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Estimating the percentiles of some misspecified non-nested distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1992
Persistent link: https://www.econbiz.de/10000840204
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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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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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Bayes factors for nonlinear hypotheses and likelihood distributions
McCulloch, Robert E.; Rossi, Peter E. - 1991
Persistent link: https://www.econbiz.de/10000809505
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A new approach to maximum likelihood estimation of the three-parameter gamma and Weibull distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1991
Persistent link: https://www.econbiz.de/10000817339
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Nonparametric conditional density : estimation: overview and applications
Castronova, Edward - 1990
Persistent link: https://www.econbiz.de/10000820440
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Martingale densities for general asset prices
Schweizer, Martin - 1991
Persistent link: https://www.econbiz.de/10000825147
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Kernel estimators of integrated squared density derivatives in non-smooth cases
Es, A. J. van; Hoogstrate, André J. - 1993
Persistent link: https://www.econbiz.de/10000874692
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From correlation to distributed contiguities : a family of AR-C-D autocorrelation processes
Blum, Ulrich; Bolduc, Denis; Gaudry, Marc J. I. - 1995
Persistent link: https://www.econbiz.de/10000554633
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Models of income distribution in Britain: Lognormal, gamma and beta densities
Hildenbrand, Kurt; Islam, Saiful - 1985
Persistent link: https://www.econbiz.de/10000420281