Humboldt Universitaet Berlin

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:wop:humbse

• 9321 Negative bias in the H-H-statistic
  by Christian RITTER [Downloadable!]
• 9316 A simple and fast method of regime shifts detection based on kernel density estimation
  by Marco BIANCHI [Downloadable!]
• 9314 Testing increasing dispersion
  by B.U.PARK & Wolfgang HAERDLE [Downloadable!]
• 9313 Kernel estimation in a nonparametric marker dependent Hazard Model
  by Oliver LINTON [Downloadable!]
• 9312 Applied nonparametric methods
  by Oliver LINTON [Downloadable!]
• 9310 On the performance of the H-H Test
  by Isabel Proenca [Downloadable!]
• 9308 Fast and simple scatterplot smoothing
  by James Stephen MARRON & Wolfgang HAERDLE [Downloadable!]
• 9307 Bandwidth selection in kernel density estimation: a rewiew
  by Berwin A. TURLACH [Downloadable!]
• 9306 Discretization methods for average derivative estimation
  by Berwin A. TURLACH: [Downloadable!]
• 9305 Specification of echelon form VARMA models
  by D.S. Poskitt [Downloadable!]
• 9303 Applied nonparametric smoothing techniques
  by Wolfgang HAERDLE & Marlene MUELLER [Downloadable!]
• 9302 Iterated bootstrap with applications to frontier models
  by Leopold SIMAR & Wolfgang HAERDLE [Downloadable!]
• 9208 Nichtparametrische Glaettungsmethoden in der alltaeglichen statistischen Praxis
  by Wolfgang HAERDLE & Marlene MUELLER [Downloadable!]
• 9207 Consistency properties of model selection criteria in multiple linear regression
  by Marlene MUELLER [Downloadable!]
• 9206 Better bootstrap confidence intervals for regression curve estimation
  by Emmanuel JOLIVET & Sylviy HUET [Downloadable!]
• 9205 Comparing nonparametric versus parametric regression fits
  by Enno Mammen [Downloadable!]

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This page was last updated on 2008-8-11.