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Keyword Search Criteria: Heteroscedasticity returned 7 record(s)
Sunday, 07/30/2017
Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present
Xinghua Zheng, HKUST; Xinxin Yang, HKUST; Jiaqi Chen, Harbin Institute of Technology; Hua Li, Chang Chun University
5:20 PM

Monday, 07/31/2017
Comparison of Model selction and Averaging for Collaborative Studies
Andrew Rukhin
8:35 AM

Shape Testing in Quantile Varying Coefficient Models with Heteroscedastic Error
Mohammed Abdulkerim Ibrahim, Censtat, I-BioStat, Universiteit Hasselt; Irène Gijbels, Department of Mathematics and Leuven Statistics Research Center (LStat), KU Leuven; Anneleen Verhasselt, Censtat, I-BioStat, Universiteit Hasselt
9:20 AM

Modeling Heterogeneous Variance-Covariance Components in Two-Level Models
George Leckie, University of Bristol; Robert French, University of Bristol; Chris Charlton, University of Bristol; William Browne, University of Bristol
2:55 PM

Wednesday, 08/02/2017
An Investigation of Conditional Heteroscedasticity Structural Change in S&P 500 Returns
Jinyu Du; V A Samaranayake, Missouri University of Science and Technology


A New Approach on Simultaneous Statistical Inference in the Presence of Heteroscedasticity
Meng Li, The Ohio State University; Steven MacEachern, The Ohio State University


Bayesian Model Selection in the Presence of Heteroscedasticity in Linear Models
Thomas Metzger, Virginia Tech; Christopher T. Franck, Virginia Tech Department of Statistics
11:35 AM

 
 
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