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You searched for subject:(heteroscedasticity). Showing records 1 – 30 of 75 total matches.

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Simon Fraser University

1. Sudmant, Walter. Inference in the presence of heteroskedasticity.

Degree: 1988, Simon Fraser University

Subjects/Keywords: Heteroscedasticity.; Inference.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sudmant, W. (1988). Inference in the presence of heteroskedasticity. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/5173

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sudmant, Walter. “Inference in the presence of heteroskedasticity.” 1988. Thesis, Simon Fraser University. Accessed November 12, 2019. http://summit.sfu.ca/item/5173.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sudmant, Walter. “Inference in the presence of heteroskedasticity.” 1988. Web. 12 Nov 2019.

Vancouver:

Sudmant W. Inference in the presence of heteroskedasticity. [Internet] [Thesis]. Simon Fraser University; 1988. [cited 2019 Nov 12]. Available from: http://summit.sfu.ca/item/5173.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sudmant W. Inference in the presence of heteroskedasticity. [Thesis]. Simon Fraser University; 1988. Available from: http://summit.sfu.ca/item/5173

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

2. Metzger, Thomas Anthony. Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection.

Degree: PhD, Statistics, 2019, Virginia Tech

 Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent… (more)

Subjects/Keywords: model selection; heteroscedasticity; linear models; Bayesian

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APA (6th Edition):

Metzger, T. A. (2019). Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/93226

Chicago Manual of Style (16th Edition):

Metzger, Thomas Anthony. “Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection.” 2019. Doctoral Dissertation, Virginia Tech. Accessed November 12, 2019. http://hdl.handle.net/10919/93226.

MLA Handbook (7th Edition):

Metzger, Thomas Anthony. “Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection.” 2019. Web. 12 Nov 2019.

Vancouver:

Metzger TA. Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection. [Internet] [Doctoral dissertation]. Virginia Tech; 2019. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/10919/93226.

Council of Science Editors:

Metzger TA. Detection of Latent Heteroscedasticity and Group-Based Regression Effects in Linear Models via Bayesian Model Selection. [Doctoral Dissertation]. Virginia Tech; 2019. Available from: http://hdl.handle.net/10919/93226


Loughborough University

3. Zhang, Miao. The comparison of stochastic frontier analysis with panel data models.

Degree: PhD, 2012, Loughborough University

 From the idea of efficiency raised by Koopmans in 1951, and the panel data first introduced into the efficiency analysis by Pitt and Lee (1981)… (more)

Subjects/Keywords: 338.5; Production efficiency; Panel data; Stochastic frontier analysis; Comparison; Heteroscedasticity; Heterogeneity

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APA (6th Edition):

Zhang, M. (2012). The comparison of stochastic frontier analysis with panel data models. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/9643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568334

Chicago Manual of Style (16th Edition):

Zhang, Miao. “The comparison of stochastic frontier analysis with panel data models.” 2012. Doctoral Dissertation, Loughborough University. Accessed November 12, 2019. https://dspace.lboro.ac.uk/2134/9643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568334.

MLA Handbook (7th Edition):

Zhang, Miao. “The comparison of stochastic frontier analysis with panel data models.” 2012. Web. 12 Nov 2019.

Vancouver:

Zhang M. The comparison of stochastic frontier analysis with panel data models. [Internet] [Doctoral dissertation]. Loughborough University; 2012. [cited 2019 Nov 12]. Available from: https://dspace.lboro.ac.uk/2134/9643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568334.

Council of Science Editors:

Zhang M. The comparison of stochastic frontier analysis with panel data models. [Doctoral Dissertation]. Loughborough University; 2012. Available from: https://dspace.lboro.ac.uk/2134/9643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568334


University of Hong Kong

4. Ling, Shiqing. Stationary and non-stationary time series models with conditional heteroscedasticity.

Degree: PhD, 1997, University of Hong Kong

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Time-series analysis.; Heteroscedasticity.

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APA (6th Edition):

Ling, S. (1997). Stationary and non-stationary time series models with conditional heteroscedasticity. (Doctoral Dissertation). University of Hong Kong. Retrieved from Ling, S. [凌仕卿]. (1997). Stationary and non-stationary time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123600 ; http://dx.doi.org/10.5353/th_b3123600 ; http://hdl.handle.net/10722/34622

Chicago Manual of Style (16th Edition):

Ling, Shiqing. “Stationary and non-stationary time series models with conditional heteroscedasticity.” 1997. Doctoral Dissertation, University of Hong Kong. Accessed November 12, 2019. Ling, S. [凌仕卿]. (1997). Stationary and non-stationary time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123600 ; http://dx.doi.org/10.5353/th_b3123600 ; http://hdl.handle.net/10722/34622.

MLA Handbook (7th Edition):

Ling, Shiqing. “Stationary and non-stationary time series models with conditional heteroscedasticity.” 1997. Web. 12 Nov 2019.

