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isPartOf:"Journal of forecasting"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Ausreißer"
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Search: subject_exact:"Estimation theory"
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Ausreißer
Estimation theory
469
Schätztheorie
469
Theorie
143
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143
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137
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137
Forecasting model
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Einmahl, John H. J.
12
Chen Zhou
4
He, Yi
3
Segers, Johan
3
Beirlant, Jan
2
Kiriliouk, Anna
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Litvinova, Svetlana
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Silvapulle, Mervyn J.
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Ahmed, Hanan
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Haan, Laurens de
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Journal of forecasting
Discussion paper / Center for Economic Research, Tilburg University
Working paper / Department of Econometrics and Business Statistics, Monash University
Insurance / Mathematics & economics
12
Working papers / TSE : WP
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
4
Applied economics
2
Cambridge working papers in economics
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CentER Discussion Paper Series
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Discussion paper / Tinbergen Institute
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Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
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Journal of banking & finance
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Journal of quantitative economics
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Monographs on statistics and applied probability
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Scandinavian actuarial journal
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A Chapman & Hall book
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Boston College working papers in economics
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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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
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
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
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:
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
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
8
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:
9
Estimating the maximum possible earthquake magnitude using extreme value methodology : the Groningen case
Beirlant, Jan
;
Kijko, Andrzej
;
Reynkens, Tom
;
Einmahl, …
-
2017
Persistent link: https://www.econbiz.de/10011764578
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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