Search Results - subject:"Limit theorem"

Comparison and anti-concentration bounds for maxima of Gaussian random vectors

Chernozhukov, Victor; Chetverikov, Denis; Kato, Kengo - 2016 - This version: May 1, 2014

conditional multiplier central limit theorem for maxima of sums of independent random vectors where the dimension of the vectors …

Persistent link: https://www.econbiz.de/10011525793

Robust confidence regions for incomplete models

Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 5, pp. 1799-1838

Persistent link: https://www.econbiz.de/10011741992

A generalized Black-Litterman model

Chen, Shea D.; Lim, Andrew E. B. - In: Operations research 68 (2020) 2, pp. 381-410

Persistent link: https://www.econbiz.de/10012213340

Technical note: central limit theorems for estimated functions at estimated points

Glynn, Peter W.; Fan, Lin; Fu, Michael; Hu, Jian-Qiang; … - In: Operations research 68 (2020) 5, pp. 1557-1563

Persistent link: https://www.econbiz.de/10012301573

An elementary proof of Peng's central limit theorem under sub-linear expectations

Chen, Zengjing; Zhang, Ziwu - In: International journal of financial engineering 7 (2020) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10012602954

Ill-posed estimation in high-dimensional models with instrumental variables

Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 219 (2020) 1, pp. 171-200

Persistent link: https://www.econbiz.de/10012483200

Hypothesis testing for the lifetime performance index based on ranked set sampling

Asghari, Samaneh; Gildeh, Bahram Sadeghpour - In: Total quality management & business excellence 31 (2020) 9, pp. 1022-1040

Persistent link: https://www.econbiz.de/10012256683

Diffusion approximation for efficiency-driven queues when customers are patient

He, Shuangchi - In: Operations research 68 (2020) 4, pp. 1265-1284

Persistent link: https://www.econbiz.de/10012288441

Incremental value-at-risk

Mitic, Peter; Cooper, James; Bloxham, Nicholas - In: The journal of risk model validation 14 (2020) 1, pp. 65-101

Persistent link: https://www.econbiz.de/10014335925

Semiparametric estimation of quantile treatment effects with endogeneity

Wüthrich, Kaspar - 2015

This paper studies estimation of conditional and unconditional quantile treatment effects based on the instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2004, 2005, 2006). I introduce a class of semiparametric plug-in estimators based on closed form solutions...

Persistent link: https://www.econbiz.de/10011420629

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