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subject:"Nonparametric statistics"
~person:"Giles, David E. A."
~subject:"Core"
~subject:"Sampling"
~subject:"Statistical inference"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"USA"
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Nonparametric statistics
Core
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Statistical inference
Statistische Verteilung
Theorie
USA
Estimation theory
62
Schätztheorie
62
Theory
35
Time series analysis
9
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9
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4
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4
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3
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39
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Giles, David E. A.
Phillips, Peter C. B.
118
Linton, Oliver
102
Härdle, Wolfgang
98
Andrews, Donald W. K.
86
Gao, Jiti
80
Newey, Whitney K.
79
Chen, Xiaohong
74
Pesaran, M. Hashem
73
Li, Qi
63
Chernozhukov, Victor
62
Gouriéroux, Christian
61
Horowitz, Joel
59
Imbens, Guido
52
Simar, Léopold
52
Robinson, Peter M.
50
Ullah, Aman
47
McAleer, Michael
45
Otsu, Taisuke
45
White, Halbert
44
Franses, Philip Hans
42
Swanson, Norman R.
42
Cai, Zongwu
40
Dufour, Jean-Marie
40
Florens, Jean-Pierre
39
Lewbel, Arthur
39
Racine, Jeffrey
39
Scaillet, Olivier
39
Heckman, James J.
36
Mammen, Enno
36
Lechner, Michael
35
Li, Degui
35
Wooldridge, Jeffrey M.
35
Hoderlein, Stefan
34
Kohn, Robert
34
Baltagi, Badi H.
33
Hsiao, Cheng
33
Vella, Francis
33
Ichimura, Hidehiko
32
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32
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Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
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5
Oxford bulletin of economics and statistics
2
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1
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1
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ECONIS (ZBW)
39
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1
Improved maximum likelihood estimation for the Weibull distribution under length-biased sampling
Giles, David E. A.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 59-77
Persistent link: https://www.econbiz.de/10013441707
Saved in:
2
A note on improved estimation for the topp-leone distribution
Giles, David E. A.
-
2012
Persistent link: https://www.econbiz.de/10009622530
Saved in:
3
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
4
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
5
The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro
- In:
Econometric reviews
16
(
1997
)
1
,
pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
Saved in:
6
Diagnostic testing in econometrics : variable addition, RESET, and Fourier approximations
DeBenedictis, Linda F.
;
Giles, David E. A.
-
1996
Persistent link: https://www.econbiz.de/10000168401
Saved in:
7
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
8
Applying the RESET test in allocation models : a cautionary note
Giles, David E. A.
;
Keil, Andrea S.
-
1996
Persistent link: https://www.econbiz.de/10000998492
Saved in:
9
The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
12
(
1996
)
1
,
pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
Saved in:
10
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
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