## Found 1,179 Documents (Results 1–100)

100
MathJax

MSC:  62-XX
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### Test for equality of standardized generalized variance with different dimensions under high-dimensional settings. (English)Zbl 07560093

MSC:  62E20 62H15
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### A doubly corrected robust variance estimator for linear GMM. (English)Zbl 07557266

MSC:  62-XX 91-XX
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MSC:  62E99
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### A note on the limitations of the CAT procedure with application to mixed-effects models. (English)Zbl 1489.62064

MSC:  62F03 62-08
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MSC:  62-XX
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### Fixed versus mixed effects based marginal models for clustered correlated binary data: an overview on advances and challenges. (English)Zbl 07523483

MSC:  62F10 62H20 62F12
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### Multivariate tail covariance risk measure for generalized skew-elliptical distributions. (English)Zbl 1483.62086

MSC:  62G32 60E05 91G70
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MSC:  62-XX
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MSC:  82-XX
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MSC:  62-XX
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### An algorithm for simulation in mixed models with crossed factors considering the sample sizes as random. (English)Zbl 07444622

MSC:  62J12 62J10 62J99
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MSC:  62-XX
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### A revised generalized F-test for testing the equality of group means under non-normality caused by skewness. (English)Zbl 1489.62218

MSC:  62J10 62K99 62F03
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MSC:  03E72
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MSC:  62-XX
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MSC:  62Pxx
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### Bayesian analysis of ANOVA and mixed models on the log-transformed response variable. (English)Zbl 1477.62334

MSC:  62P15 62F15 62J10
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MSC:  62-XX
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### Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case. (English)Zbl 1473.62193

MSC:  62H20 62H05
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### The influence of clustering population on estimation accuracy of population totals vector. (English)Zbl 1477.62165

MSC:  62H30 62M15
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### The tail mean-variance optimal portfolio selection under generalized skew-elliptical distribution. (English)Zbl 1466.91284

MSC:  91G10 91G70
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### Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior. (English)Zbl 1466.91280

MSC:  91G10 93E20 62P05
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### Bootstrap inference on the variance component functions in the two-way random effects model with interaction. (English)Zbl 1462.62456

MSC:  62J10 62F40 62P10
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### Wordlength enumerator for fractional factorial designs. (English)Zbl 1461.62132

MSC:  62K15 62J10
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### The multivariate GARCH model and its application to East Asian financial market integration. (English)Zbl 1451.91191

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 4. Hackensack, NJ: World Scientific. 4209-4254 (2021).
MSC:  91G15 62P05 62M10
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### Hedge ratio and time series analysis. (English)Zbl 1454.91280

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 431-483 (2021).
MSC:  91G20 62P05 62M10
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### On bounds for the mode and median of the generalized hyperbolic and related distributions. (English)Zbl 1466.60024

MSC:  60E05 33C10
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### Correlated and misclassified binary observations in complex surveys. (English. French summary)Zbl 07566593

MSC:  62D05 62G05 62P25
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### On prediction error variance to determining optimal design for two variable quadratic logistic model. (English)Zbl 1486.62226

MSC:  62K05 62J12
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### Universal and efficient tests for homogeneity of mean directions of circular populations. (English)Zbl 1464.62273

MSC:  62G10 62J10 62H10
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### Pricing generalized variance swaps under the Heston model with stochastic interest rates. (English)Zbl 07317949

MSC:  91Gxx 60Jxx
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### The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure. (English)Zbl 1457.91370

MSC:  91G20 91G30
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### Linear model theory. With examples and exercises. (English)Zbl 1462.62004

Cham: Springer (ISBN 978-3-030-52062-5/hbk; 978-3-030-52065-6/pbk; 978-3-030-52063-2/ebook). xxi, 504 p. (2020).
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### Measures of efficiency of nearest neighbour balanced block designs for first order correlated models. (English)Zbl 1454.62234

