FindBook      Google Book      Amazon      博客來     
  • Recent advances in econometrics and statistics = Festschrift in honour of Marc Hallin /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Recent advances in econometrics and statistics/ edited by Matteo Barigozzi, Siegfried Hörmann, Davy Paindaveine.
    其他題名: Festschrift in honour of Marc Hallin /
    其他作者: Barigozzi, Matteo.
    出版者: Cham :Springer Nature Switzerland : : 2024.,
    面頁冊數: xvi, 618 p. :ill. (chiefly color), digital ;24 cm.
    內容註: - Marc Hallin - A commented bibliography (from 1972 to 2023) -- Part 1: Rank- and depth-based methods -- Daniel Hlubinka, Šárka Hudecová: One-sample location tests based on center-outward signs and ranks -- Jyrki Möttönen, Klaus Nordhausen, Hannu Oja, Una Radojicic: The asymptotic properties of the one-sample spatial rank methods -- Gaspard Bernard, Thomas Verdebout: Power enhancement for testing the equality of shape matrices eigenvalues under ellipticity -- Germain Van Bever, Gaëtan Louvet: The influence function of scatter halfspace depth -- Ramon van den Akker, Bas J.M. Werker, Bo Zhou: Hybrid rank-based panel unit root tests -- Jean-Jacques Droesbeke, Catherine Vermandele: About the relationship between mean and median -- Part 2: Asymptotic statistics -- Christophe Ley, Andreas Anastasiou: How to build optimal tests for normality under possibly singular Fisher information? -- Jean-Marie Dufour, Masaya Takano: Generalized C(alpha) tests with nonstandard convergence rates -- Stéphane Lhaut, Johan Segers: An asymptotic expansion of the empirical angular measure for bivariate extremal dependence -- Paul Deheuvels: Uniform in bandwidth nonparametric kernel estimators of lifetime functionals under random censorship -- Part 3: Quantile regression -- Jana Jureckova: The process induced by slope component of alpha-regression quantile -- Miroslav Šiman: Testing axial symmetry by means of directional quantile regression coefficients -- Manon Felix, Davide La Vecchia, Hang Liu, Yiming Ma: Some novel aspects of quantile regression: local stationarity, random forests and optimal transportation -- Richard K. Crump, Miro Everaert, Domenico Giannone, C. Sean Hundtofte: Changing risk-return profiles -- Part 4: Econometrics -- Marie Hušková, Charl Pretorius: Detection of changes in panel data models with stationary regressors -- Mario Forni, Marco Lippi: Approximating singular by means of non-singular structural VARs -- Pilar Poncela, Esther Ruiz: Common factors and common shocks: A tale of three (close) signal extraction procedures -- Pedro Galeano, Daniel Peña: Detecting outliers in high dimensional time series by dynamic factor models -- Alexei Onatski: The Hallin-Liska criterion through the lens of the random matrix theory -- Alice Brogniaux, Catherine Dehon, Philippe Emplit, Claudia Toma: Gender bias in closed-ended questions with negative points -- Part 5: Statistical Modelling and related topics -- Guy Mélard: Time-dependent time series models: comments on Marc Hallin's early contributions and a pragmatic view on estimation -- Rong Peng, Zudi Lu, Fangsheng Ge: On a location-wide semiparametric analysis of spatio-temporal dynamics of the COVID-19 daily new cases in the UK -- F. Thomas Bruss: Models for studying interactions between human populations and related problems of optimal transport -- Christine De Mol: Multiplicative algorithms for density combination and deconvolution -- Bruno Ebner, Yvik Swan: Independent additive weighted bias distributions and associated goodness-of-fit tests -- Part 6: High-dimensional and Non-Euclidean data -- Jianqing Fan, Zheng Tracy Ke, Koshiki Bose: Higher moment estimation for elliptically-distributed Data: Is it necessary to use a sledgehammer to crack an egg? -- Holger Dette, Jiajun Tang: Pivotal inference for function-on-function linear regression via self-normalization -- Adeline Fermanian, Jiawei Chang, Terry Lyons, Gérard Biau: The insertion method to invert the signature of a path -- Yan Liu, Lan U, Masanobu Taniguchi: Semiparametric empirical likelihood for circular distributions.
    Contained By: Springer Nature eBook
    標題: Econometrics. -
    電子資源: https://doi.org/10.1007/978-3-031-61853-6
    ISBN: 9783031618536
館藏地:  出版年:  卷號: 
館藏
  • 1 筆 • 頁數 1 •
  • 1 筆 • 頁數 1 •
多媒體
評論
Export
取書館
 
 
變更密碼
登入