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Local linear multivariate regression with variable bandwidth in the presence of heteroscedasticity
Ye, Azhong; Hyndman, Rob J.; Li, Zinai - 2006
Persistent link: https://www.econbiz.de/10003361032
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Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
Krämer, Walter - 2002
Persistent link: https://www.econbiz.de/10001742242
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Bayesian and maximin optimal designs for heteroscedastic regression models
Dette, Holger; Haines, Linda M.; Imhof, Lorens A. - 2003
Persistent link: https://www.econbiz.de/10001916068
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Minimax estimator for linear models with nonrandom disturbances
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986998
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An investigation of humus disintegration by spatial-temporal regression analysis
Fried, Roland - 2003
Persistent link: https://www.econbiz.de/10001813114
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A simple nonparametric estimator of a monotone regression function
Dette, Holger; Neumeyer, Natalie; Pilz, Kay F. - 2003
Persistent link: https://www.econbiz.de/10001813578
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A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001788624
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Maximin and Bayesian optimal designs for regression models
Dette, Holger; Haines, Linda M.; Imhof, Lorens A. - 2003
Persistent link: https://www.econbiz.de/10001788642
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A regime-switching regression model for hedge funds
Erlwein, Christina; Müller, Marlene - 2011
Persistent link: https://www.econbiz.de/10009688313
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Modelling correlations in portfolio credit risk
Rosenow, Bernd; Weißbach, Rafael; Altrock, Frank - 2004
Persistent link: https://www.econbiz.de/10001981788