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  • Search: subject:"empirical process"
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Year of publication
Subject
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Empirical process 57 empirical process 51 Schätztheorie 31 Estimation theory 28 Theorie 21 Statistischer Test 19 Nichtparametrisches Verfahren 17 Statistical test 17 Theory 16 Nonparametric statistics 15 Bootstrap 12 Probability theory 10 Wahrscheinlichkeitsrechnung 10 weak convergence 10 Bootstrap approach 9 Bootstrap-Verfahren 9 Statistical distribution 9 Statistische Verteilung 9 Time series analysis 9 Zeitreihenanalyse 9 nonparametric regression 9 Regression analysis 8 ARCH model 7 Estimation 7 Kolmogorov-Smirnov test 7 Regressionsanalyse 7 Schätzung 7 bootstrap 7 Ausreißer 6 Empirical process theory 6 Marked empirical process 6 Outliers 6 empirical process of residuals 6 quantile process 6 testing for symmetry 6 ARCH-Modell 5 Copula 5 Homoscedasticity 5 M-estimation 5 Multivariate Verteilung 5
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Online availability
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Free 104 Undetermined 78
Type of publication
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Book / Working Paper 99 Article 87 Other 2
Type of publication (narrower categories)
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Working Paper 38 Article in journal 25 Aufsatz in Zeitschrift 25 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 19 Article 2
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Language
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Undetermined 97 English 90 German 1
Author
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Dette, Holger 15 Neumeyer, Natalie 9 Einmahl, John H. J. 8 Chernozhukov, Victor 7 Weißbach, Rafael 7 Berti, Patrizia 6 Escanciano, Juan Carlos 6 Nielsen, Bent 6 Pratelli, Luca 6 Rigo, Pietro 6 Hetzler, Benjamin 5 Lewbel, Arthur 5 Wied, Dominik 5 Andrews, Donald W.K. 4 Chen Zhou 4 Chetverikov, Denis 4 Einmahl, John 4 Jochmans, Koen 4 Kato, Kengo 4 Linton, Oliver 4 Caner, Mehmet 3 Doukhan, Paul 3 Johansen, Søren 3 Lang, Gabriel 3 Lee, Sangyeol 3 Lee, Sokbae 3 Leucht, Anne 3 Nagel, Eva-Renate 3 Neumann, Michael H. 3 Rémillard, Bruno 3 Scaillet, Olivier 3 Shang, Dajing 3 Yan, Yang 3 Cavaliere, Giuseppe 2 Csörgo, Miklós 2 Engler, Eric 2 Feng, Zhenghui 2 Frattarolo, Lorenzo 2 Ghosh, Debashis 2 Guegan, Dominique 2
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Cowles Foundation for Research in Economics, Yale University 5 Tilburg University, Center for Economic Research 4 Department of Economics, Boston College 3 Centre for Microdata Methods and Practice (CEMMAP) 2 Department of Economics, Oxford University 2 Department of Economics, Sciences économiques 2 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 2 Econometric Society 2 Economics Group, Nuffield College, University of Oxford 2 HAL 2 Instituto Valenciano de Investigaciones Económicas (IVIE) 2 London School of Economics (LSE) 2 School of Economics and Management, University of Aarhus 2 Sciences économiques, Sciences Po 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Berkeley Electronic Press 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centro de Investigación Económica (CIE), Departamento Académico de Economía 1 Department of Economics, Florida International University 1 Department of Economics, University of Warwick 1 Finance Discipline Group, Business School 1 International Centre for Economic Research (ICER) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Swiss Finance Institute 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
All
Annals of the Institute of Statistical Mathematics 14 Journal of Multivariate Analysis 8 Discussion paper / Center for Economic Research, Tilburg University 7 Statistics & Probability Letters 7 Technical Report 7 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Metrika 6 cemmap working paper 6 Cowles Foundation Discussion Papers 5 Statistical Inference for Stochastic Processes 5 Computational Statistics & Data Analysis 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Journal of econometrics 4 Quaderni di Dipartimento 4 The econometrics journal 4 Boston College Working Papers in Economics 3 CEMMAP working papers / Centre for Microdata Methods and Practice 3 Econometric Reviews 3 Econometric reviews 3 Stochastic Processes and their Applications 3 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 3 CREATES Research Papers 2 CeMMAP working papers 2 Economics Papers / Economics Group, Nuffield College, University of Oxford 2 Economics Series Working Papers / Department of Economics, Oxford University 2 LSE Research Online Documents on Economics 2 MPRA Paper 2 Quaderni del Dipartimento 2 Quantitative economics : QE ; journal of the Econometric Society 2 Sciences Po Economics Discussion Papers 2 Sciences Po publications 2 Statistical Papers / Springer 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Working Papers. Serie AD 2 ASTIN bulletin : the journal of the International Actuarial Association 1 CORE Discussion Papers 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1
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Source
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RePEc 117 ECONIS (ZBW) 47 EconStor 21 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 188
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.; Chen Zhou - 2024
Persistent link: https://www.econbiz.de/10014467520
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Extreme value inference for general heterogeneous data
He, Yi; Einmahl, John H. J. - 2024
Persistent link: https://www.econbiz.de/10014528470
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Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.; Krajina, Andrea - 2023
Persistent link: https://www.econbiz.de/10013475286
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R-estimators in GARCH models : asymptotics and applications
Liu, Hang; Mukherjee, Kanchan - In: The econometrics journal 25 (2022) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
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Risk analysis via generalized pareto distributions
He, Yi; Peng, Liang; Zhang, Dabao; Zhao, Zifeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
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Specification tests for GARCH processes with nuisance parameters on the boundary
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 197-214
Persistent link: https://www.econbiz.de/10014449910
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Bootstrap based goodness-of-fit tests for binary multivariate regression models
van Heel, Mareike; Dikta, Gerhard; Braekers, Roel - In: Journal of the Korean Statistical Society 51 (2021) 1, pp. 308-335
We consider a binary multivariate regression model where the conditional expectation of a binary variable given a higher-dimensional input variable belongs to a parametric family. Based on this, we introduce a model-based bootstrap (MBB) for higher-dimensional input variables. This test can be...
Persistent link: https://www.econbiz.de/10014501858
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Testing the multivariate regular variation model
Einmahl, John H. J.; Yang, Fan; Chen Zhou - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
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Specification tests for GARCH processes
Cavaliere, Giuseppe; Perera, Indeewara; Rahbek, Anders - 2021
Persistent link: https://www.econbiz.de/10012627489
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Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander; Wied, Dominik - In: Journal of econometrics 235 (2023) 2, pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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