Similar Search Results

Nonparametric versus parametric expected shortfall

Martin, R. Douglas; Zhang, Shengyu - In: Journal of risk 21 (2018/2019) 6, pp. 1-41

Persistent link: https://www.econbiz.de/10012117478

Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors

Hu, Yingyao; Schennach, Susanne M.; Shiu, Ji-Liang - In: Journal of econometrics 226 (2022) 2, pp. 269-294

Persistent link: https://www.econbiz.de/10013461525

Empirical likelihood

Owen, Art B. - 2001

Persistent link: https://www.econbiz.de/10001574339

Empirical [gamma]-divergence : estimation and inference

Cho, Young Su - 2005

Persistent link: https://www.econbiz.de/10002980078

Minimum Contrast Empirical Likelihood Inference of Discontinuity in Density

Ma, Jun - 2018

This paper investigates the asymptotic properties of a simple empirical-likelihood-based inference method for discontinuity in density. The parameter of interest is a function of two one-sided limits of the probability density function at (possibly) two cut-off points. Our approach is based on...

Persistent link: https://www.econbiz.de/10012914060

Jackknife empirical likelihood

Jing, Bingyi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232

Persistent link: https://www.econbiz.de/10003902863

On empirical likelihood statistical functions

Yuan, Ao; Xu, Jinfeng; Zheng, Gang - In: Journal of econometrics 178 (2014) 1, pp. 613-623

Persistent link: https://www.econbiz.de/10010256818

Estimation and inference of discontinuity in density

Otsu, Taisuke; Xu, Ke-li; Matsushita, Yukitoshi - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10010337854

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

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429