Heteroskedasticity-Consistent Covariance Matrix Estimator - Articles

A Hausman Type Test for Differences between Least Squares and Robust Time Series Factor Model Betas (Articles)

Tatiana A. Maravina, R. Douglas Martin

Journal of Mathematical Finance Vol.12 No.2, May 30, 2022

DOI: 10.4236/jmf.2022.122023 378 Downloads 1,893 Views Citations
Outlier Detection Based on Robust Mahalanobis Distance and Its Application (Articles)

Xu Li, Songren Deng, Lifang Li, Yunchuan Jiang

Open Journal of Statistics Vol.9 No.1, January 24, 2019

DOI: 10.4236/ojs.2019.91002 2,462 Downloads 11,730 Views Citations
A Test for Joint Market Efficiency from an Investor’s Perspective (Articles)

Lakshmi Viswanathan, S. Maheswaran, G. Balasubramanian

Theoretical Economics Letters Vol.9 No.5, June 20, 2019

DOI: 10.4236/tel.2019.95098 656 Downloads 1,683 Views Citations
This article belongs to the Special Issue on Economic Efficiency
Galilean-Like Transformation Allowed by General Covariance and Consistent with Special Relativity (Articles)

Frank R. Tangherlini

Journal of Modern Physics Vol.5 No.5, March 28, 2014

DOI: 10.4236/jmp.2014.55033 6,551 Downloads 9,028 Views Citations
On DFT Molecular Simulation for Non-Adaptive Kernel Approximation (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.4 No.6, June 18, 2014

DOI: 10.4236/ampc.2014.46013 2,604 Downloads 3,872 Views Citations
Erratum to “On DFT Molecular Simulation for Non-Adaptive Kernel Approximation” [Advances in Materials Physics and Chemistry Vol. 4 No. 6 (June 2014) 105-115] (Articles)

Maharavo Randrianarivony

Advances in Materials Physics and Chemistry Vol.5 No.3, March 6, 2015

DOI: 10.4236/ampc.2015.53012 2,027 Downloads 3,381 Views Citations
A Generalized Inequality for Covariance and Its Applications (Articles)

Shiyou Lin, Yuanyuan Chen

Applied Mathematics Vol.9 No.9, September 28, 2018

DOI: 10.4236/am.2018.99073 1,197 Downloads 2,939 Views Citations
A New Estimator Using Auxiliary Information in Stratified Adaptive Cluster Sampling (Articles)

Nipaporn Chutiman, Monchaya Chiangpradit, Sujitta Suraphee

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

DOI: 10.4236/ojs.2013.34032 3,817 Downloads 6,482 Views Citations
Optimal Generalized Biased Estimator in Linear Regression Model (Articles)

Sivarajah Arumairajan, Pushpakanthie Wijekoon

Open Journal of Statistics Vol.5 No.5, August 5, 2015

DOI: 10.4236/ojs.2015.55042 3,097 Downloads 4,817 Views Citations
Influence Functions for Risk and Performance Estimators (Articles)

Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111002 988 Downloads 3,556 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Bayes Shrinkage Minimax Estimation in Inverse Gaussian Distribution (Articles)

Gyan Prakash

Applied Mathematics Vol.2 No.7, July 12, 2011

DOI: 10.4236/am.2011.27111 14,549 Downloads 38,071 Views Citations
Estimation of Location Parameter from Two Biased Samples (Articles)

Leonid I. Piterbarg

Applied Mathematics Vol.4 No.9, August 30, 2013

DOI: 10.4236/am.2013.49171 4,388 Downloads 6,282 Views Citations
An Overview of Principal Component Analysis (Articles)

Sasan Karamizadeh, Shahidan M. Abdullah, Azizah A. Manaf, Mazdak Zamani, Alireza Hooman

Journal of Signal and Information Processing Vol.4 No.3B, October 17, 2013

DOI: 10.4236/jsip.2013.43B031 18,748 Downloads 35,311 Views Citations
Mean-Variance Portfolio Choice with Uncertain Variance-Covariance Matrix (Articles)

Wei Guo, Yichao Wang, Danping Qiu

Journal of Financial Risk Management Vol.9 No.2, April 23, 2020

DOI: 10.4236/jfrm.2020.92004 1,222 Downloads 3,438 Views Citations
Evaluation of Multiplicative Weight of Covariance Matrix on Hybrid Data Assimilation Schemes (Articles)

Pedro M. González-Jardines, Maibys Sierra-Lorenzo, Adrián L. Ferrer-Hernández

Atmospheric and Climate Sciences Vol.13 No.2, April 27, 2023

DOI: 10.4236/acs.2023.132015 723 Downloads 1,423 Views Citations
Evaluation of Candidate Predictors for Seasonal Precipitation Forecasting (Articles)

Pedro M. González-Jardines, Maibys Sierra-Lorenzo, Adrián L. Ferrer-Hernández, Arnoldo Bezanilla-Morlot

Atmospheric and Climate Sciences Vol.13 No.4, October 25, 2023

DOI: 10.4236/acs.2023.134031 713 Downloads 1,373 Views Citations
General Maxwell Theory of Fields (3): Lorentz Covariance, Quantization and Gauge Transformation (Articles)

Yougang Feng

Journal of High Energy Physics, Gravitation and Cosmology Vol.12 No.2, February 2, 2026

DOI: 10.4236/jhepgc.2026.122034 70 Downloads 316 Views Citations
Shrinkage Estimation in the Random Parameters Logit Model (Articles)

Tong Zeng, R. Carter Hill

Open Journal of Statistics Vol.6 No.4, August 23, 2016

DOI: 10.4236/ojs.2016.64056 2,646 Downloads 4,911 Views Citations
Nonparametric Demand Forecasting with Right Censored Observations (Articles)

Bin ZHANG, Zhongsheng HUA

Journal of Software Engineering and Applications Vol.2 No.4, November 27, 2009

DOI: 10.4236/jsea.2009.24033 6,486 Downloads 11,370 Views Citations
A Note on Spline Estimator of Unknown Probability Density Function (Articles)

Muhanmadjon S. Muminov, Kh. Soatov

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13019 4,358 Downloads 7,963 Views Citations

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