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~subject:"Estimation"
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Search: subject:"CHI-SQUARE"
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Estimation
Nichtparametrischer Test
31
Nonparametric test
31
Theorie
19
chi-square test
17
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16
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13
chi-square
13
Statistischer Test
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Chi-Square Test
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Chi-square statistic
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minimum chi-square
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Quality management
5
Qualitätsmanagement
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correspondence analysis
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Hashimoto, Yūko
2
Itō, Takatoshi
2
Ohnishi, Takaaki
2
Takayasu, Hideki
2
Watanabe, Tsutomu
2
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1
Beg, Rabiul Alam
1
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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
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1
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1
Liu, Huazhang
1
Samuel, W.
1
Shah, Paresh
1
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1
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
8
RePEc
1
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1
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
2
Testing the equality of Nifty 50 stocks' volatility risk using correlated F-ratio
Jayakumar, G. S. David Sam
;
Samuel, W.
;
Sulthan, A.
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 384-409
Persistent link: https://www.econbiz.de/10014311645
Saved in:
3
Examination and modification of multi-factor model in explaining stock excess return with hybrid approach in empirical study of Chinese stock market
Huang, Jian
;
Liu, Huazhang
- In:
Journal of risk and financial management : JRFM
12
(
2019
)
2/91
,
pp. 1-30
simulation based on Python. Moreover, we conducted research on factor cyclical pattern via
chi-square
test and developed a …
Persistent link: https://www.econbiz.de/10012022057
Saved in:
4
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki
;
Takayasu, Hideki
;
Itō, Takatoshi
; …
-
2010
Persistent link: https://www.econbiz.de/10008841895
Saved in:
5
Testing and predicting volatility spillover : a multivariate GJR-GARCH approach
Aftab, Hira
;
Beg, Rabiul Alam
;
Sun, Sizhong
;
Zhou, Zhangyue
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10012005368
Saved in:
6
Testing for linear and non-linear causality in spot and future prices of national multi-commodity indices
Shah, Paresh
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
3
,
pp. 174-185
Persistent link: https://www.econbiz.de/10011543236
Saved in:
7
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki
;
Takayasu, Hideki
;
Itō, Takatoshi
; …
- In:
International review of financial analysis
23
(
2012
),
pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
Saved in:
8
Markov or not Markov : this should be a question
Bickenbach, Frank
;
Bode, Eckhardt
-
2001
granted so far. The present paper proposes, resp. recalls
chi-square
tests of the Markov property, of spatial independence …
Persistent link: https://www.econbiz.de/10011495597
Saved in:
9
Identification and estimation of Gaussian affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of Econometrics
168
(
2012
)
2
,
pp. 315-331
numerical optimization. A separate contribution of the paper is the proposal of minimum-
chi-square
estimation as an alternative …
Persistent link: https://www.econbiz.de/10010574096
Saved in:
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