Threshold models with heterogeneous residual variance due to missing information
نویسندگان
چکیده
منابع مشابه
Heterogeneous Agent Models with Threshold-Induced Switching
We consider a class of heterogeneous agent models in which the investment decisions of agents are triggered by price thresholds. Briefly, the current ‘strategy’ of each agent is defined by a pair of dynamic thresholds straddling the current price. When the price crosses either of the thresholds for a particular agent, that agent switches investment position and a new pair of thresholds is gener...
متن کاملBiclustering with heterogeneous variance.
In cancer research, as in all of medicine, it is important to classify patients into etiologically and therapeutically relevant subtypes to improve diagnosis and treatment. One way to do this is to use clustering methods to find subgroups of homogeneous individuals based on genetic profiles together with heuristic clinical analysis. A notable drawback of existing clustering methods is that they...
متن کامل(Missing) Concept Discovery in Heterogeneous Information Networks
This article proposes a new approach to extract existing (or detect missing) concepts from a loosely integrated collection of information units by means of concept graph detection. Thereby a concept graph defines a concept by a quasi bipartite sub-graph of a bigger network with the members of the concept as the first vertex partition and their shared aspects as the second vertex partition. Once...
متن کاملLongitudinal analysis of residual feed intake and BW in mink using random regression with heterogeneous residual variance.
The aim of this study was to determine the genetic background of longitudinal residual feed intake (RFI) and BW gain in farmed mink using random regression methods considering heterogeneous residual variances. The individual BW was measured every 3 weeks from 63 to 210 days of age for 2139 male+female pairs of juvenile mink during the growing-furring period. Cumulative feed intake was calculate...
متن کاملNonparametric variance function estimation with missing data
In this paper a fixed design regression model where the errors follow a strictly stationary process is considered. In this model the conditional mean function and the conditional variance function are unknown curves. Correlated errors when observations are missing in the response variable are assumed. Four nonparametric estimators of the conditional variance function based on local polynomial f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Génétique Sélection Évolution
سال: 1988
ISSN: 0754-0264
DOI: 10.1051/gse:19880410