Results 11 to 20 of about 263,946 (269)
Parametrik Olmayan Kovaryans Analizinde Kullanılan Metotlar
Amaç: Parametrik kovaryans analizi (ANCOVA) varsayımlarının sağlanamaması ve/veya bağımlı değişkenin iki değerli/sıralayıcı ölçekli olması durumunda, parametrik olmayan ANCOVA yaklaşımlarından yararlanılmaktadır. Parametrik olmayan ANCOVA metodolojisinde
Şengül CANGÜR +2 more
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Nonparametric Stochastic Volatility [PDF]
We provide nonparametric methods for stochastic volatility modeling. Our methods allow for the joint evaluation of return and volatility dynamics with nonlinear drift and diffusion functions, nonlinear leverage effects, and jumps in returns and volatility with possibly state-dependent jump intensities, among other features.
BANDI F, Renò, Roberto
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A nonparametric measure of heteroskedasticity [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Song, Xiaojun, Taamouti, Abderrahim
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Construction of an Entropy Estimator with a Special Metrics and an Arbitrary Function
The paper proposes a generalization of entropy as in [1]. At first, to constract the estimator, we select the metrics on the space of sequances. This metrics is based on a matrix that can be interpreted as an edge coloring of a complete graph with loops.
N. E. Timofeeva
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There has been much discussion in the literature about how central measures of equity risk such as standard deviation fail to account for extreme tail risk of equities.
Robert J. Powell +2 more
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Penalty analysis is an efficient tool for food product development: Case study with lemonades [PDF]
Although penalty analysis has been used for product development for many years, its application is less widespread. Penalty analysis provides a quick and easy way to identify those sensory attributes that significantly influence consumers' preferences ...
Gere Attila
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Evaluation of stability parameters for the selection of stable and superior sunflower genotypes
The study was conducted to evaluate the performance of 10 sunflower genotypes in 12 environments during 2017 and 2018 cropping seasons with RCBD design.
Birhanu Mengistu, Mohammed Abu
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On nonparametric spectral estimation [PDF]
Publication in the conference proceedings of EUSIPCO, Rhodes, Greece ...
Tomas Sundin, Petre Stoica
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A comparison of phase I control charts
A carefully done Phase I analysis is a vital part of an overall statistical process control and monitoring regime. Distribution-free control charts can play a useful role in this analysis, as a parametric model assumption often cannot be adequately ...
Coelho, Margarethe +2 more
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NONPARAMETRIC SIGNIFICANCE TESTING [PDF]
A procedure for testing the significance of a subset of explanatory variables in a nonparametric regression is proposed. Our test statistic uses the kernel method. Under the null hypothesis of no effect of the variables under test, we show that our test statistic has an nhp2/2 standard normal limiting distribution, where p2 is the dimension of ...
Lavergne, Pascal, Vuong, Quang H.
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