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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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Locally E-optimal designs for exponential regression models
Dette, Holger; Melas, Vjačeslav Borisovič; … - 2003
Persistent link: https://www.econbiz.de/10001916062
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Finite sample performance of sequential designs for model identification
Dette, Holger; Kwiecien, Robert - 2003
Persistent link: https://www.econbiz.de/10001916067
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Bayesian and maximin optimal designs for heteroscedastic regression models
Dette, Holger; Haines, Linda M.; Imhof, Lorens A. - 2003
Persistent link: https://www.econbiz.de/10001916068
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A sufficient condition related to mistaken intuition about "adjusted" sums-of-squares in linear regression
Morris, Max D.; Vardeman, Stephen B. - 2004
Persistent link: https://www.econbiz.de/10001981781