Narrow search
Showing 1 - 10 of 316
Cover Image
Dependence and the dimensionality reduction principle
Yatracos, Yannis - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 265-277
Persistent link: https://www.econbiz.de/10005395675
Cover Image
A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time
Kohler, Michael - In: AStA Advances in Statistical Analysis 92 (2008) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10005755496
Cover Image
A note on Bayesian nonparametric regression function estimation
Scricciolo, Catia - In: Statistical Methods and Applications 17 (2008) 3, pp. 321-334
Persistent link: https://www.econbiz.de/10005596315
Cover Image
Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data
Ould-Saïd, Elias; Lemdani, Mohamed - In: Annals of the Institute of Statistical Mathematics 58 (2006) 2, pp. 357-378
Persistent link: https://www.econbiz.de/10005395874
Cover Image
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias; Crump, Richard K.; Mönch, Emanuel - In: Journal of financial economics 118 (2015) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Cover Image
Partially linear models with endogeneity : a conditional moment-based approach
Antoine, Bertille; Sun, Xiaolin - In: The econometrics journal 25 (2022) 1, pp. 256-275
Persistent link: https://www.econbiz.de/10012878912
Cover Image
Nearest comoment estimation with unobserved factors
Boudt, Kris; Cornilly, Dries; Verdonck, Tim - In: Journal of econometrics 217 (2020) 2, pp. 381-397
Persistent link: https://www.econbiz.de/10012482778
Cover Image
Threshold autoregressive models for interval-valued time series data
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
Cover Image
The CAPM with measurement error : "there’s life in the old dog yet!"
Simmet, Anastasia; Pohlmeier, Winfried - In: Jahrbücher für Nationalökonomie und Statistik 240 (2020) 4, pp. 417-453
Persistent link: https://www.econbiz.de/10012167634
Cover Image
A fast robust method for fitting gamma distributions
Clarke, Brenton; McKinnon, Peter; Riley, Geoff - In: Statistical Papers 53 (2012) 4, pp. 1001-1014
The art of fitting gamma distributions robustly is described. In particular we compare methods of fitting via minimizing a Cramér Von Mises distance, an L <Subscript>2</Subscript> minimum distance estimator, and fitting a B-optimal M-estimator. After a brief prelude on robust estimation explaining the merits in terms...</subscript>
Persistent link: https://www.econbiz.de/10010998601