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Journal
Affiliation
ISSN
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Cross-Sectional Estimation Biases in Risk Premia and Ze-ro-Beta Excess Returns
(Articles)
Jianhua Yuan
,
Robert Savickas
Technology and Investment
Vol.4 No.1B
,January 17, 2013
DOI:
10.4236/ti.2013.41B010
5,542
Downloads
7,288
Views
Citations
Modified Cp Criterion for Optimizing Ridge and Smooth Parameters in the MGR Estimator for the Nonparametric GMANOVA Model
(Articles)
Isamu Nagai
Open Journal of Statistics
Vol.1 No.1
,April 21, 2011
DOI:
10.4236/ojs.2011.11001
4,219
Downloads
8,520
Views
Citations
Robust Estimators for Poisson Regression
(Articles)
Idriss Abdelmajid Idriss
,
Weihu Cheng
Open Journal of Statistics
Vol.13 No.1
,February 28, 2023
DOI:
10.4236/ojs.2023.131007
157
Downloads
902
Views
Citations
Composite Quantile Regression for Nonparametric Model with Random Censored Data
(Articles)
Rong Jiang
,
Weimin Qian
Open Journal of Statistics
Vol.3 No.2
,April 18, 2013
DOI:
10.4236/ojs.2013.32009
5,187
Downloads
8,788
Views
Citations
On the Insignificant Cross-Sectional Risk-Return Relationship
(Articles)
Gerald H. L. Cheang
,
Joseph C. S. Kang
,
Michael Z. F. Li
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21004
4,753
Downloads
8,516
Views
Citations
Influence Functions for Risk and Performance Estimators
(Articles)
Shengyu Zhang
,
R. Douglas Martin
,
Anthony A. Christidis
Journal of Mathematical Finance
Vol.11 No.1
,February 4, 2021
DOI:
10.4236/jmf.2021.111002
575
Downloads
2,273
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Strong Consistency of Kernel Regression Estimate
(Articles)
Wenquan Cui
,
Meng Wei
Open Journal of Statistics
Vol.3 No.3
,June 18, 2013
DOI:
10.4236/ojs.2013.33020
5,832
Downloads
8,928
Views
Citations
Improving the Ordinary Least Squares Estimator by Ridge Regression
(Articles)
Ghadban Khalaf
Open Access Library Journal
Vol.9 No.5
,May 27, 2022
DOI:
10.4236/oalib.1108738
148
Downloads
1,356
Views
Citations
An Empirical Study on the Overreaction of Shanghai Stock Market
(Articles)
Hu Lin
,
Sha Zi-Jun
,
Liu Xiu-Yi
,
Chen Wen-Jun
Chinese Studies
Vol.2 No.1
,February 28, 2013
DOI:
10.4236/chnstd.2013.21004
4,387
Downloads
8,333
Views
Citations
Empirical Determination of the Tolerable Sample Size for Ols Estimator in the Presence of Multicollinearity (
ρ
)
(Articles)
O. O. Alabi
,
T. O. Olatayo
,
F. R. Afolabi
Applied Mathematics
Vol.5 No.13
,July 7, 2014
DOI:
10.4236/am.2014.513180
3,741
Downloads
5,169
Views
Citations
On Diagnostics in Stochastic Restricted Linear Regression Models
(Articles)
Shuling Wang
,
Man Liu
,
Xiaohong Deng
Open Journal of Statistics
Vol.4 No.9
,October 15, 2014
DOI:
10.4236/ojs.2014.49071
3,745
Downloads
4,798
Views
Citations
Performance of Existing Biased Estimators and the Respective Predictors in a Misspecified Linear Regression Model
(Articles)
Manickavasagar Kayanan
,
Pushpakanthie Wijekoon
Open Journal of Statistics
Vol.7 No.5
,October 31, 2017
DOI:
10.4236/ojs.2017.75062
960
Downloads
1,982
Views
Citations
New Facts in Regression Estimation under Conditions of Multicollinearity
(Articles)
Anatoly Gordinsky
Open Journal of Statistics
Vol.6 No.5
,October 21, 2016
DOI:
10.4236/ojs.2016.65070
1,850
Downloads
3,252
Views
Citations
This article belongs to the Special Issue on
Multivariate Data Analysis
Patient Enablement in Chronic Diseases in Primary Health Care, Riyadh City, KSA
(Articles)
Rabaa K. Al Momen
,
Mishal M. Alotaibi
,
Osama Abdelhay
International Journal of Clinical Medicine
Vol.6 No.9
,September 10, 2015
DOI:
10.4236/ijcm.2015.69082
2,728
Downloads
4,071
Views
Citations
Effect of Correlation Level on the Use of Auxiliary Variable in Double Sampling for Regression Estimation
(Articles)
Dawud Adebayo Agunbiade
,
Peter I. Ogunyinka
Open Journal of Statistics
Vol.3 No.5
,October 9, 2013
DOI:
10.4236/ojs.2013.35037
8,936
Downloads
14,157
Views
Citations
A New Regression Type Estimator with Two Auxiliary Variables for Single-Phase Sampling
(Articles)
Everline Chemutai Tum
,
John Kung’u
,
Leo Odongo
Open Journal of Statistics
Vol.4 No.9
,October 29, 2014
DOI:
10.4236/ojs.2014.49074
3,724
Downloads
4,793
Views
Citations
Heteroskedasticity-Consistent Covariance Matrix Estimators in Small Samples with High Leverage Points
(Articles)
Esra Şimşek
,
Mehmet Orhan
Theoretical Economics Letters
Vol.6 No.4
,July 28, 2016
DOI:
10.4236/tel.2016.64071
2,440
Downloads
4,446
Views
Citations
This article belongs to the Special Issue on
Advances in Econometrics
Shrinkage Estimation in the Random Parameters Logit Model
(Articles)
Tong Zeng
,
R. Carter Hill
Open Journal of Statistics
Vol.6 No.4
,August 23, 2016
DOI:
10.4236/ojs.2016.64056
2,414
Downloads
4,227
Views
Citations
On the Nexus of Credit Risk Management and Bank Performance: A Dynamic Panel Testimony from Some Selected Commercial Banks in China
(Articles)
Tan Zhongming
,
Rethabile Mpeqa
,
Isaac Adjei Mensah
,
Guoping Ding
,
Mohammed Musah
Journal of Financial Risk Management
Vol.8 No.2
,June 24, 2019
DOI:
10.4236/jfrm.2019.82009
1,435
Downloads
4,155
Views
Citations
Semiparametric Estimator of Mean Conditional Residual Life Function under Informative Random Censoring from Both Sides
(Articles)
A. A. Abdushukurov
,
F. A. Abdikalikov
Applied Mathematics
Vol.6 No.2
,February 5, 2015
DOI:
10.4236/am.2015.62030
2,496
Downloads
3,172
Views
Citations
This article belongs to the Special Issue on
Mathematical Theory of Reliability
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