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  • Search: isPartOf:"Discussion Papers in Econometrics and Statistics"
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Year of publication
Subject
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weighted-mean trimmed regions 4 Alkire-Foster index 3 Multivariate risk measure 3 Naive diversification 3 Poverty index 3 SOEP 3 Sharpe ratio 3 convex risk measure 3 data central regions 3 distortion risk measure 3 multivariate poverty 3 robust portfolio optimization 3 Asset allocation 2 Bayesian portfolio optimization 2 Electricity Forward Contract 2 Electricity spot prices 2 Gordin's condition 2 Markov regime-switching 2 Markowitz 2 Measurement 2 Messung 2 Monte Carlo simulation 2 Tyler's M-estimator 2 central regions 2 data depth 2 shape matrix 2 'Meta-IQ' 1 Accuracy Ratio 1 Aggregation 1 Alpha-procedure 1 Area Statistics 1 Armut 1 Bayes-Stein estimator 1 C++ 1 CAPM estimator 1 Certainty equivalent 1 Coherent Distortion Risk Measures 1 Confidence parameter 1 Conjugate prior 1 Covariance matrix estimation 1
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Online availability
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Free 50
Type of publication
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Book / Working Paper 58
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 37 Undetermined 15 German 6
Author
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Frahm, Gabriel 12 Mosler, Karl 11 Stich, Andreas 7 Bazovkin, Pavel 5 Scheicher, Christoph 4 Jaekel, Uwe 3 Kosater, Peter 3 Nowak, Daniel 3 Orth, Walter 3 Schmid, Friedrich 3 Wiechers, Christof 3 Brachmann, Klaus 2 Koshevoy, Gleb 2 Manner, Hans 2 Savine, Alexandre 2 Schulz, Frowin C. 2 Trede, Mark 2 Trede, Mark M. 2 Wickern, Tobias 2 Bade, Alexander 1 Dobrić, Jadran 1 Dyckerhoff, Rainer 1 Eurich, Andreas 1 Garnowski, Martin 1 Glombek, Konstantin 1 Heer, Burkhard 1 Holz, Hartmut 1 Jaschinger, Christoph 1 Kraft, Stefan 1 Lange, Tatjana 1 Lucas, André 1 Memmel, Christoph 1 Mittring, Gert 1 Mozharovskyi, Pavlo 1 Reznikova, Olga 1 Seidel, Wilfried 1 Siegel, Martin 1 Weidenfeld, Gerd 1
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Institution
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Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 54
Published in...
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Discussion Papers in Econometrics and Statistics 56 Discussion papers in econometrics and statistics 2
Source
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RePEc 54 ECONIS (ZBW) 2 EconStor 2
Showing 41 - 50 of 58
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Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen
Lucas, André - Seminar für Wirtschafts- und Sozialstatistik, … - 1999
Standardmethoden zur Schätzung von Disparitätsmaßen aus klassierten Daten basieren entweder auf der Bestimmung von Schranken, die den wahren Wert des jeweiligen Disparitätsmaßes einschließen (nichtparametrischer Ansatz) oder aber auf Annahmen bezüglich der den Daten zugrunde liegenden...
Persistent link: https://www.econbiz.de/10009021676
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Checking for orthant orderings between discrete multivariate distributions: An algorithm
Dyckerhoff, Rainer; Holz, Hartmut; Mosler, Karl - Seminar für Wirtschafts- und Sozialstatistik, … - 1998
We consider four orthant stochastic orderings between random vectors X and Y that have finitely discrete probability distributions in IRk. For each of the orderings conditions have been developed that are necessary and sufficient for dominance of Y over X. We present an algorithm that checks...
Persistent link: https://www.econbiz.de/10009149365
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A power comparison of homogeneity tests in mixtures of exponentials
Mosler, Karl; Seidel, Wilfried; Jaschinger, Christoph - Seminar für Wirtschafts- und Sozialstatistik, … - 1997
The empirical power of several test procedures is studied which test for homogeneity against mixtures of exponential distributions.
Persistent link: https://www.econbiz.de/10009149363
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Poverty and life cycle effects: A nonparametric analysis for Germany
Stich, Andreas - Seminar für Wirtschafts- und Sozialstatistik, … - 1997
Most empirical studies on poverty consider the extent of poverty either for the entire society or for separate groups like elderly people.However, these papers do not show what the situation looks like for persons of a certain age. In this paper poverty measures depending on age are derived...
Persistent link: https://www.econbiz.de/10009149366
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Nonparametric inference for second order stochastic dominance
Schmid, Friedrich; Trede, Mark - Seminar für Wirtschafts- und Sozialstatistik, … - 1996
This paper deals with nonparametric inference for second order stochastic dominance of two random variables. If their distribution functions are unknown they have to be inferred from observed realizations. Thus, any results on stochastic dominance are in uenced by sampling errors. We establish...
Persistent link: https://www.econbiz.de/10009021669
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Poverty and life cycle effects: A nonparametric analysis for Germany
Stich, Andreas - Seminar für Wirtschafts- und Sozialstatistik, … - 1996
Most empirical studies on poverty consider the extent of poverty either for the entire society or for separate groups like elderly people.However, these papers do not show what the situation looks like for persons of a certain age. In this paper poverty measures depending on age are derived...
Persistent link: https://www.econbiz.de/10009149364
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Multivariate Gini indices
Koshevoy, Gleb; Mosler, Karl - Seminar für Wirtschafts- und Sozialstatistik, … - 1995
The Gini index and the Gini mean difference of a univariate distribution are extended to measure the disparity of a general d-variate distribution. We propose and investigate two approaches, one based on the distance of the distribution from itself, the other on the volume of a convex set in (d...
Persistent link: https://www.econbiz.de/10009021677
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Choosing the optimal bandwidth in case of correlated data
Brachmann, Klaus - Seminar für Wirtschafts- und Sozialstatistik, … - 1995
In case of estimating growth curves nonparametrically onc faces the fact that the data driven bandwidth selectors published in standard textbooks mostly choose bandwidths much too low. This is due to the positive autocorrelation observed in growth data. This paper introduces an easy way to...
Persistent link: https://www.econbiz.de/10009147963
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Nichtparametrische Analyse parametrischer Wachstumsfunktionen: Eine Anwendung auf das Wachstum des globalen Netzwerks Internet
Brachmann, Klaus - Seminar für Wirtschafts- und Sozialstatistik, … - 1995
Besonders in der betriebswirtschaftlich relevanten Marktanalyse besteht ein großer Bedarf an möglichst einfachen Prognoseverfahren z. B. in Form von endogenen, d. h. alleine von der Zeit abhängigen, Wachstumsfunktionen. Der hier vorgestellte Test dient dazu, diejenigen Funktionen...
Persistent link: https://www.econbiz.de/10009021675
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Die axiomatische Herleitung einer Klasse von dynamischen Ungleichheitsmaßen
Stich, Andreas - Seminar für Wirtschafts- und Sozialstatistik, … - 1995
Im Bereich der Messung der Änderung von Ungleichheit sind schon einige Maße vorgeschlagen worden. Doch bis jetzt hat noch niemand versucht, auf Grundlage von bestimmten Axiomen eine Klasse von dynamischen Ungleichheitsmaßen herzuleiten. Dies geschieht in dieser Arbeit. Nach der Definition der...
Persistent link: https://www.econbiz.de/10009021678
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