Linear regression with randomly dispersed parameters
Consider a collection of individual linear regression models, in which each individual parameter vector is independently drawn from a common multivariate normal distribution and...
Publications
2 shownThe Behavior of Random Variables with Non stationary Variance and the Distribution of Security Prices
Abstract When the variance of a population of random variables is non stationary, the population kurtosis is greater than the kurtosis of the probability distribution of the ind...
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 155
- Institution
- University of California, Berkeley
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.