3134 search results - page 148 / 627 » simulation 2010 |
116
Voted
CSDA
2010
15 years 3 months ago
2010
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 ca...
122
Voted
CSDA
2010
15 years 3 months ago
2010
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
91
Voted
CSDA
2010
15 years 3 months ago
2010
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factor...
94
Voted
CSDA
2010
15 years 3 months ago
2010
Various design and model selection methods are available for supersaturated designs having more factors than runs but little research is available on their comparison and evaluati...
148
Voted
CSDA
2010
15 years 3 months ago
2010
This paper deals with the analysis of temporal dependence in multivariate highfrequency time series data. The dependence structure between the marginal series is modelled through ...