Search Results - subject:"Additive Mean"

Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure

Leiva, Ricardo; Roy, Anuradha - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1644-1661

In this article, we study a new linear discriminant function for three-level m-variate observations under the assumption of multivariate normality. We assume that the m-variate observations have a doubly exchangeable covariance structure consisting of three unstructured covariance matrices for...

Persistent link: https://www.econbiz.de/10010871355

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. - 1998

additive mean and the multiplicative volatility. The technique used is marginally integrated local polynomial estimation. The …

Persistent link: https://www.econbiz.de/10010309869

Nonparametric autoregression with multiplicative volatility and additive mean

Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens P. - Sonderforschungsbereich 373, Quantifikation und … - 1998

additive mean and the multiplicative volatility. The technique used is marginally integrated local polynomial estimation. The …

Persistent link: https://www.econbiz.de/10010983636