NONPARAMETRIC ESTIMATION OF CONDITIONAL VARIANCE AND COVARIANCE FUNCTIONS

Ph.D

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Main Author: JIANG HUI
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Theses and Dissertations
Language:English
Published: 2016
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/124181
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Institution: National University of Singapore
Language: English
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spelling 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
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