The following pages link to The method of simulated quantiles (Q528141):
Displaying 20 items.
- An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case (Q75218) (← links)
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
- Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
- Bayesian analysis of multivariate stable distributions using one-dimensional projections (Q900801) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Estimating stable latent factor models by indirect inference (Q1754526) (← links)
- Predicting disease risks by matching quantiles estimation for censored data (Q2047722) (← links)
- Bivariate sub-Gaussian model for stock index returns (Q2146838) (← links)
- Monte Carlo evidence on the estimation method for industry dynamics (Q2181490) (← links)
- General matching quantiles M-estimation (Q2181544) (← links)
- Inference for vast dimensional elliptical distributions (Q2259103) (← links)
- Analytical-numeric formulas for the probability density function of multivariate stable and geo-stable distributions (Q2320904) (← links)
- On estimating the tail index and the spectral measure of multivariate \(\alpha\)-stable distributions (Q2352400) (← links)
- Sequential estimation of shape parameters in multivariate dynamic models (Q2453083) (← links)
- Large deviations for method-of-quantiles estimators of one-dimensional parameters (Q5077361) (← links)
- Matching distributions for survival data (Q6059394) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)
