Results 11 to 20 of about 1,198,252 (292)
Kriging with Nonparametric Variance Function Estimation [PDF]
Biometrics, 1999 Summary. A method for fitting regression models to data that exhibit spatial correlation and heteroskedas‐ticity is proposed. It is well known that ignoring a nonconstant variance does not bias least‐squares estimates of regression parameters; thus, data analysts are easily lead to the false belief that moderate heteroskedas‐ticity can generally be ...
Opsomer, Jean +4 more
openaire +5 more sources
MEAN–VARIANCE PORTFOLIO MANAGEMENT WITH FUNCTIONAL OPTIMIZATION [PDF]
International Journal of Theoretical and Applied Finance, 2020 This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of studies. We first show that the optimal solution, in general, is not a constant function.
KA WAI TSANG, ZHAOYI HE
openaire +3 more sources
JTAM (Jurnal Teori dan Aplikasi Matematika), 2023 This research is a follow-up research of Utama (2022) on asymptotic distribution of an estimator for variance function of a compound periodic Poisson with the power function trend.
Ade Irawan +2 more
doaj +1 more source
The Annals of Statistics, 1989 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bar-Lev, Shaul K., Bshouty, Daoud
openaire +3 more sources
New Closed Form Estimators for the Beta Distribution
Mathematics, 2023 In this paper, we detail closed form estimators for beta distribution that are simpler than those proposed by Tamae, Irie and Kubokawa. The proposed estimators are shown to have smaller asymptotic variances and smaller asymptotic covariances compared to ...
Victor Mooto Nawa, Saralees Nadarajah
doaj +1 more source
A link function approach to heterogeneous variance components
Genetics Selection Evolution, 1998 d'Arnoldi Caroline +2 more
doaj +3 more sources
Variance function of boolean additive convolution [PDF]
Statistics & Probability Letters, 2020 We determine the formula for pseudo-variance function (or variance function V{\nu} in case of existence) under boolean additive convolution ...
openaire +3 more sources
Optimal designs for variance function estimation using sample variances [PDF]
Journal of Statistical Planning and Inference, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Goos, P., Tack, L., Vandebroek, M.
openaire +1 more source
Discrimination between Some Over Dispersed Count Distributions
ASM Science Journal, 2021 The Poisson inverse Gaussian and generalized Poisson distributions are widely used in modelling overdispersed count data which are commonly found in healthcare, insurance, engineering, econometric and ecology.
Yook-Ngor Phang +2 more
doaj +1 more source
Jackknife Empirical Likelihood Inference for the Variance Residual Life Function
Revstat Statistical Journal, 2021 In life testing situations, the residual life time of a component which has survived t units of time is Xt = X −t|X > t. In this paper, we give a central limit theorem result for the estimator of Var(Xt), the variance residual life(VRL) function.
Vali Zardasht
doaj +1 more source