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  • Search: subject:"Mathematical statistics."
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Year of publication
Subject
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Statistical theory 6,301 Statistische Methodenlehre 6,301 Theorie 4,928 Theory 4,928 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 401 Forecasting model 397 Prognoseverfahren 397 Volatility 390 Volatilität 390 Econometrics 383 Multivariate Analyse 380 Regressionsanalyse 367 ARCH model 353
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Online availability
All
Free 2,168 Undetermined 1,695 CC license 139
Type of publication
All
Book / Working Paper 4,766 Article 4,040 Journal 142 Other 3
Type of publication (narrower categories)
All
Article in journal 3,634 Aufsatz in Zeitschrift 3,634 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 7,734 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
All
ECONIS (ZBW) 8,856 USB Cologne (EcoSocSci) 42 RePEc 27 BASE 26
Showing 421 - 430 of 8,951
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Use statistical analysis to approximate integrated order batching problem
Xue, Sen; Gao, Chuanhou - In: International journal of production research 62 (2024) 12, pp. 4349-4371
Persistent link: https://www.econbiz.de/10014547323
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Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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Assessing systemic risk spillovers from FinTech to China's financial system
Tian, Maoxi; El Khoury, Rim; Nasrallah, Nohade; … - In: The European journal of finance 30 (2024) 8, pp. 803–826
Persistent link: https://www.econbiz.de/10014547999
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Rule selection invariance as a robustness check in collective choice and nonparametric statistical settings
Sanders, Shane; Ehrlich, Justin; Boudreau, James - In: Public choice 199 (2024) 1/2, pp. 7-26
Persistent link: https://www.econbiz.de/10014550427
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Scenario generation for financial data with a machine learning approach based on realized volatility and copulas
Mesquita, Caio Mário; Valle, Cristiano Arbex; Pereira, … - In: Computational economics 63 (2024) 5, pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
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Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.; Stapenhurst, Christopher; … - In: Econometric reviews 43 (2024) 2/4, pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
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Correlated cluster-based randomized experiments : robust variance minimization
Candogan, Ozan; Chen, Chen; Niazadeh, Rad - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 4069-4086
Persistent link: https://www.econbiz.de/10014552526
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Vine copula Granger causality in quantiles
Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Applied economics 56 (2024) 10, pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
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Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan; Serletis, Apostolos - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
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A Practical Guide to Endogeneity Correction Using Copulas
Qian, Yi; Koschmann, Anthony; Xie, Hui - National Bureau of Economic Research - 2024
Causal inference is of central interests in many empirical applications yet often challenging because of the presence of endogenous regressors. The classical approach to the problem requires using instrumental variables that must satisfy the stringent condition of exclusion restriction. At the...
Persistent link: https://www.econbiz.de/10014512085
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