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Estimation theory
Kernel density estimation
89
kernel density estimation
75
regular variation
58
Regular variation
52
Schätztheorie
51
Statistical distribution
35
Statistische Verteilung
35
Schätzung
33
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32
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30
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27
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21
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Nonparametric statistics
16
Core
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8
Probability theory
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Regression analysis
8
Regressionsanalyse
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English
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Wu, Ximing
4
Wen, Kuangyu
3
Cardós, Manuel
2
Groß, Marcus
2
Kourentzes, Nikolaos
2
Krause, Melanie
2
Liu, Wei
2
Prono, Todd
2
Rendtel, Ulrich
2
Schluter, Christian
2
Semeyutin, Artur
2
Trapero, Juan R.
2
Albrecher, Hansjörg
1
Anderson, Edward J.
1
Arai, Yoichi
1
Asimit, Alexandru V.
1
Becker, Ralf
1
Beirlant, Jan
1
Belomestny, Denis
1
Bladt, Martin
1
Bömermann, Hartmut
1
Calvet, Laurent E.
1
Cattaneo, Matias D.
1
Cellmer, Radosław
1
Clements, Adam
1
Cooley, Daniel
1
Czellar, Veronika
1
Davis, Richard A.
1
Drees, Holger
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Dunnett, Sarah
1
Einmahl, John H. J.
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Erfurth, Kerstin
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Feng, Gen-Fu
1
Feng, Guohua
1
Giasemidis, Georgios
1
Gozgor, Giray
1
Graham, Bryan S.
1
Grant, Robert
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Haben, Stephen
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International journal of forecasting
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CEMMAP working papers / Centre for Microdata Methods and Practice
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2
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2
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International journal of computational economics and econometrics : IJCEE
2
Journal of mathematical finance
2
Application of operations research (OR) in disaster relief operations (DRO), part I and part II
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Econometric advances in the analysis of income inequality within and between countries
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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INFORMS journal on optimization
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1
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1
Local regression distribution estimators
Cattaneo, Matias D.
;
Jansson, Michael
;
Ma, Xinwei
-
University of California, San Diego / Department of …
-
2021
Persistent link: https://www.econbiz.de/10012887574
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2
Efficient density estimation and value at risk using Fejér-type kernel functions
Kosta, Olga
;
Stepanova, Natalia
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 480-504
Persistent link: https://www.econbiz.de/10011440699
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3
On Zipf's law and the bias of Zipf regressions
Schluter, Christian
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 529-548
Persistent link: https://www.econbiz.de/10012616865
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4
Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert
;
Stoev, Stilian
;
Cooley, Daniel
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
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5
Combined tail estimation using censored data and expert information
Bladt, Martin
;
Albrecher, Hansjörg
;
Beirlant, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
6
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
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6
Closed-form estimators for finite-order ARCH models as simple and competitive alternatives to QMLE
Prono, Todd
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011965371
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7
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
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8
Limit theory of model order change-point estimator for GARCH models
Irungu, Irene W.
;
Mwita, Peter N.
;
Waititu, Antony G.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 426-445
Persistent link: https://www.econbiz.de/10011875287
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9
Systemic risk : an asymptotic evaluation
Asimit, Alexandru V.
;
Li, Jinzhu
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 673-698
Persistent link: https://www.econbiz.de/10011875678
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10
Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 244-259
Persistent link: https://www.econbiz.de/10012181447
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