Narrow search
Showing 1 - 10 of 1,244
Cover Image
Empirical likelihood intervals for the population mean and quantiles based on balanced ranked set samples
Baklizi, Ayman - In: Statistical Methods and Applications 18 (2009) 4, pp. 483-505
Persistent link: https://www.econbiz.de/10008537607
Cover Image
Interval estimation of gamma for anR×S table
Lui, Kung-Jong; Cumberland, William - In: Psychometrika 69 (2004) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10005758121
Cover Image
Time-efficient algorithms for robust estimators of location, scale, symmetry, and tail heaviness
Gelade, Wouter; Verardi, Vincenzo; Vermandele, Catherine - In: Stata Journal 15 (2015) 1, pp. 77-94
, skewness, and tail-heaviness measures, which are estimates of specific parameters of the underlying population distribution … of asymmetric distributions. In this article, we briefly compare, for each type of parameter (location, scale, skewness …
Persistent link: https://www.econbiz.de/10011265691
Cover Image
Interval estimation of the intraclass correlation coefficient based on Bartlett’s score procedure
Paul, S. - In: Statistical Methods and Applications 6 (1997) 3, pp. 257-272
Persistent link: https://www.econbiz.de/10008497285
Cover Image
Autoregressive wild bootstrap inference for nonparametric trends
Friedrich, Marina; Smeekes, Stephan; Urbain, Jean-Pierre - In: Journal of econometrics 214 (2020) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10012438108
Cover Image
Bootstrap estimation of the efficient frontier
Font, Begoña - In: Computational Management Science : CMS 13 (2016) 4, pp. 541-570
Persistent link: https://www.econbiz.de/10011669608
Cover Image
A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
Cover Image
A bootstrap approach for pricing crop yield insurance
Xiao, Yugu; Wang, Ke; Porth, Lysa - In: China agricultural economic review : publ. in … 9 (2017) 2, pp. 225-237
Persistent link: https://www.econbiz.de/10011800559
Cover Image
Identification of structural Vector Autoregressions through higher unconditional moments
Guay, Alain - In: Journal of econometrics 225 (2021) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10013279004
Cover Image
Robust stochastic frontier analysis : a student's t-half normal model with application to highway maintenance costs in England
Wheat, Phill; Stead, Alexander D.; Greene, William H. - In: Journal of productivity analysis 51 (2019) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10012305579