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Mobile money, trade deficit and economic development : theory and evidence
Beck, Thorsten; Pamuk, Haki; Ramrattan, Ravindra; Uras, … - 2015
Persistent link: https://www.econbiz.de/10011350052
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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
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A general model for repeated audit controls using monotone subsampling
Raats, V. M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655953
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Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
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The k-step spatial sign covariance matrix
Croux, Christophe; Dehon, Catherine; Yadine, Abdelilah - 2010
Persistent link: https://www.econbiz.de/10003985680
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Multivariate versus univariate Kriging metamodels for multi-response simulation models
Kleijnen, Jack P. C.; Mehdad, Ehsan - 2014 - Revision of 2012-039
Persistent link: https://www.econbiz.de/10010387883
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Multivariate convex aaproximation and least-norm convex data-smoothing
Siem, A. Y. D. (contributor); Hertog, Dirk den (contributor) - 2005
Persistent link: https://www.econbiz.de/10003239265
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Bayesian multivariate exogeneity analysis : an application to a UK money demand equation
Steel, Mark F. J.; Richard, Jean-François - 1989
Persistent link: https://www.econbiz.de/10000782899
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Estimation of extreme depth-based quantile regions
He, Yi; Einmahl, John H. J. - 2014
Persistent link: https://www.econbiz.de/10011282830
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On the optimality of multivariate S-estimators
Croux, Christophe; Dehon, C.; Yadine, A. - 2010
Persistent link: https://www.econbiz.de/10003985646