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Methods of multivariate statistical analysis and their applications
Domański, Czesałw (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003780632
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Implications of dimensionality on measurement reliability
Vehkalahti, Kimmo; Puntanen, Simo; Tarkkonen, Lauri - In: Statistical inference, econometric analysis and matrix …, (pp. 143-160). 2009
Persistent link: https://www.econbiz.de/10003780958
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Share opportunity sets and cooperative games
Caprari, Elisa; Patrone, Fioravante; Pusillo, Lucia; … - In: International game theory review 10 (2008) 2, pp. 205-218
Persistent link: https://www.econbiz.de/10003781125
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Multivariate forecast evaluation and rationality testing
Komunjer, Ivana (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003781743
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Latent class models for conjoint analysis
Ramaswamy, Venkatram; Cohen, Steven H. - In: Conjoint measurement : methods and applications ; with …, (pp. 441-472). 2003
Persistent link: https://www.econbiz.de/10001998104
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High breakdown inference for mixed linear models
Copt, Samuel - 2004
Persistent link: https://www.econbiz.de/10002505435
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Identification of multivariate state-space systems
Ribarits, Thomas; Deistler, Manfred - In: Adaptive information systems and modelling in economics …, (pp. 233-241). 2005
Persistent link: https://www.econbiz.de/10003320091
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Factor models for multivariate time series
Hamann, Eva; Deistler, Manfred; Scherrer, Wolfgang - In: Adaptive information systems and modelling in economics …, (pp. 243-251). 2005
Persistent link: https://www.econbiz.de/10003320096
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A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.; Marcucci, Juri - In: Journal of econometrics 132 (2006) 1, pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179