Search results for "Heteroscedasticity"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
129	Jørgen Lauridsen, Reinhold Kosfeld	Spatial cointegration and heteroscedasticity.	J. Geogr. Syst.	2007	DBLP DOI BibTeX RDF	C40, J60, JEL Classifications C21, C51
67	Bao Rong Chang, Hsiu Fen Tsai	Quantum minimization for adapting ANFIS outputs to its nonlinear generalized autoregressive conditional heteroscedasticity.	Appl. Intell.	2009	DBLP DOI BibTeX RDF	ANFIS/NGARCH composite model, Quantum minimization, Overshoot effect, Volatility clustering, Nonlinear heteroscedasticity, Time-series prediction
67	Bao Rong Chang, Hsiu Fen Tsai	Composite of adaptive support vector regression and nonlinear conditional heteroscedasticity tuned by quantum minimization for forecasts.	Appl. Intell.	2007	DBLP DOI BibTeX RDF	Adaptive support vector regression, Volatility clustering, Nonlinear generalized autoregressive conditional heteroscedasticity, Quantum minimization
53	He Dong-ping	Empirical Research on Chinese Term Structure of Interest Rate Using Polynomial Splines.	CSSE (4)	2008	DBLP DOI BibTeX RDF
45	Bao Rong Chang, Hsiu Fen Tsai	Forecasting Approach Using Hybrid Model ASVR/NGARCH with Quantum Minimization.	ICIC (2)	2007	DBLP DOI BibTeX RDF	adaptive support vector regression, nonlinear generalized autoregressive conditional heteroscedasticity, quantum minimization
45	David Edelman, Thomas Gillespie	The Stochastically Subordinated Poisson Normal Process for Modelling Financial Assets.	Ann. Oper. Res.	2000	DBLP DOI BibTeX RDF	heteroscedasticity, leptokurtic, non-normal, stable, option
40	Bao Rong Chang	Novel Prediction Approach - Quantum-Minimum Adaptation to ANFIS Outputs and Nonlinear Generalized Autoregressive Conditional Heteroscedasticity.	FSKD	2006	DBLP DOI BibTeX RDF
36	Yun Ye, Shufen Liu, Jinyu Li 0004	A Multiclass Machine Learning Approach to Credit Rating Prediction.	ISIP	2008	DBLP DOI BibTeX RDF
36	Erkam Güresen, Gülgün Kayakutlu	Forecasting Stock Exchange Movements Using Artificial Neural Network Models and Hybrid Models.	Intelligent Information Processing	2008	DBLP DOI BibTeX RDF
36	Kaijian He, Chi Xie, Kin Keung Lai	Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model.	ICCS (2)	2008	DBLP DOI BibTeX RDF	Real Estate Market, ARMA-GARCH Model, Wavelet Analysis, Value at Risk
36	Rasool Tahmasbi, Sadegh Rezaei	A Soft Voice Activity Detection Using GARCH Filter and Variance Gamma Distribution.	IEEE Trans. Speech Audio Process.	2007	DBLP DOI BibTeX RDF
36	Bao Rong Chang	Forecasting the Flow of Data Packets in Web Using ANFISCH Predictor Tuned by Segmented Adaptive Support Vector Regression.	CIT	2005	DBLP DOI BibTeX RDF
27	Miao Jiang 0002, Mohammad Ahmad Munawar, Thomas Reidemeister, Paul A. S. Ward	System monitoring with metric-correlation models: problems and solutions.	ICAC	2009	DBLP DOI BibTeX RDF	heteroscedasticity, metric-correlation models, multi-variable correlations, system monitoring
27	David S. Leslie, Robert Kohn, David J. Nott	A general approach to heteroscedastic linear regression.	Stat. Comput.	2007	DBLP DOI BibTeX RDF	Dirichlet process mixture, Heteroscedasticity, Model checking, Density estimation, Variable selection, Nonparametric regression
22	Saima Altaf, Fareeha Rashid, Muhammad Aslam, Sadaf Riasat	A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
22	Miin-Jye Wen, Chun-Che Wen, Wei-Ming Wang	Single-stage sampling procedure for heteroscedasticity in multiple comparisons with a control.	Commun. Stat. Simul. Comput.	2024	DBLP DOI BibTeX RDF
22	Shreyashi Basak, Markus Pauly, Somesh Kumar	Adaptive tests for ANOVA in Fisher-von Mises-Langevin populations under heteroscedasticity.	Comput. Stat.	2024	DBLP DOI BibTeX RDF
22	Szymon Wozniak, Konrad Kowalczyk	Reverberation-Robust Self-Calibration and Synchronization of Distributed Microphone Arrays by Mitigating Heteroscedasticity and Outlier Occurrence in TDoA Measurements.	Sensors	2024	DBLP DOI BibTeX RDF
