中国科学院机构知识库网格系统: 检索

浏览/检索结果: 共5条，第1-5条

帮助

条数/页：排序方式：
	NEW EFFICIENT AND ROBUST ESTIMATION IN VARYING-COEFFICIENT MODELS WITH HETEROSCEDASTICITY 期刊论文 OAI收割 STATISTICA SINICA, 2012, 卷号: 22, 期号: 3, 页码: 1075-1101 作者: Guo, Jie; Tian, Maozai; Zhu, Kai 收藏 \| 浏览/下载：22/0 \| 提交时间：2016/11/25 Goodness-of-fit test heteroscedasticity local composite quantile regression plug-in bandwidth selector varying-coefficient models
	Testing heteroscedasticity in partially linear models with missing covariates 期刊论文 OAI收割 JOURNAL OF NONPARAMETRIC STATISTICS, 2011, 卷号: 23, 期号: 2, 页码: 321-337 作者: Liu, Xiaohui; Wang, Zhizhong; Hu, Xuemei \| 收藏 \| 浏览/下载：17/0 \| 提交时间：2018/07/30 partially linear model heteroscedasticity test missing at random empirical likelihood ratio
	A simple multivariate ARCH model specified by random coefficients 期刊论文 OAI收割 COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 卷号: 51, 期号: 3, 页码: 1779-1802 作者: Fong, P. W.; Li, W. K.; An, Hong-Zhi \| 收藏 \| 浏览/下载：16/0 \| 提交时间：2018/07/30 likelihood ratio test maximum likelihood estimation multivariate autoregressive conditional heteroscedasticity nonconstant correlation random coefficient model Hadamard product star product
	A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models 期刊论文 OAI收割 CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2001, 卷号: 29, 期号: 4, 页码: 649-666 作者: Chen, M; Chen, GM \| 收藏 \| 浏览/下载：19/0 \| 提交时间：2018/07/30 conditional heteroscedasticity nonparametric test threshold autoregressive model
	A test of conditional heteroscedasticity in time series 期刊论文 OAI收割 SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1999, 卷号: 42, 期号: 1, 页码: 26-37 作者: Chen, M; An, HZ \| 收藏 \| 浏览/下载：14/0 \| 提交时间：2018/07/30 nonlinear time series model the conditional heteroscedasticity hypothesis test