MSC:  62K10 62H20 62M10
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### Simultaneous confidence intervals for all differences of coefficients of variation of two-parameter exponential distributions. (English)Zbl 1454.62106

MSC:  62F25 62F40
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### On the consistency of the logistic quasi-MLE under conditional symmetry. (English)Zbl 1452.62552

MSC:  62J12 62F12 62F35
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### Understanding regression analysis. A conditional distribution approach. (English)Zbl 1439.62005

Boca Raton, FL: CRC Press (ISBN 978-0-367-45852-2/hbk; 978-0-367-49351-6/pbk; 978-1-003-02576-4/ebook). xvi, 496 p. (2020).
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### A panorama of positivity. II: Fixed dimension. (English)Zbl 1452.15021

Dales, H. Garth (ed.) et al., Complex analysis and spectral theory. Conference in celebration of Thomas Ransford’s 60th birthday, Laval University, Québec, Canada, May 21–25, 2018. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 743, 109-150 (2020).
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MSC:  62-XX
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### On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation. (English)Zbl 1435.62180

MSC:  62H05 62E10 91B05
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### A bias-variance based heuristic for constructing a hybrid logistic regression-naïve Bayes model for classification. (English)Zbl 1471.62399

MSC:  62H30 62J12 62J07
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### Monte Carlo methods. (English)Zbl 1483.65001

Singapore: Springer (ISBN 978-981-13-2970-8/hbk; 978-981-13-2971-5/ebook). xvi, 422 p. (2020).
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### Confidence intervals for product of powers of the generalized variances of $$k$$ multivariate normal populations. (English)Zbl 07551055

MSC:  62-XX 62H15
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MSC:  62J10
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### On moments of dual generalized order statistics from Topp-Leone distribution. (English)Zbl 07530603

MSC:  62E10 62G30 60E05
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MSC:  62-XX
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MSC:  62Pxx
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### Fuzzy ridge regression with fuzzy input and output. (English)Zbl 1436.62343

MSC:  62J07 62J86
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### Testing equality of standardized generalized variances of $$k$$ multivariate normal populations with arbitrary dimensions. (English)Zbl 1437.62164

MSC:  62G10 62H12 62P10
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### Asymptotic distribution for the self-weighted estimation of the error variance in GRCA(1) models. (Chinese. English summary)Zbl 1449.62183

MSC:  62M10 62E20 62J10
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MSC:  62P10
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### A panorama of positivity. I: Dimension free. (English)Zbl 1475.15040

Aleman, Alexandru (ed.) et al., Analysis of operators on function spaces. The Serguei Shimorin memorial volume. Including extended versions of lectures of the conference in honor of the memory of Serguei Shimorin at the Mittag-Leffler Institute, Stockholm, Sweden in the summer of 2018. Cham: Springer. Trends Math., 117-165 (2019).
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### On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing. (English)Zbl 1430.62167

MSC:  62J12 62J10 62F10
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### Enhancing performance of generalized minimum variance control via dynamic data reconciliation. (English)Zbl 1423.93425

MSC:  93E20 93C35 93E25 93C62 93E11
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MSC:  90C26
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### Interval estimation of the overlapping coefficient of two normal distributions: one way ANOVA with random effects. (English)Zbl 1420.62310

MSC:  62J10 62F25
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### On the position representation of Pedram’s higher order GUP. (English)Zbl 1422.81138

MSC:  81S05 62J10 81V45
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### MM algorithms for variance component estimation and selection in logistic linear mixed model. (English)Zbl 1422.62257

MSC:  62J12 62J05 62P10
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### Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English)Zbl 1411.91293

MSC:  91B30 62P05 62H05
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MSC:  62P12
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MSC:  62P30
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### Variance of the asymmetric $$n$$-player gambler’s ruin problem with ties allowed. (English)Zbl 07550052

MSC:  60G20 60G50
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### Multivariate normal mean-variance mixture distribution based on Lindley distribution. (English)Zbl 07549517

MSC:  62E15 62F10
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