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Estimating the functional components of asset price volatilities
Heid, Frank - 1997
Persistent link: https://www.econbiz.de/10000978817
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Minimax estimator for linear models with nonrandom disturbances
Christopeit, Norbert - 1996
Persistent link: https://www.econbiz.de/10000986998
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Comparison of separable components in different samples
Neumeyer, Natalie; Sperlich, Stefan - 2003
Persistent link: https://www.econbiz.de/10001813127
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A power comparison between nonparametric regression tests
Zhang, Chunming; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001813298
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A note on testing symmetry of the error distribution in linear regression models
Neumeyer, Natalie; Dette, Holger; Nagel, Eva-Renate - 2003
Persistent link: https://www.econbiz.de/10001813567
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Numerical construction of maximin optimal designs for binary response models
Biedermann, Stefanie; Dette, Holger - 2003
Persistent link: https://www.econbiz.de/10001813609
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Optimal smoothing in semiparametric index approximation of regression functions
Delecroix, Michel; Hristache, Marian; Patilea, Valentin - 1999
Persistent link: https://www.econbiz.de/10001430420
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Estimating mixtures of regressions
Hurn, Merrilee A.; Justel, Ana; Robert, Christian P. - 2000
Persistent link: https://www.econbiz.de/10001476207
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488001
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Locally E-optimal designs for exponential regression models
Dette, Holger; Melas, Vjačeslav Borisovič; … - 2003
Persistent link: https://www.econbiz.de/10001916062