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Nonlinear estimation in the linear regression model with nonnormal disturbances
Knautz, Henning - 1996 - überarb. Fassung
Persistent link: https://www.econbiz.de/10000953262
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A note on the robustness of the generalized least squares estimator in linear regression
Arnold, Bernhard - 1996
Persistent link: https://www.econbiz.de/10000953265
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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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Testing for exponential and Weibull distributions in censored duration models
Karlsson, Niklas - 1996
Persistent link: https://www.econbiz.de/10000955817
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A unified approach to likelihood inference on stochastic orderings in a non-parametric context
Dardanoni, Valentino; Forcina, Antonio - 1997
Persistent link: https://www.econbiz.de/10000958489
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Peaks or tails - what distinguished financial data?
Krämer, Walter; Runde, Ralf - 1996
Persistent link: https://www.econbiz.de/10000959254
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Estimating the index of a stable distribution
Haan, Laurens de; Pereira, T. Themido - 1997
Persistent link: https://www.econbiz.de/10000959255
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Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.; Haan, Laurens de; Sinha, Ashok Kumar - 1995
Persistent link: https://www.econbiz.de/10000959331
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Two properties of predicted probabilities in discrete regression models
Cramer, Jan S. - 1997
Persistent link: https://www.econbiz.de/10000960568
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Experimental design for sensitivity analysis, optimization, and validation of simulation models
Kleijnen, Jack P. C. - 1997
Persistent link: https://www.econbiz.de/10000962205