//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Nonparametric statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Maximal non-exchangeability in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Copula
594
Multivariate Verteilung
450
Multivariate distribution
450
copula
425
Theorie
270
Theory
251
Symmetry
144
symmetry
126
Risikomaß
105
Risk measure
101
Portfolio-Management
93
Statistische Verteilung
92
Kapitaleinkommen
90
Portfolio selection
90
Volatility
90
Volatilität
90
Capital income
89
Statistical distribution
86
Zeitreihenanalyse
85
Schätzung
83
Estimation
81
Time series analysis
78
ARCH-Modell
77
ARCH model
76
Schätztheorie
74
Estimation theory
69
Welt
58
Aktienmarkt
57
Stock market
57
Risikomanagement
56
Risk management
56
World
56
Börsenkurs
51
Share price
49
Tail dependence
47
Nichtparametrisches Verfahren
44
Correlation
43
Credit risk
42
Dependence
42
more ...
less ...
Online availability
All
Undetermined
23
Free
13
Type of publication
All
Article
34
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Arbeitspapier
10
Working Paper
10
Graue Literatur
9
Non-commercial literature
9
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
43
Undetermined
1
Author
All
Arellano, Manuel
3
Bonhomme, Stéphane
3
Berghaus, Betina
2
Bücher, Axel
2
Callaway, Brantly
2
Fan, Yanqin
2
Fasiolo, Matteo
2
Hou, Yanxi
2
Ji, Yuanyuan
2
Ledwina, Teresa
2
Li, Tong
2
Liu, Ruixuan
2
Marra, Giampiero
2
Okhrin, Ostap
2
Pereda Fernández, Santiago
2
Pereda-Fernández, Santiago
2
Radice, Rosalba
2
Siburg, Karl Friedrich
2
Weiß, Gregor
2
Winkelmann, Rainer
2
Zhou, Yahong
2
Allen, David E.
1
Birke, Melanie
1
Bissantz, Nicolai
1
Bouri, Elie
1
Chen, Songnian
1
Chen, Tao
1
Chen, Xiangjin B.
1
Deng, Xue
1
Durante, Fabrizio
1
Gao, Yichen
1
Grossmass, Lidan
1
Harris, Richard D. F.
1
He, Yi
1
Henderson, Daniel J.
1
Jalkh, Naji
1
Li, Lujun
1
Liang, Ying
1
Lizin, Sebastien
1
Malina, Robert
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
5
Journal of econometrics
5
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Journal of banking & finance
2
SFB 649 discussion paper
2
Temi di discussione / Banca d'Italia
2
CEMFI working paper
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Computational economics
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial econometrics and empirical market microstructure
1
Health economics
1
IWQW discussion paper series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative economics : QE ; journal of the Econometric Society
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / University of Zurich, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
43
RePEc
1
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for symmetries in multivariate inverse problems
Birke, Melanie
;
Bissantz, Nicolai
-
2011
Persistent link: https://www.econbiz.de/10009155215
Saved in:
2
A consistent bootstrap procedure for nonparametric
symmetry
tests
Henderson, Daniel J.
;
Parmeter, Christopher F.
- In:
Economics letters
131
(
2015
),
pp. 78-82
Persistent link: https://www.econbiz.de/10011422658
Saved in:
3
Testing conditional mean independence under
symmetry
Chen, Tao
;
Ji, Yuanyuan
;
Zhou, Yahong
;
Zhu, Pingfang
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 615-627
Persistent link: https://www.econbiz.de/10012249219
Saved in:
4
Nonparametric identification and estimation of sample selection models under
symmetry
Chen, Songnian
;
Zhou, Yahong
;
Ji, Yuanyuan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 148-160
Persistent link: https://www.econbiz.de/10011974558
Saved in:
5
Penalized exponential series estimation of
copula
densities with an application to intergenerational dependence of body mass index
Gao, Yichen
;
Zhang, Yu Yvette
;
Wu, Ximing
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011285954
Saved in:
6
Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich
;
Stoimenov, Pavel
;
Weiß, Gregor
- In:
Journal of banking & finance
54
(
2015
),
pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
Saved in:
7
Conditional systemic risk with penalized
copula
Okhrin, Ostap
;
Ristig, Alexander
;
Sheen, Jeffrey R.
; …
-
2015
, conditional quantiles are specified via hierarchical Archimedean
copula
. The parameters and structure of this
copula
are …
Persistent link: https://www.econbiz.de/10011309638
Saved in:
8
A multivariate linear rank test of independence based on a multiparametric
copula
with cubic sections
Mangold, Benedikt
-
2015
This paper generalizes the locally optimal linear rank test based on
copula
from Shirahata (1974) resp. Guillén and …
Persistent link: https://www.econbiz.de/10011333620
Saved in:
9
Estimating dynamic
copula
dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
10
Application of
Copula
models for modeling one-dimensional time series
Onishchenko, Vadim
;
Penikas, Henry
- In:
Financial econometrics and empirical market microstructure
,
(pp. 225-239)
.
2015
Persistent link: https://www.econbiz.de/10011326630
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->