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Lucchetti, Riccardo [Author]; Pigini, Claudia [Author]

A simple and effective misspecification test for the double-hurdle model

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[Ancona]: Università Politecnica delle Marche, Dipartimento di Scienze Economiche e Sociali, January 2014

Published in: Quaderno di ricerca ; 397
Dette, Holger [Author]; Paparoditis, Efstathios [Author]

Testing equality of spectral densities

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Eldorado - Repositorium der TU Dortmund, 2007-10-25
Davidson, Russel [Author]; Monticini, Andrea [Author]

Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping

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Milano: Università Cattolica del Sacro Cuore, Dipartimento di Economia e Finanza (DISCE), 2014
Davidson, Russell [Author]; Flachaire, Emmanuel [Author]

The Wild Bootstrap, Tamed at Last

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Kingston (Ontario): Queen's University, Department of Economics, 2001
Avanesov, Valeriy [Author] ; Spokoiny, Vladimir [Contributor]; Chetverikov, Denis [Contributor]; Carpentier, Alexandra [Contributor]

Dynamics of high-dimensional covariance matrices

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Humboldt-Universität zu Berlin, 2018-02-15
King, Maxwell L. [Author]; Zhang, Xibin [Author]; Akram, Muhammad [Author]

Hypothesis testing based on a vector of statistics

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[Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019

Published in: Monash University: Working paper ; 2019,30
Chen, Qihui [Author]; Fang, Zheng [Author]

Improved inference on the rank of a matrix

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New Haven, CT: The Econometric Society, 2019
Dette, Holger [Author]; Paparoditis, Efstathios [Author]

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

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2009-01-01

Published in: Journal of the Royal Statistical Society / Series B, Statistical methodology
Dette, Holger [Author]; Paparoditis, Efstathios [Author]

Bootstrapping frequency domain tests in multivariate time series with an applicaton to comparing spectral densities

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Eldorado - Repositorium der TU Dortmund, 2009-01-13
Taylor, Greg [Author]; Mc Guire, Gráinne [Author]

Model error (or ambiguity) and its estimation, with particular application to loss reserving

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2023

Published in: Risks ; 11(2023), 11 vom: Nov., Artikel-ID 185, Seite 1-28
Bai, Zhidong [Author]; Li, Hua [Author]; McAleer, Michael [Author]; Wong, Wing-Keung [Author]

Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

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Amsterdam and Rotterdam: Tinbergen Institute, 2016
Zimmermann, Georg [Author]; Pauly, Markus [Author]; Bathke, Arne C. [Author]

Small-sample performance and underlying assumptions of a bootstrap-based inference method for a general analysis of covariance model with possibly heteroskedastic and nonnormal errors

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Universität Ulm, 2023-01-24T17:16:51Z
Kermarrec, Gaël [Author]; Paffenholz, Jens-André [Author]; Alkhatib, Hamza [Author]

How significant are differences obtained by neglecting correlations when testing for deformation: A real case study using bootstrapping with terrestrial laser scanner observations approximated by b-spline surfaces - [published Version]

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Basel : MDPI AG, 2019

Published in: Sensors (Switzerland) 19 (2019), Nr. 17
Pitt, Mark M. [Author]

Re-Re-Reply to "The Impact of Microcredit on the Poor in Bangladesh : Revisiting the Evidence"

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World Bank, Washington, DC, 2014

Published in: Policy Research Working Paper ; No. 6801
Elbers, Chris [Author]; van der Weide, Roy [Author]

Estimation of Normal Mixtures in a Nested Error Model with an Application to Small Area Estimation of Poverty and Inequality

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World Bank Group, Washington, DC, 2014

Published in: Policy Research Working Paper ; No. 6962
Deng, Xinwei; Tsui, Kam-Wah

Penalized Covariance Matrix Estimation Using a Matrix-Logarithm Transformation

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American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America, 2013

Published in: Journal of Computational and Graphical Statistics, 22 (2013) 2, Seite 494-512
Avanesov, Valeriy [Author] ; Spokoiny, Vladimir [Other]; Chetverikov, Denis [Other]; Carpentier, Alexandra [Other]

Dynamics of high-dimensional covariance matrices

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Berlin: Humboldt-Universität zu Berlin, 2018
Lu, Zhihua [Author] ; Zoubir, Abdelhak M. [Degree supervisor]; Koivunen, Visa [Degree supervisor]

Source Enumeration in Sensor Array Processing: A Model Order Selection Problem

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Darmstadt: Universitäts- und Landesbibliothek Darmstadt, 2012
Bonofiglio, Federico [Author] ; Schumacher, Martin [Degree supervisor] Albert-Ludwigs-Universität Freiburg Fakultät für Mathematik und Physik

Compression-decompression of multivariate data via maximum entropy resampling and applications to inference

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Freiburg: Universität, 2018
Klochkov, Yegor [Author] ; Härdle, Wolfgang [Other]; Spokoiny, Vladimir [Other]

Modelling Financial and Social Networks

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Berlin: Humboldt-Universität zu Berlin, 2019

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