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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics"
~person:"Gouriéroux, Christian"
~person:"Hafner, Christian M."
~subject:"Core"
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Robustes Verfahren
Estimation theory
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Schätztheorie
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Regression analysis
5
Regressionsanalyse
5
Robust statistics
5
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3
Theory
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Maximum likelihood estimation
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Croux, Christophe
Gouriéroux, Christian
Hafner, Christian M.
Filzmoser, Peter
2
Serneels, Sven
2
Dhaene, Geert
1
Flandre, Cécile
1
Haesbroeck, Gentiane
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Hoorelbeke, Dirk
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
KBI
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of econometrics
3
CORE discussion papers : DP
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2
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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Metrika : international journal for theoretical and applied statistics
1
SFB 649 discussion paper
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Partial robust m-regression
Serneels, Sven
;
Croux, Christophe
;
Filzmoser, Peter
-
2004
Persistent link: https://www.econbiz.de/10002503551
Saved in:
2
Robust continuum regression
Serneels, Sven
;
Filzmoser, Peter
;
Croux, Christophe
; …
-
2004
Persistent link: https://www.econbiz.de/10002503899
Saved in:
3
Robust estimation of the vector autoregressive model by a trimmed least squares procedure
Joossens, Kristel
;
Croux, Christophe
-
2004
Persistent link: https://www.econbiz.de/10002624169
Saved in:
4
Testing the information matrix equality with robust estimators
Croux, Christophe
;
Dhaene, Geert
;
Hoorelbeke, Dirk
-
2003
Persistent link: https://www.econbiz.de/10001747992
Saved in:
5
The breakdown behavior of the maximum likelihood estimator in the logistic regression model
Croux, Christophe
;
Flandre, Cécile
;
Haesbroeck, Gentiane
-
2002
Persistent link: https://www.econbiz.de/10001649458
Saved in:
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