Relevant bibliographies by topics / Heteroscedastic models

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Heteroscedastic models'

Author: Grafiati
Published: 10 September 2021
Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Heteroscedastic models.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Heteroscedastic models"

1

Imhof, Lorens A. "heteroscedastic polynomial models." Annals of Statistics 29, no. 2 (2001): 561–76. http://dx.doi.org/10.1214/aos/1009210553.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Cysneiros, Francisco José A., Gilberto A. Paula, and Manuel Galea. "Heteroscedastic symmetrical linear models." Statistics & Probability Letters 77, no. 11 (2007): 1084–90. http://dx.doi.org/10.1016/j.spl.2007.01.012.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Welsh, A. H., R. J. Carroll, and D. Ruppert. "Fitting Heteroscedastic Regression Models." Journal of the American Statistical Association 89, no. 425 (1994): 100–116. http://dx.doi.org/10.1080/01621459.1994.10476450.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Cuervo, Edilberto Cepeda, and Jorge Alberto Achcar. "Heteroscedastic Nonlinear Regression Models." Communications in Statistics - Simulation and Computation 39, no. 2 (2010): 405–19. http://dx.doi.org/10.1080/03610910903480784.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Tsay, Ruey S. "Conditional Heteroscedastic Time Series Models." Journal of the American Statistical Association 82, no. 398 (1987): 590–604. http://dx.doi.org/10.1080/01621459.1987.10478471.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Li, Kim-Hung, and Nai Ng Chan. "Degeneracy in Heteroscedastic Regression Models." Journal of Multivariate Analysis 74, no. 2 (2000): 282–95. http://dx.doi.org/10.1006/jmva.1999.1887.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Chen, Chyong-Mei, and Chen-Hsin Chen. "Heteroscedastic transformation cure regression models." Statistics in Medicine 35, no. 14 (2016): 2359–76. http://dx.doi.org/10.1002/sim.6896.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Ngatchou-Wandji, Joseph. "Checking nonlinear heteroscedastic time series models." Journal of Statistical Planning and Inference 133, no. 1 (2005): 33–68. http://dx.doi.org/10.1016/j.jspi.2004.03.013.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Chan, Ngai Hang, and Rong-Mao Zhang. "Quantile inference for heteroscedastic regression models." Journal of Statistical Planning and Inference 141, no. 6 (2011): 2079–90. http://dx.doi.org/10.1016/j.jspi.2010.12.018.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Koenker, Roger, and Quanshui Zhao. "L-estimatton for linear heteroscedastic models." Journal of Nonparametric Statistics 3, no. 3-4 (1994): 223–35. http://dx.doi.org/10.1080/10485259408832584.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Dissertations / Theses on the topic "Heteroscedastic models"

1

Samarakoon, Nishantha Anura. "Conditional variance function checking in heteroscedastic regression models." Diss., Kansas State University, 2011. http://hdl.handle.net/2097/10744.

Full text
Abstract:
Doctor of Philosophy<br>Department of Statistics<br>Weixing Song<br>The regression model has been given a considerable amount of attention and played a significant role in data analysis. The usual assumption in regression analysis is that the variances of the error terms are constant across the data. Occasionally, this assumption of homoscedasticity on the variance is violated; and the data generated from real world applications exhibit heteroscedasticity. The practical importance of detecting heteroscedasticity in regression analysis is widely recognized in many applications because effi
APA, Harvard, Vancouver, ISO, and other styles
2

Iqbal, Farhat. "Contributions to conditional heteroscedastic models : M-estimation and other methods." Thesis, Lancaster University, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539666.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Choden, C. Kezang. "Integer-valued ARCH and GARCH models." OpenSIUC, 2016. https://opensiuc.lib.siu.edu/theses/1990.

Full text
Abstract:
The models for volatility, autoregressive conditional heteroscedastic (ARCH) and generalized autoregressive conditional heteroscedastic (GARCH) are discussed. Stationarity condition and forecasting for simple ARCH(1) and GARCH(1,1) models are given. The model for discrete time series is proposed to be negative binomial integer-valued GARCH model, which is a generalization of the Poisson INGARCH model. The stationarity conditions and the autocorrelation function are given. For parameter estimation, three methodologies are presented with a focus on maximum likelihood approach. Simulation stu
APA, Harvard, Vancouver, ISO, and other styles
4

Javier, Hidalgo Moreno Francisco. "Estimation of semiparametric econometric time-series models with non-linear or heteroscedastic disturbances." Thesis, London School of Economics and Political Science (University of London), 1990. http://etheses.lse.ac.uk/2581/.