Vancouver:

Ling S. Stationary and non-stationary time series models with conditional heteroscedasticity. [Internet] [Doctoral dissertation]. University of Hong Kong; 1997. [cited 2019 Nov 12]. Available from: Ling, S. [凌仕卿]. (1997). Stationary and non-stationary time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123600 ; http://dx.doi.org/10.5353/th_b3123600 ; http://hdl.handle.net/10722/34622.

Council of Science Editors:

Ling S. Stationary and non-stationary time series models with conditional heteroscedasticity. [Doctoral Dissertation]. University of Hong Kong; 1997. Available from: Ling, S. [凌仕卿]. (1997). Stationary and non-stationary time series models with conditional heteroscedasticity. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123600 ; http://dx.doi.org/10.5353/th_b3123600 ; http://hdl.handle.net/10722/34622


University of Hong Kong

5. 李國棟; Li, Guodong. On some nonlinear time series models and the least absolute deviation estimation.

Degree: PhD, 2007, University of Hong Kong

published_or_final_version

abstract

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Advisors/Committee Members: Li, WK.

Subjects/Keywords: Time series analysis.; Heteroscedasticity.

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APA (6th Edition):

李國棟; Li, G. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Doctoral Dissertation). University of Hong Kong. Retrieved from Li, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239 ; http://dx.doi.org/10.5353/th_b3878239 ; http://hdl.handle.net/10722/52749

Chicago Manual of Style (16th Edition):

李國棟; Li, Guodong. “On some nonlinear time series models and the least absolute deviation estimation.” 2007. Doctoral Dissertation, University of Hong Kong. Accessed November 12, 2019. Li, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239 ; http://dx.doi.org/10.5353/th_b3878239 ; http://hdl.handle.net/10722/52749.

MLA Handbook (7th Edition):

李國棟; Li, Guodong. “On some nonlinear time series models and the least absolute deviation estimation.” 2007. Web. 12 Nov 2019.

Vancouver:

李國棟; Li G. On some nonlinear time series models and the least absolute deviation estimation. [Internet] [Doctoral dissertation]. University of Hong Kong; 2007. [cited 2019 Nov 12]. Available from: Li, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239 ; http://dx.doi.org/10.5353/th_b3878239 ; http://hdl.handle.net/10722/52749.

Council of Science Editors:

李國棟; Li G. On some nonlinear time series models and the least absolute deviation estimation. [Doctoral Dissertation]. University of Hong Kong; 2007. Available from: Li, G. [李國棟]. (2007). On some nonlinear time series models and the least absolute deviation estimation. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3878239 ; http://dx.doi.org/10.5353/th_b3878239 ; http://hdl.handle.net/10722/52749


Penn State University

6. Liao, Shu-Min. HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE.

Degree: PhD, Statistics, 2009, Penn State University

 Analysis of variance is a corner stone of statistical applications. The classical asymptotic results were built either under the normality and homoscedasticity assumptions, or on… (more)

Subjects/Keywords: nested design; ancova; fully nonparametric model; statistical testing; heteroscedasticity; asymptotic theory

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Liao, S. (2009). HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/9816

Chicago Manual of Style (16th Edition):

Liao, Shu-Min. “HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE.” 2009. Doctoral Dissertation, Penn State University. Accessed November 12, 2019. https://etda.libraries.psu.edu/catalog/9816.

MLA Handbook (7th Edition):

Liao, Shu-Min. “HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE.” 2009. Web. 12 Nov 2019.

Vancouver:

Liao S. HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE. [Internet] [Doctoral dissertation]. Penn State University; 2009. [cited 2019 Nov 12]. Available from: https://etda.libraries.psu.edu/catalog/9816.

Council of Science Editors:

Liao S. HETEROSCEDASTIC UNBALANCED NESTED DESIGNS AND FULLY NONPARAMETRIC ANALYSIS OF COVARIANCE. [Doctoral Dissertation]. Penn State University; 2009. Available from: https://etda.libraries.psu.edu/catalog/9816


University of Southern California

7. Ashrafulla, Syed. Causality and consistency in electrophysiological signals.

Degree: PhD, Electrical Engineering, 2014, University of Southern California

 Model‐based approaches to electrophysiological signal processing provide low‐variance estimates of the activity and relationships within neurological systems. In this dissertation, we develop a method for… (more)

Subjects/Keywords: signal processing; correlation; causality; autoregression; conditional heteroscedasticity; brain; electroencephalography; magnetoencephalography; electrophysiology

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APA (6th Edition):

Ashrafulla, S. (2014). Causality and consistency in electrophysiological signals. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256

Chicago Manual of Style (16th Edition):

Ashrafulla, Syed. “Causality and consistency in electrophysiological signals.” 2014. Doctoral Dissertation, University of Southern California. Accessed November 12, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256.

