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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"IDB Publications (Working Papers)"
~isPartOf:"IMF staff country report"
~subject:"Estimation theory"
~type_genre:"Working Paper"
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Estimation theory
Theorie
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53
Nichtparametrisches Verfahren
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48
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Einmahl, John H. J.
14
Čížek, Pavel
8
Werker, Bas J. M.
5
Drost, Feike C.
4
Magnus, Jan R.
4
Segers, Johan
4
Akker, Ramon van den
3
Chen Zhou
3
He, Yi
3
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2
Gantner, Maria
2
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2
Krajina, Andrea
2
Moors, Johannes J. A.
2
Osiewalski, Jacek
2
Steel, Mark F. J.
2
Andreou, Elena
1
Angrist, Joshua D.
1
Aquaro, Michele
1
Banerjee, Anurag Narayan
1
Beirlant, Jan
1
Bera, Anil K.
1
Can, Sami Umut
1
Chib, Siddhartha
1
Danilov, Dmitry L.
1
De Luca, Giuseppe
1
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1
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1
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1
Groenendaal, Willem J. van
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1
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1
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1
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1
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1
Kiriliouk, Anna
1
Klaassen, Chris A.
1
Koo, Chao Hui
1
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1
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1
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
IDB Publications (Working Papers)
IMF staff country report
CEMMAP working papers / Centre for Microdata Methods and Practice
202
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
87
Working paper / Department of Econometrics and Business Statistics, Monash University
80
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78
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69
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67
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58
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46
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44
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43
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33
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13
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13
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13
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ECONIS (ZBW)
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Extreme value inference for general heterogeneous data
He, Yi
;
Einmahl, John H. J.
-
2024
Persistent link: https://www.econbiz.de/10014528470
Saved in:
3
Asymptotically distribution-free goodness-of-fit testing for copulas
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2017
Persistent link: https://www.econbiz.de/10011764588
Saved in:
4
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
5
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
6
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
7
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
8
Identification and estimation of nonseparable single-index models in panel data with correlated random effects
Čížek, Pavel
;
Lei, Jinghua
-
2013
Persistent link: https://www.econbiz.de/10010228796
Saved in:
9
An M-estimator of spatial tail dependence
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Krajina, Andrea
; …
-
2014
Persistent link: https://www.econbiz.de/10010395535
Saved in:
10
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
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