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A multivariate survival model induced by discrete frailty
(Taylor & Francis Inc, 2020-08-11)
Frailty models are generally used to model heterogeneity and dependence between individuals. The distribution of the frailty variable is often assumed to be continuous. However, there are situations where a discretely-distributed ...
A multivariate ultrastructural errors-in-variables model with equation error
(ELSEVIER INC, 2011)
This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented ...
On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors
(Amsterdam, 2014-01)
In this paper we discuss estimation and diagnostic procedures in elliptical multivariate regression models with equicorrelated random errors. Two procedures are proposed for the parameter estimation and the local influence ...
On influence diagnostics in elliptical multivariate regression models with equicorrelated random errors
(ELSEVIER SCIENCE BV, 2014)
In this paper we discuss estimation and diagnostic procedures in elliptical multivariate regression models with equicorrelated random errors. Two procedures are proposed for the parameter estimation and the local influence ...
Error Covariance Penalized Regression: A novel multivariate model combining penalized regression with multivariate error structure
(Elsevier Science, 2018-06)
A new multivariate regression model, named Error Covariance Penalized Regression (ECPR) is presented. Following a penalized regression strategy, the proposed model incorporates information about the measurement error ...
A multivariate ultrastructural errors-in-variables model with equation error
(ELSEVIER INC, 2011)
This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented ...
Testing the hypothesis of contagion using multivariate volatility models
(Sociedade Brasileira de Econometria, 2008-11-01)
The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and ...
Testing the hypothesis of contagion using multivariate volatility models
(2009-01-26)
The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and ...