Heteroskedasticity-Consistent Covariance Matrix Estimator - Articles

Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points (Articles)

Esra Şimşek, Mehmet Orhan

Theoretical Economics Letters Vol.6 No.4, July 28, 2016

DOI: 10.4236/tel.2016.64071 2,749 Downloads 5,184 Views Citations
This article belongs to the Special Issue on Advances in Econometrics
Portfolio Optimization of Some Stocks on the Ghana Stock Exchange Using the Markowitz Mean-Variance Approach (Articles)

Anuwoje Ida Logubayom, Togborlo Annani Victor

Journal of Financial Risk Management Vol.8 No.1, March 22, 2019

DOI: 10.4236/jfrm.2019.81003 1,736 Downloads 4,490 Views Citations
More on the Preliminary Test Stochastic Restricted Liu Estimator in Linear Regression Model (Articles)

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.5 No.4, June 29, 2015

DOI: 10.4236/ojs.2015.54035 2,647 Downloads 4,055 Views Citations
On the Covariance of Regression Coefficients (Articles)

Pantelis G. Bagos, Maria Adam

Open Journal of Statistics Vol.5 No.7, December 17, 2015

DOI: 10.4236/ojs.2015.57069 6,947 Downloads 11,211 Views Citations
Generalised Wald Type Test of Nonlinear Restrictions (Articles)

Zaka Ratsimalahelo

Open Access Library Journal Vol.4 No.9, September 27, 2017

DOI: 10.4236/oalib.1103923 844 Downloads 2,839 Views Citations
Testing the Equality Hypothesis on a Cross-Covariance Matrix (Articles)

Xiaomei Chen, Shibin Zhang

Open Access Library Journal Vol.6 No.8, August 12, 2019

DOI: 10.4236/oalib.1105584 525 Downloads 1,857 Views Citations
Covariance Matrix Learning Differential Evolution Algorithm Based on Correlation (Articles)

Sainan Yuan, Quanxi Feng

International Journal of Intelligence Science Vol.11 No.1, December 15, 2020

DOI: 10.4236/ijis.2021.111002 571 Downloads 1,582 Views Citations
A New Stochastic Restricted Liu Estimator for the Logistic Regression Model (Articles)

Weibing Zuo, Yingli Li

Open Journal of Statistics Vol.8 No.1, February 1, 2018

DOI: 10.4236/ojs.2018.81003 1,169 Downloads 2,909 Views Citations
Modelling of Pre-Sex Selection: An Effective Method for Family Planning and Control of Overpopulation (Articles)

Harrison O. Amuji, Cecilia N. Aronu, Obioma G. Onukwube, Chinemerem Igboanusi

Open Journal of Optimization Vol.10 No.2, June 17, 2021

DOI: 10.4236/ojop.2021.102003 351 Downloads 2,166 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4, December 11, 2020

DOI: 10.4236/jfrm.2020.94026 914 Downloads 2,423 Views Citations
Improvement of the Preliminary Test Estimator When Stochastic Restrictions are Available in Linear Regression Model (Articles)

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.3 No.4, August 16, 2013

DOI: 10.4236/ojs.2013.34033 14,583 Downloads 42,773 Views Citations
Using position specific scoring matrix and auto covariance to predict protein subnuclear localization (Articles)

Rong-Quan Xiao, Yan-Zhi Guo, Yu-Hong Zeng, Hai-Feng Tan, Hai-Feng Tan, Xue-Mei Pu, Meng-Long Li

Journal of Biomedical Science and Engineering Vol.2 No.1, February 13, 2009

DOI: 10.4236/jbise.2009.21009 6,147 Downloads 11,541 Views Citations
High Dimensionality Effects on the Efficient Frontier: A Tri-Nation Study (Articles)

Rituparna Sen, Pulkit Gupta, Debanjana Dey

Journal of Data Analysis and Information Processing Vol.4 No.1, February 15, 2016

DOI: 10.4236/jdaip.2016.41002 4,085 Downloads 6,001 Views Citations
Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria (Articles)

Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo

Journal of Mathematical Finance Vol.6 No.4, October 11, 2016

DOI: 10.4236/jmf.2016.64041 11,082 Downloads 25,165 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
The Coordinate-Free Prediction in Finite Populations with Correlated Observations (Articles)

Silvia N. Elian

Open Journal of Statistics Vol.7 No.2, April 20, 2017

DOI: 10.4236/ojs.2017.72014 1,413 Downloads 2,285 Views Citations
Constructing Confidence Regions for Autoregressive-Model Parameters (Articles)

Jan Vrbik

Applied Mathematics Vol.14 No.10, October 31, 2023

DOI: 10.4236/am.2023.1410042 228 Downloads 719 Views Citations
Optimal Estimation of High-Dimensional Covariance Matrices with Missing and Noisy Data (Articles)

Meiyin Wang, Wanzhou Ye

Advances in Pure Mathematics Vol.14 No.4, April 15, 2024

DOI: 10.4236/apm.2024.144013 237 Downloads 928 Views Citations
Performance of Existing Biased Estimators and the Respective Predictors in a Misspecified Linear Regression Model (Articles)

Manickavasagar Kayanan, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.7 No.5, October 31, 2017

DOI: 10.4236/ojs.2017.75062 1,202 Downloads 2,668 Views Citations
Reduction of Systematic Error in Radiopharmaceutical Activity by Entropy Based Mutual Information (Articles)

Palliyakarany T. K. Kumar, Toshikazu Takeda

World Journal of Nuclear Science and Technology Vol.2 No.1, December 31, 2011

DOI: 10.4236/wjnst.2012.21001 4,488 Downloads 8,126 Views Citations
Estimation of a Linear Model in Terms of Intra-Class Correlations of the Residual Error and the Regressors (Articles)

Juha Lappi

Open Journal of Statistics Vol.12 No.2, April 13, 2022

DOI: 10.4236/ojs.2022.122013 280 Downloads 1,099 Views Citations

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