Full text
Abstract:
This thesis proposes and justifies parameter estimates in two semiparametric models for economic time series. In both models the parametric component consists of a linear regression model. The nonparametric aspect consists of relevant features of the distribution function of the disturbances. In the first model the disturbances follow a possibly non-linear autoregressive model, with autoregression function of unknown form. In the second model the disturbances are both linearly serially correlated and heteroscedastic, the serial correlation and heteroscedasticity being of unknown form. For both
APA, Harvard, Vancouver, ISO, and other styles
5

Rodrigues, Paulo Jorge Maurício. "Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results /." [S.l. : s.n.], 2007. http://swbplus.bsz-bw.de/bsz277731119inh.pdf.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Snízek, Viktor. "On the Saddlepoint Approximation for the Residual Sum of Squares in Special Linear Heteroscedastic Models." Thesis, Uppsala University, Department of Mathematics, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121805.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Kuljus, Kristi. "Rank Estimation in Elliptical Models : Estimation of Structured Rank Covariance Matrices and Asymptotics for Heteroscedastic Linear Regression." Doctoral thesis, Uppsala universitet, Matematisk statistik, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-9305.

Full text
Abstract:
This thesis deals with univariate and multivariate rank methods in making statistical inference. It is assumed that the underlying distributions belong to the class of elliptical distributions. The class of elliptical distributions is an extension of the normal distribution and includes distributions with both lighter and heavier tails than the normal distribution. In the first part of the thesis the rank covariance matrices defined via the Oja median are considered. The Oja rank covariance matrix has two important properties: it is affine equivariant and it is proportional to the inverse of t
APA, Harvard, Vancouver, ISO, and other styles
8

Parrinha, Filipa Martins. "Clusters de séries financeiras." Master's thesis, Instituto Superior de Economia e Gestão, 2012. http://hdl.handle.net/10400.5/10855.

Full text
Abstract:
Mestrado em Matemática Financeira<br>Os preços diários dos ativos financeiros exibem comportamentos e características estatísticas comuns. Torna-se então interessante identificar semelhanças entre as séries financeiras, podendo depois classificá-las e agrupá-las. O uso de técnicas de análise multivariada, nomeadamente de clustering, mostram-se de extrema importância para a atividade financeira. Neste trabalho compara-se o desempenho de medidas de distância baseadas nos coeficientes estimados da função de autocorrelação do valor absoluto dos retornos com o quadrado dos retornos. Uma aplicação e
APA, Harvard, Vancouver, ISO, and other styles
9

Souza, Aline Campos Reis de. "Modelos de regressão linear heteroscedásticos com erros t-Student : uma abordagem bayesiana objetiva." Universidade Federal de São Carlos, 2016. https://repositorio.ufscar.br/handle/ufscar/7540.

Full text
Abstract:
Submitted by Luciana Sebin (lusebin@ufscar.br) on 2016-09-26T18:57:40Z No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-27T19:59:56Z (GMT) No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-27T20:00:01Z (GMT) No. of bitstreams: 1 DissACRS.pdf: 1390452 bytes, checksum: a5365fdbf745228c0174f2643b3f7267 (MD5)<br>Made available in
APA, Harvard, Vancouver, ISO, and other styles
10

Tomaya, Lorena Yanet Cáceres. "Inferência em modelos de regressão com erros de medição sob enfoque estrutural para observações replicadas." Universidade Federal de São Carlos, 2014. https://repositorio.ufscar.br/handle/ufscar/4584.

