Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Nonparametric statistics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Generalised likelihood ratio t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Estimation theory
46
Schätztheorie
46
Theorie
29
Theory
29
Factor analysis
22
Faktorenanalyse
22
Volatility
22
Volatilität
22
Correlation
21
Korrelation
20
Estimation
17
Schätzung
17
Time series analysis
15
Zeitreihenanalyse
15
Nichtparametrisches Verfahren
14
Financial market
11
Finanzmarkt
11
Forecasting model
10
Prognoseverfahren
10
Regression analysis
10
Regressionsanalyse
10
Capital income
9
Kapitaleinkommen
9
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
7
Factor model
7
Share price
7
Optionspreistheorie
6
Robust statistics
6
Robustes Verfahren
6
Ökonometrie
6
ARCH model
5
ARCH-Modell
5
Big Data
5
Big data
5
Econometrics
5
Learning process
5
Lernprozess
5
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
10
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
14
Author
All
Fan, Jianqing
14
Li, Runze
2
Aït-Sahalia, Yacine
1
Cheng, Ming-Yen
1
Fan, Yingying
1
Feng, Yang
1
Gu, Juan
1
Guo, Yongyi
1
Huang, Tao
1
Imai, Kosuke
1
Jiang, Jiancheng
1
Lee, Inbeom
1
Liu, Han
1
Lv, Jinchi
1
Mancini, Loriano
1
Ning, Yang
1
Peng, Heng
1
Song, Rui
1
Spokojnyj, Vladimir G.
1
Wang, Weining
1
Wu, Yichao
1
Yang, Xiaolin
1
Yao, Qiwei
1
Yu, Mengxin
1
Zhao, Yue
1
more ...
less ...
Published in...
All
Journal of the American Statistical Association : JASA
7
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Springer series in statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Semiparametric estimation of value at risk
Fan, Jianqing
;
Gu, Juan
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
Saved in:
2
Dynamic nonparametric filtering with application to finance
Cheng, Ming-Yen
;
Fan, Jianqing
;
Spokojnyj, Vladimir G.
-
2003
Persistent link: https://www.econbiz.de/10001790237
Saved in:
3
Nonparametric inferences for additive models
Fan, Jianqing
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 890-907
Persistent link: https://www.econbiz.de/10003107771
Saved in:
4
New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis
Fan, Jianqing
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 710-723
Persistent link: https://www.econbiz.de/10002242095
Saved in:
5
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
6
Option pricing with model-guided nonparametric methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
Saved in:
7
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing
;
Feng, Yang
;
Song, Rui
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
Saved in:
8
Semiparametric estimation of covariance matrixes for longitudinal data
Fan, Jianqing
;
Wu, Yichao
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
484
,
pp. 1520-1533
Persistent link: https://www.econbiz.de/10003814698
Saved in:
9
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing
;
Huang, Tao
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
Saved in:
10
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
