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Tests of fit for exponentiality based on a characterization via the mean residual life function

Baringhaus, Ludwig; Henze, Norbert - In: Statistical papers 41 (2000) 2, pp. 225-236

Persistent link: https://www.econbiz.de/10001497754

Two-step empirical likelihood estimation under stratified sampling when aggregate information is available

Ramalho, Esmeralda A.; Ramalho, Joaquim J. - In: The Manchester School 74 (2006) 5, pp. 577-592

Persistent link: https://www.econbiz.de/10003363297

Designing non-parametric estimates and tests for means

Schlag, Karl H. (contributor) - 2006

Persistent link: https://www.econbiz.de/10003365687

Nonparametric density and regression estimation for nonmixing stochastic processes

Lardjane, Salim - 2002

Persistent link: https://www.econbiz.de/10001720893

A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks

Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - 2002

Persistent link: https://www.econbiz.de/10001720937

The empirical performance of option based densities of foreign exchange

Craig, Ben R.; Keller, Joachim G. - 2002

Risk neutral densities (RND) can be used to forecast the price of the underlying basis for the option, or it may be used to price other derivates based on the same sequence. The method adopted in this paper to calculate the RND is to firts estimate daily the diffusion process of the underlying...