Estimation and testing for separable variance–covariance structures.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1432
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- Publication type:
- Article
Works matching IS 19395108 AND DT 2018 AND VI 10 AND IP 4
Results: 6
1
2
A review of quadratic discriminant analysis for high‐dimensional data.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1434
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- Publication type:
- Article
3
In defense of Pratt's variable importance axioms: A response to Gromping.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1433
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- Publication type:
- Article
4
Modal regression using kernel density estimation: A review.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1431
- By:
- Publication type:
- Article
5
Constructing support vector machines with missing data.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1430
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- Publication type:
- Article
6
Issue Information.
- Published in:
- WIREs: Computational Statistics, 2018, v. 10, n. 4, p. 1, doi. 10.1002/wics.1411
- Publication type:
- Article