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A tractable, parsimonious and highly flexible model for cylindrical data, with applications
Abe, Toshihiro; Ley, Christophe - 2015
Persistent link: https://www.econbiz.de/10011289226
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Multivariate hill estimators
Dominicy, Yves; Ilmonen, Pauliina; Veredas, David - 2014
Persistent link: https://www.econbiz.de/10011289450
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Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy - 2014
Persistent link: https://www.econbiz.de/10010376931
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ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.; Kristensen, Dennis - 2014
Persistent link: https://www.econbiz.de/10010401691
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Efficiency combined with simplicity : new testing procedures for generalized inverse gaussian models
Koudou, Angelo Efoevi; Ley, Christophe - 2014
Persistent link: https://www.econbiz.de/10010418911
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Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine; Hallin, Marc; Paindaveine, Davy - 2014
Persistent link: https://www.econbiz.de/10010483703
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Skew-rotsymmetric distributions on unit spheres and related efficient inferential procedures
Ley, Christophe; Verdebout, Thomas - 2014
Persistent link: https://www.econbiz.de/10010483707
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei; Kruse-Becher, Robinson - 2021
Persistent link: https://www.econbiz.de/10012620758
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Multivariate moment based extreme value index estimators
Keikkilä, Matias; Dominicy, Yves; Ilmonen, Pauliina - 2015
Persistent link: https://www.econbiz.de/10011628494