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Maximum likelihood approach for demand unconstraining problem with censoring information incompleteness
Fridman, Gregory; Lapina, Maria - In: Journal of revenue and pricing management 15 (2016) 1, pp. 37-51
Persistent link: https://www.econbiz.de/10011441298
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Pricing multivariate contingent claims using estimated risk-neutral density functions
Rosenberg, Joshua V. - 1998
Persistent link: https://www.econbiz.de/10000982924
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Density weighted linear least squares
Newey, Whitney K.; Ruud, Paul Arthur - 1994
Persistent link: https://www.econbiz.de/10000939572
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Probability distributions for dichotomous choice contingent valuation
Kerr, Geoffrey Neville - 1996
Persistent link: https://www.econbiz.de/10000942482
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On estimating skewness in stock returns
Lau, Hon-shiang - In: Management science : journal of the Institute for … 35 (1989) 9, pp. 1139-1142
Persistent link: https://www.econbiz.de/10001074223
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A comparison of saddlepoint approximations for marginal distributions
Ronchetti, Elvezio - 1996
Persistent link: https://www.econbiz.de/10000944436
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Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000946463
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Tail behavior of L-estimators and M-estimators
Jurečková, Jana - 1985
Persistent link: https://www.econbiz.de/10001325520
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Distribution free exponential bound for the L1-error of partitioning-estimates of a regression function
Devroye, Luc - 1985
Persistent link: https://www.econbiz.de/10001325531
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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher; Lucas, André - 2000
Persistent link: https://www.econbiz.de/10001488593