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type_genre:"Sammelwerk"
~person:"Einmahl, John H. J."
~source:"econis"
~subject:"Asymptotic normality"
~subject:"Panelanalyse"
~subject:"Statistical method"
~subject:"Ökonometrisches Modell"
~type_genre:"Einführung"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Asymptotic normality
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Estimation theory
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Outliers
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Statistical distribution
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tail dependence
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Nichtparametrisches Verfahren
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extreme value statistics
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Hill estimator
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functional limit theorems
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local empirical process
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multivariate extremes
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stable tail dependence function
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Einmahl, John H. J.
Heckman, James J.
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Ekeland, Ivar
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Hualde, Javier
4
Nielsen, Morten Ørregaard
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Berenguer-Rico, Vanessa
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Brakel, Jan A. van den
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Canay, Ivan A.
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Chen, Heng
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Hendry, David F.
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Hill, Rufus Carter
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Jajuga, Krzysztof
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Johansen, Søren
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Kamat, Vishal
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Matzkin, Rosa L.
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Nielsen, Bent
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Pohlmeier, Winfried
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Salvati, Nicola
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Tzavidis, Nikos
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Van Keilegom, Ingrid
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Abadie, Alberto
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Ahmed, Hanan
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Boonstra, Harm Jan
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Chagny, Odile
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Chen Zhou
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Chernozhukov, Victor
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Corral, Paul
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Cysne, Rubens Penha
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Daouia, Abdelaati
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Díez de los Ríos, Antonio
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Gilboa, Itzhak
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Gooijer, Jan G. de
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Haan, Laurens de
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
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2
Improved estimation of the extreme value index using related variables
Ahmed, Hanan
;
Einmahl, John H. J.
-
2018
Persistent link: https://www.econbiz.de/10011879741
Saved in:
3
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
4
Statistics of heteroscedastic extremes
Einmahl, John H. J.
;
Haan, Laurens de
;
Chen Zhou
-
2014
Persistent link: https://www.econbiz.de/10010395089
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