✦ LIBER ✦

Generalized Inference for a Class of Linear Models Under Heteroscedasticity

✍ Scribed by Xiong, Shifeng; Mu, Weiyan; Xu, Xingzhong

Book ID: 126611526
Publisher: Taylor and Francis Group
Year: 2008
Tongue: English
Weight: 145 KB
Volume: 37
Category: Article
ISSN: 0361-0926
DOI: 10.1080/03610920701642311

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Inference for repeated measures models u

Inference for repeated measures models under heteroscedasticity

✍ Weiyan Mu, Xingzhong Xu 📂 Article 📅 2012 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 216 KB

Likelihood inference for a class of late

Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities

✍ Francesco Bartolucci 📂 Article 📅 2006 🏛 Blackwell Publishing 🌐 English ⚖ 606 KB

A large class of models derived from gen

A large class of models derived from generalized linear models

✍ John A. Nelder 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 74 KB 👁 2 views

Generalized linear models may be extended in several ways. This paper describes five such extensions: (i) generalized additive models; (ii) the use of quasi-likelihood; (iii) joint modelling of mean and dispersion; (iv) introduction of extra random components to give hierarchical generalized linear

Bayesian inference for generalized linea

Bayesian inference for generalized linear mixed models of portfolio credit risk

✍ Alexander J. McNeil; Jonathan P. Wendin 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 455 KB

A New Class of Multivariate Skew Densiti

A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models

✍ Bauwens, Luc; Laurent, Sébastien 📂 Article 📅 2005 🏛 American Statistical Association 🌐 English ⚖ 245 KB

Inference for a Class of Transformed Haz

Inference for a Class of Transformed Hazards Models

✍ Zeng, Donglin; Yin, Guosheng; Ibrahim, Joseph G 📂 Article 📅 2005 🏛 American Statistical Association 🌐 English ⚖ 300 KB