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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes
Sakata, Shinichi; White, Halbert - 1994
Persistent link: https://www.econbiz.de/10000892123
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892192
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Recursive M-estimation, nonlinear regression and neural network learning with dependent observations
Kuan, Chung-ming; White, Halbert - 1991
Persistent link: https://www.econbiz.de/10000836565
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An alternative definition of finite sample breakdown point with applications to regression model estimators
Sakata, Shinichi; White, Halbert - 1993
Persistent link: https://www.econbiz.de/10000878848
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Testing structural change in partially linear models
Su, Liangjun; White, Halbert - In: Econometric theory 26 (2010) 6, pp. 1761-1806
Persistent link: https://www.econbiz.de/10008738330
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Conditional independence specification testing for dependent processes with local polynomial quantile regression
Su, Liangjun; White, Halbert - In: Essays in honor of Jerry Hausman, (pp. 355-434). 2012
Persistent link: https://www.econbiz.de/10009709133
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VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert; Kim, Tae-hwan; Manganelli, Simone - In: Journal of econometrics 187 (2015) 1, pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
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Asymptotic and Bayesian confidence intervals for sharpe-style weights
Kim, Tae-hwan; White, Halbert; Stone, Douglas - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 315-343
Persistent link: https://www.econbiz.de/10002989025
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Bootstrap standard error estimates for linear regression
Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979
Persistent link: https://www.econbiz.de/10003107889
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - In: Maximum likelihood estimation of misspecified models : …, (pp. 107-132). 2003
Persistent link: https://www.econbiz.de/10001916288