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  • Search: subject:"Bahadur representation"
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Year of publication
Subject
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Bahadur representation 13 Schätztheorie 6 LASSO 5 Z-estimation 5 martingale decomposition 5 simultaneous inference 5 system of equations 5 time series 5 Asymptotic normality 4 Estimation theory 4 confidence ellipsoids 4 geometric conditional quantile 4 kernel function 4 Nichtparametrisches Verfahren 3 Decomposition method 2 Dekompositionsverfahren 2 Induktive Statistik 2 Martingal 2 Martingale 2 Statistical inference 2 Time series analysis 2 Zeitreihenanalyse 2 Business cycle 1 Censored data 1 DD- and QQ-Plot 1 Kernel smoothing 1 Konjunktur 1 Mahalanobis depth 1 Nonparametric statistics 1 Quantile regression 1 Regression 1 Regulation 1 Regulierung 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Semiparametric models 1
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Online availability
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Free 13
Type of publication
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Book / Working Paper 12 Article 1
Type of publication (narrower categories)
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Working Paper 9 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 10 Undetermined 3
Author
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Chernozhukov, Victor 5 Huang, Chen 5 Wang, Weining 5 Cheng, Yebin 4 Härdle, Wolfgang 4 Gooijer, Jan G. de 3 Sabbah, Camille 2 Bräutigam, Marcel 1 Dacorogna, Michel M. 1 Guerre, Emmanuel 1 Härdle, Wolfgang Karl 1 Kong, Efang 1 Kratz, Marie 1 Ley, Christophe 1 Linton, Oliver 1 Verdebout, Thomas 1 Xia, Yingcun 1 de Gooijer, Jan G. 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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cemmap working paper 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 IRTG 1792 Discussion Paper 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Tinbergen Institute Discussion Paper 1 Working Paper 1 Working Papers ECARES 1
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Source
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EconStor 6 ECONIS (ZBW) 4 RePEc 3
Showing 1 - 10 of 13
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Pro-cyclicality beyond business cycle
Bräutigam, Marcel; Dacorogna, Michel M.; Kratz, Marie - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 308-341
Persistent link: https://www.econbiz.de/10014278671
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LASSO-driven inference in time and space
Chernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; … - 2019
system. We provide bootstrap consistency results of the test procedure, which are based on a general Bahadur representation …
Persistent link: https://www.econbiz.de/10012146373
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Cover Image
LASSO-driven inference in time and space
Chernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; … - 2019
system. We provide bootstrap consistency results of the test procedure, which are based on a general Bahadur representation …
Persistent link: https://www.econbiz.de/10012003693
Saved in:
Cover Image
LASSO-driven inference in time and space
Chernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; … - 2018
, which are based on a general Bahadur representation for the Z-estimators with dependent data. Simulations demonstrate good …
Persistent link: https://www.econbiz.de/10011941488
Saved in:
Cover Image
LASSO-Driven Inference in Time and Space
Chernozhukov, Victor; Härdle, Wolfgang Karl; Huang, Chen; … - 2018
, which are based on a general Bahadur representation for the Z-estimators with dependent data. Simulations demonstrate good …
Persistent link: https://www.econbiz.de/10012433170
Saved in:
Cover Image
LASSO-driven inference in time and space
Chernozhukov, Victor; Härdle, Wolfgang; Huang, Chen; … - 2018
, which are based on a general Bahadur representation for the Z-estimators with dependent data. Simulations demonstrate good …
Persistent link: https://www.econbiz.de/10011865621
Saved in:
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A new concept of quantiles for directional data and the angular Mahalanobis depth
Ley, Christophe; Sabbah, Camille; Verdebout, Thomas - European Centre for Advanced Research in Economics and … - 2014
Persistent link: https://www.econbiz.de/10010826327
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Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang; Linton, Oliver; Xia, Yingcun - 2011
randomly censored. Using results on the strong uniform convergence of U-processes, we derive a global Bahadur representation …
Persistent link: https://www.econbiz.de/10010288315
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Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function
Guerre, Emmanuel; Sabbah, Camille - 2009
This paper investigates the bias and the Bahadur representation of a local polynomial estimator of the conditional …
Persistent link: https://www.econbiz.de/10010280769
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On the u-th Geometric Conditional Quantile
Cheng, Yebin; de Gooijer, Jan G. - 2004
Motivated by Chaudhuri's work (1996) on unconditional geometric quantiles, we explore the asymptotic properties of sample geometric conditional quantiles, defined through kernel functions, in high dimensional spaces. We establish a Bahadur type linear representation for the geometric conditional...
Persistent link: https://www.econbiz.de/10010325602
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