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1
Bias-reduced and variance-corrected asymptotic Gaussian
Inference
about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
2
A unified theory of extreme Expected Shortfall
inference
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2024
Persistent link: https://www.econbiz.de/10015097279
Saved in:
3
Statistical
inference
for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
4
Inference
for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
5
Too big to fail : large samples and the p-value problem
Lin, Mingfeng
;
Lucas, Henry C.
;
Schmueli, Galit
- In:
Information systems research : ISR
24
(
2013
)
4
,
pp. 906-917
Persistent link: https://www.econbiz.de/10010228297
Saved in:
6
Information in digital, economic, and social networks
Sundararajan, Arun
;
Provost, Foster
;
Oestreicher-Singer, Gal
- In:
Information systems research : ISR
24
(
2013
)
4
,
pp. 883-905
Persistent link: https://www.econbiz.de/10010228300
Saved in:
7
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
Persistent link: https://www.econbiz.de/10010470613
Saved in:
8
Probability theories and organization science : the nature and usefulness of different ways of treating uncertainty
Galavotti, Maria Carla
- In:
Journal of management : JOM
41
(
2015
)
2
,
pp. 744-760
Persistent link: https://www.econbiz.de/10010482121
Saved in:
9
Testing hypotheses in nonparametric models of production
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 435-456
Persistent link: https://www.econbiz.de/10011691659
Saved in:
10
Testing macro models by indirect
inference
: a survey for users
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
; …
- In:
Open economies review
27
(
2016
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011591688
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