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Cautionary note on the two-step transformation to normality
Rönkkö, Mikko; Aguirre-Urreta, Miguel I. - In: The journal of information systems : JIS ; a semiannual … 34 (2020) 1, pp. 151-166
Persistent link: https://www.econbiz.de/10012249838
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Posterior densities for nonlinear regression with equicorrelated errors
Osiewalski, Jacek - 1989
Persistent link: https://www.econbiz.de/10000782931
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000784300
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Semi-conjugate prior densities in multivariate t regression models
Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000793171
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Density weighted linear least squares
Newey, Whitney K.; Ruud, Paul Arthur - 1994
Persistent link: https://www.econbiz.de/10000939572
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Distribution free exponential bound for the L1-error of partitioning-estimates of a regression function
Devroye, Luc - 1985
Persistent link: https://www.econbiz.de/10001325531
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001619184
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001585046
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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Estimating state-price densities with nonparametric regression
Huynh, Kim; Kervella, Pierre; Zheng, Jun - In: Applied quantitative finance : theory and computational …, (pp. 171-196). 2002
Persistent link: https://www.econbiz.de/10001749988