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The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
Braess, Dietrich; Dette, Holger - 2004
Persistent link: https://www.econbiz.de/10001982739
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Tail probabilities for regression estimators
Mikosch, Thomas; Vries, Casper G. de - 2006
Persistent link: https://www.econbiz.de/10003370429
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Sampling distributions of optimal portfolio weights and characteristics in low and large dimensions
Bodnar, Taras; Dette, Holger; Parolya, Nestor; … - Sonderforschungsbereich Statistical Modelling of … - 2019
Persistent link: https://www.econbiz.de/10012119286
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Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020
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Penalized additive regression for space-time data : a Bayesian perspective
Fahrmeir, Ludwig; Kneib, Thomas; Lang, Stefan - 2003
Persistent link: https://www.econbiz.de/10001743504
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A global-local prior for time-varying parameter VARs and monetary policy
Prüser, Jan - Sonderforschungsbereich Statistical Modelling of … - 2020
Persistent link: https://www.econbiz.de/10012592510
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Strike data with a crisis point
Lieberman, Offer - 1997
Persistent link: https://www.econbiz.de/10000978713
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A simple regime-switching model for stochastic volatilities
Christopeit, Norbert - 1997
Persistent link: https://www.econbiz.de/10000982947
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Note on error density estimation in nonparametric regression and application to income data
Li, Zhu-yu - 1997
Persistent link: https://www.econbiz.de/10000971076