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Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian; Zakoïan, Jean-Michel - 2009
Persistent link: https://www.econbiz.de/10003935360
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Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
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Detection boundary in sparse regression
Ingster, Yuri I.; Cybakov, Aleksandr B.; Verzelen, Nicolas - 2010
Persistent link: https://www.econbiz.de/10009405977
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High-dimensional instrumental variables regression and confidence sets
Gautier, Eric; Cybakov, Aleksandr B. - 2011
Persistent link: https://www.econbiz.de/10009406329
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Finite and large sample distribution-free inference in median regressions with instrumental variables
Coudin, Elise; Dufour, Jean-Marie - 2010 - Rev.
Persistent link: https://www.econbiz.de/10009406540
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Regularization in regression : comparing Bayesian and frequentist methods in a poorly informative situation
Celeux, Gilles; El Anbari, Mohammed; Marin, Jean-Michel; … - 2010
Persistent link: https://www.econbiz.de/10009406553
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PAC-Bayesian bounds for sparse regression estimation with exponential weights
Alquier, Pierre; Lounici, Karim - 2010
Persistent link: https://www.econbiz.de/10009406556
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Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent; Le Barbanchon, Thomas - 2014
Persistent link: https://www.econbiz.de/10010457133
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Linear and conic programming estimators in high-dimensional errors-in-variables models
Belloni, Alexandre; Rosenbaum, Mathieu; Cybakov, … - 2014
Persistent link: https://www.econbiz.de/10010465161
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Design-adaptive pointwise nonparametric regression estimation for recurrent Markov time series
Guerre, Emmanuel - 2004
Persistent link: https://www.econbiz.de/10002554161