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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
type_genre:"Working Paper"
~isPartOf:"Beiträge zur angewandten Wirtschaftsforschung"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Wahrscheinlichkeitsrechnung"
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Wahrscheinlichkeitsrechnung
Estimation theory
212
Schätztheorie
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51
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Beiträge zur angewandten Wirtschaftsforschung
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
19
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2020
Persistent link: https://www.econbiz.de/10012607652
Saved in:
2
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
-
2018
Persistent link: https://www.econbiz.de/10012583470
Saved in:
3
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
4
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
5
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
6
Uniform distance between the distribution function of Hill's estimator and the normal distribution function
Cheng, Shihong
;
Haan, Laurens de
;
Huang, Xin
-
1993
Persistent link: https://www.econbiz.de/10000893853
Saved in:
7
Consistent empirical estimators of multivariate extreme value distribution
Haan, Laurens de
;
Resnick, Sidney I.
-
1991
Persistent link: https://www.econbiz.de/10000842077
Saved in:
8
Theoretical relations and small sample properties of asymptotically equivalent tests in Markov Chain Models
Marnet, Volker
-
1990
Persistent link: https://www.econbiz.de/10013359666
Saved in:
9
How can we get rid of dogmatic prior information?
Kloek, Teunis
-
1986
Persistent link: https://www.econbiz.de/10000716428
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