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You searched for `subject:(heteroscedasticity)`

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Simon Fraser University

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

Degree: 1988, Simon Fraser University

URL: http://summit.sfu.ca/item/5173

Subjects/Keywords: Heteroscedasticity.; Inference.

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://hdl.handle.net/10919/93226

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://dspace.lboro.ac.uk/2134/9643 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.568334

► 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 Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

published_or_final_version

abstract

Statistics and Actuarial Science

Doctoral

Doctor of Philosophy

Subjects/Keywords: Time series analysis.; Heteroscedasticity.

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://etda.libraries.psu.edu/catalog/9816

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll3/id/366875/rec/1256

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612117-111800

► 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

Record Details Similar Records

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APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10919/24774

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10210/6761

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/2440/37745

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/2134/9643

► 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 Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://etd.lib.msu.edu/islandora/object/etd:2560

►

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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://summit.sfu.ca/item/6072

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://summit.sfu.ca/item/6480

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

Vilnius University

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

Degree: Master, 2009, Vilnius University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20090908_201757-95006 ;

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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 ;.

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 ;

Author name may be incomplete

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

Degree: 2004, Universität Dortmund

URL: http://hdl.handle.net/2003/20099

►

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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: https://dspace.lboro.ac.uk/2134/6110 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.519945

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.teses.usp.br/teses/disponiveis/55/55134/tde-18112011-161305/ ;

►

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/13176

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: 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

published_or_final_version

Statistics

Doctoral

Doctor of Philosophy

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1503002070774959

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-352381

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://www.escholarship.org/uc/item/8hz8724g

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation

UCLA

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

Degree: Psychology, 2014, UCLA

URL: http://www.escholarship.org/uc/item/21q2m89j

► 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

Record Details Similar Records

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

APA (6^{th} Edition):

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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://hdl.handle.net/10027/19391

► 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

Record Details Similar Records

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

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

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617117-113628

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10523/1819

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2097/10744

► 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)

Record Details Similar Records

❌

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://repository.upenn.edu/edissertations/2091

► 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

Record Details Similar Records

❌

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

APA (6^{th} 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

Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^{th} 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.

Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^{th} 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.

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

Not specified: Masters Thesis or Doctoral Dissertation