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14,687 results on '"Heteroscedasticity"'

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1. Autoencoder-based detector for distinguishing process anomaly and sensor failure.

2. Spurious Correlation Due to Scaling.

3. Quantifying noise effects in optical measures of excited state transport.

4. Asymptotic confidence interval for <italic>R</italic>2 in multiple linear regression.

5. Simplified methods for variance estimation in microbiome abundance count data analysis.

6. Simplified methods for variance estimation in microbiome abundance count data analysis.

7. Detecting and correcting for heteroscedasticity in the presence of measurement error.

8. Critical evaluation and recalculation of current systematic reviews with meta-analysis on the effects of acute and chronic stretching on passive properties and passive peak torque.

9. Threshold Network GARCH Model.

10. Lag order selection for long-run variance estimation in econometrics.

11. A better one stage multiple comparison procedure of several treatment mean lifetimes with the control for exponential distributions under heteroscedasticity.

12. CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY.

13. Time‐varying risk preference and equity risk premium forecasting: The role of the disposition effect.

14. Estimation for conditional moment models based on martingale difference divergence.

15. A new heteroskedasticity‐robust test for explosive bubbles.

16. New Statistical Residuals for Regression Models in the Exponential Family: Characterization, Simulation, Computation, and Applications.

17. Robust Permutation Tests in Linear Instrumental Variables Regression.

18. Inference in mixed models with a mixture of distributions and controlled heteroscedasticity.

19. Testing spatial heteroscedasticity in mixed geographically weighted regression models.

20. New heteroscedasticity-adjusted ridge estimators in linear regression model.

21. Everything, altogether, all at once: Addressing data challenges when measuring speech intelligibility through entropy scores.

22. Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty.

23. Modelling scale effects in rating data: a Bayesian approach.

24. A Truncated Mixture Transition Model for Interval-Valued Time Series.

25. Endogenous Volatility in the Foreign Exchange Market.

26. Identifying Therapeutic Window for the Ratio of Means under Heteroscedasticity.

27. Adaptive analysis of the heteroscedastic multivariate regression modeling.

28. DOES ACCOUNTING COMPARABILITY MATTER TO THE EFFICIENCY OF A FIRM'S INVESTMENT? EVIDENCE FROM CHINA'S A-SHARE MARKET.

29. HAC Covariance Matrix Estimation in Quantile Regression.

30. A note on minimax robustness of designs against correlated or heteroscedastic responses.

31. Evaluating two small-sample corrections for fixed-effects standard errors and inferences in multilevel models with heteroscedastic, unbalanced, clustered data.

32. A GARCH-MIDAS approach to modelling stock returns.

33. GENIUS-MAWII: for robust Mendelian randomization with many weak invalid instruments.

34. Estimation and testing of the factor-augmented panel regression models with missing data.

35. Generalized space time autoregressive integrated autoregressive conditional heteroscedastic (GSTARI-ARCH) modeling with least squares and MLE parameter estimation.

36. Adaptive LASSO with coordinate gradient descent algorithm for M-BEKK-ARCH(q) model.

37. Time series clustering based on latent volatility mixture modeling with applications in finance.

38. Equity Price Risk of Commercial Banks in India.

39. The impact of heterogeneity on the analysis of platform trials with normally distributed outcomes

40. Post-Hoc Tests in One-Way ANOVA: The Case for Normal Distribution

41. Self‐normalization inference for linear trends in cointegrating regressions.

42. A two-sample nonparametric test for one-sided location-scale alternative.

43. Efficient Multiple Change Point Detection and Localization For High-Dimensional Quantile Regression with Heteroscedasticity.

44. Probabilistic interval prediction method based on shape‐adaptive quantile regression.

45. Multiple comparisons of treatment against control under unequal variances using parametric bootstrap.

46. Modeling and forecasting stock return volatility using the HARGARCH model with VIX information.

47. Is the exchange rate exposure puzzle really a puzzle? International evidence.

48. Tests for equal forecast accuracy under heteroskedasticity.

49. A scale-invariant test for linear hypothesis of means in high dimensions.

50. The impact of heterogeneity on the analysis of platform trials with normally distributed outcomes.

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