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  • Search: subject:"Limiting Distributions"
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Year of publication
Subject
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Limiting distributions 4 limiting distributions 4 (un)conditional (limiting) distributions 3 (un)restrained repeated sampling 3 credible robust inference 3 partial identification 3 weak instruments 3 Applied Probability 2 Bayesian Statistics 2 Confidence Intervals 2 Distribution Theory 2 Goodness-of-Fit Tests 2 Hilbert-valued Near Epoch Dependent processes 2 Hilbert-valued Robbins-Monro procedures 2 Limiting Distributions 2 Nonparametric recursive moment estimations 2 Point Estimation 2 Regression Analysis 2 Statistical Inference 2 Statistical distribution 2 Statistische Verteilung 2 Tests of Hypotheses 2 Theorie 2 Theory 2 convergence rate 2 goodness-of-fit 2 nonparametric learning procedures 2 (Un)conditional (limiting) distributions 1 (Un)restrained repeated sampling 1 Bank 1 Bank risk 1 Bankrisiko 1 Beta distribution 1 Brownian bridge 1 Clusters 1 Credible robust inference 1 Derivat 1 Derivative 1 Dynamic panel data models 1 Empirical process 1
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Online availability
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Undetermined 12 Free 4
Type of publication
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Article 11 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 11 English 5
Author
All
Chen, Xiaohong 2 Kiviet, Jan F. 2 White, Halbert 2 Baek, Sunyoung 1 Balakrishnan, Narayanaswamy 1 Bar-Lev, Shaul K. 1 Chida, Satoshi 1 Enis, Peter 1 Epps, T W 1 Epps, T. W. 1 Gørgens, Tue 1 Han, Chirok 1 Hristoskov, James 1 KIVIET, Jan F. 1 Kiviet, J. F. 1 Lin, Ge 1 Madan, Dilip B. 1 Mayorov, Kirill 1 Mitnik, Pablo 1 Miyoshi, Naoto 1 Wang, King 1 Wet, T. 1 Xue, Sen 1 Zhang, Tonglin 1
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Institution
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Division of Economics, Nanyang Technological University 1 Tinbergen Instituut 1 World Scientific Publishing Co. Pte. Ltd. 1
Published in...
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Studies in Nonlinear Dynamics & Econometrics 2 Annals of the Institute of Statistical Mathematics 1 Applied mathematical finance 1 Discussion paper / Tinbergen Institute 1 Economic Growth Centre Working Paper Series 1 Economics letters 1 Journal of Multivariate Analysis 1 Probability and Statistical Theory for Applied Researchers 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The journal of operational risk 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1 World Scientific Books 1
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Source
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RePEc 11 ECONIS (ZBW) 4 EconStor 1
Showing 1 - 10 of 16
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Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.; Wang, King - In: Applied mathematical finance 28 (2021) 3, pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
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On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue; Han, Chirok; Xue, Sen - In: Economics letters 197 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
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Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Kiviet, J. F. - 2012
Persistent link: https://www.econbiz.de/10010190991
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Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes
Kiviet, Jan F. - 2012
In simple static linear simultaneous equation models the empirical distributions of IV and OLS are examined under alternative sampling schemes and compared with their first-order asymptotic approximations. We demonstrate that the limiting distribution of consistent IV is not affected by...
Persistent link: https://www.econbiz.de/10010326338
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Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes
KIVIET, Jan F. - Division of Economics, Nanyang Technological University - 2012
In simple static linear simultaneous equation models the empirical distributions of IV and OLS are examined under alternative sampling schemes and compared with their first-order asymptotic approximations. We demonstrate that the limiting distribution of consistent IV is not affected by...
Persistent link: https://www.econbiz.de/10010927741
Saved in:
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Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes
Kiviet, Jan F. - Tinbergen Instituut - 2012
In simple static linear simultaneous equation models the empirical distributions of IV and OLS are examined under alternative sampling schemes and compared with their first-order asymptotic approximations. We demonstrate that the limiting distribution of consistent IV is not affected by...
Persistent link: https://www.econbiz.de/10011256767
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On a family of weighted Cramér-von Mises goodness-of-fit test in operational risk modeling
Mayorov, Kirill; Hristoskov, James; Balakrishnan, … - In: The journal of operational risk 12 (2017) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10011775503
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The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
Mitnik, Pablo; Baek, Sunyoung - In: Statistical Papers 54 (2013) 1, pp. 177-192
study also describes the behavior of the re-parameterized distributions, determines some of their limiting distributions …
Persistent link: https://www.econbiz.de/10010848080
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On the limiting distribution of the spatial scan statistic
Zhang, Tonglin; Lin, Ge - In: Journal of Multivariate Analysis 122 (2013) C, pp. 215-225
Bootstrap is the standard method in the spatial scan test. However, because the spatial scan statistic lacks theoretical properties, its development and connection to mainstream statistics has been limited. Using the methods of empirical processes with a few weak regularity conditions, the...
Persistent link: https://www.econbiz.de/10010702804
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Limiting size index distributions for ball-bin models with Zipf-type frequencies
Chida, Satoshi; Miyoshi, Naoto - In: Annals of the Institute of Statistical Mathematics 63 (2011) 4, pp. 745-768
Persistent link: https://www.econbiz.de/10009149883
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