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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~accessRights:"free"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Probability theory
Estimation theory
58
Schätztheorie
58
Theorie
22
Theory
22
Statistical distribution
14
Statistische Verteilung
14
Ausreißer
12
Outliers
12
Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
7
Regressionsanalyse
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Statistical test
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Statistischer Test
7
Estimation
6
Robust statistics
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Robustes Verfahren
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Schätzung
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Time series analysis
6
Zeitreihenanalyse
6
Multivariate Verteilung
5
Multivariate distribution
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Kleinste-Quadrate-Methode
4
Least squares method
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Panel
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Panel study
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Wahrscheinlichkeitsrechnung
4
tail dependence
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Extreme value statistics
3
Heteroscedasticity
3
Ranking method
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Ranking-Verfahren
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Simulation
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Statistical method
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Statistische Methode
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Asymptotic normality
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Collection of articles of several authors
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English
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Einmahl, John H. J.
4
Chen Zhou
2
Berthet, Philippe
1
Krajina, Andrea
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Yang, Fan
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Discussion paper / Center for Economic Research, Tilburg University
Report / Econometric Institute, Erasmus University Rotterdam
Discussion paper / Tinbergen Institute
8
CEMMAP working papers / Centre for Microdata Methods and Practice
5
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3
IEAS working paper
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ECARES working paper
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IMF working paper
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IMF working papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working papers / Institute for Evaluation of Labour Market and Education Policy
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Cowles Foundation discussion paper
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
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2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
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3
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
4
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
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