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    CSDA
    2010
    77views more  CSDA 2010»
    Efficient importance sampling maximum likelihood estimation of stochastic differential equations
    13 years 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 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 11 months ago
    Globally robust confidence intervals for simple linear regression
    Download  www.stat.ubc.ca
    Jorge Adrover, Matias Salibian-Barrera
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