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Valid edgeworth expansions of M-estimators in regression models with weakly dependent residuals
Taniguchi, Masanobu - In: Econometric theory 12 (1996) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10001205639
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Non-parametrics in bioenvironmental and public health statistics
Sen, Pranab Kumar - 2000
Persistent link: https://www.econbiz.de/10001485245
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Asymptotic representations and interrelations of robust estimators and their applications
Jurečková, Jana - 1997
Persistent link: https://www.econbiz.de/10001321885
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Nonparametric shrinkage estimators of location in a multivariate simple regression model
Sen, Pranab Kumar - 1985
Persistent link: https://www.econbiz.de/10001325512
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Time-dependent coefficients in a Cox-type regression model
Murphy, S. A.; Sen, Pranab Kumar - 1988
Persistent link: https://www.econbiz.de/10000797060
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Analysts' use of dividends in earnings forecasts
Das, Somnath; Schaberl, Philipp D.; Sen, Pradyot K. - In: Review of accounting studies 29 (2024) 2, pp. 1192-1234
Persistent link: https://www.econbiz.de/10015133630