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81.
Numerous papers have considered the problem of comparing univariate measures of dispersion corresponding to two independent groups. This paper considers a multivariate generalization of this problem where the goal is to compare robust generalized variances. For reasons given in the paper, attention is focused on a particular W-estimator where multivariate outliers are downweighted via a projection-type outlier detection method. Included are results on the small-sample efficiency of several estimators plus comments on using the usual generalized variance. 相似文献
82.
深沪股指收益率波动研究 总被引:1,自引:0,他引:1
文章选取沪、深两市1991年1月1日至2005年2月18日的股票指数作为样本,运用EGARCH(1,1)模型,研究指数日收益率波动的性质特征,并探讨了不同阶段股市对利好消息和利空消息的反映。结果表明:不同阶段的指数收益率序列具有结构特征,各阶段沪、深两市指数收益率均与滞后一阶高度相关,且两市指数收益率均具有信息不对称效果。 相似文献
83.
Algebraic exact inference for rater agreement models 总被引:1,自引:0,他引:1
Fabio Rapallo 《Statistical Methods and Applications》2005,14(1):45-66
In recent years, a method for sampling from conditional distributions for categorical data has been presented by Diaconis
and Sturmfels. Their algorithm is based on the algebraic theory of toric ideals which are used to create so called “Markov
Bases”. The Diaconis-Sturmfels algorithm leads to a non-asymptotic Monte Carlo Markov Chain algorithm for exact inference
on some classes of models, such as log-linear models. In this paper we apply the Diaconis-Sturmfels algorithm to a set of
models arising from the rater agreement problem with special attention to the multi-rater case. The relevant Markov bases
are explicitly computed and some results for simplify the computation are presented. An extended example on a real data set
shows the wide applicability of this methodology.
Partially supported by MIUR Cofin03 (G. Consonni) and by INdAM projectAlgebraic Statistics. 相似文献
84.
A data-driven approach for modeling volatility dynamics and co-movements in financial markets
is introduced. Special emphasis is given to multivariate conditionally heteroscedastic factor models in
which the volatilities of the latent factors depend on their past values, and the parameters are driven
by regime switching in a latent state variable. We propose an innovative indirect estimation method
based on the generalized EM algorithm principle combined with a structured variational approach that
can handle models with large cross-sectional dimensions. Extensive Monte Carlo simulations and preliminary
experiments with financial data show promising results. 相似文献
85.
This paper proposes a high dimensional factor multivariate stochastic volatility (MSV) model in which factor covariance matrices are driven by Wishart random processes. The framework allows for unrestricted specification of intertemporal sensitivities, which can capture the persistence in volatilities, kurtosis in returns, and correlation breakdowns and contagion effects in volatilities. The factor structure allows addressing high dimensional setups used in portfolio analysis and risk management, as well as modeling conditional means and conditional variances within the model framework. Owing to the complexity of the model, we perform inference using Markov chain Monte Carlo simulation from the posterior distribution. A simulation study is carried out to demonstrate the efficiency of the estimation algorithm. We illustrate our model on a data set that includes 88 individual equity returns and the two Fama-French size and value factors. With this application, we demonstrate the ability of the model to address high dimensional applications suitable for asset allocation, risk management, and asset pricing. 相似文献
86.
M. S Srivastava 《Scandinavian Journal of Statistics》1997,24(1):115-124
In this paper the problem of classifying an individual with p characteristics into one of k multivariate normal distributions with common unknown covariance matrix is considered when the matrix of ( k +1) means has a linear structural relationship, that is, it lies in an r -dimensional plane, where r 相似文献
87.
88.
Douglas J. Hodgson 《Econometric Reviews》2005,23(3):229-257
We obtain semiparametric efficiency bounds for estimation of a location parameter in a time series model where the innovations are stationary and ergodic conditionally symmetric martingale differences but otherwise possess general dependence and distributions of unknown form. We then describe an iterative estimator that achieves this bound when the conditional density functions of the sample are known. Finally, we develop a “semi-adaptive” estimator that achieves the bound when these densities are unknown by the investigator. This estimator employs nonparametric kernel estimates of the densities. Monte Carlo results are reported. 相似文献
89.
孙建新 《绍兴文理学院学报》1988,(4)
本文利用服从伽马分布的随机变量 X 与其逆 X~(-1)的协方差只与形状参数有关这一性质,给出伽马分布形状参数的所谓自逆协方差估计,进而构造了相应的无偏估计,并证明了这类估计的大样本性质:强相合性以及渐近正态性。 相似文献
90.
Muhammad Khalid Pezvaiz C.J. Skinner 《Australian & New Zealand Journal of Statistics》1992,34(2):295-306
The problem of testing the hypothesis of equality of covariance matrices in the presence of two-stage sampling is considered. Asymptotic test procedures based on linearization, grouping and jackknifing with or without transformation are proposed. The finite sample properties of these procedures are investigated in sampling experiments both from simulated known distributions and from a natural population. 相似文献