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  • Search: subject:"Mathematical statistics."
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Year of publication
Subject
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Statistical theory 6,300 Statistische Methodenlehre 6,300 Theorie 4,927 Theory 4,927 Multivariate Verteilung 2,571 Multivariate distribution 2,571 Estimation theory 1,960 Schätztheorie 1,959 Zeitreihenanalyse 1,111 Time series analysis 1,099 Statistische Methode 1,037 Statistical method 1,030 Statistical distribution 685 Statistische Verteilung 685 Statistik 650 Statistischer Test 598 Statistical test 590 Schätzung 574 Estimation 573 Portfolio selection 555 Portfolio-Management 555 Risikomaß 536 Risk measure 535 Bayes-Statistik 488 Bayesian inference 488 Capital income 472 Kapitaleinkommen 472 Wahrscheinlichkeitsrechnung 469 Probability theory 456 Risikomanagement 442 Risk management 432 Ökonometrie 400 Forecasting model 397 Prognoseverfahren 397 Volatility 390 Volatilität 390 Econometrics 382 Multivariate Analyse 380 Regressionsanalyse 367 ARCH model 353
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Online availability
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Free 2,168 Undetermined 1,694 CC license 139
Type of publication
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Book / Working Paper 4,766 Article 4,039 Journal 142 Other 3
Type of publication (narrower categories)
All
Article in journal 3,633 Aufsatz in Zeitschrift 3,633 Graue Literatur 1,719 Non-commercial literature 1,719 Arbeitspapier 1,481 Working Paper 1,481 Lehrbuch 566 Textbook 483 Aufsatz im Buch 305 Book section 305 Hochschulschrift 241 Collection of articles of several authors 238 Sammelwerk 238 Thesis 201 Amtsdruckschrift 135 Government document 135 Konferenzschrift 134 Bibliografie enthalten 99 Bibliography included 99 Conference proceedings 95 Statistik 86 Aufsatzsammlung 75 Einführung 62 Bibliografie 39 Collection of articles written by one author 36 Sammlung 36 Handbook 35 Handbuch 35 Festschrift 33 Aufgabensammlung 32 Mehrbändiges Werk 31 Multi-volume publication 31 No longer published / No longer aquired 30 Systematic review 22 Übersichtsarbeit 22 Forschungsbericht 17 Conference paper 16 Konferenzbeitrag 16 Rezension 16 Formelsammlung 13
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Language
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English 7,733 German 817 French 114 Russian 72 Polish 55 Undetermined 46 Italian 39 Spanish 28 Hungarian 19 Czech 15 Portuguese 10 Bulgarian 7 Dutch 7 Slovak 7 Swedish 7 Norwegian 5 Danish 4 Finnish 4 Japanese 4 Lithuanian 4 Romanian 4 Croatian 3 Ukrainian 3 Albanian 2 Turkish 2 Kazakh 1
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Author
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Härdle, Wolfgang 64 Okhrin, Ostap 43 Phillips, Peter C. B. 34 McAleer, Michael 32 Lucas, André 31 Pesaran, M. Hashem 30 Einmahl, John H. J. 29 Robert, Christian P. 29 Heckman, James J. 27 Stock, James H. 25 Diebold, Francis X. 23 Sentana, Enrique 23 Chen, Xiaohong 22 Eckstein, Peter P. 22 Manner, Hans 22 Manski, Charles F. 22 Patton, Andrew J. 22 Smith, Michael S. 22 Tiwari, Aviral Kumar 22 White, Halbert 22 Weiß, Gregor 21 Zellner, Arnold 21 Amengual, Dante 19 Gouriéroux, Christian 19 Magnus, Jan R. 19 Reboredo, Juan Carlos 19 Bera, Anil K. 18 Geweke, John 18 Kleijnen, Jack P. C. 18 Krämer, Walter 18 Domański, Czesław 17 Kim, Jong-Min 17 Koopman, Siem Jan 17 Li, Qi 17 MacKinnon, James G. 17 Segers, Johan 17 Steel, Mark F. J. 17 Watson, Mark W. 17 Andrews, Donald W. K. 16 Czado, Claudia 16
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Institution
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National Bureau of Economic Research 68 Internationaler Währungsfonds 20 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 20 Springer-Verlag GmbH 19 International Monetary Fund (IMF) 17 Europäische Kommission / Statistisches Amt 14 Springer Fachmedien Wiesbaden 13 Polen / Główny Urząd Statystyczny 11 OECD 8 Ungarn / Központi Statisztikai Hivatal 8 De Gruyter Oldenbourg 7 Royal Statistical Society 7 Deutschland / Statistisches Bundesamt 6 Deutschland <Bundesrepublik> / Statistisches Bundesamt 6 European University Institute / Department of Economics 6 Australian National University / Faculty of Economics 5 Center for Economic Research <Tilburg> 5 Centre for Quantitative Economics & Computing 5 Deutsche Statistische Gesellschaft 5 International Statistical Institute 5 Vereinte Nationen / Wirtschaftskommission für Europa / Konferenz Europäischer Statistiker 5 Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu 4 American Statistical Association 4 Econometric Society 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk> 4 Schweiz / Bundesamt für Statistik 4 Société Française de Statistique 4 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 4 Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik 4 Vereinte Nationen / Statistical Commission 4 Deutsche Forschungsgemeinschaft 3 European Commission / Joint Research Centre 3 European Union Agency for the Operational Management of Large-Scale IT Systems in the Area of Freedom, Security and Justice 3 Institut national de la statistique et des études économiques <Frankreich> 3 Instituto Nacional de Estadística <Madrid> 3 Istituto Nazionale di Statistica 3 Journées de Méthodologie Statistique <7, 2000, Paris> 3 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 3 Nacionalen Statističeski Institut <Sofia> 3
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Published in...
