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On composite marginal likelihoods
Varin, Cristiano - In: Advances in statistical analysis : AStA ; a journal of … 92 (2008) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10003649955
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Sample out-of-sample inference based on Wasserstein distance
Blanchet, Jose; Kang, Yang - In: Operations research 69 (2021) 3, pp. 985-1013
Persistent link: https://www.econbiz.de/10012546913
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Nonparametric inference on quantile marginal effects
Kaplan, David M. - 2014
Persistent link: https://www.econbiz.de/10010402999
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Empirical likelihood
Owen, Art B. - 2001
Persistent link: https://www.econbiz.de/10001574339
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A bayesian approach for inference on probabilistic surveys
Bassetti, Federico; Casarin, Roberto; Del Negro, Marco - 2024
Persistent link: https://www.econbiz.de/10015067095
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Inference in semiparametric dynamic models for binary longitudinal data
Chib, Siddhartha; Jeljazkov, Ivan G. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 685-700
Persistent link: https://www.econbiz.de/10003334676
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Predictive inference for integrated volatility
Corradi, Valentina (contributor);  … - 2006
In recent years, numerous volatility-based derivative products have been engineered. This has led to interest in constructing conditional predictive densities and confidence intervals for integrated volatility. In this paper, we propose nonparametric kernel estimators of the aforementioned...
Persistent link: https://www.econbiz.de/10003698497
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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Nonparametric inference for unbalanced time series data
Linton, Oliver - In: Econometric theory 21 (2005) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
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Nonparametric Inference for Unbalanced Time Series Data
Linton, Oliver B. - 2008
/Bootstrap theory applies, but at the expense of throwing away data and perhaps losing efficiency. An alternative is to use some sort of … theory changes and how to modify the resampling algorithms to accommodate the problem of missing data. We also discuss …
Persistent link: https://www.econbiz.de/10012771012