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  • Search: subject:"Measurement precision"
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Year of publication
Subject
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Measurement precision 2 Adaptive testing 1 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Empirical prior information 1 Exposure control strategies 1 Gibbs sampler 1 Item pool size 1 Loss 1 Measurement 1 Messung 1 Operational risk 1 Operationelles Risiko 1 Partial credit models 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Test security 1 Theorie 1 Theory 1 Verlust 1 capital buffer requirements 1 error propagation theory 1 loss distribution approach (LDA) 1 measurement precision 1 operational risk 1
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Online availability
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Undetermined 2 Free 1
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1 Thesis 1
Language
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English 2 Undetermined 1
Author
All
Dodd, Barbara Glenzing 1 Gao, Xiang 1 Matteucci, Mariagiulia 1 Mo, Jianming 1 Veldkamp, Bernard 1
Published in...
All
Statistical Methods and Applications 1 The journal of operational risk 1
Source
All
BASE 1 ECONIS (ZBW) 1 RePEc 1
Showing 1 - 3 of 3
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Risk capital reserve and measurement precision in modeling heavy-tailed single operational losses
Mo, Jianming; Gao, Xiang - In: The journal of operational risk 15 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10013177332
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A comparison of item exposure control procedures with the generalized partial credit model
Dodd, Barbara Glenzing (contributor) - 2008
protect test security while not significantly degrading measurement precision. The restricted forms of the randomesque and … test security while not significantly degrading measurement precision. Additionally, in general, the increase of the item … pool size from 100 to 200 improved measurement precision and test security. Implications towards practical application are …
Persistent link: https://www.econbiz.de/10009429306
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On the use of MCMC computerized adaptive testing with empirical prior information to improve efficiency
Matteucci, Mariagiulia; Veldkamp, Bernard - In: Statistical Methods and Applications 22 (2013) 2, pp. 243-267
measurement precision under particular conditions, can be reduced as well. In the empirical examples, the methods were applied to …
Persistent link: https://www.econbiz.de/10010680676
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