Winfried Hallerbach
2003
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.
Whom Winfried Hallerbach trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Winfried Hallerbach overall
Papers from Winfried Hallerbach's perspective
Ordered by how strongly the researchers Winfried Hallerbach trusts endorse each paper. Same corpus, a different order for every researcher.
- Using Least Squares to Approximate Unknown Regression Functions
- Automatic Block-Length Selection for the Dependent Bootstrap
- The Jackknife and the Bootstrap for General Stationary Observations
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Working Paper # 0001 January 5 , 2012 A Survey of Systemic Risk Analytics
- Higher‐Order Improvements of a Computationally Attractive k‐Step Bootstrap for Extremum Estimators
- Investigating causal relations by econometric models and cross-spectral methods
- The Local Bootstrap for Kernel Estimators under General Dependence Conditions
- Matching As An Econometric Evaluation Estimator
- Empirical Likelihood Ratio Confidence Regions
Their papers
- Decomposing Portfolio Value-at-Risk: A General Analysis (2003) — 98 citations