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Search: subject:"boundary bias"
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boundary bias
12
Boundary bias
9
Nichtparametrisches Verfahren
7
Estimation theory
6
Nonparametric statistics
6
Schätztheorie
6
Schätzung
6
asymptotic properties
6
Estimation
5
Asymptotic properties
4
Bias
4
asymmetric kernels
4
copula
4
Asymmetric kernel
3
Bernstein polynomial
3
Core
3
Statistical distribution
3
Statistische Verteilung
3
Systematischer Fehler
3
Unbounded copula
3
curse of dimension
3
least squares cross validation
3
nonparametric estimation
3
Bayes factor
2
Bernstein density copula estimator
2
Continuous-time model
2
Hellinger metric
2
Kernel method
2
Multivariate Verteilung
2
Multivariate distribution
2
Nonparametric estimation
2
Parameter estimation uncertainty
2
Probability integral transform
2
Quadratic form
2
Regression analysis
2
Regressionsanalyse
2
Short-term interest rate
2
Transition density
2
Volatility
2
Volatilität
2
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Free
16
Undetermined
8
Type of publication
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Book / Working Paper
16
Article
9
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Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
4
Arbeitspapier
2
Graue Literatur
1
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1
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English
14
Undetermined
11
Author
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Bouezmarni, Taoufik
6
BOUEZMARNI, Taoufik
3
ROMBOUTS, Jeroen V.K.
3
Rombouts, Jeroen V.K.
3
Taamouti, Abderrahim
3
Charpentier, Arthur
2
Geenens, Gery
2
Hong, Yongmiao
2
Li, Haitao
2
Li, Song
2
Paindaveine, Davy
2
Silvapulle, Mervyn J.
2
Xie, Sihong
2
Zhang, Xibin
2
Abderrahim, Taamouti
1
Chen, Song
1
El, Ghouch
1
Fernandes, Marcelo
1
Ghouch, Anouar El
1
Ghouch, El
1
Grammig, Joachim
1
Hujer, Reinhard
1
Igarashi, Gaku
1
Kakizawa, Yoshihide
1
Kokot, Stefan
1
Martins-Filho, Carlos
1
Monteiro, Paulo
1
Rombouts, Jeroen V. K.
1
SCAILLET, Olivier
1
Silvapulle, Param
1
Silvapulle, Paramsothy
1
TAAMOUTI, Abderrahim
1
Taoufik, Bouezmarni
1
Wen, Kuangyu
1
Wu, Ximing
1
Yao, Feng
1
Zhang, Yu Yvette
1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Departamento de Economía, Universidad Carlos III de Madrid
2
Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Econometrics and Business Statistics, Monash Business School
1
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
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CORE Discussion Papers
3
Cahiers de recherche
3
Annals of the Institute of Statistical Mathematics
2
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
2
Economics letters
2
Statistics & Risk Modeling
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Discussion papers in economics / Center for Economic Analysis, Department of Economics, University of Colorado at Boulder : Working paper
1
ECARES working paper
1
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Monash Econometrics and Business Statistics Working Papers
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Statistics & Probability Letters
1
Working Paper Series: Finance & Accounting
1
Working Papers ECARES
1
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RePEc
16
ECONIS (ZBW)
6
EconStor
2
Other ZBW resources
1
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21
Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao
;
Li, Haitao
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
transformation and correct the
boundary
bias
of kernel estimators. As a result, our tests are robust to persistent dependence in data …
Persistent link: https://www.econbiz.de/10010983648
Saved in:
22
Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels
SCAILLET, Olivier
-
Institut de Recherche Économique et Sociale (IRES), …
-
2001
boundary
bias
, always non-negative, and achieve the optimal rate of convergence for the mean integrated squarred error …
Persistent link: https://www.econbiz.de/10004985341
Saved in:
23
Bias-free nonparametric estimation of intra-day trade activity measures
Grammig, Joachim
;
Hujer, Reinhard
;
Kokot, Stefan
-
2000
Persistent link: https://www.econbiz.de/10010316265
Saved in:
24
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo
;
Monteiro, Paulo
- In:
Annals of the Institute of Statistical Mathematics
57
(
2005
)
3
,
pp. 425-442
Persistent link: https://www.econbiz.de/10005616149
Saved in:
25
Probability Density Function Estimation Using Gamma Kernels
Chen, Song
- In:
Annals of the Institute of Statistical Mathematics
52
(
2000
)
3
,
pp. 471-480
Persistent link: https://www.econbiz.de/10005760165
Saved in:
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