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Asymptotically distribution-free goodness-of-fit testing for tail copulas
Can, Sami Umut; Einmahl, John H. J.; Khmaladze, Estate V.; … - 2014
Persistent link: https://www.econbiz.de/10011283328
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Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut; Einmahl, John H. J.; Laeven, Roger J. A. - 2021
Persistent link: https://www.econbiz.de/10012586114
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Evaluation of moments of quadratic forms in normal variables
Magnus, Jan R.; Pesaran, Bahram - 1990
Persistent link: https://www.econbiz.de/10000786810
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Spatial dependence and space-time trends in extreme event
Einmahl, John H. J.; Ferreira, Ana; Haan, Laurens de; … - 2020
Persistent link: https://www.econbiz.de/10012182625
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A simple asymtotic analysis of residual-based statistics
Andreou, Elena (contributor); Werker, Bas J. M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
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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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Option pricing and momentum
Rogríguez, Juan Carlos (contributor) - 2007
Persistent link: https://www.econbiz.de/10003686514
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Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.; Beers, Wim C. M. van - 2019
Persistent link: https://www.econbiz.de/10012010856
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Testing for a threshold in models with endogenous regressors
Rothfelder, Mario; Boldea, Otilia - 2019
Persistent link: https://www.econbiz.de/10012116603
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Empirical likelihood based hypothesis testing
Einmahl, John H. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718063