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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~subject:"Ausreißer"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Ausreißer
Nonparametric statistics
Estimation theory
34
Schätztheorie
34
Estimation
12
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12
Correlation
9
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9
Regression analysis
9
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Einmahl, John H. J.
2
Boswijk, Herman Peter
1
Chen Zhou
1
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1
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1
Harris, David
1
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1
Huang, Xiao
1
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1
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1
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1
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1
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1
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1
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1
Taylor, Robert
1
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1
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1
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Cambridge-INET working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
20
Journal of risk and financial management : JRFM
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Cambridge working papers in economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of financial engineering
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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ECONIS (ZBW)
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
5
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
6
Nonparametric copula estimation for mixed insurance claim data
Yang, Lu
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 537-546
Persistent link: https://www.econbiz.de/10013533451
Saved in:
7
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
8
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
9
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
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