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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451
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A note on Bayesian inference in a regression model with elliptical errors
Osiewalski, Jacek - 1989
Persistent link: https://www.econbiz.de/10000784630
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Enhanced diagnostics using orthogonal de-noising based nonlinear discriminant analysis and its application to multivariate data
Cho, Hyun-woo - In: International journal of production research 47 (2009) 3, pp. 801-815
Persistent link: https://www.econbiz.de/10003887847
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Tests for over-identifying restrictions in partially identified linear structural equations
Forchini, Giovanni - 2006
Persistent link: https://www.econbiz.de/10003433850
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Die systematische Stichprobe zur Schätzung zweiter Momente in kontinuierlichen Grundgesamtheiten
Hebbel, Hartmut - 2006
Persistent link: https://www.econbiz.de/10003373757
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Schätz- und Testmethoden für Sozialwissenschaftler
Schaich, Eberhard - 1998 - 3., verb. Aufl.
Persistent link: https://www.econbiz.de/10008729636
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Analyse von Tabellen und kategorialen Daten : log-lineare Modelle, latente Klassenanalyse, logistische Regression und GSK-Ansatz
Andreß, Hans-Jürgen; Hagenaars, Jacques A.; Kühnel, … - 1997
Persistent link: https://www.econbiz.de/10008729810
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Graphical diagnostics of endogeneity
DeLuna, Xavier; Johansson, Per - In: Modelling and evaluating treatment effects in econometrics, (pp. 147-166). 2008
Persistent link: https://www.econbiz.de/10003672028
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Identification of multivariate AR-models by threshold accepting
Winker, Peter - 1994
results. In many cases it is based on some a priori knowledge from economic theory and a rather heuristic procedure for …
Persistent link: https://www.econbiz.de/10009774703
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Das Capital Asset Pricing Model in Deutschland : univariate und multivariate Tests für den Kapitalmarkt
Warfsmann, Jürgen - 1993
Persistent link: https://www.econbiz.de/10009700928