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Search: subject:"Location-scale model"
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Limit theory for forecasts of extreme distortion risk measures and expectiles
Hoga, Yannick
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10012878185
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2
Specifying location-scale models for heterogeneous variances as multilevel SEMs
McNeish, Daniel
- In:
Organizational research methods : ORM
24
(
2021
)
3
,
pp. 630-653
Persistent link: https://www.econbiz.de/10012593167
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3
Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
Barmalzan, Ghobad
;
Akrami, Abbas
;
Balakrishnan, …
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 341-352
Persistent link: https://www.econbiz.de/10012294141
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4
Quantiles via moments
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
Saved in:
5
A nonparametric distribution-free test for serial independence of errors
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1011-1034
Persistent link: https://www.econbiz.de/10011483448
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