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

This file is part of IDEAS, which uses RePEc data

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

Author Info

Dufour, J-M.
Hallin, M.

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

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

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 24 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:ulbeme:9104

Contact details of provider:
Postal: UNIVERSITE LIBRE DE BRUXELLES, CENTRE D'ECONOMIE MATHEMATIQUE ET D'ECONOMETRIE, C.P. 139, 50 AVE F.D. ROOSEVELT 1050 BRUXELLES.
Phone: +32-2-650.38.38
Fax: +32-2-650.40.12
Web page: http://resu3.ulb.ac.be//cgi-bin/nawcgi.exe?p_ctx=219700021d08eb4e00000008&p_tmpl=unite.html&p_NUnit=ULB097
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Thomas Krichel).

Other versions of this item:

Paper
- Dufour, J.M. & Hallin, M., 1992. "Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications," Cahiers de recherche 9224, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, J.M. & Hallin, M., 1992. "Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications," Cahiers de recherche 9224, Universite de Montreal, Departement de sciences economiques.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Donald J. Brown & Rustam Ibragimov, 2005. "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers 1518, Cowles Foundation, Yale University. [Downloadable!]
Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers 2005s-04, CIRANO. [Downloadable!]
Other versions:
- 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. [Downloadable!]
- Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January. [Downloadable!] (restricted)

Statistics

Access and download statistics

Did you know? The RePEc project started in 1997. Its precursor, NetEc, dates back to 1993.

This page was last updated on 2009-11-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.