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isPartOf:"Statistical papers"
subject:"Theorie"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~subject:"Börsenkurs"
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Estimation theory
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Baltagi, Badi H.
4
Franses, Philip Hans
4
Haan, Laurens de
4
Kleibergen, Frank
4
Srivastava, Virendra K.
4
Daníelsson, Jón
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Maiti, Tapabrata
2
Montfort, Kees van
2
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Statistical papers
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of econometrics
463
Economics letters
414
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307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
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158
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140
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Oxford bulletin of economics and statistics
105
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95
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94
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88
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83
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Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
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The econometrics journal
44
Insurance / Mathematics & economics
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
43
Cowles Foundation discussion paper
42
Working paper
42
Journal of the Royal Statistical Society
41
Report / Econometric Institute, Erasmus University Rotterdam
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Statistics in transition : an international journal of the Polish Statistical Association
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1
Information matrix for a mixture of two Laplace distributions
Choi, Dongseok
;
Nadarajah, Saralees
- In:
Statistical papers
50
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003814827
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2
Consistency of minimizing a penalized density power divergence estimator for mixing distribution
Lee, Taewook
;
Lee, Sangyeol
- In:
Statistical papers
50
(
2009
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10003814837
Saved in:
3
Estimation of parameters of bivariate normal distribution using concomitants of record values
Chacko, Manoj
;
Thomas, P. Yageen
- In:
Statistical papers
49
(
2008
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10003644523
Saved in:
4
Characterization of distributions by conditional expectation of generalized order statistics
Samuel, Philip
- In:
Statistical papers
49
(
2008
)
1
,
pp. 101-108
Persistent link: https://www.econbiz.de/10003579735
Saved in:
5
Distribution of extremes of r th concomitant from the Morgenstern family
Scaria, Johny
;
Unnikrishnan Nair, N.
- In:
Statistical papers
49
(
2008
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10003579739
Saved in:
6
A new biased estimator based on ridge estimation
Sakallıoğlu, Sadullah
;
Kaçıranlar, Selahattin
- In:
Statistical papers
49
(
2008
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003761745
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7
On least-squares bias in the AR(p) models : bias correction using the bootstrap methods
Tanizaki, Hisashi
;
Hamori, Shigeyuki
;
Matsubayashi, Yoichi
- In:
Statistical papers
47
(
2006
)
1
,
pp. 109-124
Persistent link: https://www.econbiz.de/10003229080
Saved in:
8
An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Kashima, Hiroyuki
- In:
Statistical papers
46
(
2005
)
4
,
pp. 523-540
Persistent link: https://www.econbiz.de/10003098863
Saved in:
9
Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael
- In:
Statistical papers
45
(
2004
)
2
,
pp. 249-266
Persistent link: https://www.econbiz.de/10001959431
Saved in:
10
Tail index estimation in small samples : simulation results for independent and ARCH-type financial return models
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Statistical papers
45
(
2004
)
4
,
pp. 545-561
Persistent link: https://www.econbiz.de/10002228146
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