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<<A>> modern course on statistical distributions in scientific work
proceedings of the NATO Advanced Study Institute held at the University of Calgary, Calgary, Alberta, Canada, July 29 - August 10, 1974 – 3, Characterizations and applications -
Inflation and the skewness of the distribution of relative price changes: empirical evidence for Germany
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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution
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Characterization of distributions by the method of intensively monotone operators
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Characterization of Distributions by the Method of Intensively Monotone Operators
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Statistical distributions in scientific work
Proceedings of the NATO Advanced Study Institute held at the University of Calgary, Alberta, Canada, July 29 - August 10, 1974 – 3, Characterizations and applications -
Characterization of Distributions by the Method of Intensively Monotone Operators
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Maximum entropy inference for mixed continuous discrete variables
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Simulation of the yield curve
checking a cox-ingersoll-ross modell -
Nonparametric IV estimation of local average treatment effects with covariates
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Tools for analyzing and maximizing likelihood functions in mixture models
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What is the value of knowing the propensity score for estimating average treatment effects?
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Time variation in the tail behaviour of bund futures returns
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Time variation in the tail behaviour of bund futures returns
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An alternative conditional asymmetry specification for stock returns
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A detailed investigation of likelihood maxima in two-component exponential mixture models and their implication on lr tests
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Generalized Gauss-Hermite filtering
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The forecasting performance of German stock option densities
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How does the ECB allot liquidity in its weekly main refinancing operations?
a look at the empirical evidence -
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
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Testing for convergence clubs in income per capita
a predictive density approach -
Tackling boundary effects in nonparametric estimation of intra-day liquidity measures
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A new one-sided variable inspection plan for continuous distribution functions
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Characterization of distributions by the method of intensively monotone operators
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Multiple Priors as Similarity Weighted Frequencies