MLA Handbook (7th Edition):

Ashrafulla, Syed. “Causality and consistency in electrophysiological signals.” 2014. Web. 12 Nov 2019.

Vancouver:

Ashrafulla S. Causality and consistency in electrophysiological signals. [Internet] [Doctoral dissertation]. University of Southern California; 2014. [cited 2019 Nov 12]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256.

Council of Science Editors:

Ashrafulla S. Causality and consistency in electrophysiological signals. [Doctoral Dissertation]. University of Southern California; 2014. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256


NSYSU

8. Wang , Li-pei. Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study.

Degree: Master, Applied Mathematics, 2017, NSYSU

 In ovarian cancer studies, cancer antigen 125 (CA125) is an important tumor marker which is repeatedly measured over time. We aim to model the CA125… (more)

Subjects/Keywords: heteroscedasticity; skewness; Nonlinear mixed-effect model; ovarian cancer

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APA (6th Edition):

Wang , L. (2017). Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-111800

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang , Li-pei. “Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study.” 2017. Thesis, NSYSU. Accessed November 12, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-111800.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang , Li-pei. “Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study.” 2017. Web. 12 Nov 2019.

Vancouver:

Wang L. Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Nov 12]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-111800.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang L. Bayesian inference for a piecewise nonlinear mixed-effects model with skewed distribution and heteroscedasticity with application to an ovarian cancer study. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-111800

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Marquez Betz, Gabriela Carolina. Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system.

Degree: PhD, Animal and Poultry Sciences, 2013, Virginia Tech

 Using terminal sires for crossbreeding is standard practice in the UK sheep industry, where over 70% of market lambs have terminal sire breeding. Thus, selection… (more)

Subjects/Keywords: crossbreeding; genetics by environment interactions; heteroscedasticity; lean growth index; sheep

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APA (6th Edition):

Marquez Betz, G. C. (2013). Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/24774

Chicago Manual of Style (16th Edition):

Marquez Betz, Gabriela Carolina. “Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system.” 2013. Doctoral Dissertation, Virginia Tech. Accessed November 12, 2019. http://hdl.handle.net/10919/24774.

MLA Handbook (7th Edition):

Marquez Betz, Gabriela Carolina. “Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system.” 2013. Web. 12 Nov 2019.

Vancouver:

Marquez Betz GC. Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system. [Internet] [Doctoral dissertation]. Virginia Tech; 2013. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/10919/24774.

Council of Science Editors:

Marquez Betz GC. Index selection in terminal sire sheep: implications for genetic improvement in a crossbreeding system. [Doctoral Dissertation]. Virginia Tech; 2013. Available from: http://hdl.handle.net/10919/24774


University of Johannesburg

10. Shen, Yike. Frequency domain tests for the constancy of a mean.

Degree: 2012, University of Johannesburg

D. Phil.

There have been two rather distinct approaches to the analysis of time series: the time domain approach and frequency domain approach. The former… (more)

Subjects/Keywords: Statistical hypothesis testing  – Asymptotic theory; Goodness-of-fit tests; Heteroscedasticity  – Testing

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APA (6th Edition):

Shen, Y. (2012). Frequency domain tests for the constancy of a mean. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/6761

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shen, Yike. “Frequency domain tests for the constancy of a mean.” 2012. Thesis, University of Johannesburg. Accessed November 12, 2019. http://hdl.handle.net/10210/6761.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shen, Yike. “Frequency domain tests for the constancy of a mean.” 2012. Web. 12 Nov 2019.

Vancouver:

Shen Y. Frequency domain tests for the constancy of a mean. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/10210/6761.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shen Y. Frequency domain tests for the constancy of a mean. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/6761

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Adelaide

11. Taylor, Julian. Scale parameter modelling of the t-distribution.

Degree: 2005, University of Adelaide

 This thesis considers location and scale parameter modelling of the heteroscedastic t-distribution. This new distribution is an extension of the heteroscedastic Gaussian and provides robust… (more)

Subjects/Keywords: Multivariate analysis; Heteroscedasticity; Regression analysis

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APA (6th Edition):

Taylor, J. (2005). Scale parameter modelling of the t-distribution. (Thesis). University of Adelaide. Retrieved from http://hdl.handle.net/2440/37745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Taylor, Julian. “Scale parameter modelling of the t-distribution.” 2005. Thesis, University of Adelaide. Accessed November 12, 2019. http://hdl.handle.net/2440/37745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Taylor, Julian. “Scale parameter modelling of the t-distribution.” 2005. Web. 12 Nov 2019.

