BibSonomy publications for /user/smicha/asymptoticshttp://www.bibsonomy.org/burst/user/smicha/asymptoticsBibSonomy BuRST Feed for /user/smicha/asymptotics2008-07-21T01:39:56+02:00The impact on ruin probabilities of the association structure among financial riskshttp://www.bibsonomy.org/bibtex/2a7bd3886e4e066e2eccd5f016eb76787/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Qihe <a href="http://www.bibsonomy.org/author/Tang">Tang</a> and Raluca <a href="http://www.bibsonomy.org/author/Vernic">Vernic</a> </span><em>Statistics \& Probability Letters</em><em>77(14):1522--1525</em><em>Aug2007. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersAug141522--1525The impact on ruin probabilities of the association structure among
financial risks772007Asymptotics On extreme value asymptotics for increments of renewal processeshttp://www.bibsonomy.org/bibtex/2f36c1c7b87b841a66b5a141f319dfd71/smichasmicha2008-04-23T22:05:04+02:00value Extreme asymptotics <span style="color:#555555;">Josef <a href="http://www.bibsonomy.org/author/Steinebach">Steinebach</a> and Vera R. <a href="http://www.bibsonomy.org/author/Eastwood">Eastwood</a> </span><em>Journal of Statistical Planning and Inference</em><em>45(1-2):301--312</em>(<em>1995</em>)Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and Inference1-2301--312On extreme value asymptotics for increments of renewal processes451995value Extreme asymptotics Two-stage change-point estimators in smooth regression modelshttp://www.bibsonomy.org/bibtex/2e71ed2d18fa4f61e773c78a9b8a918eb/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Hans-Georg <a href="http://www.bibsonomy.org/author/M{\"u}ller">Müller</a> and Kai-Sheng <a href="http://www.bibsonomy.org/author/Song">Song</a> </span><em>Statistics \& Probability Letters</em><em>34(4):323--335</em><em>Jun1997. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersJun4323--335Two-stage change-point estimators in smooth regression models341997Asymptotics 16Asymptotic inference for dynamical systems observed with errorhttp://www.bibsonomy.org/bibtex/27b3400e32e29fb958429df207bc4ec79/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Steven N. <a href="http://www.bibsonomy.org/author/MacEachern">MacEachern</a> and L. <a href="http://www.bibsonomy.org/author/Mark Berliner">Mark Berliner</a> </span><em>Journal of Statistical Planning and Inference</em><em>46(3):277--292</em><em>Aug1995. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceAug3277--292Asymptotic inference for dynamical systems observed with error461995Asymptotics 15Dual group screeninghttp://www.bibsonomy.org/bibtex/268ed55283446af982c64a5cf113b2b61/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Wesley O. <a href="http://www.bibsonomy.org/author/Johnson">Johnson</a> and Joseph L. <a href="http://www.bibsonomy.org/author/Gastwirth">Gastwirth</a> </span><em>Journal of Statistical Planning and Inference</em><em>83(2):449--473</em><em>Feb2000. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceFeb2449--473Dual group screening832000Asymptotics 01Empirical best prediction for small-area inference based on generalized linear mixed modelshttp://www.bibsonomy.org/bibtex/2e1ebe2185445380e6e739e248601c305/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Jiming <a href="http://www.bibsonomy.org/author/Jiang">Jiang</a> </span><em>Journal of Statistical Planning and Inference</em><em>111(1-2):117--127</em><em>Feb2003. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceFeb1-2117--127Empirical best prediction for small-area inference based on generalized
linear mixed models1112003Asymptotics 01Maximum likelihood estimation of the correlation coefficient in a bivariate normal model with missing datahttp://www.bibsonomy.org/bibtex/232435aeacecee3b0d655347e9a2a7f5b/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Steven T. <a href="http://www.bibsonomy.org/author/Garren">Garren</a> </span><em>Statistics \& Probability Letters</em><em>38(3):281--288</em><em>Jun1998. </em>Wed Apr 23 22:05:04 CEST 2008Statistics \& Probability LettersJun3281--288Maximum likelihood estimation of the correlation coefficient in a
