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A theoretical approach to inference based on maximum observations
Qing, Li - 2004
Persistent link: https://www.econbiz.de/10003387283
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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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Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati; Padoan, Simone A.; Stupfler, Gilles - 2022
Persistent link: https://www.econbiz.de/10013170008
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Estimation and inference about tail features with tail censored data
Wang, Yulong; Xiao, Zhijie - 2020 - This version: March 2020
Persistent link: https://www.econbiz.de/10012231154
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Minimum contrast empirical likelihood inference of discontinuity in density
Ma, Jun; Jales, Hugo; Yu, Zhengfei - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 934-950
Persistent link: https://www.econbiz.de/10012313380
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Estimation and inference about tail features with tail censored data
Wang, Yulong; Xiao, Zhijie - In: Journal of econometrics 230 (2022) 2, pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014286699
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Empirical [gamma]-divergence : estimation and inference
Cho, Young Su - 2005
Persistent link: https://www.econbiz.de/10002980078
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Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identifi ed parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters....
Persistent link: https://www.econbiz.de/10012008232
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BLUEs for default probabilities
Vogl, Konstantin; Wania, Robert - 2004
Persistent link: https://www.econbiz.de/10013441062