Vancouver:

Taylor J. Scale parameter modelling of the t-distribution. [Internet] [Thesis]. University of Adelaide; 2005. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/2440/37745.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Taylor J. Scale parameter modelling of the t-distribution. [Thesis]. University of Adelaide; 2005. Available from: http://hdl.handle.net/2440/37745

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Loughborough University

12. Zhang, Miao. The comparison of stochastic frontier analysis with panel data models.

Degree: PhD, 2012, Loughborough University

 From the idea of efficiency raised by Koopmans in 1951, and the panel data first introduced into the efficiency analysis by Pitt and Lee (1981)… (more)

Subjects/Keywords: 338.5; Production efficiency; Panel data; Stochastic frontier analysis; Comparison; Heteroscedasticity; Heterogeneity

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zhang, M. (2012). The comparison of stochastic frontier analysis with panel data models. (Doctoral Dissertation). Loughborough University. Retrieved from http://hdl.handle.net/2134/9643

Chicago Manual of Style (16th Edition):

Zhang, Miao. “The comparison of stochastic frontier analysis with panel data models.” 2012. Doctoral Dissertation, Loughborough University. Accessed November 12, 2019. http://hdl.handle.net/2134/9643.

MLA Handbook (7th Edition):

Zhang, Miao. “The comparison of stochastic frontier analysis with panel data models.” 2012. Web. 12 Nov 2019.

Vancouver:

Zhang M. The comparison of stochastic frontier analysis with panel data models. [Internet] [Doctoral dissertation]. Loughborough University; 2012. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/2134/9643.

Council of Science Editors:

Zhang M. The comparison of stochastic frontier analysis with panel data models. [Doctoral Dissertation]. Loughborough University; 2012. Available from: http://hdl.handle.net/2134/9643


Michigan State University

13. Cho, Cheol-Keun. Essays on time series econometrics.

Degree: 2014, Michigan State University

Thesis Ph. D. Michigan State University. Economics 2014.

Chapter 1 develops an asymptotic theory for testing the presence of structural change in a weakly dependent… (more)

Subjects/Keywords: Econometrics; Time-series analysis; Heteroscedasticity; Autocorrelation (Statistics); Economics; Statistics

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APA (6th Edition):

Cho, C. (2014). Essays on time series econometrics. (Thesis). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:2560

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cho, Cheol-Keun. “Essays on time series econometrics.” 2014. Thesis, Michigan State University. Accessed November 12, 2019. http://etd.lib.msu.edu/islandora/object/etd:2560.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cho, Cheol-Keun. “Essays on time series econometrics.” 2014. Web. 12 Nov 2019.

Vancouver:

Cho C. Essays on time series econometrics. [Internet] [Thesis]. Michigan State University; 2014. [cited 2019 Nov 12]. Available from: http://etd.lib.msu.edu/islandora/object/etd:2560.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cho C. Essays on time series econometrics. [Thesis]. Michigan State University; 2014. Available from: http://etd.lib.msu.edu/islandora/object/etd:2560

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Simon Fraser University

14. Adjibolosoo, Senyo B-S. K. Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity.

Degree: 1987, Simon Fraser University

Subjects/Keywords: Estimation theory  – Mathematical models.; Heteroscedasticity.

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APA (6th Edition):

Adjibolosoo, S. B. K. (1987). Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/6072

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Adjibolosoo, Senyo B-S K. “Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity.” 1987. Thesis, Simon Fraser University. Accessed November 12, 2019. http://summit.sfu.ca/item/6072.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Adjibolosoo, Senyo B-S K. “Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity.” 1987. Web. 12 Nov 2019.

Vancouver:

Adjibolosoo SBK. Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity. [Internet] [Thesis]. Simon Fraser University; 1987. [cited 2019 Nov 12]. Available from: http://summit.sfu.ca/item/6072.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Adjibolosoo SBK. Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity. [Thesis]. Simon Fraser University; 1987. Available from: http://summit.sfu.ca/item/6072

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Simon Fraser University

15. Racine, Marie Denise. The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study.

Degree: 1983, Simon Fraser University

Subjects/Keywords: Heteroscedasticity.; Autocorrelation (Statistics); Econometrics.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Racine, M. D. (1983). The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study. (Thesis). Simon Fraser University. Retrieved from http://summit.sfu.ca/item/6480

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Racine, Marie Denise. “The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study.” 1983. Thesis, Simon Fraser University. Accessed November 12, 2019. http://summit.sfu.ca/item/6480.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Racine, Marie Denise. “The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study.” 1983. Web. 12 Nov 2019.

Vancouver:

Racine MD. The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study. [Internet] [Thesis]. Simon Fraser University; 1983. [cited 2019 Nov 12]. Available from: http://summit.sfu.ca/item/6480.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Racine MD. The simultaneous occurrence of heteroscedasticity and autocorrelation : a Monte Carlo study. [Thesis]. Simon Fraser University; 1983. Available from: http://summit.sfu.ca/item/6480

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Vilnius University

16. Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.

