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New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam - 2005
Persistent link: https://www.econbiz.de/10003553406
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Advances in reliability
Balakrishnan, Narayanaswamy (contributor);  … - 2001 - 1. ed.
Persistent link: https://www.econbiz.de/10001573561
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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Density estimation in infinite dimensional space : application to processes of diffusion type
Dabo-Niang, Sophie - 2001
Persistent link: https://www.econbiz.de/10001577407
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Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de; Resnick, Sidney I. - 1991
Persistent link: https://www.econbiz.de/10000842077
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Exploiting continuity : maximum entropy estimation of continuous distributions
Theil, Henri; Fiebig, Denzil G. - 1984
Persistent link: https://www.econbiz.de/10000056860
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Statistical inference in stable distributions based on asymptotic normality of the sample characteristic function
Kleinman, David Charles - 1977
Persistent link: https://www.econbiz.de/10000573300
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Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003329109
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Estimating default probabilities implicit in equity prices
Janosi, Tibor; Jarrow, Robert A.; Yildirim, Yildiray - In: The credit market handbook : advanced modeling issues, (pp. 1-38). 2006
Persistent link: https://www.econbiz.de/10003338037
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Distribution properties and estimation of the ratio of independent Weilbull random variables
Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 94 (2010) 3, pp. 231-246
Persistent link: https://www.econbiz.de/10008669456