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Asymptotics in minimum distance from independence estimation
Brown, Donald J.; Wegkamp, Marten H. - 2000
Persistent link: https://www.econbiz.de/10001468354
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Weighted minimum mean-square distance from independence estimation
Brown, Donald J.; Wegkamp, Marten H. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 2035-2051
Persistent link: https://www.econbiz.de/10001702256
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Weighted minimum mean-square distance from independence estimation
Brown, Donald J.; Wegkamp, Marten H. - 2000
Persistent link: https://www.econbiz.de/10001543169
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Lower bounds in hazard estimation
Fermanian, Jean-David - 2000
Persistent link: https://www.econbiz.de/10001470521
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Multivariate hazard rates under random censorship
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000927789
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A root n bandwidth selector in hazard estimation
Fermanian, Jean-David - 1996
Persistent link: https://www.econbiz.de/10000945861
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David - 2001
Persistent link: https://www.econbiz.de/10001577411
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A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - 2001
Persistent link: https://www.econbiz.de/10001577508
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Nonparametric estimation of copulas for time series
Fermanian, Jean-David; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001732499
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A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David; Salanié, Bernard - In: Econometric theory 20 (2004) 4, pp. 701-734
Persistent link: https://www.econbiz.de/10002163077