On stability of operational risk estimates by LDA : from causes to approaches
Xiaoping Zhou, Antonina V. Durfee, Frank J. Fabozzi
| Year of publication: |
July 2016
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|---|---|
| Authors: | Zhou, Xiaoping ; Durfee, Antonina V. ; Fabozzi, Frank J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 68.2016, p. 266-278
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| Subject: | Operational risk modeling | Maximum likelihood estimation | Bias correction | Robust estimation | Right-truncated distribution | Probability weighted least squares method | Schätztheorie | Estimation theory | Operationelles Risiko | Operational risk | Maximum-Likelihood-Schätzung | Systematischer Fehler | Bias | Robustes Verfahren | Robust statistics | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.01.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634840