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1-6 of 6 reviews |
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The maximum asymptotic bias of S-estimates for regression over the neighborhoods defined by certain special capacities
Ando M., Kimura M. Journal of Multivariate Analysis 90(2): 407-425, 2004. Type: Article
The maximum asymptotic bias of S-estimates for linear regressions evaluated over neighborhoods is defined by certain characteristics. The function of this paper is to derive lower and upper bounds on the maximum bias of an S-estimate o...
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Nov 29 2004 |
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Strong convergence of estimators in nonlinear autoregressive models
Liebscher E. Journal of Multivariate Analysis 84(2): 247-261, 2003. Type: Article
No structural surprises are presented in this paper, which contains main results, a relative application, and proofs. In general, however, the author lets his work do the talking. The author proves rates of strong convergence of
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Aug 27 2003 |
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Approximations to the distribution of the sample correlation matrix
Kollo T., Ruul K. Journal of Multivariate Analysis 85(2): 318-334, 2003. Type: Article
The derivation of multivariate density expansions for a sample correlation matrix R is dealt with in this paper. An introduction discusses the sample correlation matrix; the treatment is standard. This is followed by...
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Aug 20 2003 |
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Wavelet regression estimation in nonparametric mixed effect models
Angelini C., De Canditiis D., Leblanc F. Journal of Multivariate Analysis 85(2): 267-291, 2003. Type: Article
The focus of this paper is the tenet that a nonparametric estimator of a regression function is the best linear unbiased predictor. After a sophisticated and complete introduction of the problem statement, the authors review wavelet th...
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Aug 13 2003 |
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Bayesian graphical model determination using decision theory
Corander J. Journal of Multivariate Analysis 85(2): 253-266, 2003. Type: Article
This is a research contribution in the area of graphical model development and determination. The author presents an interesting approach to Bayesian graphical model determination, based on decision theory axioms. Although similar work...
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Aug 8 2003 |
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Asymptotic theory for multivariate GARCH processes
Comte F., Lieberman O. Journal of Multivariate Analysis 84(1): 61-84, 2003. Type: Article
Strong consistency and asymptotic normality of the quasi-maximum likelihood estimator for multivariate generalized autoregressive conditional heteroskedasticity (GARCH) is proven in this paper. The asymptotic normality is proven under ...
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Jul 31 2003 |
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