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isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Schätztheorie"
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Search: subject_exact:"Kendall's tau"
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Schätztheorie
Correlation
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Efron, Bradley
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1
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1
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1
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1
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Journal of economic dynamics & control
Journal of the American Statistical Association : JASA
Journal of econometrics
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
25
Cambridge working papers in economics
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9
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
The econometrics journal
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1
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
2
Adaptive thresholding for sparse covariance matrix estimation
Cai, Tony
;
Liu, Weidong
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 672-684
Persistent link: https://www.econbiz.de/10009267523
Saved in:
3
Highly efficient aggregate unbiased estimating functions approach for correlated data with missing at Random
Qu, Annie
;
Lindsay, Bruce G.
;
Lu, Lin
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 194-204
Persistent link: https://www.econbiz.de/10008732127
Saved in:
4
Correlated z-values and the accuracy of large-scale statistical estimates
Efron, Bradley
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1042-1055
Persistent link: https://www.econbiz.de/10008737991
Saved in:
5
Partial correlation estimation by joint sparse regression models
Peng, Jie
;
Wang, Pei
;
Zhou, Nengfeng
;
Zhu, Ji
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
486
,
pp. 735-746
Persistent link: https://www.econbiz.de/10003885677
Saved in:
6
Generalized thresholding of large covariance matrices
Rothman, Adam J.
;
Levina, Elizaveta
;
Zhu, Ji
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
485
,
pp. 177-186
Persistent link: https://www.econbiz.de/10003878178
Saved in:
7
Semiparametric estimation of covariance matrixes for longitudinal data
Fan, Jianqing
;
Wu, Yichao
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1520-1533
Persistent link: https://www.econbiz.de/10003814698
Saved in:
8
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
9
Penalized clusterin of large-scale functional data with multiple covariates
Ma, Ping
;
Zhong, Wenxuan
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
482
,
pp. 625-636
Persistent link: https://www.econbiz.de/10003751879
Saved in:
10
Penalized normal likelihood and ridge regularization of correlation and covariance matrices
Warton, David I.
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
481
,
pp. 340-349
Persistent link: https://www.econbiz.de/10003676837
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