Results 11 to 20 of about 124,454 (198)
Diagnostics for heteroscedasticity in regression [PDF]
Biometrika, 1983 Summary: For the usual regression model without replication, we provide a diagnostic test for heteroscedasticity based on the score statistic. A graphical procedure to complement the score test is also presented.
R Dennis Cook, Sanford Weisberg
exaly +3 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Shui kexue jinzhan, 2023 Revealing the fluctuating characteristics of non-stationary runoff series under changing environments can improve the precision of runoff prediction and support water-related project planning.
Li ZHANG +5 more
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Unobserved component models with asymmetric conditional variances [PDF]
, 2006 Unobserved component models with GARCH disturbances are extended to allow for asymmetric responses of conditional variances to positive and negative shocks. The asymmetric conditional variance is represented by a member of the QARCH class of models.
Broto, Carmen, Ruiz, Esther
core +7 more sources