22	Dodi Devianto, Mutia Yollanda, Maiyastri, Ferra Yanuar	The soft computing FFNN method for adjusting heteroscedasticity on the time series model of currency exchange rate.	Frontiers Appl. Math. Stat.	2023	DBLP DOI BibTeX RDF
22	Carlos Manchini, Raydonal Ospina, Víctor Leiva, Carlos Martín-Barreiro	A new approach to data differential privacy based on regression models under heteroscedasticity with applications to machine learning repository data.	Inf. Sci.	2023	DBLP DOI BibTeX RDF
22	Murilo da Silva, T. N. Sriram, Yuan Ke	Dimension reduction in time series under the presence of conditional heteroscedasticity.	Comput. Stat. Data Anal.	2023	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	One-Stage Multiple Comparisons of the Mean Lifetimes of k Treatments with the Average for Exponential Distributions under Heteroscedasticity.	Axioms	2023	DBLP DOI BibTeX RDF
22	Remal Shaher Al-Gounmeein, Mohd Tahir Ismail	Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions.	Commun. Stat. Simul. Comput.	2023	DBLP DOI BibTeX RDF
22	Changxiao Cai, H. Vincent Poor, Yuxin Chen 0002	Uncertainty Quantification for Nonconvex Tensor Completion: Confidence Intervals, Heteroscedasticity and Optimality.	IEEE Trans. Inf. Theory	2023	DBLP DOI BibTeX RDF
22	Anjana Mondal, Paavo Sattler, Somesh Kumar	Testing against ordered alternatives in a two-way model without interaction under heteroscedasticity.	J. Multivar. Anal.	2023	DBLP DOI BibTeX RDF
22	Haoyang Cheng, Wenquan Cui	Sparse sufficient dimension reduction with heteroscedasticity.	Int. J. Wavelets Multiresolution Inf. Process.	2022	DBLP DOI BibTeX RDF
22	Stanislaus S. Uyanto	Monte Carlo power comparison of seven most commonly used heteroscedasticity tests.	Commun. Stat. Simul. Comput.	2022	DBLP DOI BibTeX RDF
22	Yuzhou Chen, Ran Tao 0012	A new urban change detection method based on the local G and local spatial heteroscedasticity statistics.	Trans. GIS	2022	DBLP DOI BibTeX RDF
22	Charles R. Doss, Edward McFowland	Nonparametric Subset Scanning for Detection of Heteroscedasticity.	J. Comput. Graph. Stat.	2022	DBLP DOI BibTeX RDF
22	Andrew Gill, David J. Warne, Clare McGrory, James M. McGree, Antony M. Overstall	Robust Simulation Design for Generalized Linear Models in Conditions of Heteroscedasticity or Correlation.	WSC	2022	DBLP DOI BibTeX RDF
22	Thomas A. Metzger, Christopher T. Franck	Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection.	Technometrics	2021	DBLP DOI BibTeX RDF
22	Cynthia M. Kroeger, Bridget A Hannon, Tanya M. Halliday, Keisuke Ejima, Margarita Teran-Garcia, Andrew W. Brown	Evidence of misuse of nonparametric tests in the presence of heteroscedasticity within obesity research.	F1000Research	2021	DBLP DOI BibTeX RDF
22	Bin Sun 0007, Liyao Ma, Tao Shen 0003, Renkang Geng, Yuan Zhou, Ye Tian	A Robust Data-Driven Method for Multiseasonality and Heteroscedasticity in Time Series Preprocessing.	Wirel. Commun. Mob. Comput.	2021	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	One stage multiple comparisons with the control for exponential mean lifetimes based on doubly censored samples under heteroscedasticity.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
22	Yuh-Jenn Wu, Li-Hsueh Cheng, Wei-Quan Fang	Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
22	Jun Zhang 0027, Yujie Gai, Bingqing Lin	Detection of marginal heteroscedasticity for partial linear single-index models.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
22	Feng Liu, Weiqing Gao, Jing He, Xinwei Fu, Xinmei Kang	Empirical Likelihood Based Diagnostics for Heteroscedasticity in Semiparametric Varying-Coefficient Partially Linear Models with Missing Responses.	J. Syst. Sci. Complex.	2021	DBLP DOI BibTeX RDF
