Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...
In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error ...
This is a preview. Log in through your library . Abstract We analyse the identifiability of the number of components in k-variate, M-component finite mixture models in which each component ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback