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On Importance of Normality Assumption in Using a T
statistics
Online learning for audio clustering and segmentation École Normale Supérieure de Cachan
statistics
one more time about r2 measures of fit in logistic regression
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ON ASYMPTOTICS OF EIGENVECTORS OF LARGE SAMPLE COVARIANCE MATRIX
statistics
Parameter Estimation with Out-of-Sample Objective Elena-Ivona Dumitrescu and Peter Reinhard Hansen
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Paper - Gary King - Harvard University
statistics
PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME
statistics
Package ‘VariantTools’ October 14, 2014
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Package ‘modEvA’ November 4, 2014
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Package ‘mirt’ October 10, 2014
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Package `tweeDEseq`
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Package 'forecast'
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p-BIRNBAUM SAUNDERS DISTRIBUTION: APPLICATIONS TO RELIABILITY AND
statistics
P(X)
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PCA-Based Out-of-Sample Extension for Dimensionality Reduction Yariv Aizenbud Amit Bermanis
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Participants` Handbook - National external quality assessment
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Performance and Predictive Power of Risk-Neutral
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PENNSYLVANIA PUBLIC UTILITY COMMISSION _ PUBLIC MEETING JUNE 13, 2002 (TF)
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Largest eigenvalues and sample covariance matrices The University of Warwick
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Large Sample Properties of Estimators in the Classical Linear Regression Model
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Lecture 3 Notes - Orincancercare.org
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