//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
~accessRights:"restricted"
~person:"Dijk, Herman K. van"
~person:"Hwang, Ruey-Ching"
~subject:"Nichtparametrisches Verfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Wahrscheinlichkeitsverteilung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Nichtparametrisches Verfahren
Statistical distribution
7
Statistische Verteilung
7
Forecasting model
6
Credit risk
4
Kreditrisiko
4
Theorie
4
Theory
4
Bayes-Statistik
3
Bayesian inference
3
Conditional distribution
3
Estimation theory
3
Logistic regression
3
Loss given default
3
Schätztheorie
3
Unconditional distribution
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Probability theory
2
Regression analysis
2
Regressionsanalyse
2
Time series analysis
2
Wahrscheinlichkeitsrechnung
2
Zeitreihenanalyse
2
Bayesian filtering
1
Censored likelihood
1
Censored posterior
1
Central limit theorem
1
Conditional independence
1
Convolution
1
Cumulative probability model
1
Defaulted-debt portfolio
1
Density combination
1
Density forecast combination
1
Density forecasting
1
Dynamic factor models
1
Estimation
1
Expectation-maximization algorithm
1
Expected Shortfall
1
Frühindikator
1
more ...
less ...
Online availability
All
Undetermined
Free
19
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Dijk, Herman K. van
Hwang, Ruey-Ching
Ravazzolo, Francesco
7
Blazsek, Szabolcs
6
Taylor, James W.
6
Paolella, Marc S.
5
Wu, Ximing
5
Almeida, Caio
4
Ardison, Kym
4
Garcia, René
4
Gupta, Rangan
4
Kang, Kyu Ho
4
Pierdzioch, Christian
4
Polak, Pawel
4
Wen, Kuangyu
4
Casarin, Roberto
3
Catania, Leopoldo
3
Chu, Chih-Kang
3
Clements, Adam
3
González-Rivera, Gloria
3
Huber, Florian
3
Jacobs, Kris
3
Jiang, Cuixia
3
Linton, Oliver
3
Mitchell, James
3
Patton, Andrew J.
3
Perote, Javier
3
Ruiz, Esther
3
Vicente, Jose
3
Wei, Yu
3
Wied, Dominik
3
Xu, Qifa
3
Ziel, Florian
3
Aastveit, Knut Are
2
Adrian, Tobias
2
Alexander, Carol
2
Bekiros, Stelios
2
Borochin, Paul
2
Boyarchenko, Nina
2
Camponovo, Lorenzo
2
more ...
less ...
Published in...
All
Journal of econometrics
2
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial services research
1
Journal of financial services research : JFSR
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
2
Predicting the loss given default distribution with the zero-inflated censored beta-mixture regression that allows probability masses and bimodality
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
Journal of financial services research
59
(
2021
)
3
,
pp. 143-172
Persistent link: https://www.econbiz.de/10012547106
Saved in:
3
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
4
Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching
;
Chu, Chih-Kang
;
Yu, Kaizhi
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
Saved in:
5
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
6
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->