The following pages link to Variance Function Estimation (Q3793564):
Displaying 50 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Predicting volatility: getting the most out of return data sampled at different frequencies (Q292004) (← links)
- Regime switching for dynamic correlations (Q292034) (← links)
- Joint estimation and variable selection for mean and dispersion in proper dispersion models (Q309529) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- Accounting for uncertainty in heteroscedasticity in nonlinear regression (Q413343) (← links)
- The relationship between the absolute deviation from a quantile and Gini's mean difference (Q478477) (← links)
- Nonparametric estimation of mean and dispersion functions in extended generalized linear models (Q619139) (← links)
- Generalized linear mixed models: a review and some extensions (Q636149) (← links)
- Estimation using penalized quasilikelihood and quasi-pseudo-likelihood in Poisson mixed models (Q636151) (← links)
- Modelling conditional variance function in industrial data: a case study (Q713897) (← links)
- Stochastic population dynamics in a Markovian environment implies Taylor's power law of fluctuation scaling (Q743523) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- Likelihood-based and Bayesian methods for Tweedie compound Poisson linear mixed models (Q746345) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Variance function additive partial linear models (Q902215) (← links)
- Experimental designs for mean and variance estimation in variance components models (Q915313) (← links)
- Generalized nonlinear models and variance function estimation (Q957135) (← links)
- Estimating the negative binomial dispersion parameter with highly stratified surveys (Q963908) (← links)
- Inefficiency in Latin-American market indices (Q978740) (← links)
- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- On the bootstrap and the trimmed mean (Q1186780) (← links)
- Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
- First-order optimal designs for non-linear models (Q1298921) (← links)
- Marginal likelihood and Bayesian approaches to the analysis of heterogeneous residual variances in mixed linear Gaussian models (Q1330525) (← links)
- A quasi-likelihood approach to the REML estimating equations (Q1341372) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Identification of dispersion effects from unreplicated \(2^{n-k}\) fractional factorial designs (Q1575213) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Further evidence on the variability of inflation and relative price variability (Q1606403) (← links)
- Heteroscedasticity checks for regression models (Q1609588) (← links)
- Conditional feature screening for mean and variance functions in models with multiple-index structure (Q1639572) (← links)
- Robust methods for heteroskedastic regression (Q1658742) (← links)
- Additive partially linear models for massive heterogeneous data (Q1722060) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Generalized variance functions for infinitely divisible mixture distributions (Q1790547) (← links)
- Statistical inference in nonlinear regression under heteroscedasticity (Q1936432) (← links)
- Variance function estimation in quantitative mass spectrometry with application to iTRAQ labeling (Q1951515) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Statistical monitoring of heteroscedastic dose-response profiles from high-throughput screening (Q2259663) (← links)
- A robust property of pseudo-likelihood estimation for count data (Q2366573) (← links)
- Regression splines in the quasi-likelihood analysis of recurrent event data (Q2386157) (← links)
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection (Q2445789) (← links)
- Semiparametric estimation of mean and variance functions for non-Gaussian data (Q2463671) (← links)
- Quasi-likelihood estimation for GLM with random scales (Q2581890) (← links)
- LEVERAGE ADJUSTMENTS FOR DISPERSION MODELLING IN GENERALIZED NONLINEAR MODELS (Q2810400) (← links)
- Statistical Evaluation of the Regulatory Guidelines for Use of Furosemide in Race Horses (Q3078732) (← links)
- A Semiparametric Model for the Analysis of Recurrent-Event Panel Data (Q3078948) (← links)
