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Research Reports 2004

111 Martin Knott
A Measure of Independence for a Multivariate Normal Distribution and Some Connections With Factor Analysis| (PDF)
November 2004

110 Anthony C. Atkinson
Robust Optimum Designs for Transformation of the Response in Nonlinear Models| (PDF)
November 2004

109 Y. Matsuda, Y. Yajima and H. Tong
On Characterizations of Spectral Density Matrices by Cross Validated Log Likelihood Criterion| (PDF)
June 2004

108 Anthony C. Atkinson
Generalized Linear Models and Response Transformation| (PDF)
May 2004 

107 R. C. Wolff, Yao, Q and H. Tong
Statistical tests for Lyapunov exponents of deterministic systems| (PDF)
April 2004

106 Z. Lu, A. Lundervold, D. Tjostheim and Q. Yao
Exploring spatial nonlinearity using additive approximation| (PDF)
April 2004

105 J. Penzer, M. Wang and Q. Yao
Approximating volatilities by asymmetric power GARCH functions| (PDF)  
April 2004

104 Anthony C. Atkinson and Marco Riani
Distribution Theory and Simulations for Tests of Outliers in Regression| (PDF)
April 2004

103 Yorghos Tripodis and Jeremy Penzer
Periodic time series models: a structural approach| (PDF)
March 2004

100 K. S. Chan, Min-Chung Lin and H. Tong
Partially Linear Reduced-rank Regression| (PDF 1.83MB)
February 2004

99 Yorghos Tripodis and Jeremy Penzer
Single Season Heteroscedasticity in time series| (PDF 242KB)
January 2004

98 Shiqing Ling and Howell Tong
Likelihood Ratio Test for Threshold MA Models| (PDF 211KB)
January 2004

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