CSpace

浏览/检索结果: 共3条,第1-3条 帮助

已选(0)清除 条数/页:   排序方式:
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations 期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 189, 期号: 2, 页码: 313-320
作者:  Chen, Min;  Zhu, Ke
收藏  |  浏览/下载:158/0  |  提交时间:2018/07/30
ARCH-type model  Heavy-tailed innovation  LAD estimator  Model diagnostics  Sign-based portmanteau test  
Choice of weights in FMA estimators under general parametric models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2013, 卷号: 56, 期号: 3, 页码: 443-457
作者:  Zhang XinYu;  Zou GuoHua;  Liang Hua
收藏  |  浏览/下载:93/0  |  提交时间:2021/01/14
REGRESSION  SELECTION  asymptotic optimality  likelihood inference  model averaging  model selection  model selection diagnostics  
Influential observation in the growth curve model with unstructured covariance matrix 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1996, 卷号: 22, 期号: 1, 页码: 71-87
作者:  Pan, JX;  Fang, KT
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
discordant outlier  growth curve model  influential observation  leverage point  statistical diagnostics