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subject:"Nichtparametrisches Verfahren"
~accessRights:"free"
~subject:"Theorie"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Estimation method"
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Nichtparametrisches Verfahren
Theorie
Estimation theory
34
Schätztheorie
34
Theory
9
Regression analysis
6
Regressionsanalyse
6
Nonparametric statistics
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation
4
Schätzung
4
Deutschland
3
Germany
3
Statistical test
3
Statistischer Test
3
Control Charts
2
EWMA
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Probability theory
2
Prognoseverfahren
2
Regional economics
2
Regionalökonomik
2
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2
Sequentialtest
2
Statistical distribution
2
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2
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2
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2
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2
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2
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2
Wirtschaftsstatistik
2
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1
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1
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1
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1
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Forschungsbericht
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1,497
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1,497
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1,497
Working Paper
1,497
Article in journal
133
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133
Hochschulschrift
18
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10
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7
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7
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English
11
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Dette, Holger
4
Steland, Ansgar
4
Neumeyer, Natalie
2
Pilz, Kay F.
2
Argaç, Dog̃an
1
Auer, Corinna
1
Biedermann, Stefanie
1
Erdbrügge, Martina
1
Gefeller, Olaf
1
Göbel, Roland
1
Haines, Linda M.
1
Hartung, Joachim
1
Imhof, Lorens A.
1
Kunert, Joachim
1
Pawlak, Mirek
1
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1
Weißbach, Rafael
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
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ECONIS (ZBW)
11
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A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
Weißbach, Rafael
;
Gefeller, Olaf
-
2004
Persistent link: https://www.econbiz.de/10001982629
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2
A note on nonparametric estimation of the effective dose in quantal bioassay
Dette, Holger
;
Neumeyer, Natalie
;
Pilz, Kay F.
-
2003
Persistent link: https://www.econbiz.de/10001981762
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3
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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4
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
Saved in:
5
A simple nonparametric estimator of a monotone regression function
Dette, Holger
;
Neumeyer, Natalie
;
Pilz, Kay F.
-
2003
Persistent link: https://www.econbiz.de/10001813578
Saved in:
6
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
Saved in:
7
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
8
A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
Biedermann, Stefanie
;
Dette, Holger
-
2003
Persistent link: https://www.econbiz.de/10001788624
Saved in:
9
An experiment to compare the combined array and the product array for robust parameter design
Kunert, Joachim
;
Auer, Corinna
;
Erdbrügge, Martina
; …
-
2003
Persistent link: https://www.econbiz.de/10001788637
Saved in:
10
Maximin and Bayesian optimal designs for regression models
Dette, Holger
;
Haines, Linda M.
;
Imhof, Lorens A.
-
2003
Persistent link: https://www.econbiz.de/10001788642
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