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Quantile Spectral Processes: A...
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Nonparametric statistics
Theorie
191
Theory
152
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126
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117
Regression analysis
102
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102
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90
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85
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78
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64
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nonparametric regression
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order restricted inference
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Dette, Holger
45
Hallin, Marc
20
Neumeyer, Natalie
14
Werker, Bas J. M.
7
La Vecchia, Davide
6
Akker, Ramon van den
5
Pilz, Kay Frederik
5
Biedermann, Stefanie
3
Hetzler, Benjamin
3
Liu, Hang
3
Spreckelsen, Ingrid
3
Volgushev, Stanislav
3
Bachmann, Dirk
2
Birke, Melanie
2
Chao, Shih-Kang
2
Hoderlein, Stefan
2
Härdle, Wolfgang
2
Melas, Vjačeslav Borisovič
2
Proksch, Katharina
2
Scheder, Regine
2
Vermandele, Catherine
2
Zhang, Chunming
2
Akharif, Abdelhadi
1
Babić, Slađana
1
Barrio, Eustasio del
1
Cassart, Delphine
1
Drton, Mathias
1
Fihri, Mohamed
1
Gelbgras, Laetitia
1
Gonzalez-Sanz, Alberto
1
Han, Fang
1
Keilegom, Ingrid Van
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Kley, Tobias
1
Kusi-Appiah, Sorina
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Ley, Christophe
1
Lieres und Wilkau, Carsten von
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
ECARES working paper
11
Discussion paper / Center for Economic Research, Tilburg University
4
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4
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Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
Saved in:
2
Nonparametric comparison of quantile curves : a stochastic process approach
Dette, Holger
;
Volgushev, Stanislav
;
Wagener, Jens
-
2011
Persistent link: https://www.econbiz.de/10009153974
Saved in:
3
Non-crossing nonparametric estimates of quantile curves
Dette, Holger
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483702
Saved in:
4
Semiparametrically efficient inference based on signs and ranks for median restricted models
Hallin, Marc
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901479
Saved in:
5
Semiparametrically efficient tests of multivariate independence using center-outward quadrant, Spearman, and Kendall Statistics
Shi, Hongjian
;
Drton, Mathias
;
Hallin, Marc
;
Han, Fang
-
2023
Persistent link: https://www.econbiz.de/10013550194
Saved in:
6
Semiparametrically efficient R-estimation for dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
-
2014
Persistent link: https://www.econbiz.de/10010418928
Saved in:
7
Optimal rank tests for symmetry against edgeworth-type alternatives
Cassart, Delphine
;
Hallin, Marc
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010483703
Saved in:
8
Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2015
Persistent link: https://www.econbiz.de/10011348908
Saved in:
9
Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
Saved in:
10
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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