Model for Aggregated Multivariate Measures Having a Compound Normal Distribution

Jean-Daniel Rolle

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: In this paper, we propose an analyze a model built to treat data presenting the following characteristics: 1. they appear in an aggregated form 2. the aggregated terms may be considered as multivariate measures performed by instruments of random accuracy, or by the same instrument in changing conditions 3. the data have a p-way classification

Keywords: LINEAR MODELS; REGRESSION ANALYSIS (search for similar items in EconPapers)
JEL-codes: C24 C25 (search for similar items in EconPapers)
Pages: 16 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:96.24

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