Testing linearity of regression models with dependent errors by kernel based methods
Year of publication: |
2000
|
---|---|
Authors: | Biedermann, Stefanie ; Dette, Holger |
Subject: | QA Mathematics | HA Statistics |
-
Stock market insider trading in continuous time with imperfect dynamic information
Danilova, Albina, (2010)
-
Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
Dassios, Angelos, (2003)
-
How good is an ensemble at capturing truth?: using bounding boxes for forecast evaluation
Judd, Kevin, (2007)
- More ...
-
Some robust design strategies for percentile estimation in binary response models
Dette, Holger, (2004)
-
Optimal designs for dose-response models with restricted design spaces
Dette, Holger, (2004)
-
Dette, Holger, (2005)
- More ...