Search Results - subject:"linear regression model"

Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models

Wang, Xiuli; Li, Gaorong; Lin, Lu - In: Metrika 73 (2011) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10008925328

Monitoring the Parameters of the Market Model by Linear Profile Procedures

Ho, Linda Lee; El Said, Mahmoud; Kim, Ricardo Wonseuk - In: Stochastics and Quality Control 25 (2010) 1, pp. 81-96

regression model (that relates the returns of the asset and the returns of a market index) is known as Market Model. When …Abstract The method to measure the market risk (which stocks are exposed) by the slope coefficient of a linear …

Persistent link: https://www.econbiz.de/10014590897

Growth of journals, articles and authors in malaria research

Ravichandra Rao, I.K.; Srivastava, Divya - In: Journal of Informetrics 4 (2010) 3, pp. 249-256

In the present study we have tried to trace the growth of malaria research at Global Level and the distribution of articles in various journals for the period 1955–2005. The data have been extracted from a database, which has been developed in-house from MEDLINE, SCI, TDB, Ovid Heath...

Persistent link: https://www.econbiz.de/10011039349

Weighted least-squares estimators of parametric functions of the regression coefficients under a general linear model

Tian, Yongge - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 929-941

Persistent link: https://www.econbiz.de/10008533950

The GMLE based Buckley–James estimator with modified case–cohort data

Yu, Qiqing; Chen, Cuixian; Wong, G. - In: Metrika 72 (2010) 3, pp. 433-464

Persistent link: https://www.econbiz.de/10008673978

Total least squares solution for compositional data using linear models

Fiserova, Eva; Hron, Karel - In: Journal of Applied Statistics 37 (2010) 7, pp. 1137-1152

The restrictive properties of compositional data, that is multivariate data with positive parts that carry only relative information in their components, call for special care to be taken while performing standard statistical methods, for example, regression analysis. Among the special methods...

Persistent link: https://www.econbiz.de/10008674992

A theorem on the covariance matrix of a generalized least squares estimator under an elliptically symmetric error

Kurata, Hiroshi - In: Statistical Papers 51 (2010) 2, pp. 389-395

Persistent link: https://www.econbiz.de/10008456179

Multi-step methods for choosing the best set of variables in regression analysis

Konno, Hiroshi; Takaya, Yoshihiro - In: Computational Optimization and Applications 46 (2010) 3, pp. 417-426

Persistent link: https://www.econbiz.de/10008456203

Third-order power comparisons for a class of tests for multivariate linear hypothesis under general distributions

Kakizawa, Yoshihide - In: Journal of Multivariate Analysis 100 (2009) 3, pp. 473-496

The purpose of this paper is, in multivariate linear regression model (Part I) and GMANOVA model (Part II), to … derivation of asymptotic expansions is based on the differential operator associated with the multivariate linear regression … model under general distributions. The performance of higher-order results in finite samples, including monotone Bartlett …

Persistent link: https://www.econbiz.de/10005006528

Bootstrapping the Information Matrix Test

Stomberg, Christopher; White, Halbert - Department of Economics, University of California-San … - 2000

In this paper we provide considerable Monte Carlo evidence on the finite sample performance of several alternative forms of White's [1982] IM test. Using linear regression and probit models, we extend the range of previous analysis in a manner that reveals new patterns in the behavior of the...

Persistent link: https://www.econbiz.de/10010536462