In this paper, the constrained M-estimation of the regression coefficients and scatter parameters in a multivariate linear regression model is considered. Robustness and asymptotic behavior are ...
The exponentially weighted moving average (EWMA) model is a particular modeling scheme, supported by RiskMetrics, that is capable of forecasting the current level of volatility of financial time ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 7, No. 2 (1979), pp. 159-167 (9 pages) Let f be an unknown possibly multimodal density on Rd and let X1,X2,... be a ...
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