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  • Search: subject:"empirical processes"
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Year of publication
Subject
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Empirical processes 36 empirical processes 19 Schätztheorie 12 Estimation theory 10 Asymptotic theory 6 Robust Statistics 5 Statistical test 5 Statistischer Test 5 outlier robustness 5 Bootstrap 4 Empirical Processes 4 Huber's skip 4 Marked and Weighted Empirical processes 4 Non-stationarity 4 Stationarity 4 Theorie 4 Time series analysis 4 Zeitreihenanalyse 4 1-step Huber skip 3 Gauge 3 M-estimator 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Robust statistics 3 Robustes Verfahren 3 Statistical distribution 3 Statistische Verteilung 3 Weak convergence 3 indicator saturation 3 vector autoregressive process 3 1-step Huber-skip M-estimators 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Conditional quantiles 2 Copula 2 Deconvolution 2 Distribution function 2 Donsker theorem 2 Efficiency 2 Estimation 2
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Online availability
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Undetermined 38 Free 37
Type of publication
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Article 40 Book / Working Paper 39
Type of publication (narrower categories)
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Working Paper 12 Article in journal 8 Aufsatz in Zeitschrift 8 Graue Literatur 8 Non-commercial literature 8 Arbeitspapier 7
Language
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Undetermined 43 English 36
Author
All
Nielsen, Bent 13 Johansen, Søren 11 Berenguer-Rico, Vanessa 6 Arcones, Miguel 3 Brown, Donald J. 2 Chen, Xiaohong 2 Chernozhukov, Victor 2 Chetverikov, Denis 2 Corradi, Valentina 2 Davydov, Youri 2 Escanciano, J. Carlos 2 Jin, Sainan 2 Kato, Kengo 2 Kaufmann, Sylvia 2 Keilegom, Ingrid Van 2 Linton, Oliver 2 Lugosi, Gábor 2 Nickl, Richard 2 Radulović, Dragan 2 Reiß, Markus 2 Scheicher, Martin 2 Söhl, Jakob 2 Trabs, Mathias 2 Van Keilegom, Ingrid 2 Varron, Davit 2 Velasco, Carlos 2 Wegkamp, Marten H. 2 Wilms, Ines 2 Zitikis, Ričardas 2 Adekpedjou, Akim 1 Alonso, Alicia Pérez 1 Alvarez-Andrade, Sergio 1 Bianchi, Nicolo Cesa 1 Bianchi, Nicolò Cesa 1 Bos, Len 1 Bouzebda, Salim 1 Braekers, Roel 1 Bøgsted, Martin 1 Chappell, Rick 1 Christensen, Kim 1
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Institution
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School of Economics and Management, University of Aarhus 3 Økonomisk Institut, Københavns Universitet 3 Cowles Foundation for Research in Economics, Yale University 2 Department of Economics and Business, Universitat Pompeu Fabra 2 HAL 2 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 University of Toronto, Department of Economics 2 Departamento de Economía de la Empresa, Universidad Carlos III de Madrid 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Oxford University 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Economics Group, Nuffield College, University of Oxford 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tilburg University, Center for Economic Research 1
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Published in...
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Annals of the Institute of Statistical Mathematics 12 Econometric reviews 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 CREATES Research Papers 3 Computational Statistics & Data Analysis 3 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Journal of Multivariate Analysis 3 Journal of econometrics 3 Statistical Inference for Stochastic Processes 3 Cowles Foundation Discussion Papers 2 Department of Economics discussion paper series / University of Oxford 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Economics discussion papers 2 Post-Print / HAL 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 Stochastic Processes and their Applications 2 Working Papers / University of Toronto, Department of Economics 2 Business Economics Working Papers 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CREATES research paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 Discussion papers / Department of Economics, University of Copenhagen 1 Economics Bulletin 1 Economics Papers / Economics Group, Nuffield College, University of Oxford 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid 1 Journal of Econometrics 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 LSE Research Online Documents on Economics 1 Metrika 1 Reihe Ökonomie / Economics Series 1 STICERD - Econometrics Paper Series 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Working Paper 1 Working Papers / Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Working Papers. Serie AD 1 Working papers / Rutgers University, Department of Economics 1
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Source
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RePEc 58 ECONIS (ZBW) 16 EconStor 5
Showing 41 - 50 of 79
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Asymptotic results for hybrids of empirical and partial sums processes
Alvarez-Andrade, Sergio; Bouzebda, Salim - In: Statistical Papers 55 (2014) 4, pp. 1121-1143
The present paper is devoted to the study of the hybrids of empirical and partial sums processes. In the first part, we present a synthesis of results related to these processes and their connection with the empirical and compound process. We obtain new results on the precise asymptotics in the...
Persistent link: https://www.econbiz.de/10010949808
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Comparison of specification tests for GARCH models
Ghoudi, Kilani; Rémillard, Bruno - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 291-300
empirical processes based on the standardized residuals and their squares. For calculating P-values, the parametric bootstrap …
Persistent link: https://www.econbiz.de/10010776993
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Specification analysis of linear quantile models
Escanciano, J. C.; Goh, Chuan - In: Journal of econometrics 178 (2014) 1, pp. 495-507
Persistent link: https://www.econbiz.de/10010256888
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Empirical processes of iterated maps that contract on average
Durieu, Olivier - In: Statistics & Probability Letters 83 (2013) 11, pp. 2454-2458
We consider a Markov chain obtained by random iterations of Lipschitz maps Ti chosen with a probability pi(x) depending on the current position x. We assume this system has a property of “contraction on average”, that is ∑id(Tix,Tiy)pi(x)ρd(x,y) for some ρ1. In the present note, we study...
Persistent link: https://www.econbiz.de/10011039988
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A class of inference procedures for validating the generalized Koziol–Green model with recurrent events
Adekpedjou, Akim; Stocker, Russell; Mel, Withanage A. De - In: Computational Statistics & Data Analysis 62 (2013) C, pp. 83-92
The problem of validity of a model on the informativeness of the right-censoring random variable on the inter-event time with recurrent events is considered. The generalized Koziol–Green model for recurrent events has been used in the literature to account for informativeness in the estimation...
Persistent link: https://www.econbiz.de/10011056528
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A functional central limit theorem for empirical processes under a strong mixing condition
Tone, Cristina - In: Statistical Inference for Stochastic Processes 15 (2012) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10010992894
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Cramér–von Mises and characteristic function tests for the two and k-sample problems with dependent data
Quessy, Jean-François; Éthier, François - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2097-2111
Statistical procedures for the equality of two and k univariate distributions based on samples of dependent observations are proposed in this work. The test statistics are L2 distances of standard empirical and characteristic function processes. The p-values of the tests are obtained from a...
Persistent link: https://www.econbiz.de/10011056495
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Estimation of Semiparametric Models when the Criterion Function is not Smooth
Chen, Xiaohong; Linton, Oliver; Keilegom, Ingrid Van - Suntory and Toyota International Centres for Economics … - 2003
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can...
Persistent link: https://www.econbiz.de/10005670810
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Estimation of semiparametric models when the criterion function is not smooth
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid - London School of Economics (LSE) - 2003
We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can...
Persistent link: https://www.econbiz.de/10010745939
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Uniform in bandwidth exact rates for a class of kernel estimators
Varron, Davit; Keilegom, Ingrid Van - In: Annals of the Institute of Statistical Mathematics 63 (2011) 6, pp. 1077-1102
Persistent link: https://www.econbiz.de/10009325294
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