22	Lyuou Zhang, Wen Zhou, Haonan Wang	A semiparametric latent factor model for large scale temporal data with heteroscedasticity.	J. Multivar. Anal.	2021	DBLP DOI BibTeX RDF
22	Yan-Yong Zhao, Jian-Qiang Zhao, Su-An Qian	A new test for heteroscedasticity in single-index models.	J. Comput. Appl. Math.	2021	DBLP DOI BibTeX RDF
22	Jan Kalina, Petra Vidnerová, Jan Tichavský	A Comparison of Trend Estimators Under Heteroscedasticity.	ICAISC (1)	2021	DBLP DOI BibTeX RDF
22	Jian-Qiang Zhao, Jianquan Li, Yan-Yong Zhao, Junyan He, Waled Khaled	Checking Heteroscedasticity in Partially Linear Single-Index Models Using Pairwise Distance.	IEEE Access	2020	DBLP DOI BibTeX RDF
22	Yu Zhong, Zhongzhan Zhang, Shoumei Li	A Constrained Interval-Valued Linear Regression Model: A New Heteroscedasticity Estimation Method.	J. Syst. Sci. Complex.	2020	DBLP DOI BibTeX RDF
22	Richard B. Francoeur	Data-Mining Homogeneous Subgroups in Multiple Regression When Heteroscedasticity, Multicollinearity, and Missing Variables Confound Predictor Effects.	Adv. Data Sci. Adapt. Anal.	2020	DBLP DOI BibTeX RDF
22	Chen Cheng, Yuting Wei, Yuxin Chen 0002	Inference for linear forms of eigenvectors under minimal eigenvalue separation: Asymmetry and heteroscedasticity.	CoRR	2020	DBLP BibTeX RDF
22	Changxiao Cai, H. Vincent Poor, Yuxin Chen 0002	Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality.	CoRR	2020	DBLP BibTeX RDF
22	Changxiao Cai, H. Vincent Poor, Yuxin Chen 0002	Uncertainty quantification for nonconvex tensor completion: Confidence intervals, heteroscedasticity and optimality.	ICML	2020	DBLP BibTeX RDF
22	Erhard Reschenhofer	Heteroscedasticity-robust estimation of autocorrelation.	Commun. Stat. Simul. Comput.	2019	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	A modified multiple comparisons with a control for exponential location parameters based on doubly censored sample under heteroscedasticity.	Commun. Stat. Simul. Comput.	2019	DBLP DOI BibTeX RDF
22	Waled Khaled, Jin-Guan Lin, Zhong-Cheng Han, Yanyong Zhao, Hongxia Hao	Test for Heteroscedasticity in Partially Linear Regression Models.	J. Syst. Sci. Complex.	2019	DBLP DOI BibTeX RDF
22	Safia Raslain, Fella Hachouf, Soumia Kharfouchi	Using a generalised method of moment approach and 2D-generalised autoregressive conditional heteroscedasticity modelling for denoising ultrasound images.	IET Image Process.	2018	DBLP DOI BibTeX RDF
22	Seyyed Hamed Fouladi, Ilangko Balasingham, Kimmo Kansanen, Tor Audun Ramstad	Blind Source Separation Using Temporal Correlation, Non-Gaussianity and Conditional Heteroscedasticity.	IEEE Access	2018	DBLP DOI BibTeX RDF
22	Wei Huang 0017, Wenwen Jia, Jianhua Guo 0001, Billy M. Williams, Guogang Shi, Yun Wei, Jinde Cao	Real-Time Prediction of Seasonal Heteroscedasticity in Vehicular Traffic Flow Series.	IEEE Trans. Intell. Transp. Syst.	2018	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	Multiple comparisons with the average for exponential location parameters based on doubly censored sample under heteroscedasticity.	Commun. Stat. Simul. Comput.	2018	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	One stage multiple comparisons of k-1 treatment mean lifetimes with the control for exponential distributions under heteroscedasticity.	Commun. Stat. Simul. Comput.	2018	DBLP DOI BibTeX RDF
22	Ahad Malekzadeh, Mahmood Kharrati-Kopaei	Inferences on the common mean of several normal populations under heteroscedasticity.	Comput. Stat.	2018	DBLP DOI BibTeX RDF
22	Kojo Sarfo Gyamfi	Bayes-optimal linear discriminant analysis under heteroscedasticity.		2018	RDF
22	Kojo Sarfo Gyamfi, James Brusey, Andrew Hunt 0001, Elena I. Gaura	Linear classifier design under heteroscedasticity in Linear Discriminant Analysis.	Expert Syst. Appl.	2017	DBLP DOI BibTeX RDF
22	Jan Ámos Vísek	Instrumental weighted variables under heteroscedasticity, Part I - Consistency.	Kybernetika	2017	DBLP DOI BibTeX RDF
