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Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes

Sakata, Shinichi; White, Halbert - 1994

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An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1994 - Rev

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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

An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1993

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ASYMPTOTIC AND BAYESIAN CONFIDENCEINTERVALS FOR SHARPE STYLE WEIGHTS

Kim, Tae-Hwan; Stone, Douglas; White, Halbert - University <Nottingham> / Department of Economics; … - 2000

Sharpe style regression has become a widespread analytic tool in the financial community. Thestyle regression allows one to investigate such interesting issues as style composition, style sensitivity, andstyle change over time. All previous methods to obtain the distribution and confidence...

Persistent link: https://www.econbiz.de/10005869093

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

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

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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

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

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