bivariate normal model with missing data381998Asymptotics 15Asymptotics for trimmed k-means and associated tolerance zoneshttp://www.bibsonomy.org/bibtex/28e3d6d8b1f67a7f19958bae858cee718/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">L. A. <a href="http://www.bibsonomy.org/author/Garc{\'i}a-Escudero">Garc'ia-Escudero</a> and A. <a href="http://www.bibsonomy.org/author/Gordaliza">Gordaliza</a> and C. <a href="http://www.bibsonomy.org/author/Matr{\'a}n">Matr'an</a> </span><em>Journal of Statistical Planning and Inference</em><em>77(2):247--262</em><em>Mar1999. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceMar2247--262Asymptotics for trimmed k-means and associated tolerance zones771999Asymptotics 01Boundary-mode approximations for posterior expectationshttp://www.bibsonomy.org/bibtex/25447884b2ebad86888976f0d5880657d/smichasmicha2008-04-23T22:05:04+02:00Asymptotics <span style="color:#555555;">Alaattin <a href="http://www.bibsonomy.org/author/Erkanli">Erkanli</a> </span><em>Journal of Statistical Planning and Inference</em><em>58(2):217--239</em><em>Mar1997. </em>Wed Apr 23 22:05:04 CEST 2008Journal of Statistical Planning and InferenceMar2217--239Boundary-mode approximations for posterior expectations581997Asymptotics 15Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects modelshttp://www.bibsonomy.org/bibtex/26788e8b17a7143c00e1387ff778fd82f/smichasmicha2008-04-23T14:55:19+02:00asymptotics Higher-order <span style="color:#555555;">Annamaria <a href="http://www.bibsonomy.org/author/Guolo">Guolo</a> and Alessandra R. <a href="http://www.bibsonomy.org/author/Brazzale">Brazzale</a> and Alessandra <a href="http://www.bibsonomy.org/author/Salvan">Salvan</a> </span><em>Computational Statistics \& Data Analysis</em><em>51(3):1602--1613</em><em>Dec2006. </em>Wed Apr 23 14:55:19 CEST 2008Computational Statistics \& Data AnalysisDec31602--1613Improved inference on a scalar fixed effect of interest in nonlinear mixed-effects models512006asymptotics Higher-order 01Impulse response confidence intervals for persistent data: What have we learned?http://www.bibsonomy.org/bibtex/29b3d24e79ff680850eb5079e06616f68/smichasmicha2008-04-22T15:17:45+02:00Local-to-unity asymptotics <span style="color:#555555;">Elena <a href="http://www.bibsonomy.org/author/Pesavento">Pesavento</a> and Barbara <a href="http://www.bibsonomy.org/author/Rossi">Rossi</a> </span><em>Journal of Economic Dynamics and Control</em><em>31(7):2398--2412</em><em>Jul2007. </em>Tue Apr 22 15:17:45 CEST 2008Journal of Economic Dynamics and ControlJul72398--2412Impulse response confidence intervals for persistent data: What have
we learned?312007Local-to-unity asymptotics Ruin probability for Gaussian integrated processesStochastic Processes and their Applicationshttp://www.bibsonomy.org/bibtex/201ea7b2408a3ab7c0016b1ceb2ef0043/smichasmicha2008-04-22T14:25:45+02:00Exact asymptotics <span style="color:#555555;">Krzysztof <a href="http://www.bibsonomy.org/author/Debicki">Debicki</a> </span><em>Stochastic Processes and their Applications</em><em>98(1):151--174</em><em>Mar2002. </em>Tue Apr 22 14:25:45 CEST 2008Stochastic Processes and their ApplicationsMar1151--174Ruin probability for Gaussian integrated processes982002Exact asymptotics Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risksStochastic Processes and their Applicationshttp://www.bibsonomy.org/bibtex/2aac73f7205c09e21c9d2d45e7aede219/smichasmicha2008-04-22T14:25:45+02:00Asymptotics <span style="color:#555555;">Qihe <a href="http://www.bibsonomy.org/author/Tang">Tang</a> and Gurami <a href="http://www.bibsonomy.org/author/Tsitsiashvili">Tsitsiashvili</a> </span><em>Stochastic Processes and their Applications</em><em>108(2):299--325</em><em>Dec2003. </em>Tue Apr 22 14:25:45 CEST 2008Stochastic Processes and their ApplicationsDec2299--325Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks1082003Asymptotics The bias of elasticity estimators in linear regression: Some analytic resultsEconomics Lettershttp://www.bibsonomy.org/bibtex/238ebc20e365441581580c02d2df7c1a1/smichasmicha2008-04-21T22:09:52+02:00Small-disturbance asymptotics <span style="color:#555555;">Chen <a href="http://www.bibsonomy.org/author/Qian">Qian</a> and David E. <a href="http://www.bibsonomy.org/author/Giles">Giles</a> </span><em>Economics Letters</em><em>94(2):185--191</em><em>Feb2007. </em>Mon Apr 21 22:09:52 CEST 2008Economics LettersFeb2185--191The bias of elasticity estimators in linear regression: Some analytic results942007Small-disturbance asymptotics Impulse response and forecast error variance asymptotics in nonstationary VARsJournal of Econometricshttp://www.bibsonomy.org/bibtex/29054bb571b76f86f7172c0cc2be366a0/smichasmicha2008-04-21T22:02:42+02:00asymptotics Unit-root <span style="color:#555555;">Peter C. B. <a href="http://www.bibsonomy.org/author/Phillips">Phillips</a> </span><em>Journal of Econometrics</em><em>83(1-2):21--56</em><em>001998. </em>Mon Apr 21 22:02:42 CEST 2008Journal of Econometrics001-221--56Impulse response and forecast error variance asymptotics in nonstationary VARs831998asymptotics Unit-root