Model for Aggregated Multivariate Measures Having a Compound Normal Distribution.

In this paper, we propose an analyze a model built to treat data presenting the following characteristics: 1. they appear in an aggregated form 2. the aggregated terms may be considered as multivariate measures performed by instruments of random accuracy, or by the same instrument in changing conditions 3. the data have a p-way classification

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Year of publication:	1996
Authors:	Rolle, J.D.
Institutions:	Geneva School of Economics and Management, Université de Genève
Subject:	LINEAR MODELS \| REGRESSION ANALYSIS

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Series:	Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
Type of publication:	Book / Working Paper
Notes:	16 pages
Classification:	C24 - Truncated and Censored Models ; C25 - Discrete Regression and Qualitative Choice Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634243