Local correlation with moderator variable

MaRDI QIDQ1879472zbMATH OpenFDO

Authors Klaus Abberger

Publication date 22 September 2004

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

volumetime seriesautocorrelationkernel estimatorstock returnslocal correlationmoderator variable

Mathematics Subject Classification ID

Density estimation (62G07) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Local influence in general covariance analysis model
• scientific article; zbMATH DE number 976143
• Local influence assessment in canonical correlation analysis
• Assessing local influence in canonical correlation analysis
• Assessment of local influence in multivariate regression analysis

Cited in

(1)

• Curve of correlation for time series

This page was built for publication: Local correlation with moderator variable

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1879472)