22	Jan Ámos Vísek	Instrumental weighted variables under heteroscedasticity, Part II - Numerical study.	Kybernetika	2017	DBLP DOI BibTeX RDF
22	Vishal Maurya, Amar Nath Gill, Aarti Goyal	A new two-stage multiple comparison procedure for comparing several exponential populations with a control under heteroscedasticity.	Comput. Stat. Data Anal.	2017	DBLP DOI BibTeX RDF
22	Reza Hadizadeh, Paria Soleimani	Monitoring simple linear profiles in the presence of generalized autoregressive conditional heteroscedasticity.	Qual. Reliab. Eng. Int.	2017	DBLP DOI BibTeX RDF
22	Jeanette A. Mumford	A comprehensive review of group level model performance in the presence of heteroscedasticity: Can a single model control Type I errors in the presence of outliers?	NeuroImage	2017	DBLP DOI BibTeX RDF
22	Jeanette A. Mumford	Reprint of 'A Comprehensive review of group level model performance in the presence of heteroscedasticity: Can a single model control Type I errors in the presence of outliers?'.	NeuroImage	2017	DBLP DOI BibTeX RDF
22	Anil Dolgun, Haydar Demirhan	Performance of nonparametric multiple comparison tests under heteroscedasticity, dependency, and skewed error distribution.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	Multiple comparisons of exponential location parameters with a control based on doubly censored sample under heteroscedasticity.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
22	Keunbaik Lee, Hyejin Song, Jae Keun Yoo	Dimension test approach of heteroscedasticity in the linear model.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
22	Akio Namba	Bootstrap test for a structural break under possible heteroscedasticity.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
22	Amar Nath Gill, Anju Goyal, Vishal Maurya	Simultaneous inferences for ordered exponential location parameters under unbalanced data and heteroscedasticity of scale parameters.	Commun. Stat. Simul. Comput.	2017	DBLP DOI BibTeX RDF
22	Kojo Sarfo Gyamfi, James Brusey, Andrew Hunt 0001, Elena I. Gaura	Linear classifier design under heteroscedasticity in Linear Discriminant Analysis.	CoRR	2017	DBLP BibTeX RDF
22	Frank J. Fabozzi, Tommaso Paletta, Radu Tunaru	An improved least squares Monte Carlo valuation method based on heteroscedasticity.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
22	Piotr Kokoszka, Gregory Rice, Han Lin Shang	Inference for the autocovariance of a functional time series under conditional heteroscedasticity.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
22	Xinbing Kong, Zhi Liu 0005, Peng Zhao, Wang Zhou	SURE estimates under dependence and heteroscedasticity.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
22	Hyunkeun Cho, Seonjin Kim, Mi-Ok Kim	Multiple quantile regression analysis of longitudinal data: Heteroscedasticity and efficient estimation.	J. Multivar. Anal.	2017	DBLP DOI BibTeX RDF
22	Sotirios P. Chatzis	Recurrent latent variable conditional heteroscedasticity.	ICASSP	2017	DBLP DOI BibTeX RDF
22	Keiichi Ito, Ivo Couckuyt, Silvia Poles, Tom Dhaene	Variance-based interaction index measuring heteroscedasticity.	Comput. Phys. Commun.	2016	DBLP DOI BibTeX RDF
22	Xuehu Zhu, Fei Chen 0004, Xu Guo, Lixing Zhu	Heteroscedasticity testing for regression models: A dimension reduction-based model adaptive approach.	Comput. Stat. Data Anal.	2016	DBLP DOI BibTeX RDF
22	Aidan O'Sullivan, Francisco C. Pereira, Jinhua Zhao, Harilaos N. Koutsopoulos	Uncertainty in Bus Arrival Time Predictions: Treating Heteroscedasticity With a Metamodel Approach.	IEEE Trans. Intell. Transp. Syst.	2016	DBLP DOI BibTeX RDF
22	Liwen Xu, Kaiyi Qu, Mixia Wu, Bo Mei, Ranran Chen	Parametric Bootstrap Tests for Unbalanced Three-factor Nested Designs under Heteroscedasticity.	Commun. Stat. Simul. Comput.	2016	DBLP DOI BibTeX RDF
22	Alan Herschtal, Farshad Foroudi, Tomas Kron, Kerrie L. Mengersen	A Comparison of Bayesian Models of Heteroscedasticity in Nested Normal Data.	Commun. Stat. Simul. Comput.	2016	DBLP DOI BibTeX RDF
