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subject:"Statistical distribution"
~subject:"Schätztheorie"
~type_genre:"Amtsdruckschrift"
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Sensitivity analysis of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
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2003
Persistent link: https://www.econbiz.de/10001812434
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Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
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2001
Persistent link: https://www.econbiz.de/10001577411
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3
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
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4
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
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1999
Persistent link: https://www.econbiz.de/10001421287
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