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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 231 - 240 of 290
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A note on arbitrage in term structure
Rásonyi, Miklós - In: Decisions in Economics and Finance 31 (2008) 1, pp. 73-79
Persistent link: https://www.econbiz.de/10005169552
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Sociological Models Based on Fréchet Random Variables
Nadarajah, Saralees; Kotz, Samuel - In: Quality & Quantity: International Journal of Methodology 42 (2008) 1, pp. 89-95
Persistent link: https://www.econbiz.de/10009396788
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The Limit Distribution of the Bootstrap for the Unit Root Test Statistic when the Residuals are Dependent
Zhang, Li-Xin; Yang, Xiao-Rong - In: Metrika 65 (2007) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10005598644
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Economic models based on Pareto and Gamma random variables
Nadarajah, Saralees - In: Spanish Economic Review 9 (2007) 4, pp. 309-317
Persistent link: https://www.econbiz.de/10005755514
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On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution
Campana, Antonella - In: The Geneva Papers on Risk and Insurance Theory 32 (2007) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10005547686
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Extremes of nonexchangeability
Nelson, Roger - In: Statistical Papers 48 (2007) 2, pp. 329-336
Persistent link: https://www.econbiz.de/10008533835
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A new characterization of the normal law
Novak, S.Y. - In: Statistics & Probability Letters 77 (2007) 1, pp. 95-98
We suggest a new characterization of the normal law that highlights a property of self-normalized random variables. We … show also that a distribution is symmetric if and only if self-normalized random variables drawn from are uncorrelated. …
Persistent link: https://www.econbiz.de/10005138221
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Kolmogorov inequalities for the partial sum of independent Bernoulli random variables
Mavrikiou, Petroula M. - In: Statistics & Probability Letters 77 (2007) 11, pp. 1117-1122
identically distributed) Bernoulli random variables. …
Persistent link: https://www.econbiz.de/10005224164
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A Nucleolus for Stochastic Cooperative Games
Suijs, J.P.M. - Tilburg University, Center for Economic Research - 1996
This paper extends the definition of the nucleolus to stochastic cooperative games, that is, to cooperative games with random payoffs to the coalitions. It is shown that the nucleolus is nonempty and that it belongs to the core whenever the core is nonempty. Furthermore, it is shown for a...
Persistent link: https://www.econbiz.de/10011092865
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Extreme value models with application to drought data
Nadarjah, Saralees - In: AStA Advances in Statistical Analysis 90 (2006) 3, pp. 403-418
Persistent link: https://www.econbiz.de/10005598095
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