Full text
Abstract:
Made available in DSpace on 2016-06-02T20:06:10Z (GMT). No. of bitstreams: 1 6069.pdf: 3171774 bytes, checksum: a737da63d3ddeb0d44dfc38839337d42 (MD5) Previous issue date: 2014-03-10<br>Financiadora de Estudos e Projetos<br>The usual regression model fits data under the assumption that the explanatory variable is measured without error. However, in many situations the explanatory variable is observed with measurement errors. In these cases, measurement error models are recommended. We study a structural measurement error model for replicated observations. Estimation of parameters of the prop
APA, Harvard, Vancouver, ISO, and other styles

Books on the topic "Heteroscedastic models"

1

Estimation in conditionally heteroscedastic time series models. Springer, 2005.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Bashir, A. A review of autoregressive conditional heteroscedastic (arch)times series models. UMIST, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Turner, Christopher M. A Markov model of heteroskedasticity, risk, and learning in the stock market. National Bureau of Economic Research, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

King, Mervyn. A heteroscedastic factor model of asset returns and risk premia with time-varying volatility. LSE Financial Markets Group, 1990.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Estimation in Conditionally Heteroscedastic Time Series Models. Springer-Verlag, 2005. http://dx.doi.org/10.1007/b138400.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Walsh, Bruce, and Michael Lynch. Analysis of Short-term Selection Experiments: 1. Least-squares Approaches. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198830870.003.0018.

Full text
Abstract:
This chapter examines short-term (a few generations) selection response in the mean of a trait. Traditionally, such experiments are analyzed using least-squares (LS) approaches. While ordinary LS (OLS) is often used, genetic drift causes the residual to be both correlated and heteroscedastic, resulting in the sampling variances given by OLS being too small. This chapter details the appropriate general LS (GLS) approaches to properly account for this residual error structure. It also reviews some of the common features observed in short-term selection experiments and examines experimental desig
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Heteroscedastic models"

1

Tsay, Ruey S. "Heteroscedastic Models." In Wiley Series in Probability and Statistics. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118032978.ch9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Olave, Pilar, and José T. Alcalá. "AutoRegressive Conditional Heteroscedastic Models." In Computer-Aided Introduction to Econometrics. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-55686-9_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Shiraishi, Taka-aki, Hiroshi Sugiura, and Shin-ichi Matsuda. "Multiple Comparisons in Heteroscedastic Multi-sample Models." In Pairwise Multiple Comparisons. Springer Singapore, 2019. http://dx.doi.org/10.1007/978-981-15-0066-4_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ucinski, D., and B. Bogacka. "T-Optimum Designs for Multiresponse Dynamic Heteroscedastic Models." In Contributions to Statistics. Physica-Verlag HD, 2004. http://dx.doi.org/10.1007/978-3-7908-2693-7_21.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Xu, Dengke, and Zhongzhan Zhang. "Regularized REML for Estimation in Heteroscedastic Regression Models." In Advances in Intelligent and Soft Computing. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-22833-9_60.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Kou, S. C., and Justin J. Yang. "Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models." In Contributions to Statistics. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41573-4_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Dette, Holger, and Jens Wagener. "Least Squares Estimation in High Dimensional Sparse Heteroscedastic Models." In Robustness and Complex Data Structures. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-35494-6_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Van Keilegom, Ingrid, and Michael G. Akritas. "The Least Squares Method in Heteroscedastic Censored Regression Models." In Asymptotics in Statistics and Probability, edited by Madan L. Puri. De Gruyter, 2000. http://dx.doi.org/10.1515/9783110942002-026.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Zheng, Hui, Yang Yang, and Kenneth C. Land. "Heteroscedastic Regression Models for the Systematic Analysis of Residual Variances." In Handbooks of Sociology and Social Research. Springer Netherlands, 2013. http://dx.doi.org/10.1007/978-94-007-6094-3_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Rodríguez, C., I. Ortiz, and I. Martínez. "L-optimum Designs in Multi-factor Models with Heteroscedastic Errors." In Contributions to Statistics. Physica-Verlag HD, 2004. http://dx.doi.org/10.1007/978-3-7908-2693-7_17.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Heteroscedastic models"

