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Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications

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  • Marc Hallin
  • Jean-Marie Dufour

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Bibliographic Info

Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2043.

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Date of creation: 1993
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Publication status: Published in: American Statistical Association. Journal (1993)
Handle: RePEc:ulb:ulbeco:2013/2043

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

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