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subject:"Statistical test"
type_genre:"Non-commercial literature"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"Correlation"
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Search: subject_exact:"Estimation theory"
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Statistical test
Correlation
Estimation theory
29
Schätztheorie
29
Time series analysis
7
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Robust statistics
5
Robustes Verfahren
5
Statistischer Test
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Shephard, Neil G.
2
Berenguer-Rico, Vanessa
1
Doucet, Arnaud
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Foster, Dean P.
1
Guggenberger, Patrik
1
Harnau, Jonas
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Jain, Sanjay
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Jónas Oddur Jónasson
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Ramdas, Kamalini
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Stine, Robert A.
1
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1
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Department of Economics discussion paper series / University of Oxford
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Cowles Foundation discussion paper
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Discussion paper / Tinbergen Institute
19
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CREATES research paper
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion paper / Center for Economic Research, Tilburg University
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
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Robust combination testing : methods and application to COVID-19 detection
Jain, Sanjay
;
Jónas Oddur Jónasson
;
Pauphilet, Jean
; …
-
2023
Persistent link: https://www.econbiz.de/10014320424
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2
A test for kronecker product structure covariance matrix
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
-
2022
Persistent link: https://www.econbiz.de/10012814351
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3
Kernel estimation of hazard functions when observations have dependent and common covariates
Wolter, James Lewis
-
2015
Persistent link: https://www.econbiz.de/10011350425
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4
White heteroscedasticty testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
-
2018
Persistent link: https://www.econbiz.de/10011910640
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5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579539
Saved in:
6
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
7
Misspecification tests for chain-ladder models
Harnau, Jonas
-
2017
Persistent link: https://www.econbiz.de/10011907848
Saved in:
8
A Markov test for alpha
Foster, Dean P.
;
Stine, Robert A.
;
Young, H. Peyton
-
2011
Persistent link: https://www.econbiz.de/10009349550
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