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subject:"Germany"
~isPartOf:"Working papers / TSE : WP"
~subject:"Statistical distribution"
~subject:"Stochastischer Prozess"
~type_genre:"Graue Literatur"
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Germany
Statistical distribution
Stochastischer Prozess
Estimation theory
64
Schätztheorie
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22
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22
Nichtparametrisches Verfahren
21
Nonparametric statistics
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fixed effects
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panel data
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Graue Literatur
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Daouia, Abdelaati
6
Stupfler, Gilles
5
Costa, Manon
3
Gadat, Sébastien
3
Girard, Stéphane
2
Kim, Jihyun
2
Padoan, Simone A.
2
Usseglio-Carleve, Antoine
2
Bercu, Bernard
1
Gaillac, Christophe
1
Gautier, Eric
1
Gonnord, Pauline
1
Maréchal, P.
1
Meddahi, Nour
1
Park, Joon Y.
1
Risser, Laurent
1
Simar, Léopold
1
Stupffer, Gilles
1
Tapsoba, Augustin
1
Vanhems, A.
1
Wang, Bin
1
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Working papers / TSE : WP
Discussion paper / Tinbergen Institute
39
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Discussion papers of interdisciplinary research project 373
24
CEMMAP working papers / Centre for Microdata Methods and Practice
19
CREATES research paper
19
Discussion paper / Center for Economic Research, Tilburg University
19
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16
SFB 649 discussion paper
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Cowles Foundation discussion paper
15
Discussion paper
15
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14
Working paper
11
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9
KBI
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Working paper / Department of Econometrics and Business Statistics, Monash University
7
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6
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6
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6
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6
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5
Cambridge working papers in economics
5
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5
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5
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5
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5
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5
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4
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4
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4
Kiel advanced studies working papers : advanced studies in international economic policy research
4
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ECONIS (ZBW)
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1
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
2
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
3
Conflict prediction using kernel density estimation
Tapsoba, Augustin
-
2022
Persistent link: https://www.econbiz.de/10012813801
Saved in:
4
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
5
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
6
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
7
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
8
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
9
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
Saved in:
10
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
Saved in:
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