37 citations · 39 across the 6 of their papers we have counts for
6 papers
Inferential applications of the moments of the logit-normal distribution
John Holmes, Ness Arps, Marco Reale
Despite the implicit appearance of logit-normal random variables in many inferential problems, the logit-normal distribution is poorly studied. Most frustratingly, no default metho…
Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand
Emil Mendoza, Fabian Dunker, Marco Reale
In this paper house prices in Christchurch are analyzed over three distinct periods of time: post-2011 earthquake, pre-COVID-19 lockdown, and post-COVID-19 lockdown using the well-…
Nonparametric Estimation of the Random Coefficients Model in Python
Emil Mendoza, Fabian Dunker, Marco Reale
We present , a Python module that implements Regularized Maximum Likelihood Estimation for the analysis of Random Coefficient models. is simple t…
Regularized Maximum Likelihood Estimation for the Random Coefficients Model
Fabian Dunker, Emil Mendoza, Marco Reale
The random coefficients model , with , , i.i.d, and independent of…
HHCART: An Oblique Decision Tree
D. C. Wickramarachchi, B. L. Robertson, M. Reale +2
Decision trees are a popular technique in statistical data classification. They recursively partition the feature space into disjoint sub-regions until each sub-region becomes homo…
Estimators for Long Range Dependence: An Empirical Study
William Rea, Les Oxley, Marco Reale +1
We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, , or the fractional integration parameter, , in long memor…