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  • Search: subject:"Normal approximation"
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Year of publication
Subject
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normal approximation 19 Normal approximation 15 finite-sample bounds 10 Estimation theory 8 Schätztheorie 8 Induktive Statistik 7 Statistical inference 6 partial identification 6 Statistische Verteilung 5 Monte-Carlo-Simulation 4 Probability theory 4 Theorie 4 Wahrscheinlichkeitsrechnung 4 Weak instruments 4 IV-Schätzung 3 Instrumental variables 3 Log-normal approximation 3 Mathematical programming 3 Mathematische Optimierung 3 Monte Carlo simulation 3 Sampling 3 Statistical distribution 3 Stichprobenerhebung 3 Stochastic process 3 Stochastischer Prozess 3 log-normal approximation 3 Finite-sample bounds 2 Normalverteilung 2 Option pricing theory 2 Optionspreistheorie 2 Partial identification 2 Partielle Identifikation 2 Robustes Verfahren 2 Statistischer Fehler 2 Theory 2 Volatility 2 Volatilität 2 [phi]- and [alpha]-mixing sequences of random variables 2 coherent risk measure 2 distortion risk measure 2
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Online availability
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Undetermined 26 Free 17
Type of publication
All
Article 28 Book / Working Paper 17
Type of publication (narrower categories)
All
Working Paper 12 Article in journal 9 Aufsatz in Zeitschrift 9 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
All
English 23 Undetermined 22
Author
All
Horowitz, Joel 11 Lee, Sokbae 7 Krätschmer, Volker 3 Zähle, Henryk 3 Heer, Burkhard 2 Horváth, Lajos 2 Zhao, Yichuan 2 Azriel, David 1 Bernhardt, Paul W. 1 Biswas, Atanu 1 Borovkova, Svetlana 1 Bretz, Frank 1 Chen, Gemai 1 Chen, Jian 1 Cheng, Smiley W. 1 Choi, Sungyong 1 Djira, Gemechis 1 Elliott, Robert J. 1 Fremdt, Stefan 1 Fujisawa, Hironori 1 García-Pérez, Miguel A. 1 Ghosal, Subhashis 1 Guiard, Volker 1 Hong, Yili 1 Horowitz, Joel L. 1 Hwang, Jing-Shiang 1 Höglund, Thomas 1 Hürlimann, Werner 1 Jeon, Sumin 1 Jinnah, Ali 1 Kim, Hyun-Gyoon 1 Kim, Jeong-Hoon 1 Kim, Jinmin 1 Kim, See-Woo 1 Kokoszka, Piotr 1 Li, Kate J. 1 Li, Yun-Xia 1 Liu, Jun S. 1 Liu, Zhenya 1 Mak, Tak 1
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Institution
All
CESifo 1 Center for the Study of Rationality, Hebrew University of Jerusalem 1 EconWPA 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 5 cemmap working paper 5 Journal of Multivariate Analysis 3 Computational Statistics 2 Computational Statistics & Data Analysis 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Journal of econometrics 2 Statistical Methods and Applications 2 Statistics & Probability Letters 2 Annals of finance 1 Annals of the Institute of Statistical Mathematics 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Computing in Economics and Finance 2006 1 Discussion Paper Series / Center for the Study of Rationality, Hebrew University of Jerusalem 1 European journal of operational research : EJOR 1 GE, Growth, Math methods 1 Insurance: Mathematics and Economics 1 Journal of Applied Statistics 1 Journal of Educational and Behavioral Statistics 1 Journal of statistical and econometric methods 1 Mathematics and Computers in Simulation (MATCOM) 1 Metrika 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Stata Journal 1 Statistical Papers / Springer 1 The North American journal of economics and finance : a journal of theory and practice 1 The journal of computational finance 1
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Source
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RePEc 24 ECONIS (ZBW) 14 EconStor 7
Showing 1 - 10 of 45
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Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon; Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014534851
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Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012667933
Saved in:
Cover Image
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2021
This paper describes three methods for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. Applications in which the optimization problems arise include estimation under shape restrictions, estimation of models of...
Persistent link: https://www.econbiz.de/10012595666
Saved in:
Cover Image
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
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Cover Image
Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012621125
Saved in:
Cover Image
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel; Lee, Sokbae - 2020
This paper describes a method for carrying out inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The parameters are...
Persistent link: https://www.econbiz.de/10012295262
Saved in:
Cover Image
Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identified parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters. The...
Persistent link: https://www.econbiz.de/10012146375
Saved in:
Cover Image
Non-asymptotic inference in a class of optimization problems
Horowitz, Joel; Lee, Sokbae - 2019
This paper describes a method for carrying out non-asymptotic inference on partially identifi ed parameters that are solutions to a class of optimization problems. The optimization problems arise in applications in which grouped data are used for estimation of a model's structural parameters....
Persistent link: https://www.econbiz.de/10012008232
Saved in:
Cover Image
Non-asymptotic inference in instrumental variables estimation
Horowitz, Joel - 2018
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the true and nominal probabilities of rejecting a...
Persistent link: https://www.econbiz.de/10011941522
Saved in:
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Non-asymptotic inference in instrumental variables estimation
Horowitz, Joel - 2018
This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the true and nominal probabilities of rejecting a...
Persistent link: https://www.econbiz.de/10011901474
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