Pages that link to "Item:Q105039"

The following pages link to Multivariate elliptically contoured stable distributions: theory and estimation (Q105039):

Displaying 46 items.

• mvpd (Q105040) (← links)
• An R package for modeling and simulating generalized spherical and related distributions (Q131517) (← links)
• Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
• Fractional absolute moments of heavy tailed distributions (Q292942) (← links)
• A framework for analyzing the robustness of movement models to variable step discretization (Q329358) (← links)
• Goodness-of-fit tests for multivariate stable distributions based on the empirical characteristic function (Q495365) (← links)
• Pairwise distance-based heteroscedasticity test for regressions (Q829105) (← links)
• Bivariate one-sample optimal location test for spherical stable densities by Padé' methods (Q901288) (← links)
• \(U\)-statistic for multivariate stable distributions (Q1658072) (← links)
• Testing for central symmetry and inference of the unknown center (Q1663104) (← links)
• Testing the adequacy of semiparametric transformation models (Q1708362) (← links)
• Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity (Q1998313) (← links)
• Enhanced backscattering of a partially coherent field from an anisotropic random lossy medium (Q2028989) (← links)
• Stable correlation and robust feature screening (Q2070420) (← links)
• Evaluating the adequacy of variance function using pairwise distances (Q2089032) (← links)
• A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise (Q2115712) (← links)
• Cauchy Markov random field priors for Bayesian inversion (Q2128078) (← links)
• Smooth bootstrapping of copula functionals (Q2137805) (← links)
• Tests for circular symmetry of complex-valued random vectors (Q2161024) (← links)
• Tests for heteroskedasticity in transformation models (Q2165831) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Regression function comparison for paired data (Q2220432) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• Inference for vast dimensional elliptical distributions (Q2259103) (← links)
• On some characterizations and multidimensional criteria for testing homogeneity, symmetry and independence (Q2274935) (← links)
• Tests for validity of the semiparametric heteroskedastic transformation model (Q2291336) (← links)
• Privacy protection with heavy-tailed noise for linear dynamical systems (Q2665370) (← links)
• Testing serial independence with functional data (Q2666064) (← links)
• A general Monte Carlo method for multivariate goodness-of-fit testing applied to elliptical families (Q2674489) (← links)
• Rotational invariance of stochastic processes with application to fractional dynamics (Q3301760) (← links)
• Approximate EM Algorithm for Sparse Estimation of Multivariate Location–Scale Mixture of Normals (Q4689047) (← links)
• The distribution of the Liu-type estimator of the biasing parameter in elliptically contoured models (Q4976258) (← links)
• The generalized Pitman measure of similarity and hierarchical clustering (Q5042120) (← links)
• Estimation of block sparsity in compressive sensing (Q5052929) (← links)
• Extracting stochastic dynamical systems with α-stable Lévy noise from data (Q5066035) (← links)
• Cross-codifference for bidimensional VAR(1) time series with infinite variance (Q5082898) (← links)
• Some analytical results on bivariate stable distributions with an application in operational risk (Q5092649) (← links)
• Gaussian copula of stable random vectors and application (Q5160582) (← links)
• Consistent model checking procedures for parametric regressions with missing response (Q5875213) (← links)
• Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q5972233) (← links)
• The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
• Bayesian inversion with α-stable priors (Q6070748) (← links)
• A Cramér-Wold theorem for elliptical distributions (Q6097549) (← links)
• Domain-domain correlation functions used in off-specular scattering (Q6099015) (← links)
• Goodness-of-fit tests for multivariate skewed distributions based on the characteristic function (Q6172158) (← links)