Search Results - subject:"Analysis Of Variance"

ANOVA-HDFE : fast variance decomposition with high-dimensional fixed effects and an application to trade flows

Adam, Hanna L.; Larch, Mario; Nower, Michael - 2025

Performing an analysis of variance (ANOVA) on a large dataset spanning many dimensions becomes computationally …

Persistent link: https://www.econbiz.de/10015447991

Intellectual capital forecasting for invention patent through machine learning model

Wang, Mei-Hsin; Che, Hui-Chung - In: Journal of intellectual capital 25 (2024) 7, pp. 129-150

Persistent link: https://www.econbiz.de/10015419528

Statistical analysis of global debt in the world economy

Firsanova, Violetta - In: Technology audit and production reserves 4 (2024) 4/78, pp. 38-42

Persistent link: https://www.econbiz.de/10015078752

Functional repeated measures analysis of variance and its application

Kuryło, Katarzyna; Smaga, Łukasz - In: Statistics in transition : an international journal of … 25 (2024) 2, pp. 185-204

functional data. To compare the results for different visits, we thus consider functional repeated measures analysis of variance … measures analysis of variance to the functional data framework. By integrating and taking the supremum of the pointwise test …

Persistent link: https://www.econbiz.de/10015125582

ANOVA-HDFE: Fast Variance Decomposition with High-Dimensional Fixed Effects and an Application to Trade Flows

Adam, Hanna L.; Larch, Mario; Nower, Michael - 2025

Performing an analysis of variance (ANOVA) on a large dataset spanning many dimensions becomes computationally …

Persistent link: https://www.econbiz.de/10015461454

A minimum variance unbiased estimator of finite population variance using auxiliary information

Panigrahi, Archana; Dash, Priyaranjan; Mishra, Gopabandhu - In: Statistics in transition : an international journal of … 26 (2025) 3, pp. 209-221

A class of estimators of finite population variance (S_y^2) using auxiliary information has been proposed under simple random sampling without replacement (SRSWOR) scheme. An attempt has been made to derive the minimum variance unbiased estimator of finite population variance from the proposed...

Persistent link: https://www.econbiz.de/10015506719

Modeling variance risk in financial markets using power-laws : new evidence from the Garman-Klass variance estimator

Fathi, Masoumeh; Grobys, Klaus - In: Quantitative finance 25 (2025) 7, pp. 1047-1072

Persistent link: https://www.econbiz.de/10015534177

Positive-definite converging Kernel estimation of long-run variance

Liu, Xu; Chan, Kin Wai - In: Journal of business & economic statistics : JBES ; a … 43 (2025) 4, pp. 835-849

Persistent link: https://www.econbiz.de/10015534442

Forecasting the realized variance in the presence of intraday periodicity

Dumitru, Ana Maria H.; Hizmeri, Rodrigo; Izzeldin, Marwan - In: Journal of banking and finance 170 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015558468

Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model

Honig, Igor; Kircher, Felix - In: Journal of banking and finance 178 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015558692