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APPROXIMATE VARIANCE COVARIANCE OF MAXIMUM LIKELIHOOD ESTIMATORS FOR THE PARAMETERS OF EXTREME VALUE REGRESSION MODELS FOR CENSORED DATA
Paul, S.R.; Thiagarajah, K. - In: Sankhya / B : the Indian journal of statistics 58 (1996) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10006532080
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C(a) tests for the analysis of one-way layout of data having extreme value distribution
Thiagarajah, K.; Paul, S.R. - In: The statistician : journal of the Institute of Statisticians 42 (1993) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10006007720
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A note on smoothed estimating functions
Thavaneswaran, A.; Singh, Jagbir - In: Annals of the Institute of Statistical Mathematics : AISM 45 (1993) 4, pp. 721-730
Persistent link: https://www.econbiz.de/10006601021
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A note on MRAS with infinite variance
Thavaneswaran, A.; Abraham, B. - In: Statistica Neerlandica : journal of the Netherlands … 48 (1994) 3, pp. 253-258
Persistent link: https://www.econbiz.de/10006490868
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-275
Persistent link: https://www.econbiz.de/10008326856
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On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.; Thavaneswaran, A. - In: Economics letters 105 (2009) 3, pp. 273-276
Persistent link: https://www.econbiz.de/10008895690
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Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.; Singh, Jagbir - In: Journal of risk finance : the convergence of financial … 11 (2010) 5, pp. 496-508
Persistent link: https://www.econbiz.de/10008724013