1

Jiang, Miao, Mohammad A. Munawar, Thomas Reidemeister, and Paul A. S. Ward. "Heteroscedastic models to track relationships between management metrics." In 2009 IFIP/IEEE International Symposium on Integrated Network Management (IM). IEEE, 2009. http://dx.doi.org/10.1109/inm.2009.5188838.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Cheng, Wenjing. "Weighted Wavelet Estimate in Semiparametric Models with Heteroscedastic Errors." In 2nd International Conference on Computer Application and System Modeling. Atlantis Press, 2012. http://dx.doi.org/10.2991/iccasm.2012.202.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Trianasari, Nurvita, and Cucu Sumarni. "Analysis of messy data with heteroscedastic in mean models." In APPLICATION OF MATHEMATICS IN INDUSTRY AND LIFE: Proceedings of the Third Conference on Industrial and Applied Mathematics (CIAM 2015). AIP Publishing LLC, 2016. http://dx.doi.org/10.1063/1.4942992.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Lopez, Damian, and Jesus Juan. "Analysis of French electric market using heteroscedastic models of time series." In 2008 5th International Conference on the European Electricity Market (EEM 2008). IEEE, 2008. http://dx.doi.org/10.1109/eem.2008.4579014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Saidane, Mohamed, and Christian Lavergne. "Learning and Inference in Switching Conditionally Heteroscedastic Factor Models Using Variational Methods." In Recent Advances in Stochastic Modeling and Data Analysis. WORLD SCIENTIFIC, 2007. http://dx.doi.org/10.1142/9789812709691_0038.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

van Beek, Anton, Umar Farooq Ghumman, Joydeep Munshi, et al. "Scalable Objective-Driven Batch Sampling in Simulation-Based Design for Models With Heteroscedastic Noise." In ASME 2020 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/detc2020-22629.

Full text
Abstract:
Abstract Objective-driven adaptive sampling is a widely used tool for the optimization of deterministic black-box functions. However, the optimization of stochastic simulation models as found in the engineering, biological, and social sciences is still an elusive task. In this work, we propose a scalable adaptive batch sampling scheme for the optimization of stochastic simulation models with input-dependent noise. The developed algorithm has two primary advantages: (i) by recommending sampling batches, the designer can benefit from parallel computing capabilities, and (ii) by replicating of pr
APA, Harvard, Vancouver, ISO, and other styles
7

Ling, Julia, Erin Antono, Saurabh Bajaj, et al. "Machine Learning for Alloy Composition and Process Optimization." In ASME Turbo Expo 2018: Turbomachinery Technical Conference and Exposition. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/gt2018-75207.

Full text
Abstract:
The drive for greater efficiency in turbomachinery has led to increasingly stringent specifications for the materials used. Current methods for optimizing alloy composition and processing to meet these requirements typically rely on a combination of expert judgment and trial and error. Machine learning offers an alternative approach that leverages data resources to significantly accelerate the optimization timeline through systematic data-informed decision making. In this paper, we demonstrate the effectiveness of machine learning methods for three different alloys classes: aluminum alloys, ni
APA, Harvard, Vancouver, ISO, and other styles
8

Khaled, Waled, and Jin-guan Lin. "Modal Regression Estimation for Heteroscedastic Single-Index Model." In ISCSIC 2019: 2019 3rd International Symposium on Computer Science and Intelligent Control. ACM, 2019. http://dx.doi.org/10.1145/3386164.3390517.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Ijaz, Ahsan, and Jongeun Choi. "Tracking Heteroscedastic Progression of Opinions with an Aggregation Bias Correction Model." In 2016 IEEE Tenth International Conference on Semantic Computing (ICSC). IEEE, 2016. http://dx.doi.org/10.1109/icsc.2016.100.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Sheng, Zhidong, and Rui Liang. "Heteroscedastic linear model based reliability evaluation for solar cell degradation testing." In 2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2016. http://dx.doi.org/10.1109/ieem.2016.7798005.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Heteroscedastic models"

1

Carroll, Raymond J., Marie Davidian, and David Ruppert. Estimating Weights in Heteroscedastic Regression Models by Applying Least Squares to Squared or Absolute Residuals. Defense Technical Information Center, 1985. http://dx.doi.org/10.21236/ada168487.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Jewell, William S. A Heteroscedastic Hierarchical Model. Defense Technical Information Center, 1987. http://dx.doi.org/10.21236/ada184256.

Full text
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography