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type_genre:"Working Paper"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~source:"econis"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Report / Econometric Institute, Erasmus University Rotterdam
Working paper / Department of Econometrics and Business Statistics, Monash University
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
2
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
3
Cross-sectional independence test for a class of parametric panel data models
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
;
Guo, Meihui
-
2015
Persistent link: https://www.econbiz.de/10011781344
Saved in:
4
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.
;
Silvapulle, Paramsothy
;
Hyndman, Rob J.
-
2006
Persistent link: https://www.econbiz.de/10003361020
Saved in:
5
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
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6
Monte Carlo analysis of skew posterior distributions : an illustrative econometric example
Dijk, H. K. van
;
Kloek, T.
-
1982
Persistent link: https://www.econbiz.de/10001561715
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7
A simple asymptotic estimate for the index of a stable distribution
Haan, L. de
;
Resnick, S. I.
-
1979
Persistent link: https://www.econbiz.de/10003547251
Saved in:
8
Further results on efficient estimation of income distribution parameters
Kloek, T.
;
Dijk, H. K. van
-
1977
Persistent link: https://www.econbiz.de/10001563120
Saved in:
9
Efficient estimation of income distribution parameters
Kloek, T.
;
Dijk, H. K. van
-
1976
Persistent link: https://www.econbiz.de/10001565813
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