Similar Search Results - EconBiz

Statistics and finance : an introduction

Ruppert, David - 2004

This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics are reviewed and more advanced topics in statistics, such as...

Persistent link: https://www.econbiz.de/10001805902

Outlier robust model selection in linear regresssion

Müller, Samuel; Welsh, A. H. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1297-1310

Persistent link: https://www.econbiz.de/10003241977

Functional autoregression for sparsely sampled data

Kowal, Daniel R.; Matteson, David S.; Ruppert, David - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 97-109

Persistent link: https://www.econbiz.de/10012176502

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - 2002

Persistent link: https://www.econbiz.de/10001686083

More efficient local polynomial estimation in nonparametric regression with autocorrelated errors

Xiao, Zhijie; Linton, Oliver; Carroll, Raymond J.; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 980-992

Persistent link: https://www.econbiz.de/10001975429

More efficient kernel estimation in nonparametric regression with autocorrelated errors

Carroll, Raymond J.; Linton, Oliver; Mammen, Enno; … - 2002

Persistent link: https://www.econbiz.de/10001682579

A design-adaptive local polynomial estimator for the errors-in-variables problem

Dilaigle, Aurore; Fan, Jianqing; Carroll, Raymond J. - In: Journal of the American Statistical Association : JASA 104 (2009) 485, pp. 348-359

Persistent link: https://www.econbiz.de/10003878198

A service of the