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We present a quasi-analytic perturbation expansion for multivariate N-dimensional Gaussian integrals. The perturbation … perturbative idea can also be applied to multivariate Student-t integrals. We evaluate the perturbation expansion explicitly …
Persistent link: https://www.econbiz.de/10004977433
are compared to market prices to give an indication of the pricing performance. In addition, a multivariate Bitcoin …
Persistent link: https://www.econbiz.de/10012611818
The study examined stock prices (SP) and exchange rate (ER) interactions with multivariate VAR-GARCH model using …
Persistent link: https://www.econbiz.de/10014001620
We propose improvements to existing degrees of freedom used for significance testing of multivariate hypotheses in …
Persistent link: https://www.econbiz.de/10008566194
precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system …
Persistent link: https://www.econbiz.de/10008484071
The predictor that minimizes mean-squared prediction error is used to derive a goodness-of-fit measure that offers an asymptotically valid model selection criterion for a wide variety of regression models. In particular, a new goodness-of-fit criterion (cr2) is proposed for censored or otherwise...
Persistent link: https://www.econbiz.de/10005511981
Persistent link: https://www.econbiz.de/10005603590
We review the past 25 years of time series research that has been published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985; International Journal of Forecasting 1985-2005). During this period, over one third of all papers published in these...
Persistent link: https://www.econbiz.de/10005427625
, interactions and transformations, is problematic when a `gold standard' is lacking. With µ-scores (u-scores for multivariate data …) by providing the first multivariate measures for `ability' (which should be independent of the situation). Recently, µ …
Persistent link: https://www.econbiz.de/10005585171
Nonparametric notions of multivariate "scatter measure" and "more scattered," based on statistical depth functions, are … the multivariate case. Scatter measures are also discussed, with emphasis on those based on the halfspace depth. Basic …-based notions as well, in both the univariate and the multivariate cases. Further, some properties unique to the depth-based notions …
Persistent link: https://www.econbiz.de/10005221574