3 citations · 3 across the 1 of their papers we have counts for
3 papers
A numerical method for the estimation of time-varying parameter models in large dimensions
Stella Hadjiantoni, Erricos J. Kontoghiorghes
A novel numerical method for the estimation of large time-varying parameter (TVP) models is proposed. The updating and smoothing estimates of the TVP model are derived within the c…
Lasso Estimation of an Interval-Valued Multiple Regression Model
Marta García Bárzana, Ana Colubi, Erricos John Kontoghiorghes
A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squar…
Extensions of linear regression models based on set arithmetic for interval data
Angela Blanco-Fernández, Marta García-Bárzana, Ana Colubi +1
Extensions of previous linear regression models for interval data are presented. A more flexible simple linear model is formalized. The new model may express cross-relationships be…