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Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression

Graham, Bryan S.; Niu, Fengshi; Powell, James - 2023

We study nonparametric regression in a setting where N(N-1) dyadic outcomes are observed for N randomly sampled units. Outcomes across dyads sharing a unit in common may be dependent (i.e., our dataset exhibits dyadic dependence). We present two sets of results. First, we calculate lower bounds...

Persistent link: https://www.econbiz.de/10014347179

Comparing the riskiness of dependent portfolios via nested L-statistics

Samanthi, Ranadeera G.M.; Wei, Wei; Brazauskas, Vytaras - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 213-236

Persistent link: https://www.econbiz.de/10011820567

Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten

Gogokhia, Lia - 2008

Persistent link: https://www.econbiz.de/10003672746

Response surface methodology

Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10010387894

Testing and comparing conditional risk-return relationship with a new approach in the cross-sectional framework

Messis, Petros; Alexandridis, Antonis; Zapranis, Achilleas - 2018

Persistent link: https://www.econbiz.de/10012164827

Increasing weather risk : fact of fiction?

Wang, Weining; Bobojonov, Ihtiyor B.; Härdle, Wolfgang; … - 2011

It is an undisputed fact that weather risk increases over time due to climate change. However, qualification of this statement with regard to the type of weather risk and geographical location is needed. We investigate the application of novel statistical tools for assessing changes in weather...