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Robustness of multivariate tests
Kariya, Takeaki - 1981
Persistent link: https://www.econbiz.de/10003596349
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A robust test for multivariate normality
Jönsson, Kristian - In: Economics letters 113 (2011) 2, pp. 199-201
Persistent link: https://www.econbiz.de/10009375551
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Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019
Economic theory that underlies many empirical microeconomic applications predicts that treatment responses depend on …Die ökonomische Theorie, die vielen empirischen mikroökonomischen Anwendungen zugrunde liegt, sagt voraus, dass …
Persistent link: https://www.econbiz.de/10011994704
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Multiple testing and the distributional effects of accountability incentives in education
Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1552-1568
Persistent link: https://www.econbiz.de/10013540373
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Copula modelling of dependence in multivariate time series
Smith, Michael S. - In: International journal of forecasting 31 (2015) 3, pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
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On robustness of model-based bootstrap schemes in nonparametric time series analysis
Neumann, Michael H. - 1997
Theory in time series analysis is often developed in the context of finite-dimensional models for the data generating …
Persistent link: https://www.econbiz.de/10009660380
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A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag - In: Journal of forecasting 34 (2015) 8, pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
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Stationary vine copula models for multivariate time series
Nagler, Thomas; Krüger, Daniel; Min, Aleksey - In: Journal of econometrics 227 (2022) 2, pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
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Robust online signal extraction from multivariate time series
Lanius, Vivian; Gather, Ursula - 2007
We introduce robust regression-based online filters for multivariate time series and discuss their performance in real time signal extraction settings. We focus on methods that can deal with time series exhibiting patterns such as trends, level changes, outliers and a high level of noise as well...
Persistent link: https://www.econbiz.de/10003835680
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Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213