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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
Statistik
Bamberg, Günter, (2001)
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric, (1995)
Macroeconomic variables and income inequality in New Zealand : an exploration using conditional mixture distributions
Bakker, Alexander, (1999)
Alternative strategies to maximum likelihood estimation of the generalised exponential family
Bakker, Alexander, (1995)
The last squares frequency estimator of the generalised exponential family of densities : inference and Monte Carlo evidence