Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Goodwin, Roger L, 2014. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.0," MPRA Paper 64101, University Library of Munich, Germany, revised 17 Apr 2015.
References listed on IDEAS
- Lenth R. V., 2001. "Some Practical Guidelines for Effective Sample Size Determination," The American Statistician, American Statistical Association, vol. 55, pages 187-193, August.
- Yu, Jun & Yang, Zhenlin, 2002. "A Class of Nonlinear Stochastic Volatility Models," Working Papers 203, Department of Economics, The University of Auckland.
- Yu, Jun & Yang, Zhenlin & Zhang, Xibin, 2006.
"A class of nonlinear stochastic volatility models and its implications for pricing currency options,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2218-2231, December.
- Jun Yu & Zhenlin Yang & Xibin Zhang, 2002. "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers 17/02, Monash University, Department of Econometrics and Business Statistics.
- Christopher A. Wolf & Daniel A. Sumner, 2001. "Are Farm Size Distributions Bimodal? Evidence from Kernel Density Estimates of Dairy Farm Size Distributions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(1), pages 77-88.
- Lonnie Magee, 1998. "Improving survey‐weighted least squares regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 115-126.
- B. W. Kelly, 1963. "Probability Sampling in Collecting Farm Data," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 45(5), pages 1515-1520.
- Andrew Wood, 1982. "A Bimodal Distribution on the Sphere," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(1), pages 52-58, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Goodwin, Roger L, 2015. "Random Variables, Their Properties, and Deviational Ellipses: In Map Point and Excel, v 4.3," MPRA Paper 64863, University Library of Munich, Germany, revised 07 Jun 2015.
- Zhang, Xibin & King, Maxwell L., 2008.
"Box-Cox stochastic volatility models with heavy-tails and correlated errors,"
Journal of Empirical Finance, Elsevier, vol. 15(3), pages 549-566, June.
- Xibin Zhang & Maxwell L. King, 2004. "Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors," Monash Econometrics and Business Statistics Working Papers 26/04, Monash University, Department of Econometrics and Business Statistics.
- Carmen Broto & Esther Ruiz, 2004.
"Estimation methods for stochastic volatility models: a survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 18(5), pages 613-649, December.
- Broto, Carmen, 2002. "Estimation methods for stochastic volatility models: a survey," DES - Working Papers. Statistics and Econometrics. WS ws025414, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Kawakatsu, Hiroyuki, 2007. "Specification and estimation of discrete time quadratic stochastic volatility models," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 424-442, June.
- Almeida, Thiago Ramos, 2024. "Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility," Research in International Business and Finance, Elsevier, vol. 70(PA).
- John List & Sally Sadoff & Mathis Wagner, 2011.
"So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design,"
Experimental Economics, Springer;Economic Science Association, vol. 14(4), pages 439-457, November.
- John A. List & Sally Sadoff & Mathis Wagner, 2009. "So you want to run an experiment, now what? Some Simple Rules of Thumb for Optimal Experimental Design," Carlo Alberto Notebooks 125, Collegio Carlo Alberto.
- John List & Sally Sadoff & Mathis Wagner, 2010. "So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design," Artefactual Field Experiments 00094, The Field Experiments Website.
- John A. List & Sally Sadoff & Mathis Wagner, 2010. "So you want to run an experiment, now what? Some Simple Rules of Thumb for Optimal Experimental Design," NBER Working Papers 15701, National Bureau of Economic Research, Inc.
- John A. List & Sally Sadoff & Mathis Wagner, 2010. "So you want to run an experiment, now what? Some Simple Rules of Thumb for Optimal Experimental Design," CeRP Working Papers 94, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- James, Harvey S., Jr. & Hendrickson, Mary K., 2009. "Are Farmers of the Middle Distinctively “Good Stewards?” Evidence from the Missouri Farm Poll, 2006," Working Papers 92623, University of Missouri Columbia, Department of Agricultural Economics.
- Paolo Brunori & Guido Neidhöfer, 2021.
"The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach,"
Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 67(4), pages 900-927, December.
- Paolo BRUNORI, & Guido NEIDHOEFER, 2020. "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," Working Papers - Economics wp2020_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
- Paolo Brunori & Guido Neidhofer, 2020. "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," CEDLAS, Working Papers 0259, CEDLAS, Universidad Nacional de La Plata.
