Silvapulle, Mervyn J: search on Z-Library

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1

A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios

Chen, Xiangjin B., Silvapulle, Param, Silvapulle, Mervyn

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 2.85 MB

english, 2014

2

Robust Tests Against Smooth Transition Autoregressive Models

Beg, A. B. M. Rabiul Alam, Silvapulle, Mervyn Joseph, Silvapulle, Paramsothy

Journal:

Journal of Statistical Computation and Simulation

Year:

2002

Language:

english

File:

PDF, 145 KB

english, 2002

3

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

Zhu, Huanjun, Sarafidis, Vasilis, Silvapulle, Mervyn J, Gao, Jiti

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 444 KB

english, 2015

4

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Tests in General Parametric Models

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 3.70 MB

english, 2001

5

Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market

Paramsothy Silvapulle, Mervyn Silvapulle and Julee Tan

Journal:

Quarterly Journal of Business and Economics

Year:

1999

Language:

english

File:

PDF, 916 KB

english, 1999

6

A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions

Svetlana Litvinova, Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2012

Language:

english

File:

PDF, 315 KB

english, 2012

7

Comparison of semiparametric and parametric methods for estimating copulas

Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 1.00 MB

english, 2007

8

An appraisal of some aspects of statistical inference under inequality constraints

Pranab K. Sen, Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 317 KB

english, 2002

9

Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only Under the Alternative

Beg, A. B. M. Rabiul A, Silvapulle, Mervyn J, Silvapulle, Paramsothy

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 446 KB

english, 2001

10

Tests against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models

A. B. M. Rabiul A. Beg, Mervyn J. Silvapulle and Paramsothy Silvapulle

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 387 KB

english, 2001

11

ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR

MERVYN J. SILVAPULLE

Journal:

Australian & New Zealand Journal of Statistics

Year:

1991

Language:

english

File:

PDF, 750 KB

english, 1991

12

A Score Test Against One-Sided Alternatives

Mervyn J. Silvapulle and Paramsothy Silvapulle

Journal:

Journal of the American Statistical Association

Year:

1995

Language:

english

File:

PDF, 1.25 MB

english, 1995

13

SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

Perera, Indeewara, Silvapulle, Mervyn J.

Journal:

Econometric Theory

Year:

2017

Language:

english

File:

PDF, 281 KB

english, 2017

14

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Bayesian Perspectives

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 1.49 MB

english, 2001

15

On order restricted inference in some mixed linear models

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1997

Language:

english

File:

PDF, 337 KB

english, 1997

16

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Miscellaneous Topics

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 3.21 MB

english, 2001

17

On the symmetry of m-estimators computed by the huber-dutter algorithm

silvapulle, Mervyn J

Journal:

Communication in Statistics- Theory and Methods

Year:

1988

Language:

english

File:

PDF, 208 KB

english, 1988

18

On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis

Silvapulle, Mervyn J.

Journal:

Econometric Theory

Year:

1991

Language:

english

File:

PDF, 512 KB

english, 1991

19

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Front Matter

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 488 KB

english, 2001

20

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) ||

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

File:

PDF, 26.84 MB

2001

21

Tests against inequality constraints in semiparametric models

Mervyn J. Silvapulle, Paramsothy Silvapulle, Ishwar V. Basawa

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 148 KB

english, 2002

22

On Testing for Threshold Values

Mervyn J. Silvapulle

Journal:

Year:

1991

Language:

english

File:

PDF, 245 KB

english, 1991

23

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Index

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 406 KB

english, 2001

24

On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-Sided Hypothesis

Mervyn J. Silvapulle

Journal:

Econometric Theory

Year:

1991

Language:

english

File:

PDF, 1.07 MB

english, 1991

25

Testing for jumps and jump intensity path dependence

Corradi, Valentina, Silvapulle, Mervyn J., Swanson, Norman R.

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 763 KB

english, 2018

26

On the Existence of Maximum Likelihood Estimators for the Binomial Response Models

Silvapulle, Mervyn J.

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1981

File:

PDF, 259 KB

1981

27

A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models

Perera, Indeewara, Hidalgo, Javier, Silvapulle, Mervyn J.

