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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"King, Maxwell L."
~person:"Litvinova, Svetlana"
~source:"econis"
~subject:"Korrelation"
~subject:"Neyman-Pearson lemma"
~subject:"Nichtparametrisches Verfahren"
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Wahrscheinlichkeitsrechnung
Korrelation
Neyman-Pearson lemma
Nichtparametrisches Verfahren
Estimation theory
14
Schätztheorie
14
Theorie
6
Theory
6
Ausreißer
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Full-sample bootstrap
2
Hill estimator
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Intermediate order statistic
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nonparametric statistics
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Outliers
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Probability theory
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Statistical distribution
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Statistical test
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Statistischer Test
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Algorithm
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Bayes-Statistik
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Bayesian inference
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Chow test
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Core
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Einheitswurzeltest
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Estimation
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Extreme value Index
1
Extreme value index
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Local to unity asymptotics
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Markov chain
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Markov-Kette
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Maximum likelihood estimation
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King, Maxwell L.
Litvinova, Svetlana
Gao, Jiti
34
Li, Qi
8
Cheng, Tingting
7
Zhang, Xibin
7
Gong, Xiaodong
6
Peng, Bin
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Su, Liangjun
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Li, Degui
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Linton, Oliver
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Silvapulle, Mervyn J.
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Lan, Wei
4
Racine, Jeffrey
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Tsai, Chih-Ling
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Yan, Yayi
4
Frazier, David T.
3
Hsu, Yu-Chin
3
Liang, Xuan
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Lieli, Robert P.
3
Phillips, Peter C. B.
3
Poskitt, Donald Stephen
3
Silvapulle, Paramsothy
3
Tjostheim, Dag
3
Van Keilegom, Ingrid
3
Yang, Yanrong
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Zhang, Lina
3
Zhao, Xueyan
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Akgiray, Vedat
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Bodnar, Taras
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Chen, Jia
2
Chen, Xiangjin B.
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Fan, Jianqing
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Hong, Han
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Härdle, Wolfgang
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Koo, Bonsoo
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Liu, Fei
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Ma, Shujie
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Matsushita, Yukitoshi
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Müller, Ulrich K.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
Econometrics : open access journal
1
The review of economics and statistics
1
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
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2020
Persistent link: https://www.econbiz.de/10012607652
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2
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
3
Point optimal testing : a survey of the post 1987 Literature
King, Maxwell L.
;
Sriananthakumar, Sivagowry
-
2015
Persistent link: https://www.econbiz.de/10011781155
Saved in:
4
Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10009775496
Saved in:
5
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Zhang, Xibin
;
King, Maxwell L.
;
Shang, Han Lin
-
2013
Persistent link: https://www.econbiz.de/10010189540
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