Degree: Master, 2009, Vilnius University

Darbe siekiama aprašyti periodinį ilgos atminties finansinių laiko eilučių elgesį. Remiantis anksčiau sukurtais modeliais, siūlomas h-faktorių Gegenbauer-LARCH modelis, kuris į LARCH tipo proceso sąlyginės dispersijos… (more)

Subjects/Keywords: Heteroscedasticity; Long memomy; Gegenbauer; LARCH; Conditional heteroscedasticity; Generalised long memory filter; Financial; Return; Periodic; Sąlyginis heteroskedastiškumas; Ilga atmintis; Periodinis; Apibendrintas ilgos atminties filtras; Kintamumas; Grąžos; Valiutų kursai; Valiutų kursų modeliavimas

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Osipavičiūtė, Aušra. (2009). Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. (Masters Thesis). Vilnius University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Osipavičiūtė, Aušra. “Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.” 2009. Masters Thesis, Vilnius University. Accessed November 12, 2019. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Osipavičiūtė, Aušra. “Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu.” 2009. Web. 12 Nov 2019.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. [Internet] [Masters thesis]. Vilnius University; 2009. [cited 2019 Nov 12]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Osipavičiūtė, Aušra. Finansinio kintamumo modeliavimas apibendrintuoju Gegenbauer-LARCH modeliu. [Masters Thesis]. Vilnius University; 2009. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

17. Hasanov, Evgenij. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.

Degree: 2004, Universität Dortmund

Die vorliegende Arbeit beschäftigt sich mit der Überprüfung der Random-Walk-Hypothese für stochastische Prozesse mit bedingt heteroskedastischen Innovationen. Zunächst werden einige wichtige Eigenschaften diskreter stochastischer Prozesse… (more)

Subjects/Keywords: Bedingte Heteroskedastie; Conditional heteroscedasticity; Einheitswurzel; GARCH; Power prices; Strompreise; Unit root; 510

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hasanov, E. (2004). Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. (Thesis). Universität Dortmund. Retrieved from http://hdl.handle.net/2003/20099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hasanov, Evgenij. “Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.” 2004. Thesis, Universität Dortmund. Accessed November 12, 2019. http://hdl.handle.net/2003/20099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hasanov, Evgenij. “Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes.” 2004. Web. 12 Nov 2019.

Vancouver:

Hasanov E. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. [Internet] [Thesis]. Universität Dortmund; 2004. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/2003/20099.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hasanov E. Einheitswurzeltests bei bedingt heteroskedastischen Innovationen mit einer Anwendung auf deutsche Strompreisindizes. [Thesis]. Universität Dortmund; 2004. Available from: http://hdl.handle.net/2003/20099

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Loughborough University

18. Shen, Zhi. Efficiency and productivity analysis in ten Asian banking industries.

Degree: PhD, 2010, Loughborough University

 Over the last few decades, numerous studies have adopted efficiency and productivity techniques to examine and evaluate the overall performance of banking industries to inform… (more)

Subjects/Keywords: 332; Bank performance; Cost efficiency; Cross-country heterogeneity; Panel data; Total factor productivity change; Heteroscedasticity

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APA (6th Edition):

Shen, Z. (2010). Efficiency and productivity analysis in ten Asian banking industries. (Doctoral Dissertation). Loughborough University. Retrieved from https://dspace.lboro.ac.uk/2134/6110 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519945

Chicago Manual of Style (16th Edition):

Shen, Zhi. “Efficiency and productivity analysis in ten Asian banking industries.” 2010. Doctoral Dissertation, Loughborough University. Accessed November 12, 2019. https://dspace.lboro.ac.uk/2134/6110 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519945.

MLA Handbook (7th Edition):

Shen, Zhi. “Efficiency and productivity analysis in ten Asian banking industries.” 2010. Web. 12 Nov 2019.

Vancouver:

Shen Z. Efficiency and productivity analysis in ten Asian banking industries. [Internet] [Doctoral dissertation]. Loughborough University; 2010. [cited 2019 Nov 12]. Available from: https://dspace.lboro.ac.uk/2134/6110 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519945.

Council of Science Editors:

Shen Z. Efficiency and productivity analysis in ten Asian banking industries. [Doctoral Dissertation]. Loughborough University; 2010. Available from: https://dspace.lboro.ac.uk/2134/6110 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519945

19. Campos, Aline Minniti de. Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade.

Degree: Mestrado, Ciências de Computação e Matemática Computacional, 2011, University of São Paulo

Esta dissertação flexibiliza a suposição de normalidade, dispondo de distribuições assimétricas em modelos de crescimento. Propõe uma abordagem bayesiana para ajuste de modelos não lineares… (more)

Subjects/Keywords: Assimetria; Asymmetry; Bayesian inference; Growth models; Heteroscedasticidade; Heteroscedasticity; Inferência bayesina; Modelos de crescimento

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Campos, A. M. d. (2011). Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18112011-161305/ ;

Chicago Manual of Style (16th Edition):

Campos, Aline Minniti de. “Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade.” 2011. Masters Thesis, University of São Paulo. Accessed November 12, 2019. http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18112011-161305/ ;.

