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  • Search: subject:"quantile functions"
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Year of publication
Subject
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Estimation theory 7 Schätztheorie 7 quantile functions 4 Nichtparametrisches Verfahren 3 Risikomaß 3 Risk measure 3 Statistische Verteilung 3 Induktive Statistik 2 Quantile functions 2 Regression analysis 2 Regressionsanalyse 2 Statistical distribution 2 Statistical inference 2 Theorie 2 expected shortfall 2 integrated quantile functions 2 quantile riskmeasures 2 spectral riskmeasures 2 subadditivity 2 value at risk 2 ARCH model 1 ARCH-Modell 1 Algorithm 1 Algorithmus 1 Artificial intelligence 1 Asymmetric heavy-tail distribution 1 Bayes-Statistik 1 Bayesian approach 1 Bayesian inference 1 Causal inference 1 Causality analysis 1 Currency exchange rates 1 Data protection 1 Datenschutz 1 Deutschland 1 Discrete distributions 1 Dynamic quantile modeling 1 ER algorithm 1 Econometrics 1 Efficiency 1
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Online availability
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Free 7 Undetermined 6
Type of publication
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Article 10 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Working Paper 2 Article 1 Conference Paper 1
Language
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English 12 Undetermined 1
Author
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Chesher, Andrew 2 Fuchs, Sebastian 2 Schlotter, Ruben 2 Schmidt, Klaus D. 2 Benedetti, Roberto 1 Brito, Paula 1 Cai, Ning 1 Cai, Yuzhi 1 Cantarero, David 1 Chen, Wilson Ye 1 Dias, Sónia 1 Fusco, Elisa 1 Gerlach, Richard H. 1 Gunsilius, F. F. 1 Haridas, Haritha N. 1 Kou, Steven 1 Nair, K.R. Muraleedharan 1 Nair, N. Unnikrishnan 1 Pascual, Marta 1 Peters, Gareth 1 Sarabia, Jose Maria 1 Sisson, Scott A. 1 Vidoli, Francesco 1 Wu, Qi 1 Yan, Xing 1
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Published in...
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cemmap working paper 2 44th Congress of the European Regional Science Association: "Regions and Fiscal Federalism", 25th - 29th August 2004, Porto, Portugal 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European journal of operational research : EJOR 1 Journal of Income Distribution 1 Journal of economic dynamics & control 1 Operations research 1 Quantitative finance 1 Risks 1 Risks : open access journal 1
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Source
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ECONIS (ZBW) 8 EconStor 4 RePEc 1
Showing 11 - 13 of 13
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Modelling Income Using the Generalised Lambda Distribution
Haridas, Haritha N.; Nair, N. Unnikrishnan; Nair, K.R. … - In: Journal of Income Distribution 17 (2008) 2, pp. 37-51
In the present article we propose the generalised lambda distribution as a model for income data. The quantile measures of location, dispersion, skewness, and kurtosis of the distribution are matched against the corresponding measures derived from the sample to estimate the parameters of the...
Persistent link: https://www.econbiz.de/10010720142
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Endogeneity and discrete outcomes
Chesher, Andrew - 2007
discrete outcome grows. The paper extends the analysis of structural quantile functions with endogenous arguments to cases in …
Persistent link: https://www.econbiz.de/10010318576
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Trends in income inequality in the European Union: implications for health inequalities
Pascual, Marta; Cantarero, David; Sarabia, Jose Maria - 2004
determinants of health inequalities are studied. KEY WORDS Income inequality, Lorenz curves, quantile functions, equivalence scales …
Persistent link: https://www.econbiz.de/10011318893
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