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Estimation theory
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Economics letters
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Econometric reviews
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Statistics in transition : an international journal of the Polish Statistical Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of the American Statistical Association : JASA
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European journal of operational research : EJOR
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The econometrics journal
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International journal of forecasting
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Statistical papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
2
The wrong skewness problem in stochastic frontier analysis : a review
Papadopoulos, Alecos
;
Parmeter, Christopher F.
- In:
Journal of productivity analysis : an official journal …
61
(
2024
)
2
,
pp. 121-134
Persistent link: https://www.econbiz.de/10014502478
Saved in:
3
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
4
Exploiting continuity : maximum entropy estimation of continuous distributions
Theil, Henri
;
Fiebig, Denzil G.
-
1984
Persistent link: https://www.econbiz.de/10000056860
Saved in:
5
Statistical inference in stable distributions based on asymptotic normality of the sample characteristic function
Kleinman, David Charles
-
1977
Persistent link: https://www.econbiz.de/10000573300
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6
Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A.
-
2006
Persistent link: https://www.econbiz.de/10003329109
Saved in:
7
Estimating default probabilities implicit in equity prices
Janosi, Tibor
;
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
The credit market handbook : advanced modeling issues
,
(pp. 1-38)
.
2006
Persistent link: https://www.econbiz.de/10003338037
Saved in:
8
Distribution properties and estimation of the ratio of independent Weilbull random variables
Nadarajah, Saralees
- In:
Advances in statistical analysis : AStA ; a journal of …
94
(
2010
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10008669456
Saved in:
9
Wirtschaftsstatistik im Bachelor : Grundlagen und Datenanalyse
Akkerboom, Hans
-
2010
-
2., überarb. Aufl.
Persistent link: https://www.econbiz.de/10003937450
Saved in:
10
A simple nonparametric test for structural change in joint tail probabilities
Krämer, Walter
;
Kampen, Maarten van
-
2009
Persistent link: https://www.econbiz.de/10008827090
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