MLA Handbook (7th Edition):

Campos, Aline Minniti de. “Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade.” 2011. Web. 12 Nov 2019.

Vancouver:

Campos AMd. Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade. [Internet] [Masters thesis]. University of São Paulo; 2011. [cited 2019 Nov 12]. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18112011-161305/ ;.

Council of Science Editors:

Campos AMd. Uma abordagem bayesiana para modelos não lineares na presença de assimetria e heteroscedasticidade. [Masters Thesis]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18112011-161305/ ;


University of Nairobi

20. Mwambi, Winfred N. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .

Degree: 2012, University of Nairobi

 The primary objective of this study is to assess the day of the week effect in the Kenya Shilling versus Us Dollar foreign exchange market… (more)

Subjects/Keywords: Day-of-the-Week Effect; Volatility; Exchange rate; Generalized Autoregressive Conditional Heteroscedasticity models

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APA (6th Edition):

Mwambi, W. N. (2012). An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . (Thesis). University of Nairobi. Retrieved from http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mwambi, Winfred N. “An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .” 2012. Thesis, University of Nairobi. Accessed November 12, 2019. http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mwambi, Winfred N. “An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market .” 2012. Web. 12 Nov 2019.

Vancouver:

Mwambi WN. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . [Internet] [Thesis]. University of Nairobi; 2012. [cited 2019 Nov 12]. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mwambi WN. An Examination of the day of the week anomaly in the Kenya shilling/ us Dollar Foreign Exchange Market . [Thesis]. University of Nairobi; 2012. Available from: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

21. 黃香; Wong, Heung. Topics in conditional heteroscedastic time series modelling.

Degree: PhD, 1995, University of Hong Kong

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

Subjects/Keywords: Autoregression (Statistics); Heteroscedasticity.; Time-series analysis.

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

黃香; Wong, H. (1995). Topics in conditional heteroscedastic time series modelling. (Doctoral Dissertation). University of Hong Kong. Retrieved from Wong, H. [黃香]. (1995). Topics in conditional heteroscedastic time series modelling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123451 ; http://dx.doi.org/10.5353/th_b3123451 ; http://hdl.handle.net/10722/35159

Chicago Manual of Style (16th Edition):

黃香; Wong, Heung. “Topics in conditional heteroscedastic time series modelling.” 1995. Doctoral Dissertation, University of Hong Kong. Accessed November 12, 2019. Wong, H. [黃香]. (1995). Topics in conditional heteroscedastic time series modelling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123451 ; http://dx.doi.org/10.5353/th_b3123451 ; http://hdl.handle.net/10722/35159.

MLA Handbook (7th Edition):

黃香; Wong, Heung. “Topics in conditional heteroscedastic time series modelling.” 1995. Web. 12 Nov 2019.

Vancouver:

黃香; Wong H. Topics in conditional heteroscedastic time series modelling. [Internet] [Doctoral dissertation]. University of Hong Kong; 1995. [cited 2019 Nov 12]. Available from: Wong, H. [黃香]. (1995). Topics in conditional heteroscedastic time series modelling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123451 ; http://dx.doi.org/10.5353/th_b3123451 ; http://hdl.handle.net/10722/35159.

Council of Science Editors:

黃香; Wong H. Topics in conditional heteroscedastic time series modelling. [Doctoral Dissertation]. University of Hong Kong; 1995. Available from: Wong, H. [黃香]. (1995). Topics in conditional heteroscedastic time series modelling. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3123451 ; http://dx.doi.org/10.5353/th_b3123451 ; http://hdl.handle.net/10722/35159


The Ohio State University

22. li, meng. Simultaneous Inference Procedures in the Presence of Heteroscedasticity.

Degree: PhD, Statistics, 2017, The Ohio State University

 Simultaneous inference has become an increasingly important statistical tool inhandling many real world problems. In a frequentist analysis, performing simultane-ous inference typically requires exploring the… (more)

Subjects/Keywords: Statistics; Heteroscedasticity, Multiple Comparisons, NORTA, Multiplicity-adjusted critical values, spherical radial transformation, multivariate quantile

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APA (6th Edition):

li, m. (2017). Simultaneous Inference Procedures in the Presence of Heteroscedasticity. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1503002070774959

Chicago Manual of Style (16th Edition):

li, meng. “Simultaneous Inference Procedures in the Presence of Heteroscedasticity.” 2017. Doctoral Dissertation, The Ohio State University. Accessed November 12, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1503002070774959.

MLA Handbook (7th Edition):

li, meng. “Simultaneous Inference Procedures in the Presence of Heteroscedasticity.” 2017. Web. 12 Nov 2019.

Vancouver:

li m. Simultaneous Inference Procedures in the Presence of Heteroscedasticity. [Internet] [Doctoral dissertation]. The Ohio State University; 2017. [cited 2019 Nov 12]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1503002070774959.

