Results 161 to 170 of about 40,388 (276)

Alternative Approaches for Estimating Highest‐Density Regions

open access: yesInternational Statistical Review, EarlyView.
Summary Among the variety of statistical intervals, highest‐density regions (HDRs) stand out for their ability to effectively summarise a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set that satisfies a certain probability coverage, and current methods for their computation require ...
Nina Deliu, Brunero Liseo
wiley   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

open access: yesInternational Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler   +3 more
wiley   +1 more source

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

open access: yesJournal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar   +4 more
wiley   +1 more source

A polynomial generalized Gauss sum.

open access: yesJournal für die reine und angewandte Mathematik (Crelles Journal), 1966
openaire   +1 more source

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