Zobrazeno 1 - 10
of 36
pro vyhledávání: '"rank testing"'
Autor:
Gill, Len, Lewbel, Arthur
Publikováno v:
Journal of the American Statistical Association, 1992 Sep 01. 87(419), 766-776.
Externí odkaz:
https://www.jstor.org/stable/2290214
Publikováno v:
IET Biometrics
IET Biometrics, The Institution of Engineering and Technology, 2020, 9 (4), pp.143-153. ⟨10.1049/iet-bmt.2019.0103⟩
IET Biometrics, The Institution of Engineering and Technology, 2020, 9 (4), pp.143-153. ⟨10.1049/iet-bmt.2019.0103⟩
International audience; Several human being traits can be used as a robust and distinctive identifier for a given person. The palm region of the hand is one of these features that researchers in biometric fields have given a huge consideration in rec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b4387b38bf9eee5ab438da159d66500
https://hal-univ-bourgogne.archives-ouvertes.fr/hal-02889123
https://hal-univ-bourgogne.archives-ouvertes.fr/hal-02889123
Akademický článek
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Autor:
Mark Podolskij, Tobias Fissler
Publikováno v:
Bernoulli 23, no. 4B (2017), 3021-3066
Fissler, T & Podolskij, M 2014 ' Testing the maximal rank of the volatility process for continuous diffusions observed with noise ' Institut for Økonomi, Aarhus Universitet, Aarhus .
Fissler, T & Podolskij, M 2017, ' Testing the maximal rank of the volatility process for continuous diffusions observed with noise ', Bernoulli, vol. 23, no. 4B, pp. 3021-3066 .
Fissler, T & Podolskij, M 2014 ' Testing the maximal rank of the volatility process for continuous diffusions observed with noise ' Institut for Økonomi, Aarhus Universitet, Aarhus .
Fissler, T & Podolskij, M 2017, ' Testing the maximal rank of the volatility process for continuous diffusions observed with noise ', Bernoulli, vol. 23, no. 4B, pp. 3021-3066 .
In this paper, we present a test for the maximal rank of the volatility process in continuous diffusion models observed with noise. Such models are typically applied in mathematical finance, where latent price processes are corrupted by microstructur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7b22d15d3e011232e2b7cf5a1747a36
http://projecteuclid.org/euclid.bj/1495505084
http://projecteuclid.org/euclid.bj/1495505084
Autor:
Majid M. Al-Sadoon
This paper demonstrates that all rank test statistics are functions of implicit null space estimators. The paper proposes a novel theory of null space estimation that allows for standard asymptotics, polynomial regressions, and cointegration asymptot
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::29308fc961d9145332dc030382cda4a4
https://econ-papers.upf.edu/papers/1411.pdf
https://econ-papers.upf.edu/papers/1411.pdf
Akademický článek
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Autor:
Al-Sadoon, Majid M.
Publikováno v:
Recercat. Dipósit de la Recerca de Catalunya
instname
Repositorio Digital de la UPF
Universitat Pompeu Fabra
instname
Repositorio Digital de la UPF
Universitat Pompeu Fabra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::d5b93f7008ee93c982cc989a4af0ba20
http://hdl.handle.net/10230/25127
http://hdl.handle.net/10230/25127
Autor:
Al-Sadoon, Majid M.
Publikováno v:
Repositorio Digital de la UPF
Universitat Pompeu Fabra
Recercat. Dipósit de la Recerca de Catalunya
instname
Universitat Pompeu Fabra
Recercat. Dipósit de la Recerca de Catalunya
instname
This paper develops an approach to rank testing that nests all existing rank tests andsimplifies their asymptotics. The approach is based on the fact that implicit in every ranktest there are estimators of the null spaces of the matrix in question. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::634143ea1ec19b0da8d7bcac632cecd4
https://hdl.handle.net/10230/22019
https://hdl.handle.net/10230/22019
Autor:
Marco Marozzi
The multisample version of the Cucconi rank test for the two-sample location-scale problem is proposed. Even though little known, the Cucconi test is of interest for several reasons. The test is compared with some Lepage-type tests. It is shown that
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b005f17b2a9527ee87bb9cb35424942
http://hdl.handle.net/10278/3664956
http://hdl.handle.net/10278/3664956
Autor:
Bas Donkers, Marcia M. A. Schafgans
We propose an easy to use derivative based two-step estimation procedure for semi-parametric index models. In the first step various functionals involving the derivatives of the unknown function are estimated using nonparametric kernel estimators. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0e86b47bde62445dd4ace6fec7edccbc
http://sticerd.lse.ac.uk/dps/em/em493.pdf
http://sticerd.lse.ac.uk/dps/em/em493.pdf