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Tail event driven financial risk modelling
Yu, Lining
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2017
Persistent link: https://www.econbiz.de/10011702496
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Statistical inference on high-dimensional tail event curves
Huang, Chen
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2017
Persistent link: https://www.econbiz.de/10011881322
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Exakte Quantile einiger Anpassungstests vom Kolmogoroff-Smirnowschen Typ im Fall nicht völlig spezifizierter Verteilungshypothesen
Lassahn, Rainer
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1999
Persistent link: https://www.econbiz.de/10001395049
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On the distribution functions of some GCL statistics associated with the structural representation of an econometric model
McDonald, James Bott
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1970
Persistent link: https://www.econbiz.de/10002412818
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