Results 91 to 100 of about 219,896 (196)

Approximations of the Generalized Wilks' Distribution

Wilks' lambda and the corresponding Wilks' distribution are well known concepts in testing in multivariate regression models.The topic of this paper is a generalization of the Wilks distribution.This generalized Wilks' distribution is relevant for ...
Raats, V.M.
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Estimation and simulation in directional and statistical shape models [PDF]

, 2012
This thesis is concerned with problems in two related areas of statistical shape analysis in two dimensional landmarks data and directional statistics in various sample spaces.
Ganeiber, Asaad Mohammed
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The Generalized-Fisher composite fading model for the next generation of mobile communication systems

Digital Communications and Networks
The new generation of communication systems is moving towards using a millimeter-wave spectrum. Since the shadowing effects are undeniable in this type of propagation, the proposed Generalized Fisher (GF) distribution can be useful in modeling shadowed ...
Fereshteh Salimian Rizi, Abolfazl Falahati   +1 more
doaj   +1 more source

The multivariate least trimmed squares estimator. [PDF]

In this paper we introduce the least trimmed squares estimator for multivariate regression. We give three equivalent formulations of the estimator and obtain its breakdown point. A fast algorithm for its computation is proposed.
Croux, Christophe, Agullo, J, Van Aelst, S   +2 more
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An alternative model for multivariate stable distributions

, 2009
Includes bibliographical references (leaves 52-55).As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable ...
Jama, Siphamandla
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Outlier detection in multivariate time series via projection pursuit [PDF]

, 2004
This article uses Projection Pursuit methods to develop a procedure for detecting outliers in a multivariate time series. We show that testing for outliers in some projection directions could be more powerful than testing the multivariate series directly.
Peña, Daniel, Tsay, Ruey S., Galeano, Pedro   +2 more
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Efficient Estimation of Generative Models Using Tukey Depth

Algorithms
Generative models have recently received a lot of attention. However, a challenge with such models is that it is usually not possible to compute the likelihood function, which makes parameter estimation or training of the models challenging.
Minh-Quan Vo, Thu Nguyen, Michael A. Riegler, Hugo L. Hammer   +3 more
doaj   +1 more source

A new approach to calculate and forecast dynamic conditional correlation - the use of a multivariate heteroskedastic mixture model

Much research in finance has been directed towards forecasting time varying volatility of unidimensional macroeconomic variables such as stock index, exchange rate and interest rate.
Lu, Cheng
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A method to generate multivariate data with moments arbitrary close to the desired moments [PDF]

We show how it is possible to generate multivariate data which have moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments.
Lyhagen, Johan
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Multivariate mixed normal conditional heteroskedasticity [PDF]

We propose a new multivariate volatility model where the conditional distribution of a vector time series is given by a mixture of multivariate normal distributions. Each of these distributions is allowed to have a time-varying covariance matrix.
J.V.K., ROMBOUTS, Luc, BAUWENS, C.M., HAFNER   +2 more
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