The following pages link to (Q4054986):
Displaying 12 items.
- A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous (Q284320) (← links)
- Delta and jackknife estimators with low bias for functions of binomial and multinomial parameters (Q391631) (← links)
- Consistent partial least squares for nonlinear structural equation models (Q487596) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
- The jackknife estimate of variance of a Kaplan-Meier integral (Q1354480) (← links)
- Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices (Q1737521) (← links)
- Joint sufficient dimension reduction for estimating continuous treatment effect functions (Q1795569) (← links)
- Multivariate data, the arithmetic mean and exchangeability of transformations (Q2575700) (← links)
- Small-Sample Estimation of Species Richness Applied to Forest Communities (Q3076034) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses (Q3631443) (← links)