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Cautionary note on the two-step transformation to normality
Rönkkö, Mikko; Aguirre-Urreta, Miguel I. - In: The journal of information systems : JIS ; a semiannual … 34 (2020) 1, pp. 151-166
Persistent link: https://www.econbiz.de/10012249838
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M-quantile models with application to poverty mapping
Tzavidis, Nikos; Salvati, Nicola; Pratesi, Monica; … - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 393-411
Persistent link: https://www.econbiz.de/10003737678
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000784300
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10003323041
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Unconditional quantile regressions
Firpo, Sérgio Pinheiro; Fortin, Nicole Marie; Lemieux, … - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 3, pp. 953-973
Persistent link: https://www.econbiz.de/10003867003
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The skew logistic distribution
Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 2, pp. 187-203
Persistent link: https://www.econbiz.de/10003852365
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Estimating endogenous switching regression model with a flexible parametric distribution function : application to Korean housing demand
Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 22/24, pp. 3045-3055
Persistent link: https://www.econbiz.de/10003895060
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Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan; Pérez-Alonso, Alicia - 2008
Persistent link: https://www.econbiz.de/10003871481
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A note on the coefficient of determination in regression models with infinite-variance variables
Kurz-Kim, Jeong-Ryeol (contributor);  … - 2007
Since Mandelbrot's seminal work (1963), alpha-stable distributions with infinite variance have been regarded as a more realistic distributional assumption than the normal distribution for some economic variables, especially financial data. After providing a brief survey of theoretical results on...
Persistent link: https://www.econbiz.de/10003461221
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 1212-1227
Persistent link: https://www.econbiz.de/10003375980