11 Treffer für Schlagwort = "Test"

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

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

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• Group invariance, likelihood ratio tests, and the incidental parameter problem in a high-dimensional linear model Hallin, Marc ; Moreira, Marcelo J. ; Onatski, Alexei [Dortmund] : SFB 823, January 14, 2013

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Nonparametric change-point tests for long range dependent data Dehling, Herold ; Rooch, Aeneas ; Taqqu, Murad S. [Dortmund] : SFB 823, 2011

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013

• Nonparametric tests for tail monotonicity Berghaus, Betina ; Bücher, Axel [Dortmund] : SFB 823, 2013

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• Robust nonparametric tests for the two-sample location problem Fried, Roland ; Dehling, Herold [Dortmund] : SFB 823, 2011

• Testing multivariate economic restrictions using quantiles the example of Slutsky negative semidefiniteness Dette, Holger ; Hoderlein, Stefan ; Neumeyer, Natalie [Dortmund] : SFB 823, 2011