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Local influence analysis of stochastic frontier estimation : a case-weights perturbation approach
Zhuo, Shuaihe - In: Economics letters 164 (2018), pp. 70-81
Persistent link: https://www.econbiz.de/10011939946
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Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: Journal of econometrics 177 (2013) 2, pp. 233-249
Persistent link: https://www.econbiz.de/10010254873
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Forecast reconciliation : A geometric view with new insights on bias correction
Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 37 (2021) 1, pp. 343-359
Persistent link: https://www.econbiz.de/10012692725
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Multivariate hill estimators
Dominicy, Yves; Ilmonen, Pauliina; Veredas, David - 2014
Persistent link: https://www.econbiz.de/10011289450
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Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo; Sbrana, Giacomo - In: Quantitative finance 24 (2024) 3/4, pp. 451-464
Persistent link: https://www.econbiz.de/10014552077