Similar Search Results - EconBiz

ASYMPTOTIC AND BAYESIAN CONFIDENCEINTERVALS FOR SHARPE STYLE WEIGHTS

Kim, Tae-Hwan; Stone, Douglas; White, Halbert - University <Nottingham> / Department of Economics; … - 2000

Sharpe style regression has become a widespread analytic tool in the financial community. Thestyle regression allows one to investigate such interesting issues as style composition, style sensitivity, andstyle change over time. All previous methods to obtain the distribution and confidence...

Persistent link: https://www.econbiz.de/10005869093

Recursive M-estimation, nonlinear regression and neural network learning with dependent observations

Kuan, Chung-ming; White, Halbert - 1991

Persistent link: https://www.econbiz.de/10000836565

An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1993

Persistent link: https://www.econbiz.de/10000878848

S-estimation of non-linear regression models with dependent and heterogeneous observations

Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72

Persistent link: https://www.econbiz.de/10001585160

Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes

Sakata, Shinichi; White, Halbert - 1994

Persistent link: https://www.econbiz.de/10000892123

An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1994 - Rev

Persistent link: https://www.econbiz.de/10000892192

Bootstrap standard error estimates for linear regression

Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979

Persistent link: https://www.econbiz.de/10003107889

Asymptotic and Bayesian confidence intervals for sharpe-style weights

Kim, Tae-hwan; White, Halbert; Stone, Douglas - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 315-343

Persistent link: https://www.econbiz.de/10002989025

Estimation, inference, and specification testing for possibly misspecified quantile regression

Kim, Tae-hwan; White, Halbert - In: Maximum likelihood estimation of misspecified models : …, (pp. 107-132). 2003

Persistent link: https://www.econbiz.de/10001916288

Estimation, inference, and specification testing for possibly misspecified quantile regression

Kim, Tae-hwan; White, Halbert - 2002

Persistent link: https://www.econbiz.de/10001683571

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