Results 21 to 30 of about 124,454 (198)
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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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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Statistics of Heteroscedastic Extremes [PDF]
SSRN Electronic Journal, 2014 SummaryWe extend classical extreme value theory to non-identically distributed observations. When the tails of the distribution are proportional much of extreme value statistics remains valid. The proportionality function for the tails can be estimated non-parametrically along with the (common) extreme value index.
Einmahl, J.H.J. +2 more
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On Robust Tests for Heteroscedasticity [PDF]
The Annals of Statistics, 1979 Abstract : We extend Bickel's (1978) tests for heteroscedasticity to include wider classes of test statistics and fitting methods. The test statistics include those based on Huber's function, while the fitting techniques include Huber's Proposal 2 (1977) for robust regression. (Author)
Carroll, Raymond J., Ruppert, David
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Frontiers in Public Health, 2016 This paper reviews common challenges encountered in statistical analyses of epidemiological data for epidemiologists. We focus on the application of linear regression, multivariate logistic regression, and log-linear modeling to epidemiological data ...
Lihan Yan +4 more
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Fitting functional response surfaces to data: a best practice guide
Ecosphere, 2020 Describing how resource consumption rates depend on resource density, conventionally termed “functional responses,” is crucial to understanding the population dynamics of trophically interacting organisms.
Wojciech Uszko +2 more
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Cauchy: Jurnal Matematika Murni dan Aplikasi, 2017 The purpose of this article was to describe the ability of the quantile regression method in overcoming the violation of classical assumptions. The classical assumptions that are violated in this study are variations of non-homogeneous error or ...
Ferra Yanuar
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Investment Risk Analysis On Bitcoin With Applied of VaR-APARCH Model
JTAM (Jurnal Teori dan Aplikasi Matematika), 2021 Investment can be defined as an activity to postpone consumption at the present time with the aim to obtain maximum profits in the future. However, the greater the benefits, the greater the risk.
Irwan Kasse +3 more
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Mathematics, 2021 In this paper, we provide a mathematical and statistical methodology using heteroscedastic estimation to achieve the aim of building a more precise mathematical model for complex financial data.
Chih-Wen Hsiao +3 more
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