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isPartOf:"Discussion paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Multivariate analysis"
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Search: subject_exact:"Multivariates Verfahren"
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ECONIS (ZBW)
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1
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
2
Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
-
2016
Persistent link: https://www.econbiz.de/10011707052
Saved in:
3
Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707062
Saved in:
4
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707065
Saved in:
5
Mobile money, trade deficit and economic development : theory and evidence
Beck, Thorsten
;
Pamuk, Haki
;
Ramrattan, Ravindra
;
Uras, …
-
2015
Persistent link: https://www.econbiz.de/10011350052
Saved in:
6
Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics
Einmahl, John H. J.
;
Li, Jun
;
Liu, Regina Y.
-
2015
Persistent link: https://www.econbiz.de/10011350125
Saved in:
7
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
8
Multivariate versus univariate Kriging metamodels for multi-response simulation models
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
-
2014
-
Revision of 2012-039
Persistent link: https://www.econbiz.de/10010387883
Saved in:
9
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Saved in:
10
A general model for repeated audit controls using monotone subsampling
Raats, V. M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655953
Saved in:
11
On the optimality of multivariate S-estimators
Croux, Christophe
;
Dehon, C.
;
Yadine, A.
-
2010
Persistent link: https://www.econbiz.de/10003985646
Saved in:
12
The k-step spatial sign covariance matrix
Croux, Christophe
;
Dehon, Catherine
;
Yadine, Abdelilah
-
2010
Persistent link: https://www.econbiz.de/10003985680
Saved in:
13
Copula-based orderings of multivariate dependence
Decancq, Koen
-
2010
Persistent link: https://www.econbiz.de/10003969406
Saved in:
14
Multivariate convex aaproximation and least-norm convex data-smoothing
Siem, A. Y. D.
(
contributor
);
Hertog, Dirk den
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003239265
Saved in:
15
Bayesian multivariate exogeneity analysis : an application to a UK money demand equation
Steel, Mark F. J.
;
Richard, Jean-François
-
1989
Persistent link: https://www.econbiz.de/10000782899
Saved in:
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