EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Nonparametric estimators"
Narrow search

Narrow search

Year of publication
Subject
All
nonparametric estimators 6 Schätzung 4 Estimation 3 Estimation theory 3 Schätztheorie 3 Bootstrap 2 Matching 2 Multivariate Verteilung 2 Multivariate distribution 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Rubin causal model 2 periodogram 2 stochastic volatility 2 stochastic volatility of volatility 2 Arbeitslosigkeit 1 Beobachtungsdaten 1 COVID-19 infections and deaths 1 Causality 1 Coronavirus 1 Counterfactual analysis 1 Dependent Conditional Tail Variance (DCTV) 1 Dependent TVaR (DTVaR) 1 Deutschland 1 Einkommensverteilung 1 Erwerbsverlauf 1 Gesundheit 1 Gini coeffcient 1 Gini coefficient 1 Gini-Koeffizient 1 Health 1 Health concentration curve 1 Income distribution 1 Insurance 1 Kausalanalyse 1 Kontrafaktische Analyse 1 Morbidity 1 Morbidität 1 Mortality 1 Nichtparametrische Verfahren 1
more ... less ...
Online availability
All
Free 8 CC license 2
Type of publication
All
Book / Working Paper 5 Article 3
Type of publication (narrower categories)
All
Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1
more ... less ...
Language
All
English 5 German 2 Undetermined 1
Author
All
Alghalith, Moawia 2 DiPrete, Thomas A. 2 Floros, Christos 2 Gangl, Markus 2 Gillas, Konstantinos Gkillas 2 Kreiss, Jens-Peter 2 Paparoditis, Efstathios 2 Bouezmarni, Taoufik 1 Doukali, Mohamed 1 Neswan, Oki 1 Parulian, Josaphat, Bony 1 Syuhada, Khreshna 1 Taamouti, Abderrahim 1
more ... less ...
Institution
All
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
Cahier scientifique 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Risks 1 Risks : open access journal 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
more ... less ...
Source
All
ECONIS (ZBW) 3 EconStor 3 RePEc 2
Showing 1 - 8 of 8
Cover Image
Copula-based estimation of health concentration curves with an application to COVID-19
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - 2022
Persistent link: https://www.econbiz.de/10013171407
Saved in:
Cover Image
Estimating copula-based extension of tail value-at-risk and its application in insurance claim
Syuhada, Khreshna; Neswan, Oki; Parulian, Josaphat, Bony - 2022
bounded above by their respective larger quantiles. In this paper, we propose nonparametric estimators for DTVaR and establish …
Persistent link: https://www.econbiz.de/10013363132
Saved in:
Cover Image
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Alghalith, Moawia; Floros, Christos; Gillas, … - In: Risks 8 (2020) 2, pp. 1-16
We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we …
Persistent link: https://www.econbiz.de/10013200570
Saved in:
Cover Image
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Alghalith, Moawia; Floros, Christos; Gillas, … - In: Risks : open access journal 8 (2020) 2/35, pp. 1-16
We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we …
Persistent link: https://www.econbiz.de/10012204468
Saved in:
Cover Image
Kausalanalyse durch Matchingverfahren
DiPrete, Thomas A.; Gangl, Markus - 2004
Aufgrund ihrer Nähe zum Konzept kontrafaktischer Kausalität haben nichtparametrische Matchingverfahren in der neueren statistischen und ökonometrischen Literatur zur Kausalanalyse an Bedeutung gewonnen. Vor diesem Hintergrund führt der Beitrag das Rubin Causal Model (RCM) in die...
Persistent link: https://www.econbiz.de/10010260677
Saved in:
Cover Image
Kausalanalyse durch Matchingverfahren
Gangl, Markus; DiPrete, Thomas A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2004
Having close linkages with the counterfactual concept of causality, nonparametric matching estimators have recently gained in popularity in the statistical and econometric literature on causal analysis. Introducing key concepts of the Rubin causal model (RCM), the paper discusses the...
Persistent link: https://www.econbiz.de/10004963893
Saved in:
Cover Image
Autoregressive aided periodogram bootstrap for time series
Kreiss, Jens-Peter; Paparoditis, Efstathios - 2001
A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to generate periodogram ordinates and imitate the essential features of the data...
Persistent link: https://www.econbiz.de/10010310397
Saved in:
Cover Image
Autoregressive aided periodogram bootstrap for time series
Kreiss, Jens-Peter; Paparoditis, Efstathios - Sonderforschungsbereich 373, Quantifikation und … - 2001
A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to generate periodogram ordinates and imitate the essential features of the data...
Persistent link: https://www.econbiz.de/10010956573
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...