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Cross-validation in nonparametric quantile regression

Abberger, Klaus - In: Allgemeines statistisches Archiv : AStA ; journal of … 82 (1998) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10001243571

Quantile smoothing in financial time series

Abberger, Klaus - In: Statistical papers 38 (1997) 2, pp. 125-148

Persistent link: https://www.econbiz.de/10001224253

Kernel smoothed prediction intervals for ARMA models

Abberger, Klaus - 2002

Persistent link: https://www.econbiz.de/10001686398

Variable data driven bandwidth choice in nonparametric quantile regression

Abberger, Klaus - 2002

Persistent link: https://www.econbiz.de/10001686402

Smoothing ordered sparse contingency tables and the x2 test

Abberger, Klaus - 2002

Persistent link: https://www.econbiz.de/10001686417

Exploring local dependence

Abberger, Klaus - 2002

Persistent link: https://www.econbiz.de/10001686445

ML-estimation in the location-scale-shape model of the generalized logistic distribution

Abberger, Klaus - 2002

Persistent link: https://www.econbiz.de/10001686451

Penalizing function based bandwidth choice in nonparametric quantile regression

Abberger, Klaus - 2001

Persistent link: https://www.econbiz.de/10001672562

A simple graphical method to explore tail-dependence in stock-return pairs

Abberger, Klaus - In: Applied financial economics 15 (2005) 1, pp. 43-51

Persistent link: https://www.econbiz.de/10002529598

A simple graphical method to explore tail-dependence in stock-return pairs

Abberger, Klaus (contributor) - 2004

For a bivariate data set the dependence structure can not only be measured globally, for example with the Bravais-Pearson correlation coefficient, but the dependence structure can also be analyzed locally. In this article the exploration of dependencies in the tails of the bivariate distribution...

Persistent link: https://www.econbiz.de/10002527951