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  • Search: subject:"variance function"
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Year of publication
Subject
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variance function 13 Variance function 5 Schätztheorie 4 Estimation theory 3 exponential family 3 Bayes-Statistik 2 Bayesian inference 2 Change-of-variance function 2 Generalized linear models 2 Ghanaian manufacturing 2 Heteroscedasticity 2 M-estimator 2 Non-linear models 2 Sampling 2 Stichprobenerhebung 2 Theorie 2 four-parameter model 2 heteroscedasticity 2 monotonicity 2 nonparametric regression 2 optimum cluster size 2 order restricted inference 2 power variance function 2 profit function 2 risk aversion 2 Approximate models 1 Asymptotic variance 1 Bangladesch 1 Bangladesh 1 Bartlett-type correction 1 Bayesian Inference 1 Bivariate Weibull 1 Bounded influence function 1 Chain ladder factor 1 Classes of priors 1 Cluster analysis 1 Clusteranalyse 1 Conditional heteroskedasticity 1 Conditional variance function 1 Conjugate Parameterisation 1
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Online availability
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Undetermined 18 Free 9 CC license 1
Type of publication
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Article 21 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1 Aufsatz im Buch 1 Book section 1 Graue Literatur 1 Non-commercial literature 1 Thesis 1 Working Paper 1
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Language
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Undetermined 18 English 11
Author
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Dette, Holger 3 Pattillo, Catherine 2 Pilz, Kay F. 2 Ronchetti, Elvezio 2 Shukla, Alok Kumar 2 Söderbom, Måns 2 Yadav, Subhash Kumar 2 Aydoğdu, Halil 1 Bernardo, José 1 Boonstra, Harm Jan 1 Boratyńska, Agata 1 Bose, Arup 1 Brakel, Jan A. van den 1 Chang, T. 1 Consonni, Guido 1 Cordeiro, Gauss 1 Cribari-Neto, F. 1 Das, Sumonkanti 1 Dauxois, Jean-Yves 1 Druilhet, Pierre 1 Eaves, D. 1 Ferrari, Silvia 1 Genton, Marc G. 1 George, E. 1 Girón, F. 1 Gutiérrez-Peña, E. 1 Haines, Linda M. 1 Hamza, Marwa 1 Hanagal, David 1 Haslett, Stephen 1 Hassairi, Abdelhamid 1 Juutilainen, Ilmari 1 Kabera, M. Gaëtan 1 Letac, G. 1 Malouche, Dhafer 1 Martín, J. 1 Martínez, M. 1 Morris, Carl 1 Mukhopadhyay, Nitis 1 Ndlovu, Principal 1
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Institution
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Centre for the Study of African Economies (CSAE), Department of Economics 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Oxford University 1 EconWPA 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
Published in...
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Annals of the Institute of Statistical Mathematics 4 Statistics & Probability Letters 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Computational Statistics & Data Analysis 2 Journal of Applied Statistics 2 CSAE Working Paper Series 1 Computational Statistics 1 Cowles Foundation Discussion Papers 1 Discussion paper / Statistics Netherlands 1 Econometrics 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Insurance / Mathematics & economics 1 Naval research logistics : an international journal 1 Robustness in econometrics 1 Statistical Papers / Springer 1 Statistics in Transition New Series 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
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Source
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RePEc 21 ECONIS (ZBW) 5 EconStor 2 BASE 1
Showing 1 - 10 of 29
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Multilevel time series modelling of antenatal care coverage in Bangladesh at disaggregated administrative levels
Das, Sumonkanti; Brakel, Jan A. van den; Boonstra, Harm Jan - 2021
Persistent link: https://www.econbiz.de/10012595573
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New linear model for optimal cluster size in cluster sampling
Shukla, Alok Kumar; Yadav, Subhash Kumar - In: Statistics in Transition New Series 21 (2020) 2, pp. 189-200
In this paper, a nonlinear model is proposed for improving the relationship between the size of a cluster and the variance within the cluster. This model describes the most appropriate functional relation between the within-cluster variance and the cluster size. Through this model, we can obtain...
Persistent link: https://www.econbiz.de/10012600234
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New linear model for optimal cluster size in cluster sampling
Shukla, Alok Kumar; Yadav, Subhash Kumar - In: Statistics in transition : an international journal of … 21 (2020) 2, pp. 189-200
In this paper, a nonlinear model is proposed for improving the relationship between the size of a cluster and the variance within the cluster. This model describes the most appropriate functional relation between the within-cluster variance and the cluster size. Through this model, we can obtain...
Persistent link: https://www.econbiz.de/10012257117
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An integral equation for the second moment function of a geometric process and its numerical solution
Pekalp, Mustafa Hilmi; Aydoğdu, Halil - In: Naval research logistics : an international journal 65 (2018) 2, pp. 176-184
Persistent link: https://www.econbiz.de/10011969342
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Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
Boratyńska, Agata - In: Insurance / Mathematics & economics 76 (2017), pp. 135-140
Persistent link: https://www.econbiz.de/10011774794
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Robust estimation of Heckman model
Ronchetti, Elvezio - In: Robustness in econometrics, (pp. 3-21). 2017
Persistent link: https://www.econbiz.de/10011800914
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Conditional variance function checking in heteroscedastic regression models.
Samarakoon, Nishantha Anura - 2011
[subscript]2 distancebetween a nonparametric and a parametric variance function estimators. The asymptoticdistribution of the test …
Persistent link: https://www.econbiz.de/10009464098
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Reduced-rank vector generalized linear models with two linear predictors
Yee, Thomas W. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 889-902
Vector generalized linear models (VGLMs) as implemented in the vgamR package permit multiple parameters to depend (via inverse link functions) on linear predictors. However it is often the case that one wishes different parameters to be related to each other in some way (i.e., to jointly satisfy...
Persistent link: https://www.econbiz.de/10010719656
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Tilted Nonparametric Estimation of Volatility Functions
Phillips, Peter C.B.; Xu, Ke-Li - Cowles Foundation for Research in Economics, Yale University - 2007
This paper proposes a novel positive nonparametric estimator of the conditional variance function without reliance on …
Persistent link: https://www.econbiz.de/10005093922
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Bayesian approach to cubic natural exponential families
Hamza, Marwa; Hassairi, Abdelhamid - In: Statistics & Probability Letters 83 (2013) 9, pp. 1946-1955
In this paper, we extend to the Letac–Mora class of real cubic natural exponential families the properties and characterization results related to the Bayesian theory established for the Morris class of real quadratic natural exponential families.
Persistent link: https://www.econbiz.de/10010678743
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