Results 111 to 120 of about 219,896 (196)

On Sampling from the Multivariate t Distribution

open access: yes, 2013
The multivariate normal and the multivariate t distributions belong to the most widely used multivariate distributions in statistics, quantitative risk management, and insurance.
Hofert, Marius
core  

A generalization of Tyler's M-estimators to the case of incomplete data [PDF]

open access: yes
Many different robust estimation approaches for the covariance or shape matrix of multivariate data have been established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of elliptically symmetric
Jaekel, Uwe, Frahm, Gabriel
core  

Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory [PDF]

open access: yes
focus on the ability of the instrument set to predict a single endogenous regressor, even if there is more than one endogenous regressor in the equation of interest.
C.L. Skeels, D.S. Poskitt
core  

A MULTIVARIATE ANALYSIS OF FACTORS INFLUENCING FARM MACHINERY PURCHASE DECISIONS

open access: yes
This paper presents a model of the farm management process. The model suggests that certain socioeconomic characteristics of farm managers will influence their decision-making process. Several characteristics are hypothesized an tested using multivariate
O'Grady, Kevin   +2 more
core  

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