Rank: 3449 based on 9 downloads (last 30 days) and 3 files submitted
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Thomas Maag

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15 Apr 2009 bbcorr: Bootstrap statistics for Pearson's correlation coefficient Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z. Author: Thomas Maag econometrics, regression, statistics, time series 7 0
15 Apr 2009 bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients Double block bootstrap confidence interval for the difference of two correlation coefficients. Author: Thomas Maag econometrics, regression, statistics, time series 2 0
12 Apr 2009 ACMUB: Median Unbiased Estimation of the AR(p) Model Approximately median unbiased estimation of the AR(p) model following Andrews and Chen (1994). Author: Thomas Maag econometrics, statistics, time series, regression 0 0
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econometrics, regression, statistics, time series
Files Tagged by Thomas View all
Updated   File Tags Downloads
(last 30 days)
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15 Apr 2009 bbcorr: Bootstrap statistics for Pearson's correlation coefficient Double block bootstrap percentile confidence interval for Pearson's r and Fisher's z. Author: Thomas Maag econometrics, regression, statistics, time series 7 0
15 Apr 2009 bbcorrdiff: Bootstrap statistics for the difference of correlation coefficients Double block bootstrap confidence interval for the difference of two correlation coefficients. Author: Thomas Maag econometrics, regression, statistics, time series 2 0
12 Apr 2009 ACMUB: Median Unbiased Estimation of the AR(p) Model Approximately median unbiased estimation of the AR(p) model following Andrews and Chen (1994). Author: Thomas Maag econometrics, statistics, time series, regression 0 0

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