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The constrained Fisher scoring method for maximum likelihood computation of a nonparametric mixing distribution

Wang, Yong - In: Computational Statistics 24 (2009) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10005166792

Vrac, M.; Billard, L.; Diday, E.; Chédin, A. - In: Computational Statistics 27 (2012) 3, pp. 427-457

Contemporary computers collect databases that can be too large for classical methods to handle. The present work takes data whose observations are distribution functions (rather than the single numerical point value of classical data) and presents a computational statistical approach of a new...

Persistent link: https://www.econbiz.de/10010847584

Bayesian approach for mixture models with grouped data

Gau, Shiow-Lan; Tapsoba, Jean Dieu; Lee, Shen-Ming - In: Computational Statistics 29 (2014) 5, pp. 1025-1043

Finite mixture modeling approach is widely used for the analysis of bimodal or multimodal data that are individually observed in many situations. However, in some applications, the analysis becomes substantially challenging as the available data are grouped into categories. In this work, we...

Persistent link: https://www.econbiz.de/10010998492

The uncertainties about the relationships risk–return–volatility in the Spanish stock market

Cao, Ricardo; Heras, Alicia; Saavedra, Angeles - In: Computational Statistics 24 (2009) 1, pp. 113-126

Persistent link: https://www.econbiz.de/10005184311

Generating multivariate correlated samples

Chakraborty, Arnab - In: Computational Statistics 21 (2006) 1, pp. 103-119

Persistent link: https://www.econbiz.de/10005184312

A comparison of bootstrap and Monte-Carlo testing approaches to value-at-risk diagnosis

Herwartz, Helmut; Waichman, Israel - In: Computational Statistics 25 (2010) 4, pp. 725-732

Persistent link: https://www.econbiz.de/10008775807

A homogeneity test for bivariate random variables

Fernández, V. Alba; Rosillo, D. Barrera; Pérez, M. … - In: Computational Statistics 24 (2009) 3, pp. 513-531

Persistent link: https://www.econbiz.de/10005029241

Estimating summary functionals in multistate models with an application to hospital infection data

Allignol, Arthur; Schumacher, Martin; Beyersmann, Jan - In: Computational Statistics 26 (2011) 2, pp. 181-197

Persistent link: https://www.econbiz.de/10009149751

Classification of repeated measurements data using tree-based ensemble methods

Adler, Werner; Potapov, Sergej; Lausen, Berthold - In: Computational Statistics 26 (2011) 2, pp. 355-369

Persistent link: https://www.econbiz.de/10009149753

The power of bootstrap tests of cointegration rank

Ahlgren, Niklas; Antell, Jan - In: Computational Statistics 28 (2013) 6, pp. 2719-2748

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection … estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power … function close to that of the level-adjusted asymptotic test. The bootstrap test therefore estimates the level-adjusted power …

Persistent link: https://www.econbiz.de/10010847660