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Estimation of α-stable sub-gaussian distributions for asset returns
Kring, Sebastian; Račev, Svetlozar T.; Höchstötter, … - In: Risk assessment : decisions in banking and finance, (pp. 111-152). 2008
Persistent link: https://www.econbiz.de/10003781627
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Model-independent estimates of dark matter distributions
Wang, Xiao; Walker, Matthew; Pal, Jayanta; Woodroofe, … - In: Journal of the American Statistical Association : JASA 103 (2008) 483, pp. 1070-1084
Persistent link: https://www.econbiz.de/10003773095
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774299
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Cross-validation and the estimation of conditional probability densities
Hall, Peter; Racine, Jeffrey; Li, Qi - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1015-1026
Persistent link: https://www.econbiz.de/10002506601
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000784300
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A new approach to maximum likelihood estimation of the three-parameter gamma and Weibull distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1989
Persistent link: https://www.econbiz.de/10000784629
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Exploiting continuity : maximum entropy estimation of continuous distributions
Theil, Henri; Fiebig, Denzil G. - 1984
Persistent link: https://www.econbiz.de/10000056860
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Statistical inference in stable distributions based on asymptotic normality of the sample characteristic function
Kleinman, David Charles - 1977
Persistent link: https://www.econbiz.de/10000573300
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian; Park, Byeong U.; Xue, Lan; Härdle, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10003323041
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Auto-dependence structure of arch-models : tail dependence coefficients
Brummelhuis, Raymond (contributor) - 2006
Persistent link: https://www.econbiz.de/10003324645