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Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 07/2011, Volume 40, Issue 7, pp. 957 - 977
This study investigated the cross-markets price changes, volatility, and shock transmission mechanism among gasoline, crude oil, and diesel spot markets. An... 
Multivariate ARCH | Value at risk | 62-XX | Energy market | 91B84 | PRICES | CONDITIONAL CORRELATION | STATISTICS & PROBABILITY | MODEL | INFERENCE | RATES | TRANSMISSION | DEMAND | OIL | COINTEGRATION | VOLATILITY | Studies | Economic models | Nonlinear dynamics | Algorithms | Computer simulation | Volatility | Markets | Risk | Diesel | Optimization
Journal Article
Combustion Theory and Modelling, ISSN 1364-7830, 11/2010, Volume 14, Issue 6, pp. 855 - 874
Journal Article
Journal of Biopharmaceutical Statistics, ISSN 1054-3406, 04/2011, Volume 21, Issue 4, pp. 818 - 830
Journal Article
Econometric Reviews, ISSN 0747-4938, 04/2011, Volume 30, Issue 4, pp. 379 - 405
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 04/2011, Volume 40, Issue 14, pp. 2605 - 2627
We consider the estimation of the conditional quantile when the interest variable is subject to left truncation. Under regularity conditions, it is shown that... 
Kernel estimate | Truncated data | Conditional quantile | Asymptotic normality | Secondary 62G08, 62E20 | Primary 62G20 | Strong mixing | PROBABILITY | REPRESENTATIONS | TIME-SERIES | STATISTICS & PROBABILITY | Studies | Hypotheses | Regression analysis | Asymptotic methods | Kernels | Confidence intervals | Bands | Quantiles | Asymptotic properties | Normality | Estimates | Statistics
Journal Article
The Annals of Statistics, ISSN 0090-5364, 7/1977, Volume 5, Issue 4, pp. 595 - 620
Let (X, Y) be a pair of random variables such that X is R -valued and Y is R -valued. Given a random sample (X , Y ), ⋯, (X , Y ) from the distribution of (X,... 
Density estimation | Bayes rule | Linear regression | Coordinate systems | Mathematical functions | Random variables | Weighting functions | Estimators | Consistent estimators | 62G05 | conditional quantities | nearest neighbor rules | Regression function | prediction | approximate Bayes rules | 62H30 | multiple classification | consistency in Bayes risk | nonparametric estimators
Journal Article
Biometrics, ISSN 0006-341X, 12/1978, Volume 34, Issue 4, pp. 673 - 679
A trial is considered where the progress of individuals is recorded at relatively long intervals. By assuming the proportional hazards model it is shown that... 
Biometrics | Mathematical intervals | Musical intervals | Conditional probabilities | Censorship | Regression analysis | Consultant's Forum | Linear models | Parametric models | Distribution functions
Journal Article
Journal of the Royal Statistical Society. Series B (Methodological), ISSN 0035-9246, 1/1979, Volume 41, Issue 3, pp. 279 - 312
Journal Article
The Annals of Statistics, ISSN 0090-5364, 11/1981, Volume 9, Issue 6, pp. 1196 - 1217
Efron's "bootstrap" method of distribution approximation is shown to be asymptotically valid in a large number of situations, including t-statistics, the... 
Approximation | Conditional probabilities | Statistical theories | Conditional convergence | Random variables | Sampling distributions | Statistics | Distribution functions | Perceptron convergence procedure | Bootstrap resampling | 62G05 | Bootstrap | resampling | asymptotic theory | 62E20 | 62G15
Journal Article
The Annals of Statistics, ISSN 0090-5364, 12/1985, Volume 13, Issue 4, pp. 1432 - 1444
Let X , i = 1, ..., n be i.i.d. ∼ F , where F (x) = F(x - θ) for some F that has median equal to 0. F is assumed unknown or only partially known, and the... 
Statistical median | Conditional probabilities | Logical givens | Stochastic processes | Bayes estimators | Topology | Estimators | Distribution functions | Borel sets | Perceptual localization | 62G05 | Dirichlet process priors | Bayes estimator | regular conditional distribution | estimation of the median | estimation of quantiles | 62F15
Journal Article
Technometrics, ISSN 0040-1706, 05/1985, Volume 27, Issue 2, pp. 109 - 118
Finding lower confidence bounds for the quantiles of Weibull populations has received much attention in recent literature. An accurate procedure (based on... 
Log gamma distribution | Tables for approximate conditional approximation | Closed form approximation | Censoring | Tolerance bounds | Censored data | Maximum likelihood estimation | Approximation | Sample size | Linear regression | Censorship | Bar stock | Standard deviation | Regression analysis | Covariance matrices
Journal Article
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, ISSN 0319-5724, 6/1985, Volume 13, Issue 2, pp. 145 - 154
Let Z be a random variable taking values in a space L with unknown distribution indexed by θ ∈ Ω, let ψ: Ω × L→ [0,1] be a given function, and consider the... 
Minimax | Betting | Cumulative distribution functions | Statistical theories | Indicator functions | Random variables | Estimators | Distribution functions | Estimation methods | quantile | Rao‐Blackwell theorem | Conditional properties | superrelevant betting procedure | Hunt‐Stein theorem | event | minimax | distribution function
Journal Article
The Annals of Statistics, ISSN 0090-5364, 06/1986, Volume 14, Issue 2, pp. 638 - 647
We prove a Donsker-type invariance principle for a nearest-neighbor-type conditional empirical process. As an application we show asymptotic normality of... 
62J02 | 62G05 | conditional quantiles | invariance principle | 62G10 | Conditional empirical distribution function | 60F17 | 62G15
Journal Article
Technometrics, ISSN 0040-1706, 02/1987, Volume 29, Issue 1, pp. 33 - 40
Methods of approximate conditional inference in location and scale parameter distributions, based on normal approximations to the distributions of signed... 
Approximate conditional inference | Censoring | Asymptotics | Likelihood ratio statistics | Location-scale models | Tolerance bounds | Statistical variance | Gaussian distributions | Approximation | Inference | Maximum likelihood estimators | Censorship | Sampling distributions | Statistics | Confidence limits | Confidence interval
Journal Article
Journal of the American Statistical Association, ISSN 0162-1459, 09/1988, Volume 83, Issue 403, pp. 729 - 738
This article studies identification of the threshold-crossing model of binary response. Most research on binary response has considered specific estimators and... 
Threshold-crossing model | Quantile independence | Index sufficiency | Economic models | Conditional probabilities | Theory and Methods | Threshing | Logical givens | Analytical estimating | Inference | Modeling | Estimators | Structural analysis | Estimation methods | Prediction theory | Models | Methods | Binary system (Mathematics)
Journal Article
The Journal of Finance, ISSN 0022-1082, 6/1989, Volume 44, Issue 2, pp. 375 - 392
This paper puts forward a valuation framework for mortgage-backed securities. Rather than imposing an optimal, value-minimizing call condition, we assume that... 
Mortgage loans | Mortgage backed securities | Conditional probabilities | Deferred expenses | Valuation | Financial securities | Resultants | Age | Interest rates | Contract rates | J DK BUSINESS, FINANCE | Mortgage-backed securities | Research | Debt prepayment
Journal Article
Statistics and Probability Letters, ISSN 0167-7152, 1990, Volume 10, Issue 4, pp. 283 - 289
Mean squared error properties of kernel estimates of regression quantiles, for both fixed and random design cases, are derived and discussed. 
Conditional estimation | nonparametric regression | smoothing | reference data | STATISTICS & PROBABILITY | Conditional estimation nonparametric regression reference data smoothing
Journal Article
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