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Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S. - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
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A new binning approach for fast kernel smoothing
Scheer, Jens-Uwe - 2001
Persistent link: https://www.econbiz.de/10001558699
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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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Saddlepoint methods and nonparametric approximations for econometric models
Gatto, Riccardo - 1994
Persistent link: https://www.econbiz.de/10003542918
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Empirical [gamma]-divergence : estimation and inference
Cho, Young Su - 2005
Persistent link: https://www.econbiz.de/10002980078
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Essays on inference from multi-stage samples with applications to inequality measurement and on estimation of monotone index models
Bhattacharya, Debopam - 2003
Persistent link: https://www.econbiz.de/10003385099
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A theoretical approach to inference based on maximum observations
Qing, Li - 2004
Persistent link: https://www.econbiz.de/10003387283
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On copula density estimation and measures of multivariate association
Blumentritt, Thomas - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013360906