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  • Search: subject:"partial covariance"
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Subject
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Partial covariance 2 Analysis of variance 1 Covariance decomposition 1 Dynamic model averaging 1 Ecological covariance 1 Ecological fallacy 1 Forecasting model 1 Generalized linear model 1 High-dimensional data 1 Hypotheses testing 1 Multivariate covariance decomposition 1 Paid search advertising 1 Partial (co)variance forecasting 1 Partial F-test 1 Prognoseverfahren 1 Realized variance 1 Theorie 1 Theory 1 Two-level nested model 1 Varianzanalyse 1 Volatility 1 Volatilität 1 factor analysis 1 partial covariance 1
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Undetermined 4
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Chen, Zirong 1 Guseo, Renato 1 Lan, Wei 1 McDonald, Roderick 1 Tsai, Chih-Ling 1 Wang, Hansheng 1 Zhou, Yao 1
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Annals of the Institute of Statistical Mathematics 1 Psychometrika 1 Quantitative finance 1 Statistical Methods and Applications 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Dynamic partial (co)variance forecasting model
Chen, Zirong; Zhou, Yao - In: Quantitative finance 24 (2024) 5, pp. 643-653
Persistent link: https://www.econbiz.de/10014552126
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Testing covariates in high-dimensional regression
Lan, Wei; Wang, Hansheng; Tsai, Chih-Ling - In: Annals of the Institute of Statistical Mathematics 66 (2014) 2, pp. 279-301
In a high-dimensional linear regression model, we propose a new procedure for testing statistical significance of a subset of regression coefficients. Specifically, we employ the partial covariances between the response variable and the tested covariates to obtain a test statistic. The resulting...
Persistent link: https://www.econbiz.de/10010759813
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Partial and ecological correlation: a common three-term covariance decomposition
Guseo, Renato - In: Statistical Methods and Applications 19 (2010) 1, pp. 31-46
Persistent link: https://www.econbiz.de/10008591003
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A note on the factor analysis of partial covariance matrices
McDonald, Roderick - In: Psychometrika 43 (1978) 1, pp. 121-121
Persistent link: https://www.econbiz.de/10005603365
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