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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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A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea - 2009
Persistent link: https://www.econbiz.de/10003865602
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Signaling without common prior : an experiment
Drouvelis, Michalis; Müller, Wieland; Possajennikov, … - 2009
Persistent link: https://www.econbiz.de/10003847073
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A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2010
Persistent link: https://www.econbiz.de/10003992222
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A class of simple distribution-free rank-based unit root tests
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2011 - rev.
Persistent link: https://www.econbiz.de/10008807395
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An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.; Krajina, Andrea; Segers, Johan - 2011
Persistent link: https://www.econbiz.de/10008841187
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How to determine the order-up-to level when demand is gamma distributed with unknown parameters
Janssen, E. (contributor); Strijbosch, L. W. G. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674543
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A method of moments estimator of tail dependence
Einmahl, John H. J. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003674635
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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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Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.; Li, Jun; Liu, Regina Y. - 2015
Persistent link: https://www.econbiz.de/10011350125