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Resultats globals: 3 registres trobats en 0.02 segons.
Articles, 3 registres trobats
Articles 3 registres trobats  
1.
28 p, 2.6 MB Detecting outliers in multivariate volatility models : a wavelet procedure / Grané, Aurea (Universidad Carlos III de Madrid. Departamento de Estadística) ; Martín-Barragán, Belén (University of Edinburgh Business Schoo) ; Veiga, Helena (Instituto Universitario de Lisboa)
It is well known that outliers can affect both the estimation of parameters and volatilities when fitting a univariate GARCH-type model. Similar biases and impacts are expected to be found on correlation dynamics in the context of multivariate time series. [...]
2019 - 10.2436/20.8080.02.89
SORT : statistics and operations research transactions, Vol. 43 Núm. 2 (July-December 2019) , p. 289-316  
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2.
20 p, 266.7 KB Goodness-of-fit test for randomly censored data based on maximum correlation / Strzalkowska-Kominiak, Ewa (Cracow University of Technology (Polònia). Mathematical Institute) ; Grané, Aurea (Universidad Carlos III de Madrid. Departamento de Estadística)
In this paper we study a goodness-of-fit test based on the maximum correlation coefficient, in the context of randomly censored data. We construct a new test statistic under general right- censoring and prove its asymptotic properties. [...]
2017 - 10.2436/20.8080.02.54
SORT : statistics and operations research transactions, Vol. 41 Núm. 1 (January-June 2017) , p. 119-138 (Articles)  
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3.
34 p, 293.5 KB A test for normality based on the empirical distribution function / Torabi, Hamzeh (Yazd University (Iran). Statistics Department) ; Montazeri, Narges H. (Yazd University (Iran). Statistics Department) ; Grané, Aurea (Universidad Carlos III de Madrid. Departamento de Estadística)
In this paper, a goodness-of-fit test for normality based on the comparison of the theoretical and empirical distributions is proposed. Critical values are obtained via Monte Carlo for several sample sizes and different significance levels. [...]
2016
SORT : statistics and operations research transactions, Vol. 40 Núm. 1 (January-June 2016) , p. 55-88 (Articles)  
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