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  • Search: person:"Dhar, Subhra Sankar"
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Year of publication
Subject
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Estimation theory 3 Schätztheorie 3 Bayes-Statistik 2 Bayesian inference 2 Volatility 2 Volatilität 2 Asymmetric Laplace distribution 1 Bayesian analysis 1 Estimation 1 L-estimator 1 Martingal 1 Martingale 1 Optimization equation 1 Robust statistics 1 Robustes Verfahren 1 Schätzung 1 Statistical distribution 1 Statistical theory 1 Statistische Methodenlehre 1 Statistische Verteilung 1 martingale central limit theorem 1 non-Gaussian error distribution 1
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
Language
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English 3 Undetermined 1
Author
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Dhar, Subhra Sankar 4 Chaudhuri, Probal 2 Dutta, Debajit 2 Mitra, Amit 2
Published in...
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society 1 Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modeling : part B 1 Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B 1 Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft 1
Source
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ECONIS (ZBW) 3 OLC EcoSci 1
Showing 1 - 4 of 4
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On quantile estimator in volatility model with non-negative error density and Bayesian perspective
Dutta, Debajit; Dhar, Subhra Sankar; Mitra, Amit - 2019
Persistent link: https://www.econbiz.de/10012244179
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On Quantile Estimator in Volatility Model with Non-negative Error Density and Bayesian Perspective
Dutta, Debajit; Dhar, Subhra Sankar; Mitra, Amit - In: Topics in identification, limited dependent variables, …, (pp. 193-210). 2019
Stochastic volatility models are of great importance in the field of mathematical finance, especially for accurately explaining the dynamics of financial derivatives. A quantile-based estimator for the location parameter of a stochastic volatility model is proposed by solving an optimization...
Persistent link: https://www.econbiz.de/10015091165
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A comparison of robust estimators based on two types of trimming
Dhar, Subhra Sankar; Chaudhuri, Probal - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10003852351
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Cover Image
A comparison of robust estimators based on two types of trimming
Dhar, Subhra Sankar; Chaudhuri, Probal - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 93 (2009) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10008352260
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