All
Journal of econometrics 170 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 130 Economics letters 127 Insurance / Mathematics & economics 111 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 90 Econometric reviews 85 European journal of operational research : EJOR 67 Lehrbuch 66 Econometric theory 62 Energy economics 59 Série des documents de travail / Centre de Recherche en Économie et Statistique 59 Discussion paper / Tinbergen Institute 56 NBER Working Paper 55 CORE discussion paper : DP 54 Applied economics 51 Discussion paper / Center for Economic Research, Tilburg University 50 Economic modelling 46 Risks : open access journal 45 SFB 649 discussion paper 44 Springer-Lehrbuch 44 Journal of the American Statistical Association : JASA 42 NBER technical working paper series 39 Technical working paper / National Bureau of Economic Research 37 International review of financial analysis 36 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 34 International journal of production research 33 The North American journal of economics and finance : a journal of financial economics studies 33 Computational economics 32 Europäische Hochschulschriften / 5 32 Finance research letters 32 Journal of banking & finance 32 SpringerLink / Bücher 32 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 32 Applied economics letters 31 Probability and mathematical statistics 31 Acta Universitatis Wratislaviensis : AUW 30 Journal of the Royal Statistical Society 30 CEMMAP working papers / Centre for Microdata Methods and Practice 28 Cowles Foundation discussion paper 28 Discussion paper 27
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Source
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ECONIS (ZBW) 8,855 USB Cologne (EcoSocSci) 42 RePEc 27 BASE 26
Showing 21 - 30 of 8,950
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Modeling dynamic higher-order comoments for portfolio selection based on copula approach
Wang, Yanfeng; Ke, Rui; Yang, Dong - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10015271380
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Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of the Operational Research Society 75 (2024) 10, pp. 2065-2076
Persistent link: https://www.econbiz.de/10015188547
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Comparing and quantifying tail dependence
Siburg, Karl Friedrich; Strothmann, Christopher; Weiß, … - In: Insurance : mathematics and economics 118 (2024), pp. 95-103
Persistent link: https://www.econbiz.de/10015067023
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Risk, ambiguity, and misspecification : decision theory, robust control, and statistics
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of applied econometrics 39 (2024) 6, pp. 969-999
Persistent link: https://www.econbiz.de/10015156812
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A new family of modified Gaussian copulas for market consistent valuation of government guarantees
Cerqueti, Roy; Cesarone, Francesco; Heusch, Maria C.; … - In: Review of managerial science : RMS 18 (2024) 7, pp. 1985-2005
Persistent link: https://www.econbiz.de/10015134056
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Statistical properties of deep neural networks with dependent data
Brown, Chad - 2024
Persistent link: https://www.econbiz.de/10015135185
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Deriving multivariate probabilistic solar generation forecasts based on hourly imbalanced data
Pflugfelder, Yannik; Schinke-Nendza, Aiko; Dumas, Jonathan - 2024
Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from day and night-time periods in solar photovoltaic...
Persistent link: https://www.econbiz.de/10015135416
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Vine copula approach to understand the financial dependence of the istanbul stock exchange index
Evkaya, Ozan; Gür, İsmail; Külekci, Bükre Yıldırım; … - In: Computational economics 64 (2024) 5, pp. 2935-2980
Persistent link: https://www.econbiz.de/10015144100
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Eurodac 2023 statistics : June 2024
European Union Agency for the Operational Management of … - 2024
The European Dactyloscopy Database (Eurodac) is the large-scale IT system used in the EU for managing asylum applications within the EU+2, as illustrated in Figure 1. The system allows fingerprint comparison and storage, and therefore supports the effective implementation of Regulation (EU) No...
Persistent link: https://www.econbiz.de/10015275213
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Estimation in the presence of heteroskedasticity of unknown form : a lasso-based approach
González-Coya, Emilio; Perron, Pierre - In: Journal of econometric methods 13 (2024) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10014580272
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