NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS
Ph.D
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Format: | Theses and Dissertations |
Language: | English |
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2016
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Online Access: | http://scholarbank.nus.edu.sg/handle/10635/124181 |
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sg-nus-scholar.10635-1241812016-06-01T02:35:47Z NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS JIANG HUI STATISTICS & APPLIED PROBABILITY XIA YINGCUN reduced rank model, cross difference method, local linear, smoothing, conditional variance, conditional correlation coefficient Ph.D DOCTOR OF PHILOSOPHY 2016-05-31T18:01:08Z 2016-05-31T18:01:08Z 2016-01-20 Thesis JIANG HUI (2016-01-20). NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/124181 NOT_IN_WOS en |
institution |
National University of Singapore |
building |
NUS Library |
country |
Singapore |
collection |
ScholarBank@NUS |
language |
English |
topic |
reduced rank model, cross difference method, local linear, smoothing, conditional variance, conditional correlation coefficient |
spellingShingle |
reduced rank model, cross difference method, local linear, smoothing, conditional variance, conditional correlation coefficient JIANG HUI NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
description |
Ph.D |
author2 |
STATISTICS & APPLIED PROBABILITY |
author_facet |
STATISTICS & APPLIED PROBABILITY JIANG HUI |
format |
Theses and Dissertations |
author |
JIANG HUI |
author_sort |
JIANG HUI |
title |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
title_short |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
title_full |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
title_fullStr |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
title_full_unstemmed |
NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS |
title_sort |
nonparametric estimation of conditional variance and covariance functions |
publishDate |
2016 |
url |
http://scholarbank.nus.edu.sg/handle/10635/124181 |
_version_ |
1681095999896944640 |