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Multivariate Birnbaum-Saunders distributions : modelling and applications
Aykroyd, Robert G.; Leiva, Víctor; Marchant, Carolina - In: Risks : open access journal 6 (2018) 1, pp. 1-25
multivariate versions. There are now well-developed methods for estimation and diagnostics that allow in-depth analyses. This paper … systematic way. To emphasise the range of suitable applications, full analyses are included of examples based on regression and … diagnostics in material science, spatial data modelling in agricultural engineering and control charts for environmental …
Persistent link: https://www.econbiz.de/10011811628
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Recent developments of control charts, identification of big data sources and future trends of current research
Aykroyd, Robert G.; Leiva, Víctor; Ruggeri, Fabrizio - In: Technological forecasting & social change : an … 144 (2019), pp. 221-232
Persistent link: https://www.econbiz.de/10012133920
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Economic statistical design of the VP x̄ control charts for monitoring a process under non-normality
Seif, Asghar; Faraz, Alireza; Saniga, Erwin M. - In: International journal of production research 53 (2015) 14, pp. 4218-4230
Persistent link: https://www.econbiz.de/10011302782
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Asymmetric control limits for small samples
Yazici, Berna; Kan, Betül - In: Quality & Quantity: International Journal of Methodology 43 (2009) 5, pp. 865-874
Persistent link: https://www.econbiz.de/10009396242
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Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
Dufour, Jean-Marie; Khalaf, Lynda; Beaulieu, Marie-Claude - Centre Interuniversitaire de Recherche en Analyse des … - 2003
plusieurs tests de spécification valides pour des échantillons finis dans le cadre de régression linéaires multivariées (RLM …
Persistent link: https://www.econbiz.de/10005100677
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Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2002
distributions incluant la loi normale. Les tests sont développés dans le cadre de modèles de régression linéaires multivariés (RLM …
Persistent link: https://www.econbiz.de/10005100885
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - Centre Interuniversitaire de Recherche en Analyse des … - 2005
of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …'évaluation d'actifs (CAPM) qui sont formulés dans le contexte des modèles de régression linéaires multivariés. De plus, ces …
Persistent link: https://www.econbiz.de/10005100963
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda - Centre Interuniversitaire de Recherche en Économie … - 2005
of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …
Persistent link: https://www.econbiz.de/10008671570
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Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
DUFOUR, Jean-Marie; KHALAF, Lynda; BEAULIEU, Marie-Claude - Département de Sciences Économiques, Université de … - 2003
In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian...
Persistent link: https://www.econbiz.de/10005729824
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
BEAULIEU, Marie-Claude; DUFOUR, Jean-Marie; KHALAF, Lynda - Département de Sciences Économiques, Université de … - 2005
of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the …
Persistent link: https://www.econbiz.de/10005729882