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~person:"Lafférs, Lukás"
~person:"Scaillet, Olivier"
~person:"Weidner, Martin"
~subject:"Nonparametric statistics"
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Search: subject:"Sensitivity Analysis"
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Nonparametric statistics
Sensitivity analysis
15
Sensitivitätsanalyse
15
robustness
12
sensitivity analysis
12
Estimation theory
11
Schätztheorie
11
latent variables
10
Model misspecification
7
Risikomanagement
7
Risk management
7
Robust statistics
7
Robustes Verfahren
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Modellierung
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Scientific modelling
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empirical Bayes
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posterior conditioning
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Bayes-Statistik
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Credit risk
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counterfactuals
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panel data
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structural models
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Lafférs, Lukás
Scaillet, Olivier
Weidner, Martin
Poirier, Alexandre
5
Fermanian, Jean-David
4
Masten, Matthew A.
4
Chen, Xiaohong
2
Lafférs, Lukáš
2
Lam, Henry
2
Leika, Mindaugas
2
Marchettini, Daniela
2
Tamer, Elie T.
2
Torgovitsky, Alexander
2
Zhang, Linqi
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Chalak, Karim
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Escanciano, Juan Carlos
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Hou, Yanxi
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Huber, Martin
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Kolesár, Michal
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Kwon, Soonwoo
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Lee, Sokbae
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Liu, Qing
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Masten, Matthew A
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Masteny, Matthew A.
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Mellace, Giovanni
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ECONIS (ZBW)
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Identification of the average treatment effect when SUTVA is violated
Lafférs, Lukás
;
Mellace, Giovanni
-
2020
Persistent link: https://www.econbiz.de/10012321739
Saved in:
2
Sensitivity
analysis
of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
Saved in:
3
Sensitivity
analysis
of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 927-958
Persistent link: https://www.econbiz.de/10002600391
Saved in:
4
Sensitivity
analysis
of var and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001812434
Saved in:
5
Sensitivity
analysis
of VaR and expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
;
Scaillet, Olivier
-
2003
Persistent link: https://www.econbiz.de/10001807607
Saved in:
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