REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES - SOME SAMPLING RESULTS

被引：6
|
作者：
KADIYALA, KR [1 ]
机构：
[1] PURDUE UNIV, LAFAYETTE, IN 47907 USA
来源：
ECONOMETRICA | 1972年 / 40卷 / 04期
关键词：
D O I：
10.2307/1912965
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：719 / 722
页数：4
相关论文
共 50 条
  • [31] SOME MODELS EXHIBITING NON-GAUSSIAN INTERMITTENCY
    ROSENBLATT, M
    IEEE TRANSACTIONS ON INFORMATION THEORY, 1987, 33 (02) : 258 - 262
  • [32] Nested Sampling for Non-Gaussian Inference in SLAM Factor Graphs
    Huang, Qiangqiang
    Papalia, Alan
    Leonard, John J.
    IEEE ROBOTICS AND AUTOMATION LETTERS, 2022, 7 (04): : 9232 - 9239
  • [33] Sampling design for the weak signal non-Gaussian detection problem
    Yu, CT
    2000 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, PROCEEDINGS, VOLS I-VI, 2000, : 600 - 603
  • [34] Fast Bayesian Functional Regression for Non-Gaussian Spatial Data
    Bin Kang, Hyun
    Jung, Yeo Jin
    Park, Jaewoo
    BAYESIAN ANALYSIS, 2024, 19 (02): : 407 - 438
  • [35] A non-Gaussian regression algorithm based on mutual information maximization
    Zeng, Jiusun
    Xie, Lei
    Kruger, Uwe
    Gao, Chuanhou
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2012, 111 (01) : 1 - 19
  • [36] Optimal inference for instrumental variables regression with non-Gaussian errors
    Cattaneo, Matias D.
    Crump, Richard K.
    Jansson, Michael
    JOURNAL OF ECONOMETRICS, 2012, 167 (01) : 1 - 15
  • [37] Cluster analysis with regression of non-Gaussian functional data on covariates
    Jiang, Jiakun
    Lin, Huazhen
    Peng, Heng
    Fan, Gang-Zhi
    Li, Yi
    CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 50 (01): : 221 - 240
  • [38] ADAPTIVE SPLINE SMOOTHING IN NON-GAUSSIAN REGRESSION-MODELS
    GU, C
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1990, 85 (411) : 801 - 807
  • [39] Data driven optimal control for stochastic systems with non-Gaussian disturbances
    Lai, Lanlan
    Yin, Liping
    Hong, Yue
    Li, Tao
    INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL, 2021, 39 (03) : 245 - 256
  • [40] Joint estimation of object parameters and statistical characteristics of non-Gaussian disturbances
    Kisenkova, N.A., 1600,
12345