Portfolio selection: shrinking the time-varying inverse conditional covariance matrix.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2583, doi. 10.1007/s00362-018-1059-0
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- Publication type:
- Article
Works matching IS 09325026 AND DT 2020 AND VI 61 AND IP 6
Results: 20
1
2
FPCA-based estimation for generalized functional partially linear models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2715, doi. 10.1007/s00362-018-01066-8
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- Publication type:
- Article
3
Approximate and exact optimal designs for 2k factorial experiments for generalized linear models via second order cone programming.
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- Statistical Papers, 2020, v. 61, n. 6, p. 2737, doi. 10.1007/s00362-018-01075-7
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- Publication type:
- Article
4
Asymptotic properties of the QMLE in a log-linear RealGARCH model with Gaussian errors.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2313, doi. 10.1007/s00362-018-1051-8
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- Publication type:
- Article
5
Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2643, doi. 10.1007/s00362-018-01061-z
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- Publication type:
- Article
6
A seasonal geometric INAR process based on negative binomial thinning operator.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2561, doi. 10.1007/s00362-018-1060-7
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- Publication type:
- Article
7
Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2351, doi. 10.1007/s00362-018-1049-2
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- Publication type:
- Article
8
CLT for integrated square error of density estimators with censoring indicators missing at random.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2685, doi. 10.1007/s00362-018-01065-9
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- Publication type:
- Article
9
The asymptotic properties for the estimators of the survival function and failure rate function based on WOD samples.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2671, doi. 10.1007/s00362-018-01064-w
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- Publication type:
- Article
10
Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2605, doi. 10.1007/s00362-018-1058-1
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- Publication type:
- Article
11
Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2449, doi. 10.1007/s00362-018-1056-3
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- Publication type:
- Article
12
Estimating a function of scale parameter of an exponential population with unknown location under general loss function.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2511, doi. 10.1007/s00362-018-1052-7
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- Publication type:
- Article
13
Robust fuzzy clustering based on quantile autocovariances.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2393, doi. 10.1007/s00362-018-1053-6
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- Publication type:
- Article
14
Statistical inference for linear regression models with additive distortion measurement errors.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2483, doi. 10.1007/s00362-018-1057-2
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- Publication type:
- Article
15
Multivariate portmanteau tests for weak multiplicative seasonal VARMA models.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2529, doi. 10.1007/s00362-018-1055-4
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- Publication type:
- Article
16
Note on sample quantiles for ordinal data.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2383, doi. 10.1007/s00362-018-1054-5
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- Publication type:
- Article
17
Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2283, doi. 10.1007/s00362-018-1045-6
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- Publication type:
- Article
18
Consistency for wavelet estimator in nonparametric regression model with extended negatively dependent samples.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2331, doi. 10.1007/s00362-018-1050-9
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- Publication type:
- Article
19
Doubly robust augmented-estimating-equations estimation with nonignorable nonresponse data.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2241, doi. 10.1007/s00362-018-1046-5
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- Publication type:
- Article
20
Linearity tests and stochastic trend under the STAR framework.
- Published in:
- Statistical Papers, 2020, v. 61, n. 6, p. 2271, doi. 10.1007/s00362-018-1047-4
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- Publication type:
- Article