Improved Eaton Bounds for Linear Combinations of Bounded Random Variables with Statistical Applications
Author
Abstract
(This abstract was borrowed from another version of this item.)
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below 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.
Other versions of this item:
- Marc Hallin & Jean-Marie Dufour, 1993. "Improved Eaton bounds for linear combinations of bounded random variables, with statistical applications," ULB Institutional Repository 2013/2043, ULB -- Universite Libre de Bruxelles.
- 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.
- 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..
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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.
- 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.
- DUFOUR, Jean-Marie & FARHAT, Abdeljelil & HALLIN, Marc, 2005. "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," Cahiers de recherche 05-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Marc Hallin & Abdeljelil Farhat & Jean-Marie Dufour, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," ULB Institutional Repository 2013/2143, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Karl H.Schlag, 2015. "Who gives Direction to Statistical Testing? Best Practice meets Mathematically Correct Tests," Vienna Economics Papers 1512, University of Vienna, Department of Economics.
- 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.
- 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.
- 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.
- Olivier Gossner & Karl H. Schlag, 2013. "Finite-sample exact tests for linear regressions with bounded dependent variables," Post-Print halshs-00879792, HAL.
- Karl Schlag & Olivier Gossner, 2010. "Finite sample nonparametric tests for linear regressions," Economics Working Papers 1212, Department of Economics and Business, Universitat Pompeu Fabra.
- Iosif Pinelis, 2014. "An Optimal Three-Way Stable and Monotonic Spectrum of Bounds on Quantiles: A Spectrum of Coherent Measures of Financial Risk and Economic Inequality," Risks, MDPI, Open Access Journal, vol. 2(3), pages 1-44, September.
- 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.
- Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
More about this item
Keywords
econometrics ; statistics ; tests;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtl:montec:9224. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sharon BREWER). General contact details of provider: http://edirc.repec.org/data/cdmtlca.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.