- Paolo Brunori & Guido Neidhoefer, 2020. "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," SERIES 01-2020, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jan 2020.
- Paolo Brunori & Guido Neidhofer, 2020. "The Evolution of Inequality of Opportunity in Germany: A Machine Learning Approach," Working Papers 514, ECINEQ, Society for the Study of Economic Inequality.
- Brunori, Paolo & Neidhöfer, Guido, 2020. "The evolution of inequality of opportunity in Germany: A machine learning approach," ZEW Discussion Papers 20-013, ZEW - Leibniz Centre for European Economic Research.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.
- Wang, Nianling & Lou, Zhusheng, 2023. "Sequential Bayesian analysis for semiparametric stochastic volatility model with applications," Economic Modelling, Elsevier, vol. 123(C).
- Isabel Casas & Helena Veiga, 2021.
"Exploring Option Pricing and Hedging via Volatility Asymmetry,"
Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1015-1039, April.
- Casas, Isabel, 2019. "Exploring option pricing and hedging via volatility asymmetry," DES - Working Papers. Statistics and Econometrics. WS 28234, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Kotchoni, Rachidi, 2012.
"Applications of the characteristic function-based continuum GMM in finance,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3599-3622.
- Rachidi Kotchoni, 2012. "Applications of the Characteristic Function Based Continuum GMM in Finance," Post-Print hal-00867795, HAL.
- Stokes, Jeffrey R., 2006.
"Entry, Exit, and Structural Change in Pennsylvania's Dairy Sector,"
Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 35(2), pages 1-17, October.
- Stokes, Jeffrey R., 2006. "Entry, Exit, and Structural Change in Pennsylvania's Dairy Sector," Agricultural and Resource Economics Review, Cambridge University Press, vol. 35(2), pages 357-373, October.
- Anders Eriksson & Daniel P. A. Preve & Jun Yu, 2019.
"Forecasting Realized Volatility Using a Nonnegative Semiparametric Model,"
JRFM, MDPI, vol. 12(3), pages 1-23, August.
- Daniel Preve & Anders Eriksson & Jun Yu, "undated". "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers CoFie-02-2007, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
- Daniel Preve & Anders Eriksson & Jun Yu, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Finance Working Papers 23049, East Asian Bureau of Economic Research.
- Daniel PREVE & Anders ERIKSSON & Jun YU, 2009. "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers 22-2009, Singapore Management University, School of Economics.
- Giannikis, D. & Vrontos, I.D. & Dellaportas, P., 2008. "Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1549-1571, January.
- Mao, Xiuping & Ruiz, Esther & Veiga, Helena, 2017. "Threshold stochastic volatility: Properties and forecasting," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1105-1123.
- Jiachun Lu & Lutz Kaufmann & Craig R. Carter, 2021. "How Informal Exchanges Impact Formal Sourcing Collaboration (and What Supply Managers Can Do about It)," Journal of Supply Chain Management, Institute for Supply Management, vol. 57(4), pages 26-62, October.
- Roland Weigand, 2014.
"Matrix Box-Cox Models for Multivariate Realized Volatility,"
Working Papers
144, Bavarian Graduate Program in Economics (BGPE).
- Weigand, Roland, 2014. "Matrix Box-Cox Models for Multivariate Realized Volatility," University of Regensburg Working Papers in Business, Economics and Management Information Systems 478, University of Regensburg, Department of Economics.
- Borovkova, Svetlana & Permana, Ferry J., 2009. "Implied volatility in oil markets," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2022-2039, April.
- Georgios Tsiotas, 2009. "On the use of non-linear transformations in Stochastic Volatility models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(4), pages 555-583, November.
More about this item
Keywords
spatial; remote sensing; longitudinal data; statistics; weibull distribution; roger goodwin; roger l goodwin; goodwin; roger l. goodwin exponential distribution; weighted data; map point; google earth; weighted regression; ellipse; area; random variables; spherical statistics; VBA for Excel; mean center; eccentricity; axis length; rotation; weighted mean center; mean latitude; mean longitude; distribution fitting; spherical variance; eigenvalue; eigenvector;All these keywords.
JEL classification:
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:64391. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.