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bookmarks

publications

(131)   

• Currency risk in excess equity returns: a multi time-varying beta approach
  G. C. Lim Journal of International Financial Markets, Institutions and Money15(3):189--207Jul2005.
  to GARCH Multivariate modelling by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Structural effects and spillovers in HSIF, HSI and S\&P500 volatility
  Gerard Gannon and Siu Pang Au-Yeung Research in International Business and Finance18(3):305--317Sep2004.
  to volatility Multivariate by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Another look about the evolution of the risk premium: a VAR-GARCH-M model
  Emma M. Iglesias and Garry D. A. Phillips Economic Modelling20(4):777--789Jul2003.
  to GARCH Multivariate by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
  Yijun Zuo and Robert Serfling Journal of Statistical Planning and Inference84(1-2):55--79Mar2000.
  to symmetry Multivariate by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Some new classes of multivariate survival distribution functions
  Hassan Zahedi Journal of Statistical Planning and Inference11(2):171--188Feb1985.
  to mean remaining multivariate Decreasing life by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
  Mateusz Wisniewski Statistics \& Probability Letters29(1):55--59Aug1996.
  to extreme-order statistics Multivariate by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Comparison of linear signal processing techniques to infer directed interactions in multivariate neural systems
  Matthias Winterhalder and Björn Schelter and Wolfram Hesse and Karin Schwab and Lutz Leistritz and Daniel Klan and Reinhard Bauer and Jens Timmer and Herbert Witte Signal Processing85(11):2137--2160Nov2005.
  to series Multivariate time analysis by smicha and 1 other person on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Set-induced minimax estimators for a multivariate normal mean
  Yu-Ling Tseng Journal of Statistical Planning and Inference121(1):53--64Mar2004.
  to mean Multivariate normal by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Sampling design and sample selection through distribution theory
  Imbi Traat and Lennart Bondesson and Kadri Meister Journal of Statistical Planning and Inference123(2):395--413Jul2004.
  to design Multivariate Bernoulli by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On multivariate nonlinear regression models with stationary correlated errors
  Gy. Terdik and T. Subba Rao and S. Rao Jammalamadaka Journal of Statistical Planning and Inference137(11):3793--3814Nov2007.
  to series Multivariate time by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
  Rinya Takahashi Statistics \& Probability Letters19(1):19--26Jan1994.
  to Multivariate statistics extreme by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Sandwich theorem in comparison of multivariate normal experiments
  C. Stepniak Statistics \& Probability Letters33(3):281--284May1997.
  to experiment Multivariate by smicha on Apr 23, 2008, 10:05 PM
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• The rank of a normally distributed matrix and positive definiteness of a noncentral Wishart distributed matrix
  A. G. M. Steerneman and Frederieke van Perlo-ten Kleij Statistics \& Probability Letters78(3):249--253Feb2008.
  to distribution normal Multivariate by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• On a problem of Andersson and Perlman
  M. A. Steel and G. R. Wood Statistics \& Probability Letters18(5):381--382Dec1993.
  to Multivariate normal by smicha on Apr 23, 2008, 10:05 PM
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• Multivariate extremes for models with constant conditional correlations
  Catalin Starica Journal of Empirical Finance6(5):515--553Dec1999.
  to Multivariate value theory extreme by smicha on Apr 23, 2008, 10:05 PM
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• A duality theorem for solving multiple-player multivariate hypergeometric problems
  Milton Sobel and Krzysztof Frankowski Statistics \& Probability Letters20(2):155--162May1994.
  to hypergeometric Multivariate probabilities by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Large sample inference for a multivariate linear model with autocorrelated errors
  S. Sethuraman and I. V. Basawa Journal of Statistical Planning and Inference41(2):187--204Sep1994.
  to linear model Multivariate by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Moments and distributions of certain multivariate test criteria in the canonical correlation case under violation
  Nashat B. Saweris and M. Masoon Ali Journal of Statistical Planning and Inference62(2):235--246Aug1997.
  to distributions Multivariate by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
  Sanat K. Sarkar Journal of Statistical Planning and Inference39(1):43--55Apr1994.
  to populations Multivariate normal by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Left and right linear innovations for a multivariate S[alpha]S random variable
  Marek Rutkowski Statistics \& Probability Letters22(3):175--184Feb1995.
  to [alpha]-stable Multivariate distributions symmetric by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX