Browsing MWP Working Papers by Subject "C13"

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Browsing MWP Working Papers by Subject "C13"

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    Title: Indirect Estimation of Elliptical Stable Distributions  Author(s): LOMBARDI, Marco J.; VEREDAS, David Date: 2008 Type of Publication: Working Paper Series/Report no.: EUI MWP Abstract: We present an indirect estimation approach for elliptical stable distributions which relies on the use of a multivariate Student-t distribution as auxiliary model. This distribution is also elliptical and we show that ...
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    Title: How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing  Author(s): SCHLAG, Karl H. Date: 2007 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: We show how to a derive exact distribution-free nonparametric results for minimax risk when underlying random variables have known finite bounds and means are the only parameters of interest. Transform the data with a ...