Tag: Statistics and Risk Management

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A class of semi-parametric probability weighted moment estimators

2013, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Caeiro,F;Gomes,MI

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Reduced Bias and Threshold Choice in the Extremal Index Estimation through Resampling Techniques

2013, 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), Gomes,DP;Neves,M

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Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications

2013, , Lita da Silva,J;Caeiro,F;Nat√°rio,I;Braumann,CA

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The Exact Distribution of the Likelihood Ratio Test Statistic used to Test Simultaneously the Equality of Means and Circularity of the Covariance Matrix

2013, 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), Coelho,CA;Marques,FJ;Oliveira,S

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On a continuous-time stock price model with two mean reverting regimes

2013, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Mota,PP

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Preface of the “second symposium on statistical inference in linear models”

2013, AIP Conference Proceedings, Carvalho,F

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Generalized F tests in models with random perturbations: The truncated normal case

2013, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Nunes,C;Ferreira,D;Ferreira,S;Mexia,JT

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ANOVA with Random Sample Sizes: An Application to a Brazilian Database on Cancer Registries

2013, 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), Nunes,C;Capistrano,G;Ferreira,D;Ferreira,SS

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Simulation study of the calibration technique in the extremal index estimation

2013, Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies, Gomes,DP;Mexia,JT;Neves,MM

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Models with Homoscedastic Orthogonal Partition, BQUE and Mixed Models

2013, 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), Carvalho,F;Covas,R

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