22	Liwen Xu, Lingli Yuan	A Parametric Bootstrap Solution to Two-way MANOVA without Interaction under Heteroscedasticity: Fixed and Mixed Models.	Commun. Stat. Simul. Comput.	2016	DBLP DOI BibTeX RDF
22	Wentao Xia, Wei Xiong, Maozai Tian	Heteroscedasticity Detection and Estimation with Quantile Difference Method.	J. Syst. Sci. Complex.	2016	DBLP DOI BibTeX RDF
22	Yue-Shiang Liu, Shun-Feng Su, Ming-Chang Chen, Jin-Tsong Jeng	Improved radial basis function network for the heteroscedasticity noises.	FUZZ-IEEE	2016	DBLP DOI BibTeX RDF
22	Wenjing Wang, Xi Chen 0040	The effects of estimation of heteroscedasticity on stochastic kriging.	WSC	2016	DBLP DOI BibTeX RDF
22	Igor V. Nikiforov	Asymptotic detection of incipient faults in the case of nonlinear heteroscedasticity and the calibration of measurement systems.	IECON	2016	DBLP DOI BibTeX RDF
22	Liwen Xu, Fangqin Yang, Ranran Chen, Shenghua Yu	A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity.	Commun. Stat. Simul. Comput.	2015	DBLP DOI BibTeX RDF
22	James B. McDonald, Hieu Nguyen	Heteroscedasticity and Distributional Assumptions in the Censored Regression Model.	Commun. Stat. Simul. Comput.	2015	DBLP DOI BibTeX RDF
22	Jingwei Liu, Yi Liu, Meizhi Xu	Parameter Estimation of Jelinski-Moranda Model Based on Weighted Nonlinear Least Squares and Heteroscedasticity.	CoRR	2015	DBLP BibTeX RDF
22	Xuehu Zhu, Xu Guo, Lu Lin, Lixing Zhu	Heteroscedasticity checks for single index models.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
22	Takayuki Yamada, Tetsuto Himeno	Testing homogeneity of mean vectors under heteroscedasticity in high-dimension.	J. Multivar. Anal.	2015	DBLP DOI BibTeX RDF
22	Igor V. Nikiforov	Asymptotically Efficient Estimation of a Nonlinear Model of the Heteroscedasticity and the Calibration of Measurement Systems.	IEEE Trans. Signal Process.	2015	DBLP DOI BibTeX RDF
22	Obaid Malik, Siddhartha Ghosh, Alex Rogers	A Noise Scaled Semi Parametric Gaussian Process Model for Real Time Water Network Leak Detection in the Presence of Heteroscedasticity.	AAAI Workshop: Computational Sustainability	2015	DBLP BibTeX RDF
22	Norbert Gaffke, Ulrike Graßhoff, Rainer Schwabe	Algorithms for approximate linear regression design with application to a first order model with heteroscedasticity.	Comput. Stat. Data Anal.	2014	DBLP DOI BibTeX RDF
22	Muhammad Aslam	Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors.	Commun. Stat. Simul. Comput.	2014	DBLP DOI BibTeX RDF
22	Ahad Malekzadeh, Mahmood Kharrati-Kopaei, S. M. Sadooghi-Alvandi	Comparing exponential location parameters with several controls under heteroscedasticity.	Comput. Stat.	2014	DBLP DOI BibTeX RDF
22	Rand R. Wilcox, Florence Clark	Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity.	Comput. Stat.	2014	DBLP DOI BibTeX RDF
22	Si-Lian Shen, Jian-Ling Cui, Chun-Wei Wang	Testing Heteroscedasticity in Nonparametric Regression Based on Trend Analysis.	J. Appl. Math.	2014	DBLP DOI BibTeX RDF
22	Amir Mahram, Mahrokh G. Shayesteh	Blind wideband spectrum sensing in cognitive radio networks based on direction of arrival estimation model and generalised autoregressive conditional heteroscedasticity noise modelling.	IET Commun.	2014	DBLP DOI BibTeX RDF
22	Emmanouil A. Platanios, Sotirios P. Chatzis	Gaussian Process-Mixture Conditional Heteroscedasticity.	IEEE Trans. Pattern Anal. Mach. Intell.	2014	DBLP DOI BibTeX RDF
22	Seyed Kamran Ghoreishi, Mohammad Reza Meshkani	On SURE estimates in hierarchical models assuming heteroscedasticity for both levels of a two-level normal hierarchical model.	J. Multivar. Anal.	2014	DBLP DOI BibTeX RDF
22	Shu-Fei Wu	One stage multiple comparisons with the average for exponential location parameters under heteroscedasticity.	Comput. Stat. Data Anal.	2013	DBLP DOI BibTeX RDF