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Robust tests of predictive acc...
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Estimation theory
Schätztheorie
32
Robust statistics
21
Robustes Verfahren
21
Theorie
15
Theory
15
Method of moments
7
Momentenmethode
7
M-estimators
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Statistical distribution
6
Statistische Verteilung
6
Time series analysis
6
Zeitreihenanalyse
6
Monte Carlo
5
Saddlepoint techniques
5
Statistical test
5
Statistischer Test
5
Einkommensverteilung
4
Income distribution
4
Robust tests
4
indirect inference
4
influence function
4
Ökonometrie
4
Econometrics
3
Euromarkets
3
Euromarkt
3
Exponential tilting
3
Forecasting model
3
Generalized method of moments
3
Induktive Statistik
3
Information and entropy econometrics
3
Interest rate
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Statistical inference
3
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13
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24
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8
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English
32
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Ronchetti, Elvezio
31
Victoria-Feser, Maria-Pia
8
Cantoni, Eva
4
Genton, Marc G.
2
Huber, Philippe
2
La Vecchia, Davide
2
Lô, Serigne N.
2
Markatou, Marianthi
2
Robinson, John
2
Conne, David
1
Czellar, Veronika
1
Dell'Aquila, Rosario
1
Embrechts, Paul
1
Field, Chris
1
Heritier, Stéphane
1
Jiang, Chaonan
1
Krishnakumar, Jaya
1
Krishnakumar, Jayalakshmi
1
Mills Flemming, Joanna
1
Mills Flemming, Johnna
1
Morabia, Alfredo
1
Scaillet, Olivier
1
Trojani, Fabio
1
Vidoni, Paolo
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Université de Genève / Département d'économétrie
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Cahiers du Département d'Econométrie
18
Journal of econometrics
2
Journal of the American Statistical Association : JASA
2
Distributional analysis research programme : discussion paper series
1
Financial markets and portfolio management
1
LSE STICERD Research Paper
1
Quantity and quality in economic research ; 1
1
Research paper series / Swiss Finance Institute
1
Robust inference
1
Robustness in econometrics
1
Swiss Finance Institute Research Paper
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Extremes and robustness : a contradiction?
Dell'Aquila, Rosario
;
Embrechts, Paul
- In:
Financial markets and portfolio management
20
(
2006
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003392293
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2
Robust estimation of Heckman model
Ronchetti, Elvezio
- In:
Robustness in econometrics
,
(pp. 3-21)
.
2017
Persistent link: https://www.econbiz.de/10011800914
Saved in:
3
Robust estimation of income distribution models with grouped data
Victoria-Feser, Maria-Pia
;
Ronchetti, Elvezio
-
1996
Persistent link: https://www.econbiz.de/10000670369
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4
Variable selection in additive models by nonnegative garrote
Cantoni, Eva
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335752
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5
Robust second order accurate inference for generalized linear models
Lô, Serigne N.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335758
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6
Robust small sample accurate inference in moment condition models
Lô, Serigne N.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335766
Saved in:
7
Goodness of fit for generalized linear latent variables models
Conne, David
;
Ronchetti, Elvezio
;
Victoria-Feser, Maria-Pia
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1126-1134
Persistent link: https://www.econbiz.de/10008738521
Saved in:
8
Accurate and robust indirect inference for diffusion Models
Czellar, Veronika
;
Ronchetti, Elvezio
-
2008
Persistent link: https://www.econbiz.de/10003926948
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9
Saddlepoint approximations for multivariate m-estimates with applications to bootstrap accuracy
Field, Chris
(
contributor
);
Robinson, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002432841
Saved in:
10
Robust indirect inference
Genton, Marc G.
;
Ronchetti, Elvezio
-
2001
Persistent link: https://www.econbiz.de/10001645055
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