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  • Search: subject:"Random variables"
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Year of publication
Subject
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random variables 64 equation 48 statistics 43 probability 42 Economic models 40 equations 38 correlation 35 covariance 31 probabilities 29 time series 29 Theorie 28 normal distribution 26 Probability theory 25 Theory 25 Wahrscheinlichkeitsrechnung 25 Random variable 24 Zufallsvariable 24 correlations 24 random variable 24 standard deviation 24 statistic 24 econometrics 22 samples 22 survey 21 forecasting 19 prediction 19 Stochastic process 18 Stochastischer Prozess 18 standard deviations 18 computation 17 probability distribution 17 standard errors 17 Statistische Verteilung 16 sampling 16 calibration 15 Statistical distribution 14 integral 14 autocorrelation 13 kurtosis 13 normal distributions 13
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Online availability
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Undetermined 156 Free 111 CC license 1
Type of publication
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Article 181 Book / Working Paper 108 Other 1
Type of publication (narrower categories)
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Article in journal 40 Aufsatz in Zeitschrift 40 Working Paper 15 Graue Literatur 10 Non-commercial literature 10 Arbeitspapier 7 Article 4 Hochschulschrift 2 viewpoint 2 Thesis 1 research-article 1 review-article 1
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Language
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Undetermined 173 English 117
Author
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Nadarajah, Saralees 14 Wong, Wing Keung 5 Beresteanu, Arie 4 Boots, Nam Kyoo 4 Chan-Lau, Jorge A. 4 Ewerhart, Christian 4 Hu, Shuhe 4 Kotz, Samuel 4 Krichene, Noureddine 4 Ly, Sal 4 Ly, Sel 4 Mandjes, Michel 4 Molinari, Francesca 4 Pho, Kim-Hung 4 Powers, Michael R. 4 Rásonyi, Miklós 4 Serena, Marco 4 Basurto, Miguel A. Segoviano 3 Borm, Peter 3 Favaro, Stefano 3 Gijbels, Irène 3 Herrmann, Klaus 3 Krätschmer, Volker 3 Lijoi, Antonio 3 Mirestean, Alin 3 Tsangarides, Charalambos G. 3 Volodin, Andrei 3 Zähle, Henryk 3 Acri, Francesco 2 Arnold, Barry C. 2 Avesani, Renzo G. 2 Barnhill, Theodore M. 2 Bello, Alfonso J. 2 Berkowitz, Daniel 2 Bruti-Liberati, Nicola 2 Caner, Mehmet 2 Cerchiara, Rocco Roberto 2 Chen, Huigang 2 Chen, Pingyan 2 Childs, Aaron 2
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Institution
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International Monetary Fund (IMF) 53 Tilburg University, Center for Economic Research 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Cowles Foundation for Research in Economics, Yale University 2 HAL 2 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) 1 Dipartimento di Economia, Università degli Studi di Roma 3 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Duke University, Department of Economics 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Econometric Society 1 Econometrisch Instituut, Faculteit der Economische Wetenschappen 1 Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg 1 Finance Discipline Group, Business School 1 Institute of Business and Economic Research (IBER), Walter A. Haas School of Business 1 International Monetary Fund 1 Olin School of Business, Washington University in St. Louis 1 Risk and Insurance Archive 1 School of Management, Yale University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Institute 1 Tinbergen Instituut 1 University of Bonn, Germany 1
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Published in...
