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regression model with a certain efficiency function depending on two unknown parameters, which models he heteroscedastic error …
Persistent link: https://www.econbiz.de/10010476996
regression model with a certain efficiency function depending on two unknown parameters, which models he heteroscedastic error …
Persistent link: https://www.econbiz.de/10009295173
For many problems of statistical inference in regression modelling, the Fisher information matrix depends on certain …
Persistent link: https://www.econbiz.de/10010306254
For many problems of statistical inference in regression modelling, the Fisher information matrix depends on certain …
Persistent link: https://www.econbiz.de/10009772067
For many problems of statistical inference in regression modelling, the Fisher information matrix depends on certain …
Persistent link: https://www.econbiz.de/10010477501
For the problem of checking linearity in a heteroscedastic nonparametric regression model under a fixed design … from the assumed linear regression model. It is demonstrated that the optimal design depends sensitively on the used … the uniform design for lack-of-fit tests in homoscedastic multiple linear regression models. …
Persistent link: https://www.econbiz.de/10009783009
For many problems of statistical inference in regression modelling, the Fisher information matrix depends on certain …
Persistent link: https://www.econbiz.de/10009295195
Persistent link: https://www.econbiz.de/10014465184
regression model applied as a predictive model. The assessment is done by comparing the effectiveness of eleven different … probability of default through binary logistic regression model and determining optimum parameters that minimize the objective …
Persistent link: https://www.econbiz.de/10012149200
Many of the concepts in theoretical and empirical finance developed over the past decades - including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR - rest upon the assumption that asset returns follow a normal...
Persistent link: https://www.econbiz.de/10010281502