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subject:"Nonparametric statistics"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Camponovo, Lorenzo"
~subject:"Bootstrap-Verfahren"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Bootstrap-Verfahren
Zeitreihenanalyse
Bootstrap approach
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Estimation theory
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Schätztheorie
2
Asymptotic refinements
1
Extremum estimators
1
Nichtparametrisches Verfahren
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Nonparametric bootstrap
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Probability theory
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Quasi-likelihood ratio tests
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Camponovo, Lorenzo
Gao, Jiti
51
Peng, Bin
18
Hyndman, Rob J.
14
Poskitt, Donald Stephen
10
Martin, Gael M.
9
Dong, Chaohua
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Yan, Yayi
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Linton, Oliver
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Phillips, Peter C. B.
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Silvapulle, Mervyn J.
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Yang, Yanrong
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2
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The econometrics journal
Working paper / Department of Econometrics and Business Statistics, Monash University
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
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Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo
;
Otsu, Taisuke
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
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