Results 1 to 10 of about 123,594 (283)
Assessing Potential Heteroscedasticity in Psychological Data: A GAMLSS approach [PDF]
Tutorials in Quantitative Methods for Psychology, 2023 This paper provides a tutorial for analyzing psychological research data with GAMLSS, an R package that uses the family of generalized additive models for location, scale, and shape.
Correa, Juan C. +4 more
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VOLATILITAS HARGA BAWANG DI JAWA BARAT DENGAN METODE ARCH/GARCH
Jurnal Lebesgue, 2022 Food commodities such as shallots and garlic are still a concern for the Indonesian people, this is because prices are not fixed and fluctuate for each period. It is these price fluctuations that cause high price volatility.
Ranti Pramushinta Kurnia +1 more
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Modeling stand biomass for Moso bamboo forests in Eastern China
Frontiers in Plant Science, 2023 Stand biomass models can be used as basic decision-making tools in forest management planning. The Moso bamboo (Phyllostachys pubescens) forest, a major forest system in tropical and subtropical regions, represents a substantial carbon sink, slowing down
Xiao Zhou +11 more
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Applied Sciences, 2022 Safety stock (SS) is an appropriate tactic to deal with demand and supply uncertainty with the aim of preventing inventory shortages. In the literature, previous work on SS estimation assumes that the forecast error distributions (FED) are independent ...
Mouna Derbel +2 more
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An application of directional quantiles to economic data with a multivariate response
Serbian Journal of Management, 2020 Quantile regression represents a popular and useful methodology for modeling quantiles of a response variable based on one or more independent variables.
Jan Kalina
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Investigation of heteroscedasticity in polygenic risk scores across 15 quantitative traits
Frontiers in Genetics, 2023 The polygenic risk score (PRS) could be used to stratify individuals with high risk of diseases and predict complex trait of individual in a population.
Hyein Jung +9 more
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Application of SARIMA model to forecasting monthly flows in Waterval River, South Africa
Journal of Water and Land Development, 2017 Knowledge of future river flow information is fundamental for development and management of a river system. In this study, Waterval River flow was forecasted by SARIMA model using GRETL statistical software. Mean monthly flows from 1960 to 2016 were used
Tadesse Kassahun Birhanu +1 more
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Modeling the exchange rate of the euro against the dollar using the ARCH/GARCH models [PDF]
Bankarstvo, 2016 The analysis of time series with conditional heteroskedasticity (changeable time variability, conditional variance instability, the phenomenon called volatility) is the main task of ARCH and GARCH models.
Kovačević Radovan
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Efficient Estimation in Heteroscedastic Varying Coefficient Models
Econometrics, 2015 This paper considers statistical inference for the heteroscedastic varying coefficient model. We propose an efficient estimator for coefficient functions that is more efficient than the conventional local-linear estimator.
Chuanhua Wei, Lijie Wan
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Heteroscedastic G-Optimal Designs [PDF]
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1993 SUMMARY This paper addresses the issue of constructing large sample G-optimal designs when the variability of the response varies across a compact design space. A useful characterization theorem is presented along with a computer algorithm for generating (heteroscedastic) G-optimal designs.
Wong, Weng Kee, Cook, R. Dennis
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