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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Silvapulle, Mervyn J."
~subject:"Statistical distribution"
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Silvapulle, Mervyn J.
Gao, Jiti
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Yang, Yanrong
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Sarafidis, Vasilis
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Cambridge working papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
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Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana
;
Silvapulle, Mervyn J.
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2020
Persistent link: https://www.econbiz.de/10012607652
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2
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:
3
Testing for a structural break in dynamic panel data models with common factors
Zhu, Huanjun
;
Sarafidis, Vasilis
;
Silvapulle, Mervyn J.
; …
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2015
Persistent link: https://www.econbiz.de/10011781404
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