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subject:"Probability theory"
subject:"Simulation"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Statistische Verteilung"
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Probability theory
Simulation
Statistische Verteilung
Estimation theory
184
Schätztheorie
184
Theorie
82
Theory
82
Time series analysis
21
Zeitreihenanalyse
21
Regression analysis
20
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Nichtparametrisches Verfahren
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Nonparametric statistics
17
Statistical distribution
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Ausreißer
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Outliers
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Bayesian inference
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Kleinste-Quadrate-Methode
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Einmahl, John H. J.
14
Kleijnen, Jack P. C.
8
Chen Zhou
4
Segers, Johan
3
Steel, Mark F. J.
3
Ahmed, Hanan
2
Batenburg, Paul van
2
Fernández, Carmen
2
Gantner, Maria
2
Groenendaal, Willem J. van
2
He, Yi
2
Kiriliouk, Anna
2
Krajina, Andrea
2
Moors, Hans
2
Osiewalski, Jacek
2
Stewart, Trevor
2
Strijbosch, Leo
2
Andreou, Elena
1
Bai, Jun
1
Berthet, Philippe
1
Bettonvil, Bert
1
Bloemen, Hans G.
1
Cheng, Russell
1
Cybakov, Aleksandr B.
1
Danilov, Dmitry L.
1
Das, Marcel
1
Donkers, Bas
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Durbin, James
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Genîzî, Ûrî
1
Haan, Laurens de
1
Härdle, Wolfgang
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Jakeman, Anthony J.
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Kapteyn, Arie
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Li, Youwei
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Magnus, Jan R.
1
Markink, A. J.
1
Mathijssen, A. C. A.
1
McAleer, Michael
1
Melenberg, Bertrand
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
57
Econometric reviews
52
Insurance / Mathematics & economics
50
Discussion paper / Tinbergen Institute
47
Econometric theory
36
European journal of operational research : EJOR
36
CEMMAP working papers / Centre for Microdata Methods and Practice
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Statistics in transition : an international journal of the Polish Statistical Association
32
The econometrics journal
24
Computational economics
22
Discussion paper series / IZA
21
Journal of the American Statistical Association : JASA
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
International journal of forecasting
19
NBER Working Paper
18
Operations research
18
Statistical papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
17
Econometrics : open access journal
15
Operations research letters
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Mathematics Preprint Archive
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Report / Econometric Institute, Erasmus University Rotterdam
14
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13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
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Cowles Foundation discussion paper
12
Discussion papers of interdisciplinary research project 373
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of economic dynamics & control
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Applied economics
11
ECARES working paper
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Economic modelling
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Finance research letters
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NBER technical working paper series
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ECONIS (ZBW)
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
Extreme value statistics in semi-supervised models
Ahmed, Hanan
;
Einmahl, John H. J.
;
Chen Zhou
-
2021
Persistent link: https://www.econbiz.de/10012439457
Saved in:
4
Empirical tail copulas for functional data
Einmahl, John H. J.
;
Segers, Johan
-
2020
Persistent link: https://www.econbiz.de/10012161555
Saved in:
5
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
6
Unified extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2020
Persistent link: https://www.econbiz.de/10012291907
Saved in:
7
Improved estimation of the extreme value index using related variables
Ahmed, Hanan
;
Einmahl, John H. J.
-
2018
Persistent link: https://www.econbiz.de/10011879741
Saved in:
8
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
9
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
10
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
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