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person:"Nielsen, Jens Perch"
~person:"Claeskens, Gerda"
~person:"Dette, Holger"
~person:"Linton, Oliver B."
~person:"White, Halbert"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Statistical distribution
Estimation theory
49
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Nichtparametrisches Verfahren
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12
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12
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8
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Nielsen, Jens Perch
Claeskens, Gerda
Dette, Holger
Linton, Oliver B.
White, Halbert
Wu, Ximing
8
Nadarajah, Saralees
7
Hoga, Yannick
6
Paolella, Marc S.
6
Phillips, Peter C. B.
6
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5
Linton, Oliver
5
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5
Goegebeur, Yuri
4
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Peng, Liang
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4
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3
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3
Calderín-Ojeda, Enrique
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Fan, Jianqing
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2
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1
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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2
Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10010497148
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3
Multivariate density estimation using dimension reducing information and tail flattening transformations
Buch-Kromann, Tine
;
Guillén, Montserrat
;
Linton, Oliver
; …
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10008839753
Saved in:
4
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Saved in:
5
An efficient algorithm to compute maximum entropy densities
Ormoneit, Dirk
;
White, Halbert
- In:
Econometric reviews
18
(
1999
)
2
,
pp. 127-140
Persistent link: https://www.econbiz.de/10001371091
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