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IMF Working Papers 53 Statistics & Probability Letters 35 Metrika 13 Journal of Multivariate Analysis 9 Annals of the Institute of Statistical Mathematics 7 Insurance / Mathematics & economics 7 AStA Advances in Statistical Analysis 5 Computational Statistics 5 Statistical Papers / Springer 5 Insurance: Mathematics and Economics 4 Quality & Quantity: International Journal of Methodology 4 Water Resources Management 4 Working Paper 4 Discussion Paper / Tilburg University, Center for Economic Research 3 MPRA Paper 3 Operations research letters 3 Psychometrika 3 Stochastic Processes and their Applications 3 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 3 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Cowles Foundation Discussion Papers 2 Decisions in Economics and Finance 2 Decisions in economics and finance : DEF ; a journal of applied mathematics 2 Dissertation Series CentER 2 Future Business Journal 2 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 2 Journal of Applied Statistics 2 Journal of Risk Finance 2 Journal of mathematical finance 2 Management Science 2 Mathematics of operations research 2 Opsearch : journal of the Operational Research Society of India 2 Physica A: Statistical Mechanics and its Applications 2 Quaderni di Dipartimento 2 Risks 2 Risks : open access journal 2 The Journal of Risk Finance 2 Tinbergen Institute Discussion Papers 2 Working paper series / University of Zurich, Department of Economics 2 Working papers / TSE : WP 2
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Source
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RePEc 217 ECONIS (ZBW) 51 EconStor 13 BASE 4 Other ZBW resources 4 USB Cologne (EcoSocSci) 1
Showing 51 - 60 of 290
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The distribution of the amplitude and phase of the mean of a sample of complex random variables
Withers, Christopher S.; Nadarajah, Saralees - In: Journal of Multivariate Analysis 113 (2013) C, pp. 128-152
mean of a sample of complex random variables. These expansions are transformed to polar forms with applications to modeling …
Persistent link: https://www.econbiz.de/10010588053
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Late Again with Defiers
Chaisemartin, Clément De; D'Haultfoeuille, Xavier - HAL - 2012
We show that the Wald statistic still identifies a causal effect if instrument monotonicity is replaced by a weaker condition, which states that the potential propensities to be treated with or without the instrument should have the same distribution, conditional on potential outcomes. This...
Persistent link: https://www.econbiz.de/10010738893
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CALCULATION OF CONVOLUTION PRODUCTS OF PIECEWISE DEFINED FUNCTIONS AND SOME APPLICATIONS
Cîrnu, Mircea I. - In: Romanian Economic Business Review 6 (2012) 1, pp. 41-52
We present elementary proofs to some formulas given without proofs by K. A. West and J. McClellan in 1993, B. L. Evans and J. H. McClellan in 1994, and J. Cavicchi in 2002, for the calculation of the convolution integrals and sums of piecewise defined functions. Unlike “divide and conquer”...
Persistent link: https://www.econbiz.de/10010585827
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Pareto Random Variables for Hydrological Modeling
Nadarajah, Saralees; Ali, M. - In: Water Resources Management 22 (2008) 10, pp. 1381-1393
) are derived when X and Y are independent Pareto random variables. A detailed application of the results is provided to …
Persistent link: https://www.econbiz.de/10010997779
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Superlarge deviation probabilities for sums of independent lattice random variables with exponential decreasing tails
Rozovsky, Leonid - In: Statistics & Probability Letters 82 (2012) 1, pp. 72-76
In the note we study large and superlarge deviation probabilities of sum of i.i.d. lattice random variables, whose …
Persistent link: https://www.econbiz.de/10010582239
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Hierarchical Archimedean copulas through multivariate compound distributions
Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Étienne - In: Insurance / Mathematics & economics 76 (2017), pp. 1-13
Persistent link: https://www.econbiz.de/10011774757
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Solving nonlinear interval optimization problem using stochastic programming technique
Kumar, P.; Panda, G. - In: Opsearch : journal of the Operational Research Society … 54 (2017) 4, pp. 752-765
Persistent link: https://www.econbiz.de/10011847538
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Multi-objective bilevel fuzzy probabilistic programming problem
Ranarahu, Narmada; Dash, J. K.; Acharya, S. - In: Opsearch : journal of the Operational Research Society … 54 (2017) 3, pp. 475-504
Persistent link: https://www.econbiz.de/10011795813
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Imprecise stochastic orders and fuzzy rankings
Montes, Ignacio; Miranda, Enrique; Montes, Susana - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 3, pp. 297-327
Persistent link: https://www.econbiz.de/10011805631
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Asymptotics for a Bayesian nonparametric estimator of species richness
Favaro, Stefano; Lijoi, Antonio; Prunster, Igor - 2011
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently it has been shown that they can also be exploited in species sampling...
Persistent link: https://www.econbiz.de/10010335257
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