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Distribution of rankings for groups exhibiting heteroscedasticity and correlation

Gilbert, Scott - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 147-157

Persistent link: https://www.econbiz.de/10001754640

Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity

Pelagatti, Matteo; Sbrana, Giacomo - In: Quantitative finance 24 (2024) 3/4, pp. 451-464

Persistent link: https://www.econbiz.de/10014552077

Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model

Chen, Yu; Ma, Mengyuan; Sun, Hongfang - In: Insurance / Mathematics & economics 111 (2023), pp. 142-162

Persistent link: https://www.econbiz.de/10014317142

Odai, Reginald N. O.; Joachim, Kötting; Kwagyan, John; … - 2002

The correlated Weibull regression model for the analysis of correlated binary data is presented. This regression model is based on Bonney’s disposition model for the regression analysis of correlated binary outcomes. Parameter estimation was done through the maximum likelihood method. The...

Persistent link: https://www.econbiz.de/10009770531