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  • Search: subject:"Moderate deviations"
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Year of publication
Subject
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Moderate deviations 14 moderate deviations 10 Large deviations 6 Schätztheorie 5 Theorie 5 Data-Driven Penalty 4 Eminent Domain 4 Heteroscedasticity 4 Instrumental Variables 4 LASSO 4 Optimal Instruments 4 Post-LASSO 4 Sparsity 4 Theory 4 moderate deviations for self-normalized sums 4 non-Gaussian errors 4 Econometrics 3 Estimation theory 3 IV-Schätzung 3 Instrumental variables 3 Local to unity 3 Regression analysis 3 Regressionsanalyse 3 Stochastic process 3 Stochastischer Prozess 3 Unit root distribution 3 adaptive moment selection 3 anti-concentration inequalities 3 concentration inequalities 3 conditional moments 3 infinite dimensional constraints 3 linear programming 3 non-Donsker empirical process methods 3 strong approximation 3 Ökonometrie 3 Bound analysis 2 Central limit theory 2 Conditional sum of squares estimation 2 Diffusion 2 Double asymptotics 2
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Online availability
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Undetermined 19 Free 14
Type of publication
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Article 21 Book / Working Paper 13 Other 1
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4
Language
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English 20 Undetermined 15
Author
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Chernozhukov, Victor 6 Hansen, Christian Bailey 3 Phillips, Peter C.B. 3 Belloni, A. 2 Belloni, Alexandre 2 Chen, D. 2 Chen, Daniel L. 2 Friz, Peter K. 2 Lee, Sokbae 2 Liu, Qiaojing 2 Magdalinos, Tassos 2 Rosen, Adam 2 Yu, Jun 2 Zhao, Shoujiang 2 Arcones, Miguel 1 Atar, Rami 1 Bayer, Christian 1 Biswas, Anup 1 Braverman, Anton 1 Chen, Xia 1 Chen, Ye 1 Chernozhukov, V. 1 Cohen, Asaf 1 Dai, J. G. 1 Ermakov, Mikhail 1 Fang, Lulu 1 Fang, Xiao 1 Gerhold, Stefan 1 Giraitis, Liudas 1 Gulisashvili, Archil 1 Hansen, C. 1 Horie, Tetsushi 1 Horvath, Blanka Nora 1 Ibragimov, Rustam 1 Kabluchko, Zakhar 1 Kuang, Nenghui 1 Li, Deli 1 Lin, Zhengyan 1 Magadalinos, Tassos 1 Martinelli, Andrea 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 4 Centre for Microdata Methods and Practice (CEMMAP) 1 Graduate School of Economics, Hitotsubashi University 1
Published in...
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Statistics & Probability Letters 8 Cowles Foundation Discussion Papers 4 cemmap working paper 3 Discussion papers / Graduate School of Economics, Hitotsubashi University 2 Journal of econometrics 2 Mathematics of operations research 2 Statistical Papers / Springer 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 Discussion Papers / Graduate School of Economics, Hitotsubashi University 1 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 1 Massachusetts Institute of Technology Department of Economics working paper series : working paper 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Operations research 1 Quantitative finance 1 Statistics & Decisions 1 Stochastic Processes and their Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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Source
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RePEc 18 ECONIS (ZBW) 12 EconStor 3 BASE 1 Other ZBW resources 1
Showing 31 - 35 of 35
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Limit Theory for Moderate Deviations from a Unit Root
Phillips, Peter C.B.; Magdalinos, Tassos - Cowles Foundation for Research in Economics, Yale University - 2004
represents moderate deviations from unity when alpha in (0,1). The limit theory is obtained using a combination of a functional …
Persistent link: https://www.econbiz.de/10005463868
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A note on convergence rates for posterior distributions via large deviations techniques
Martinelli, Andrea; Ruggiero, Matteo; Walker, Stephen - In: Statistical Papers 51 (2010) 2, pp. 337-347
Persistent link: https://www.econbiz.de/10008456166
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Importance sampling for simulations of moderate deviation probabilities of statistics
Ermakov, Mikhail - In: Statistics & Decisions 25 (2007) 4, pp. 265-284
Summary In recent years importance has become the standard tool for estimation of probabilities of rare events. Of special interest is efficient importance sampling which allows a substantial reduction of the computational burden. Efficiency of importance sampling has been proved (see Sadowsky...
Persistent link: https://www.econbiz.de/10014621343
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Moderate deviations for M-estimators
Arcones, Miguel - In: TEST: An Official Journal of the Spanish Society of … 11 (2002) 2, pp. 465-500
Persistent link: https://www.econbiz.de/10005759559
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Moderate deviations for m-dependent random variables with Banach space values
Chen, Xia - In: Statistics & Probability Letters 35 (1997) 2, pp. 123-134
A theorem on the moderate deviations for m-dependent random vectors is established in this paper. …
Persistent link: https://www.econbiz.de/10005254228
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