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- 2018
-
Mark
Hyperparameter-selection for sparse regression : A probablistic approach
Kronvall, Ted LU and Jakobsson, Andreas LU
(2018)
51st Asilomar Conference on Signals, Systems and Computers, ACSSC 2017
2017-October.
p.853-857
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2015
-
Mark
Behavior of Extreme Dependence between Stock Markets when the Regime Shifts
Tajvidi, Nader LU
; Kiatsupaibul, Seksan
; Tirapat, Sunti
and Panyangam, Chonnart
(2015)
In Sri Lankan Journal of Applied Statistics
16(1).
p.21-40
- Contribution to specialist publication or newspaper › Specialist publication article
- 2010
-
Mark
Duration of coherence intervals in electrical brain activity in perceptual organization
Nikolaev, Andrey R. LU
; Gepshtein, Sergei
; Gong, Pulin
and Van Leeuwen, Cees
(2010)
In Cerebral Cortex
20(2).
p.365-382
- Contribution to journal › Article
- 2009
-
Mark
Some Contributions to Description and Validation of the Extreme Value Distribution
(2009)
- Thesis › Doctoral thesis (compilation)
- 2008
-
Mark
Goodness of Fit Test for Exponentiality Based on Cox-Snell Residuals
PirouziFard, MirNabi LU and Holmquist, Björn LU
(2008)
- Working paper/Preprint › Working paper
-
Mark
Goodness of Fit Tests for the Extreme Value Distribution based on Regression, EDF and the Stabilized Probability Plot
PirouziFard, MirNabi LU and Holmquist, Björn LU
(2008)
- Working paper/Preprint › Working paper
-
Mark
Approximations of variances and covariances for order statistics from the standard extreme value distribution
PirouziFard, MirNabi LU and Holmquist, Björn LU
(2008)
In Communications in Statistics: Simulation and Computation
37(8).
p.1500-1506
- Contribution to journal › Article
- 2007
-
Mark
First moment approximations for order statistics from the extreme value distribution
- Contribution to journal › Article