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subject:"Prognoseverfahren"
~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Statistischer Test"
~subject:"Volatility"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Prognoseverfahren
Kapitaleinkommen
Statistischer Test
Volatility
Statistical distribution
31
Statistische Verteilung
31
Theorie
18
Theory
18
Estimation theory
14
Schätztheorie
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Ausreißer
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Outliers
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Multivariate Verteilung
5
Multivariate distribution
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical test
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tail dependence
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Multivariate analysis
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Probability theory
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Statistical method
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Statistische Methode
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Wahrscheinlichkeitsrechnung
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Asymptotic normality
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Demand
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Extreme value statistics
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Martingal
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Martingale
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nachfrage
2
Sampling
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Stichprobenerhebung
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Tail dependence
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extreme value statistics
2
functional limit theorems
2
martingale transformation
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multivariate extremes
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Einmahl, John H. J.
4
Can, Sami Umut
2
Laeven, Roger J. A.
2
Andreou, Elena
1
Chen Zhou
1
Ferreira, Ana
1
Haan, Laurens de
1
Khmaladze, Estate V.
1
Krajina, Andrea
1
Neves, Claudia
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Werker, Bas J. M.
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Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
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Risks : open access journal
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Econometrics : open access journal
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Working papers
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Research paper series / Swiss Finance Institute
13
Working paper / Norges Bank
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Journal of risk and financial management : JRFM
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CREATES research paper
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Swiss Finance Institute Research Paper
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SFB 649 discussion paper
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Cambridge working papers in economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers of interdisciplinary research project 373
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NBER Working Paper
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FEDS Working Paper
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FRB of Cleveland Working Paper
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International Journal of Financial Studies : open access journal
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Bank of England Working Paper
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
3
Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.
;
Ferreira, Ana
;
Haan, Laurens de
; …
-
2020
Persistent link: https://www.econbiz.de/10012182625
Saved in:
4
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Khmaladze, Estate V.
; …
-
2014
Persistent link: https://www.econbiz.de/10011283328
Saved in:
5
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
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