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Analysis of Variance of Tensor Product Reproducing Kernel Hilbert Spaces on Metric Spaces
Journal of the American Statistical AssociationMany methods have been developed to analyze complex data, such as non-Euclidean shape, network, and manifold data. However, there is a lack of methods for studying interactions among complex data. In this article, we first propose a novel kernel function
Zhanfeng Wang +3 more
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Impulse response analysis and forecast error variance decomposition in SVAR modelling
1997In this chapter we explain how to use estimated Structural VAR models to perform dynamic simulations, via impulse response analysis (section 5.1) and forecast error variance decomposition (section 5.2). After presenting the asymptotic results which are used to obtain confidence bounds around the estimated coefficient, in section 5.3 we present some ...
Gianni Amisano, Carlo Giannini
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Optimal treatment assignment of multiple treatments with analysis of variance decomposition
Statistics and Its Interface, 2019Zhilan Lou, Jun Shao, Menggang Yu
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