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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications

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  • Dufour, J-M.
  • Hallin, M.

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Bibliographic Info

Paper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9104.

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Length: 24 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:ulbeme:9104

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Postal: UNIVERSITE LIBRE DE BRUXELLES, CENTRE D'ECONOMIE MATHEMATIQUE ET D'ECONOMETRIE, C.P. 139, 50 AVE F.D. ROOSEVELT 1050 BRUXELLES.
Phone: (32 2) 650 30 75
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Related research

Keywords: econometrics ; economic models;

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Cited by:
  1. Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation for Research in Economics, Yale University.
  2. Pinelis, Iosif, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," MPRA Paper 51361, University Library of Munich, Germany.
  3. Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
  4. Iosif Pinelis, 2013. "An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality," Papers 1310.6025, arXiv.org.
  5. DUFOUR, Jean-Marie & FARHAT, Abdekjelik & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 2005-05, Universite de Montreal, Departement de sciences economiques.
  6. Gossner, Olivier & Schlag, Karl H., 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," Journal of Econometrics, Elsevier, vol. 177(1), pages 75-84.
  7. Donald Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Yale School of Management Working Papers amz2581, Yale School of Management, revised 01 Jul 2005.
  8. Karl Schlag & Olivier Gossner, 2010. "Finite sample nonparametric tests for linear regressions," Economics Working Papers 1212, Department of Economics and Business, Universitat Pompeu Fabra.

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