri, S. Anjana.
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- Computational Statistics, 2025, v. 40, n. 2, p. 651, doi. 10.1007/s00180-024-01502-4
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21
FPDclustering: a comprehensive R package for probabilistic distance clustering based methods: FPDclustering: a comprehensive R package...: C. Tortora, F. Palumbo.
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- Computational Statistics, 2025, v. 40, n. 2, p. 1123, doi. 10.1007/s00180-024-01490-5
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22
Exploring local explanations of nonlinear models using animated linear projections.
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- Computational Statistics, 2025, v. 40, n. 2, p. 1071, doi. 10.1007/s00180-023-01453-2
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