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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications Author info | Abstract | Publisher info | Download info | Related research | Statistics Dufour, J.M.
Hallin, M.
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Paper provided by Centre interuniversitaire de recherche en économie quantitative, CIREQ in its series Cahiers de recherche with number
9224.
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Length: 34 pages
Date of creation: 1992Date of revision:
Handle: RePEc:mtl:montec:9224Contact details of provider: Postal: C.P. 6128, Succ. centre-ville, Montr�al (PQ) H3C 3J7 Phone: (514) 343-6557 Fax: (514) 343-5831 Email: Web page: http://www.cireq.umontreal.ca More information through EDIRC
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Keywords: econometrics ; statistics ; tests ; Other versions of this item:
Paper Dufour, J-M. & Hallin, M., 1990.
"Improved Eaton Bounds for Linear Combinations of Bounded Random Variables , with Statistical Applications ,"
Papers
9104, Universite Libre de Bruxelles - C.E.M.E..
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.)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) 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!]
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