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~person:"Candelon, Bertrand"
~person:"Scaillet, Olivier"
~subject:"Bootstrap-Verfahren"
~type_genre:"Arbeitspapier"
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Bootstrap-Verfahren
Nichtlineare Optimierung
7
Nonlinear programming
7
Bootstrap approach
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Nichtparametrisches Verfahren
4
Nonparametric statistics
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Risikomanagement
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Lateinamerika
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Candelon, Bertrand
Scaillet, Olivier
Denuit, Michel
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Goderniaux, Anne-Cécile
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Gil-Alaña, Luis A.
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Louter, A. S.
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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FAME research paper series
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ECONIS (ZBW)
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A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
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contributor
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2005
Persistent link: https://www.econbiz.de/10002634905
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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
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2005
Persistent link: https://www.econbiz.de/10003074160
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3
A Kolmogorov-Smirnov type test for positive quadrant dependence
Scaillet, Olivier
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003120225
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4
A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120541
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5
On finite sample properties of the tests of Robinson (1994) for fractional integration
Candelon, Bertrand
;
Gil-Alaña, Luis A.
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2002
Persistent link: https://www.econbiz.de/10001699459
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