Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 1 of 1.

  1. Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
    Author: Coudin, Elise; Dufour, Jean-Marie
    Published: February 2017
    Publisher:  CIRANO, Centre interuniversitaire de recherche en analyse des organisations, Montréal

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Scientific series / CIRANO, Centre interuniversitaire de recherche en analyse des organisations ; 2017s-06
    Subjects: sign-based methods; median regression; test inversion; Hodges-Lehmann estimators; confidence distributions; p-value function; least absolute deviation estimators; quantile regressions; sign test; simultaneous inference; Monte Carlo tests; projection methods; non-normality; heteroskedasticity; serial dependence; GARCH; stochastic volatility
    Scope: 1 Online-Ressource (circa 53 Seiten), Illustrationen