8 Treffer für Schlagwort = "Schätzung"

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Lee’s treatment effect bounds for non-random sample selection an implementation in Stata Tauchmann, Harald [Dortmund] : SFB 823, [2013]

• Misspecification in copula-based regression Dette, Holger ; Van Hecke, Ria ; Volgushev, Stanislav [Dortmund] : SFB 823, September 26, 2013

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, 2011

• Nonparametric comparison of quantile curves a stochastic process approach Dette, Holger ; Volgushev, Stanislav ; Wagener, Jens [Dortmund] : SFB 823, 2011

• On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias [Dortmund] : SFB 823, 2011

• R-estimation for asymmetric independent component analysis Hallin, Marc ; Mehta, Chintan [Dortmund] : SFB 823, 2013

• Significance testing in quantile regression Volgushev, Stanislav ; Birke, Melanie ; Dette, Holger ; Neumeyer, Natalie [Dortmund] : SFB 823, 2012