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  • Search: subject:"Data tilting"
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Year of publication
Subject
All
Adaptive bandwidth selection 1 Age-varying covariate effects 1 Biased bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Data tilting 1 Data tilting method 1 Estimation theory 1 Expected shortfall 1 Heavy-tailed distribution 1 Histogram sieve estimator 1 Loss severity distribution 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 OpVaR 1 Ordered restricted inference 1 Proportional hazards 1 Risiko 1 Risikomaß 1 Risk 1 Risk measure 1 Schätztheorie 1 confidence intervals 1 data tilting 1 subsample bootstrap 1 value at Risk 1
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Online availability
All
Free 3
Type of publication
All
Book / Working Paper 3
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 2 Undetermined 1
Author
All
Bhattacharjee, A. 1 Gamba Santamaría, Santiago 1 Jaulín Méndez, Oscar Fernando 1 Melo-Velandia, Luis Fernando 1 Quicazán Moreno, Carlos Andrés 1 Silvapulle, Param 1 Tursunalieva, Ainura 1
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Institution
All
Department of Econometrics and Business Statistics, Monash Business School 1 Faculty of Economics, University of Cambridge 1
Published in...
All
Borradores de economía 1 Cambridge Working Papers in Economics 1 Monash Econometrics and Business Statistics Working Papers 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Comparison of methods for estimating the uncertainty of value at risk?
Gamba Santamaría, Santiago; Jaulín Méndez, Oscar Fernando - 2016
Persistent link: https://www.econbiz.de/10011580566
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Non-parametric Estimation of Operational Risk and Expected Shortfall
Tursunalieva, Ainura; Silvapulle, Param - Department of Econometrics and Business Statistics, … - 2013
This paper proposes improvements to advanced measurement approach (AMA) to estimating operational risks, and applies the improved methods to US business losses categorised into five business lines and three event types operational losses. The AMA involves, among others, modelling a loss severity...
Persistent link: https://www.econbiz.de/10010717649
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Cover Image
Estimation in Hazard Regression Models under Ordered Departures from Proportionality
Bhattacharjee, A. - Faculty of Economics, University of Cambridge - 2003
adaptive bandwidth kernel estimators (Brockmann et. al., 1993; Schucany, 1995) or data tilting (Hall and Huang, 2001). The …
Persistent link: https://www.econbiz.de/10005113870
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