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  • Search: subject:"saddle- point approximation"
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Year of publication
Subject
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Basel II 2 IRB approach 2 Saddle point approximation 2 analytical approximation 2 double default 2 granularity adjustment 2 Chernoff distance 1 Cumulative distribution function 1 Dffusion processes 1 Eigenexpansion 1 Heuristisches Verfahren 1 Infinitesimal Generator 1 Influence Function 1 Kreditrisiko 1 Kreditwürdigkeit 1 Large deviations theory 1 Messung 1 Mutual information 1 M–Estimators 1 Poisson-Bernoulli distributions 1 Random sum 1 Random-dot-matrix 1 Saddle– point Approximation 1 Stereopsis 1 Theorie 1 saddle- point approximation 1 saddle-point approximation 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 3 Undetermined 2
Author
All
Lütkebohmert, Eva 2 AL MUTAIRI ALYA O. 1 Gross, Eitan 1 LOW, HENG CHIN 1 Trojani, Fabio 1 Vecchia, Davide La 1
Institution
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School of Economics and Political Science, Universität St. Gallen 1 University of Bonn, Germany 1
Published in...
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Bonn Econ Discussion Papers 2 Journal of Asian Scientific Research 1 Physica A: Statistical Mechanics and its Applications 1 University of St. Gallen Department of Economics working paper series 2008 1
Source
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RePEc 4 EconStor 1
Showing 1 - 5 of 5
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Saddle Point Approximation to Cumulative Distribution Function for Damage Process
AL MUTAIRI ALYA O.; LOW, HENG CHIN - In: Journal of Asian Scientific Research 3 (2013) 5, pp. 485-492
The random sum distribution plays a key role in the application of statistics, in addition, it can be used with insurance program, biotechnology and applied medical science. The statistical significance of this distribution arises from its applicability in real life situations. Saddle point...
Persistent link: https://www.econbiz.de/10010666551
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Failure of saddle-point method in the presence of double defaults
Lütkebohmert, Eva - 2009
We show that the saddle-point approximation method to quantify the impact of undiversi?ed idiosyncratic risk in a …
Persistent link: https://www.econbiz.de/10010270010
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FAILURE OF SADDLE-POINT METHOD IN THE PRESENCE OF DOUBLE DEFAULTS
Lütkebohmert, Eva - University of Bonn, Germany - 2009
We show that the saddle-point approximation method to quantify the impact of undiversi?ed idiosyncratic risk in a …
Persistent link: https://www.econbiz.de/10005009777
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Classification error analysis in stereo vision
Gross, Eitan - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 1-10
Depth perception in humans is obtained by comparing images generated by the two eyes to each other. Given the highly stochastic nature of neurons in the brain, this comparison requires maximizing the mutual information (MI) between the neuronal responses in the two eyes by distributing the...
Persistent link: https://www.econbiz.de/10011264529
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Infinitesimal Robustness for Diffusions
Vecchia, Davide La; Trojani, Fabio - School of Economics and Political Science, Universität … - 2008
We develop infinitesimally robust statistical procedures for general diffusion processes. We first prove existence and uniqueness of the times series influence function of conditionally unbiased M–estimators for ergodic and stationary dffusions, under weak conditions on the (martingale)...
Persistent link: https://www.econbiz.de/10005797681
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