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    CSDA
    2010
    77views more  CSDA 2010»
    Efficient importance sampling maximum likelihood estimation of stochastic differential equations
    13 years 8 months ago
    Efficient importance sampling maximum likelihood estimation of stochastic differential equations
    Download  economia.unipv.it
    S. Pastorello, E. Rossi
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    CSDA
    2010
    82views more  CSDA 2010»
    Correcting MM estimates for "fat" data sets
    13 years 8 months ago
    Correcting MM estimates for "fat" data sets
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    Ricardo A. Maronna, Victor J. Yohai
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    CSDA
    2010
    80views more  CSDA 2010»
    A multivariate control chart for simultaneously monitoring process mean and variability
    13 years 8 months ago
    A multivariate control chart for simultaneously monitoring process mean and variability
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    Jiujun Zhang, Zhonghua Li, Zhaojun Wang
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    CSDA
    2010
    99views more  CSDA 2010»
    Robust M-estimation of multivariate GARCH models
    13 years 8 months ago
    Robust M-estimation of multivariate GARCH models
    Download  www.econ.kuleuven.be
    In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
    Kris Boudt, Christophe Croux
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    CSDA
    2010
    71views more  CSDA 2010»
    An encompassing prior generalization of the Savage-Dickey density ratio
    13 years 8 months ago
    An encompassing prior generalization of the Savage-Dickey density ratio
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    Ruud Wetzels, Raoul P. P. P. Grasman, Eric-Jan Wag...
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    CSDA
    2010
    66views more  CSDA 2010»
    Robust model selection with flexible trimming
    13 years 8 months ago
    Robust model selection with flexible trimming
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    Marco Riani, Anthony C. Atkinson
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    CSDA
    2010
    75views more  CSDA 2010»
    Confidence intervals for dependent data: Equating non-overlap with statistical significance
    13 years 8 months ago
    Confidence intervals for dependent data: Equating non-overlap with statistical significance
    Download  moya.bus.miami.edu
    David Afshartous, Richard A. Preston
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    CSDA
    2010
    60views more  CSDA 2010»
    Efficient estimation of a semiparametric dynamic copula model
    13 years 8 months ago
    Efficient estimation of a semiparametric dynamic copula model
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    Christian M. Hafner, Olga Reznikova
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    CSDA
    2010
    73views more  CSDA 2010»
    Tobit model with covariate dependent thresholds
    13 years 8 months ago
    Tobit model with covariate dependent thresholds
    Download  www.e.u-tokyo.ac.jp
    Yasuhiro Omori, Koji Miyawaki
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    CSDA
    2010
    79views more  CSDA 2010»
    Globally robust confidence intervals for simple linear regression
    13 years 8 months ago
    Globally robust confidence intervals for simple linear regression
    Download  www.stat.ubc.ca
    Jorge Adrover, Matias Salibian-Barrera
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