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  • Search: subject:"Strong Approximation"
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Year of publication
Subject
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strong approximation 14 Schätztheorie 11 Strong approximation 9 Estimation theory 7 Bootstrap 5 Bootstrap approach 5 Bootstrap-Verfahren 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Extreme value distribution 4 Regression analysis 4 Regressionsanalyse 4 Time series analysis 4 Zeitreihenanalyse 4 anti-concentration inequalities 4 concentration inequalities 4 conditional moments 4 infinite dimensional constraints 4 linear programming 4 Mathematische Optimierung 3 Stochastic process 3 Stochastischer Prozess 3 adaptive moment selection 3 moderate deviations 3 non-Donsker empirical process methods 3 partial identification 3 Bound analysis 2 GMM 2 GMM estimation 2 Gaussian process 2 Induktive Statistik 2 Martingal 2 Martingale 2 Nichtlineare Regression 2 Nonlinear regression 2 Nonlinear welfare functionals 2 Nonparametric demand with endogeneity 2 Optimal sup-norm convergence rates 2 Score bootstrap uniform confidence bands 2 Series 2SLS 2
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Online availability
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Free 19 Undetermined 11 CC license 1
Type of publication
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Book / Working Paper 16 Article 15
Type of publication (narrower categories)
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Working Paper 9 Article in journal 5 Aufsatz in Zeitschrift 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 2
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Language
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English 18 Undetermined 13
Author
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Chernozhukov, Victor 5 Chen, Xiaohong 4 Christensen, Timothy M. 4 Li, Jia 4 Liao, Zhipeng 4 Seo, Myung Hwan 4 Hidalgo, Javier 3 Lee, Sokbae 3 Horvath, Peter 2 Härdle, Wolfgang Karl 2 Neumann, Michael H. 2 Patton, Andrew J. 2 Rosen, Adam 2 Rosen, Adam M. 2 Yang, Lijian 2 Zheng, Shuzhuan 2 Abdushukuro, Abdurahim 1 Belloni, Alexandre 1 Bladt, Martin 1 Csáki, Endre 1 Dette, Holger 1 Fernández-Val, Iván 1 Földes, Antónia 1 Geffray, Ségolen 1 Hidalgo-Moreno, Javier 1 Hu, Yueyun 1 Huang, Wei 1 Jackel, Peter 1 Kahl, Christian 1 Mihalache, Stefan 1 Mojirsheibani, Majid 1 Peralta, Oscar 1 Sokbae 'Simon' Lee 1 Steinebach, Josef 1 Četverikov, Denis N. 1
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Institution
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Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Centre for Microdata Methods and Practice (CEMMAP) 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
All
cemmap working paper 4 Journal of econometrics 2 Quantitative Economics 2 Quantitative economics : QE ; journal of the Econometric Society 2 STICERD - Econometrics Paper Series 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CeMMAP working papers 1 ERID working paper 1 Economic Research Initiatives at Duke (ERID) Working Paper 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Journal of Econometrics 1 Mathematics of operations research 1 Metrika 1 Quantitative Finance 1 RePAd Working Paper Series 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 Statistical Inference for Stochastic Processes 1 Statistical Methods and Applications 1 Statistics & Probability Letters 1 Stochastic Processes and their Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
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Source
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RePEc 15 ECONIS (ZBW) 8 EconStor 8
Showing 11 - 20 of 31
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Intersection bounds: Estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam - 2012
novel result that establishes strong approximation for any general series estimator admitting linearization, which may be of … bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong … approximation of a sequence of series or kernel-based empirical processes by a sequence of penultimate Gaussian processes. These …
Persistent link: https://www.econbiz.de/10010318689
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Cover Image
Intersection bounds: estimation and inference
Chernozhukov, Victor; Sokbae 'Simon' Lee; Rosen, Adam - Centre for Microdata Methods and Practice (CEMMAP) - 2012
novel result that establishes strong approximation for any general series estimator admitting linearization, which may be of … bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong … approximation of a sequence of series or kernel-based empirical processes by a sequence of "penultimate" Gaussian processes. These …
Persistent link: https://www.econbiz.de/10010593713
Saved in:
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Testing for Structural Stability in the Whole Sample
Hidalgo, Javier; Seo, Myung Hwan - Suntory and Toyota International Centres for Economics … - 2012
behaviour of the test, we extend a strong approximation result for partial sums of a sequence of random variables. We also …
Persistent link: https://www.econbiz.de/10010655946
Saved in:
Cover Image
Testing for Structural Stability in the Whole Sample
Hidalgo, Javier; Seo, Myung Hwan - Suntory and Toyota International Centres for Economics … - 2012
behaviour of the test, we extend a strong approximation result for partial sums of a sequence of random variables. We also …
Persistent link: https://www.econbiz.de/10010658813
Saved in:
Cover Image
Testing for structural stability in the whole sample
Hidalgo-Moreno, Javier; Seo, Myung Hwan - Departamento de Economía, Universidad Carlos III de Madrid - 2012
behaviour of the test, we extend a strong approximation result for partial sums of a sequence of random variables. We also …
Persistent link: https://www.econbiz.de/10010610060
Saved in:
Cover Image
Intersection bounds: Estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2011
inferential procedures. We develop theory for large sample inference based on the strong approximation of a sequence of series or … establishes strong approximation for any general series estimator admitting linearization, which may be of independent interest. …
Persistent link: https://www.econbiz.de/10010288330
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A Confidence Corridor for Sparse Longitudinal Data Curves
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10008776045
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A confidence corridor for sparse longitudinal data curves
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl - 2010
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10010281570
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Intersection bounds: Estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M. - 2009
strong approximation of a sequence of studentized empirical processes by a sequence of Gaussian or other pivotal processes … establishes strong approximation for general series estimators, which may be of independent interest. We illustrate the usefulness …
Persistent link: https://www.econbiz.de/10010288411
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Testing for structural stability in the whole sample
Hidalgo, Javier; Seo, Myung Hwan - In: Journal of Econometrics 175 (2013) 2, pp. 84-93
behaviour of the test, we extend a strong approximation result for partial sums of a sequence of random variables. We also …
Persistent link: https://www.econbiz.de/10010666079
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