Results 211 to 220 of about 22,182 (267)

Heteroscedastic Exponomial Choice

Operations Research, 2018
Modeling Choices with Different Variabilities
Aydin Alptekinoglu, John H. Semple
openaire   +2 more sources

Spatial cointegration and heteroscedasticity

Journal of Geographical Systems, 2007
A two-step Lagrange Multiplier test strategy has recently been suggested as a tool to reveal spatial cointegration. The present paper generalises the test procedure by incorporating control for unobserved heteroscedasticity. Using Monte Carlo simulation, the behaviour of several relevant tests for spatial cointegration and/or heteroscedasticity is ...
Jørgen Lauridsen, Reinhold Kosfeld
exaly   +4 more sources

Heteroscedastic factor analysis

Biometrika, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lewin-Koh, S.-C., Amemiya, Y.
openaire   +2 more sources

A Comparison of Tests for Heteroscedasticity

The Statistician, 1996
We study the relationship, the size, the power, the sensitivity to high leverage, outliers and the normal error distribution of eight likelihood ratio and score tests for heteroscedasticity. Four versions of likelihood ratio tests are investigated which include the ordinary likelihood ratio test, the conditional likelihood ratio test obtained from ...
Lyon, John D., Tsai, Chih-Ling
openaire   +4 more sources

Heteroscedasticity and nonnormality

Communications in Partial Differential Equations, 1989
In this paper we consider the problem of comparing several means under heteroscedasticity and nonnormality. By combining Huber's M-estimators with the Brown-Forsythe test , several robust procedures were developed; these procedures were compared through computer simulation studies with-the Tan-Tabatabai procedure which was developed by combining Tiku's
W. Y. Tan, M. A. Tabatabai
openaire   +1 more source

DOA Estimation in heteroscedastic noise

Signal Processing, 2019
The paper considers direction of arrival (DOA) estimation from long-term observations in a very noisy environment. The concern is to derive methods obtaining reasonable DOAs at very low SNR. The noise is assumed zero-mean Gaussian and its variance varies in time and space, causing stationary data models to fit poorly over long observation times ...
Peter Gerstoft   +3 more
openaire   +4 more sources

A Note on a Heteroscedastic Model

Journal of Econometrics, 1977
Abstract In this article the author considers a regression model where the variance of the error term is a linear combination of certain independent variables and compares four different estimators of the coefficients of this linear combination, They are (1) the estimator proposed by Goldfeld and Quant and called the Modified Glejser Method, (2) the ...
openaire   +2 more sources

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