Zobrazeno 1 - 10
of 92
pro vyhledávání: '"MAZUR, STEPAN"'
Publikováno v:
In Econometrics and Statistics July 2024 31:66-80
With uncertain changes of the economic environment, macroeconomic downturns during recessions and crises can hardly be explained by a Gaussian structural shock. There is evidence that the distribution of macroeconomic variables is skewed and heavy ta
Externí odkaz:
http://arxiv.org/abs/2105.11182
Publikováno v:
In Journal of Economic Dynamics and Control January 2023 146
In this paper we investigate the parametric inference for the linear fractional stable motion in high and low frequency setting. The symmetric linear fractional stable motion is a three-parameter family, which constitutes a natural non-Gaussian analo
Externí odkaz:
http://arxiv.org/abs/1802.06373
Publikováno v:
In Finance Research Letters May 2022 46 Part A
We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the discriminant function
Externí odkaz:
http://arxiv.org/abs/1705.02826
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
In this paper we consider the product of a singular Wishart random matrix and a singular normal random vector. A very useful stochastic representation is derived for this product, using which the characteristic function of the product and its asympto
Externí odkaz:
http://arxiv.org/abs/1611.03042
Publikováno v:
Scandinavian Journal of Statistics, 46: 636-660, 2019
In this paper we consider the asymptotic distributions of functionals of the sample covariance matrix and the sample mean vector obtained under the assumption that the matrix of observations has a matrix-variate location mixture of normal distributio
Externí odkaz:
http://arxiv.org/abs/1602.05522
Publikováno v:
In Statistics and Probability Letters April 2025 219