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21
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CSDA
2010
77
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CSDA 2010
»
Efficient importance sampling maximum likelihood estimation of stochastic differential equations
13 years 8 months ago
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economia.unipv.it
S. Pastorello, E. Rossi
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19
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CSDA
2010
82
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CSDA 2010
»
Correcting MM estimates for "fat" data sets
13 years 8 months ago
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www.mate.unlp.edu.ar
Ricardo A. Maronna, Victor J. Yohai
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6
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CSDA
2010
80
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CSDA 2010
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A multivariate control chart for simultaneously monitoring process mean and variability
13 years 8 months ago
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math.nankai.edu.cn
Jiujun Zhang, Zhonghua Li, Zhaojun Wang
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23
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CSDA
2010
99
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CSDA 2010
»
Robust M-estimation of multivariate GARCH models
13 years 8 months ago
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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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8
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CSDA
2010
71
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CSDA 2010
»
An encompassing prior generalization of the Savage-Dickey density ratio
13 years 8 months ago
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www.ruudwetzels.com
Ruud Wetzels, Raoul P. P. P. Grasman, Eric-Jan Wag...
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6
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CSDA
2010
66
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CSDA 2010
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Robust model selection with flexible trimming
13 years 8 months ago
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www.riani.it
Marco Riani, Anthony C. Atkinson
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6
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CSDA
2010
75
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CSDA 2010
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Confidence intervals for dependent data: Equating non-overlap with statistical significance
13 years 8 months ago
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moya.bus.miami.edu
David Afshartous, Richard A. Preston
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6
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CSDA
2010
60
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CSDA 2010
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Efficient estimation of a semiparametric dynamic copula model
13 years 8 months ago
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vetstat.ugent.be
Christian M. Hafner, Olga Reznikova
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8
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CSDA
2010
73
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CSDA 2010
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Tobit model with covariate dependent thresholds
13 years 8 months ago
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www.e.u-tokyo.ac.jp
Yasuhiro Omori, Koji Miyawaki
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7
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CSDA
2010
79
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CSDA 2010
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Globally robust confidence intervals for simple linear regression
13 years 8 months ago
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www.stat.ubc.ca
Jorge Adrover, Matias Salibian-Barrera
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