Search Results - subject:"variance stabilizing transformation"

Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-12

heteroscedasticity errors using the normalizing and variance-stabilizing transformation (NoVaS) and examine their properties using Monte …

Persistent link: https://www.econbiz.de/10011988724

Robust critical values for unit root tests for series with conditional heteroscedasticity errors : an application of the simple NoVaS transformation

Mantalos, Panagiotis - In: Cogent economics & finance 5 (2017) 1, pp. 1-12

heteroscedasticity errors using the normalizing and variance-stabilizing transformation (NoVaS) and examine their properties using Monte …

Persistent link: https://www.econbiz.de/10011877334

Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation

Mantalos, Panagiotis - 2012

heteroscedasticity errors using the normalizing and variance-stabilizing transformation (NoVaS) in Politis (2007) and examine their …

Persistent link: https://www.econbiz.de/10012654372

Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation

Mantalos, Panagiotis - Handelshögskolan, Örebro Universitet - 2012

heteroscedasticity errors using the normalizing and variance-stabilizing transformation (NoVaS) in Politis (2007) and examine their …

Persistent link: https://www.econbiz.de/10009651237

Measuring the association of stationary point processes using spectral analysis techniques

Tsitsis, Dimitrios; Karavasilis, George; Rigas, Alexandros - In: Statistical Methods and Applications 21 (2012) 1, pp. 23-47

Persistent link: https://www.econbiz.de/10010848088

Parameter estimation for the calibration and variance stabilization of microarray data

Huber, Wolfgang; Heydebreck, Anja von; Sueltmann, Holger; … - In: Statistical Applications in Genetics and Molecular Biology 2 (2007) 1, pp. 3-3

We derive and validate an estimator for the parameters of a transformation for the joint calibration (normalization) and variance stabilization of microarray intensity data. With this, the variances of the transformed intensities become approximately independent of their expected values. The...

Persistent link: https://www.econbiz.de/10005459150

A variance stabilizing transformation for the Gini concentration ratio

Sarno, Emma - In: Statistical Methods and Applications 7 (1998) 1, pp. 77-91

Persistent link: https://www.econbiz.de/10008497284

Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Taniguchi, Masanobu; Puri, Madan - In: Annals of the Institute of Statistical Mathematics 47 (1995) 3, pp. 581-600

Persistent link: https://www.econbiz.de/10005616376