Council of Science Editors:

li m. Simultaneous Inference Procedures in the Presence of Heteroscedasticity. [Doctoral Dissertation]. The Ohio State University; 2017. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1503002070774959


Uppsala University

23. Nybrant, Arvid. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.

Degree: Statistics, 2018, Uppsala University

  Value at Risk has over the last couple of decades become one of the most widely used measures of market risk. Several methods to… (more)

Subjects/Keywords: VaR; GARCH; Volatility Forecasting; Backtesting; Conditional Heteroscedasticity; Probability Theory and Statistics; Sannolikhetsteori och statistik

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APA (6th Edition):

Nybrant, A. (2018). Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nybrant, Arvid. “Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.” 2018. Thesis, Uppsala University. Accessed November 12, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nybrant, Arvid. “Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk.” 2018. Web. 12 Nov 2019.

Vancouver:

Nybrant A. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. [Internet] [Thesis]. Uppsala University; 2018. [cited 2019 Nov 12]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nybrant A. Predicting Uncertainty in Financial Markets : -An empirical study on ARCH-class models ability to estimate Value at Risk. [Thesis]. Uppsala University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


UCLA

24. Rodriguez, Anthony. The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?.

Degree: Psychology, 2017, UCLA

 As item response theory models are more frequently applied to psychological assessment, understanding the ramifications of failing to account for non-normality is of utmost importance,… (more)

Subjects/Keywords: Quantitative psychology; graded response model; heteroscedasticity; item response theory; non-normality; skew

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APA (6th Edition):

Rodriguez, A. (2017). The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/8hz8724g

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rodriguez, Anthony. “The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?.” 2017. Thesis, UCLA. Accessed November 12, 2019. http://www.escholarship.org/uc/item/8hz8724g.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rodriguez, Anthony. “The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?.” 2017. Web. 12 Nov 2019.

Vancouver:

Rodriguez A. The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?. [Internet] [Thesis]. UCLA; 2017. [cited 2019 Nov 12]. Available from: http://www.escholarship.org/uc/item/8hz8724g.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rodriguez A. The Heteroscedastic Skew Graded Response Model: An Answer to the Non-Normality Predicament?. [Thesis]. UCLA; 2017. Available from: http://www.escholarship.org/uc/item/8hz8724g

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


UCLA

25. Tessler, Jessica Marie. Three-Level Models for Partially Nested Data Structures.

Degree: Psychology, 2014, UCLA

 Partially nested data structures occur when some units (typically individuals) are nested within groups while others are not nested. An adjustment to the standard multilevel… (more)

Subjects/Keywords: Quantitative psychology and psychometrics; heteroscedasticity; individually randomized control trial; multilevel; partial nesting

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APA (6th Edition):

Tessler, J. M. (2014). Three-Level Models for Partially Nested Data Structures. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/21q2m89j

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tessler, Jessica Marie. “Three-Level Models for Partially Nested Data Structures.” 2014. Thesis, UCLA. Accessed November 12, 2019. http://www.escholarship.org/uc/item/21q2m89j.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tessler, Jessica Marie. “Three-Level Models for Partially Nested Data Structures.” 2014. Web. 12 Nov 2019.

Vancouver:

Tessler JM. Three-Level Models for Partially Nested Data Structures. [Internet] [Thesis]. UCLA; 2014. [cited 2019 Nov 12]. Available from: http://www.escholarship.org/uc/item/21q2m89j.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tessler JM. Three-Level Models for Partially Nested Data Structures. [Thesis]. UCLA; 2014. Available from: http://www.escholarship.org/uc/item/21q2m89j

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Illinois – Chicago

26. Li, Hong. Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance.

Degree: 2015, University of Illinois – Chicago

 In this dissertation, we propose a three-level mixed-effects random location scale model with modeling random scale variance (RL-RSS model). This model allows covariates to influence… (more)

Subjects/Keywords: heteroscedasticity; location scale model; log-linear variance; random scale variance; variance modeling

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APA (6th Edition):

Li, H. (2015). Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance. (Thesis). University of Illinois – Chicago. Retrieved from http://hdl.handle.net/10027/19391

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, Hong. “Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance.” 2015. Thesis, University of Illinois – Chicago. Accessed November 12, 2019. http://hdl.handle.net/10027/19391.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, Hong. “Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance.” 2015. Web. 12 Nov 2019.

Vancouver:

Li H. Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance. [Internet] [Thesis]. University of Illinois – Chicago; 2015. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/10027/19391.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li H. Three-Level Mixed-Effects Location Scale Model With Modeling Random Scale Variance. [Thesis]. University of Illinois – Chicago; 2015. Available from: http://hdl.handle.net/10027/19391

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

27. Chiou, Hai-Tang. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.

Degree: PhD, Applied Mathematics, 2017, NSYSU

 Linear regression is a well-known method to establish relationship between responses and explanatory variables, and has been used extensively in practical applications. This dissertation consists… (more)

Subjects/Keywords: modified Cholesky decomposition; long-memory processes; heteroscedasticity; location-dispersion model; orthogonal greedy algorithm

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APA (6th Edition):

Chiou, H. (2017). Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. (Doctoral Dissertation). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628

Chicago Manual of Style (16th Edition):

Chiou, Hai-Tang. “Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.” 2017. Doctoral Dissertation, NSYSU. Accessed November 12, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628.

