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Nonparametric estimation of first price auctions via density-quantile function
Zhang, Yu Yvette - In: Economics letters 216 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448332
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A sustainable inventory model to study the mixing and bottling plant of single item for cost minimization
Bhattacharjee, Nabajyoti; Sen, Nabendu - In: Operations research forum 4 (2023) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10014388643
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A fluctuation test for constant Spearman’s rho
Wied, Dominik; Dehling, Herold; Kampen, Maarten W. van; … - 2011
Persistent link: https://www.econbiz.de/10009155239
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On optimal spatial subsample size for variance estimation
Nordman, Daniel J.; Lahiri, Soumendra N. - 2002
In this paper, we consider the problem of determining the optimal block size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance estimator, which yields an expression for the theoretical...
Persistent link: https://www.econbiz.de/10009770911
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A simple, transparent and rational weighting approach to combining different operational risk data sources
Renaudin, Alexis; Grant, Matthew - In: The journal of operational risk 10 (2015) 2, pp. 23-44
Persistent link: https://www.econbiz.de/10011298866
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To mix or not to mix? : diffusion in groups
Izquierdo, Segismundo S.; Izquierdo, Luis R.; … - 2017
Persistent link: https://www.econbiz.de/10011991139
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - 2019
Persistent link: https://www.econbiz.de/10012003975
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A stochastic recurrence equation approach to stationarity and phi-mixing of a class of nonlinear ARCH models
Blasques, Francisco; Nientker, Marc - 2017
a strictly stationary and phi-mixing solution. Moreover, we show that any path converges to this solution. The proof …
Persistent link: https://www.econbiz.de/10011699508
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Adaptive non-parametric instrumental regression in the presence of dependence
Asin, Nicolas; Johannes, Jan - In: Annals of economics and statistics 128 (2017), pp. 5-66
Persistent link: https://www.econbiz.de/10011776887
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Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
Jentsch, Carsten; Lunsford, Kurt G. - 2016
shocks. We provide asymptotic theory for proxy SVARs when the VAR innovations and proxy variables are jointly a-mixing. We …
Persistent link: https://www.econbiz.de/10011570152