Narrow search
Showing 1 - 10 of 13
Cover Image
Note on the regeneration-based bootstrap for atomic Markov chains
Bertail, Patrice; Clémençon, Stéphan - 2003
Persistent link: https://www.econbiz.de/10001771887
Cover Image
Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
Bertail, Patrice; Clémençon, Stéphan - 2003
Persistent link: https://www.econbiz.de/10001771889
Cover Image
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Cover Image
Un test bootstrap dans un modèle AR(1)
Bertail, Patrice - In: Annales d'économie et de statistique (1994), pp. 57-79
Persistent link: https://www.econbiz.de/10001183731
Cover Image
[Phi]*-divergence empirique et vraisemblance empirique généralisée
Bertail, Patrice; Harari-Kermadec, Hugo; Ravaille, Denis - In: Annales d'économie et de statistique 85 (2007), pp. 131-157
Persistent link: https://www.econbiz.de/10003690304
Cover Image
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - 2002
Persistent link: https://www.econbiz.de/10001720937
Cover Image
Evaluation des risques d'expostion à un contaminant alimentaire : quelques outils statistiques
Bertail, Patrice - 2002
Persistent link: https://www.econbiz.de/10001720940
Cover Image
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Cover Image
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Cover Image
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice (contributor) - 2000
Persistent link: https://www.econbiz.de/10001464105