Time-varying rank modeling with applications to finance and econometrics
Year of publication: |
2000
|
---|---|
Authors: | Steland, Ansgar |
Publisher: |
[S.l.] |
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Theorie | Theory | Ranking-Verfahren | Ranking method |
-
Semiparametric testing with highly persistent predictors
Werker, Bas J. M., (2022)
-
Regression discontinuity designs with a continuous treatment
Dong, Yingying, (2019)
-
M-estimators of U-processes with a change-point due to a covariate threshold
Tan, Lili, (2019)
- More ...
-
Random walks with drift : a sequential approach
Steland, Ansgar, (2004)
-
Non-parametric vertical box control chart for monitoring the mean
Rafajlowicz, Ewaryst, (2004)
-
On detection of unit roots generalizing the classic Dickey-Fuller approach
Steland, Ansgar, (2005)
- More ...