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 757 KB

english, 2014

28

Robust bounded influence tests against one-sided hypotheses in general parametric models

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 368 KB

english, 1996

29

A Test in the Presence of Nuisance Parameters

Mervyn J. Silvapulle

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 938 KB

english, 1996

30

A Curious Example Involving the Likelihood Ratio Test against One-Sided Hypotheses

Silvapulle, Mervyn J.

Journal:

The American Statistician

Year:

1997

Language:

english

File:

PDF, 285 KB

english, 1997

31

A Test in the Presence of Nuisance Parameters

Silvapulle, Mervyn J.

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 678 KB

english, 1996

32

LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS

Koul, Hira L., Perera, Indeewara, Silvapulle, Mervyn J.

Journal:

Econometric Theory

Year:

2012

Language:

english

File:

PDF, 272 KB

english, 2012

33

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Introduction

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 1.28 MB

english, 2001

34

On the Existence of Maximum Likelihood Estimators for the Binomial Response Models

Mervyn J. Silvapulle

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1981

Language:

english

File:

PDF, 475 KB

english, 1981

35

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Comparison of Population Means and Isotonic Regression

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 1.69 MB

english, 2001

36

Preface

Richard L Dykstra, Tim Robertson, Mervyn J Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 31 KB

english, 2002

37

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Wiley Series in Probability and Statistics

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 535 KB

english, 2001

38

Asymmetry in Okun's law

Paramsothy Silvapulle, Imad A. Moosa, Mervyn J. Silvapulle

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2004

Language:

english

File:

PDF, 188 KB

english, 2004

39

Asymptotic Behavior of Robust Estimators of Regression and Scale Parameters with Fixed Carriers

Silvapulle, Mervyn J.

Journal:

The Annals of Statistics

Year:

1985

File:

PDF, 673 KB

1985

40

Asymmetry in Okun's Law

Paramsothy Silvapulle, Imad A. Moosa and Mervyn J. Silvapulle

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2004

Language:

english

File:

PDF, 2.45 MB

english, 2004

41

Ladders: accidents waiting to happen

Tsipouras, Spire, Hendrie, James M, Silvapulle, Mervyn J

Journal:

The Medical Journal of Australia

Year:

2001

Language:

english

File:

PDF, 4.78 MB

english, 2001

42

Bootstrap based probability forecasting in multiplicative error models

Perera, Indeewara, Silvapulle, Mervyn J.

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 905 KB

2020

43

On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 390 KB

english, 1996

44

Lack of effect of epidermal growth factor treatment in late-pregnant ewes on subsequent lactation

Gow, Christine B., Singleton, Debbi J., Silvapulle, Mervyn J., Moore, G. Philip M.

Journal:

Journal Dairy Research

Year:

1991

Language:

english

File:

PDF, 66 KB

english, 1991

45

On M-methods in growth curve analysis with asymmetric errors

Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

1992

Language:

english

File:

PDF, 453 KB

english, 1992

46

Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model

Mervyn J. Silvapulle, Pranab K. Sen

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1993

Language:

english

File:

PDF, 867 KB

english, 1993

47

Testing for Temporal Asymmetry in the Price-Volume Relationship

Imad A. Moosa, Param Silvapulle, Mervyn Silvapulle

Journal:

Bulletin of Economic Research

Year:

2003

Language:

english

File:

PDF, 122 KB

english, 2003

48

Experience in adverse events detection in an emergency department: Incidence and outcome of events

James Hendrie, Luke Sammartino, Mervyn J Silvapulle, George Braitberg

Journal:

Emergency Medicine Australasia

Year:

2007

Language:

english

File:

PDF, 128 KB

english, 2007

49

Tests Against Qualitative Interaction: Exact Critical Values and Robust Tests

Mervyn J. Silvapulle

Journal:

Year:

2001

Language:

english

File:

PDF, 1005 KB

english, 2001

50

Experience in adverse events detection in an emergency department: Nature of events

James Hendrie, Luke Sammartino, Mervyn J Silvapulle, George Braitberg

Journal:

Emergency Medicine Australasia

Year:

2007

Language:

english

File:

PDF, 95 KB

english, 2007

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