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Non‐parametric Estimation of Tail Dependence

JOURNAL ARTICLE published June 2006 in Scandinavian Journal of Statistics

Authors: RAFAEL SCHMIDT | ULRICH STADTMÜLLER

Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence

JOURNAL ARTICLE published 24 August 2007 in Metrika

Authors: Friedrich Schmid | Rafael Schmidt

Nonparametric estimation of multivariate tail probabilities and tail dependence coefficients

JOURNAL ARTICLE published July 2019 in Journal of Multivariate Analysis

Research funded by NSERC, Canada (8698)

Authors: Pavel Krupskii | Harry Joe

Nonparametric estimation of a class of smooth functions

JOURNAL ARTICLE published January 1997 in Journal of Nonparametric Statistics

Authors: M. Pawlak | U. Stadtmüller

A note on nonparametric estimation of bivariate tail dependence

JOURNAL ARTICLE published 28 June 2014 in Statistics & Risk Modeling

Authors: Axel Bücher

Tail-weighted dependence measures with limit being the tail dependence coefficient

JOURNAL ARTICLE published 3 April 2018 in Journal of Nonparametric Statistics

Research funded by NSERC (8698)

Authors: David Lee | Harry Joe | Pavel Krupskii

Nonparametric estimation of mixing densities for discrete distributions

JOURNAL ARTICLE published 1 October 2005 in The Annals of Statistics

Authors: François Roueff | Tobias Rydén

Nonparametric Recursive Variance Estimation

JOURNAL ARTICLE published January 1995 in Statistics

Authors: U. Stadtmüller | A. B. Tsybakov

Generalized functional linear models

JOURNAL ARTICLE published 1 April 2005 in The Annals of Statistics

Authors: Hans-Georg Müller | Ulrich Stadtmüller

Nonparametric estimation over shrinking neighborhoods: Superefficiency and adaptation

JOURNAL ARTICLE published 1 February 2005 in The Annals of Statistics

Authors: T. Tony Cai | Mark G. Low

Nonparametric estimation of the volatility function in a high-frequency model corrupted by noise

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Statistics

Authors: Axel Munk | Johannes Schmidt-Hieber

Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes

JOURNAL ARTICLE published 1 December 2006 in The Annals of Statistics

Authors: Rainer Dahlhaus | Wolfgang Polonik

Nonparametric Inference for Max-Stable Dependence

JOURNAL ARTICLE published 1 May 2012 in Statistical Science

Authors: Johan Segers

Robust nonparametric estimation of the conditional tail dependence coefficient

JOURNAL ARTICLE published July 2020 in Journal of Multivariate Analysis

Authors: Yuri Goegebeur | Armelle Guillou | Nguyen Khanh Le Ho | Jing Qin

Nonparametric estimation of mean-squared prediction error in nested-error regression models

JOURNAL ARTICLE published 1 August 2006 in The Annals of Statistics

Authors: Peter Hall | Tapabrata Maiti

Nonparametric Methods in Spot Volatility Estimation

DISSERTATION published

Authors: Anselm Johannes Schmidt-Hieber

Nonparametric Change-Point Estimation

JOURNAL ARTICLE published 1 March 1988 in The Annals of Statistics

Authors: E. Carlstein

Nonparametric estimation of general multivariate tail dependence and applications to financial time series

JOURNAL ARTICLE published March 2015 in Statistical Methods & Applications

Authors: Yuri Salazar | Wing Lon Ng

Nonparametric Estimation in Renewal Processes

JOURNAL ARTICLE published 1 September 1982 in The Annals of Statistics

Authors: Y. Vardi

Nonparametric Renewal Function Estimation

JOURNAL ARTICLE published 1 December 1986 in The Annals of Statistics

Authors: Edward W. Frees