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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
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Testing the representative agent assumption : the distribution of parameters in a large-scale model of the EU 1972 - 1998
Barker, Terry; De-Ramon, Sebastian J. A. - In: Applied economics letters 13 (2006) 6, pp. 395-398
Persistent link: https://www.econbiz.de/10003328433
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Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003329109