ABSTRACT: Variable selection using penalized estimation methods in quantile regression models is an important step in screening for relevant covariates. In this paper, we present a one-step estimation ...
The generated code, as well as the altered glue file are in this directory:: GherkinExecutorForJava/src/test/java/gherkinexecutor/Feature_Examples at main · atdd-bdd ...
ABSTRACT: This paper presents an adaptive backstepping control strategy to achieve finite-time Chaos synchronization for the uncertain Lorenz system. Using Lyapunov ...
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