MLA Handbook (7th Edition):

Chiou, Hai-Tang. “Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection.” 2017. Web. 12 Nov 2019.

Vancouver:

Chiou H. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. [Internet] [Doctoral dissertation]. NSYSU; 2017. [cited 2019 Nov 12]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628.

Council of Science Editors:

Chiou H. Inference for regression models with time series errors â Inverse autocovariance matrix estimation and high dimensional model selection. [Doctoral Dissertation]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628


University of Otago

28. Essendorfer, Stephan Daniel. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .

Degree: 2011, University of Otago

 In this thesis the impact of Fair Value Accounting (FVA) and Historical Cost Accounting (HCA) on the earnings volatility of U.S. bank holding companies is… (more)

Subjects/Keywords: Financial Accounting; Fair Value Accounting; Accounting Regime; Earnings Volatility; Time Series; Volatility; Homoscedasticity; Heteroscedasticity

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Essendorfer, S. D. (2011). Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1819

Chicago Manual of Style (16th Edition):

Essendorfer, Stephan Daniel. “Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .” 2011. Masters Thesis, University of Otago. Accessed November 12, 2019. http://hdl.handle.net/10523/1819.

MLA Handbook (7th Edition):

Essendorfer, Stephan Daniel. “Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting .” 2011. Web. 12 Nov 2019.

Vancouver:

Essendorfer SD. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/10523/1819.

Council of Science Editors:

Essendorfer SD. Time Aspects of Earnings Volatility and Accounting Regime:An Analysis of Earnings Volatility under Fair Value Accounting and Historical Cost Accounting . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1819


Kansas State University

29. Samarakoon, Nishantha Anura. Conditional variance function checking in heteroscedastic regression models.

Degree: PhD, Department of Statistics, 2011, Kansas State University

 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… (more)

Subjects/Keywords: Heteroscedasticity; Kernel estimator; Lack-of-fit test; Variance function; Consistency and local power; Statistics (0463)

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Samarakoon, N. A. (2011). Conditional variance function checking in heteroscedastic regression models. (Doctoral Dissertation). Kansas State University. Retrieved from http://hdl.handle.net/2097/10744

Chicago Manual of Style (16th Edition):

Samarakoon, Nishantha Anura. “Conditional variance function checking in heteroscedastic regression models.” 2011. Doctoral Dissertation, Kansas State University. Accessed November 12, 2019. http://hdl.handle.net/2097/10744.

MLA Handbook (7th Edition):

Samarakoon, Nishantha Anura. “Conditional variance function checking in heteroscedastic regression models.” 2011. Web. 12 Nov 2019.

Vancouver:

Samarakoon NA. Conditional variance function checking in heteroscedastic regression models. [Internet] [Doctoral dissertation]. Kansas State University; 2011. [cited 2019 Nov 12]. Available from: http://hdl.handle.net/2097/10744.

Council of Science Editors:

Samarakoon NA. Conditional variance function checking in heteroscedastic regression models. [Doctoral Dissertation]. Kansas State University; 2011. Available from: http://hdl.handle.net/2097/10744


University of Pennsylvania

30. Weinstein, Asaf. Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design.

Degree: 2015, University of Pennsylvania

 The James-Stein estimator and its Bayesian interpretation demonstrated the usefulness of empirical Bayes methods in facilitating competitive shrinkage estimators for multivariate problems consisting of nonrandom… (more)

Subjects/Keywords: Compound Decision; Cross-Classified Models; Decision Theory; Empirical Bayes; Heteroscedasticity; Shrinkage Estimation; Statistics and Probability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Weinstein, A. (2015). Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design. (Thesis). University of Pennsylvania. Retrieved from https://repository.upenn.edu/edissertations/2091

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Weinstein, Asaf. “Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design.” 2015. Thesis, University of Pennsylvania. Accessed November 12, 2019. https://repository.upenn.edu/edissertations/2091.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Weinstein, Asaf. “Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design.” 2015. Web. 12 Nov 2019.

Vancouver:

Weinstein A. Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design. [Internet] [Thesis]. University of Pennsylvania; 2015. [cited 2019 Nov 12]. Available from: https://repository.upenn.edu/edissertations/2091.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Weinstein A. Empirical Bayes Estimation in Cross-Classified Gaussian Models With Unbalanced Design. [Thesis]. University of Pennsylvania; 2015. Available from: https://repository.upenn.edu/edissertations/2091

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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