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Inference for heavy-tailed and multiple-threshold double autoregressive models
Yang, Yaxing; Ling, Shiqing - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 2, pp. 318-333
Persistent link: https://www.econbiz.de/10011704205
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Semiparametric tail index regression
Li, Rui; Leng, Chenlei; You, Jinhong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 82-95
Persistent link: https://www.econbiz.de/10012804089
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Semiparametric estimation of a censored regression model subject to nonparametric sample selection
Pan, Zhewen; Zhou, Xianbo; Zhou, YaHong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 141-151
Persistent link: https://www.econbiz.de/10012804094
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Spectral estimation of large stochastic blockmodels with discrete nodal covariates
Mele, Angelo; Hao, Lingxin; Cape, Joshua; Priebe, Carey E. - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1364-1376
Persistent link: https://www.econbiz.de/10014448655
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An inverse norm sign test of location parameter for high-dimensional data
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 807-815
Persistent link: https://www.econbiz.de/10012587984