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    CSDA
    2010
    77views more  CSDA 2010»
    Efficient importance sampling maximum likelihood estimation of stochastic differential equations
    15 years 16 days ago
    Efficient importance sampling maximum likelihood estimation of stochastic differential equations
    Download  economia.unipv.it
    S. Pastorello, E. Rossi
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    CSDA
    2010
    82views more  CSDA 2010»
    Correcting MM estimates for "fat" data sets
    15 years 16 days ago
    Correcting MM estimates for "fat" data sets
    Download  www.mate.unlp.edu.ar
    Ricardo A. Maronna, Victor J. Yohai
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    CSDA
    2010
    80views more  CSDA 2010»
    A multivariate control chart for simultaneously monitoring process mean and variability
    15 years 16 days ago
    A multivariate control chart for simultaneously monitoring process mean and variability
    Download  math.nankai.edu.cn
    Jiujun Zhang, Zhonghua Li, Zhaojun Wang
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    CSDA
    2010
    99views more  CSDA 2010»
    Robust M-estimation of multivariate GARCH models
    15 years 16 days ago
    Robust M-estimation of multivariate GARCH models
    Download  www.econ.kuleuven.be
    In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
    Kris Boudt, Christophe Croux
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    CSDA
    2010
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    An encompassing prior generalization of the Savage-Dickey density ratio
    15 years 16 days ago
    An encompassing prior generalization of the Savage-Dickey density ratio
    Download  www.ruudwetzels.com
    Ruud Wetzels, Raoul P. P. P. Grasman, Eric-Jan Wag...
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    CSDA
    2010
    66views more  CSDA 2010»
    Robust model selection with flexible trimming
    15 years 16 days ago
    Robust model selection with flexible trimming
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    Marco Riani, Anthony C. Atkinson
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    CSDA
    2010
    75views more  CSDA 2010»
    Confidence intervals for dependent data: Equating non-overlap with statistical significance
    15 years 16 days ago
    Confidence intervals for dependent data: Equating non-overlap with statistical significance
    Download  moya.bus.miami.edu
    David Afshartous, Richard A. Preston
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    46
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    CSDA
    2010
    60views more  CSDA 2010»
    Efficient estimation of a semiparametric dynamic copula model
    15 years 16 days ago
    Efficient estimation of a semiparametric dynamic copula model
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    Christian M. Hafner, Olga Reznikova
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    CSDA
    2010
    73views more  CSDA 2010»
    Tobit model with covariate dependent thresholds
    15 years 16 days ago
    Tobit model with covariate dependent thresholds
    Download  www.e.u-tokyo.ac.jp
    Yasuhiro Omori, Koji Miyawaki
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    45
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    CSDA
    2010
    79views more  CSDA 2010»
    Globally robust confidence intervals for simple linear regression
    15 years 16 days ago
    Globally robust confidence intervals for simple linear regression
    Download  www.stat.ubc.ca
    Jorge Adrover, Matias Salibian-Barrera
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